Project 8: Backtesting¶
In this project, you will build a fairly realistic backtester that uses the Barra data. The backtester will perform portfolio optimization that includes transaction costs, and you'll implement it with computational efficiency in mind, to allow for a reasonably fast backtest. You'll also use performance attribution to identify the major drivers of your portfolio's profit-and-loss (PnL). You will have the option to modify and customize the backtest as well.
Instructions¶
Each problem consists of a function to implement and instructions on how to implement the function. The parts of the function that need to be implemented are marked with a # TODO comment. Your code will be checked for the correct solution when you submit it to Udacity.
Packages¶
When you implement the functions, you'll only need to you use the packages you've used in the classroom, like Pandas and Numpy. These packages will be imported for you. We recommend you don't add any import statements, otherwise the grader might not be able to run your code.
Install Packages¶
In [1]:
import sys
!{sys.executable} -m pip install -r requirements.txt
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Load Packages¶
In [2]:
import scipy
import patsy
import pickle
import numpy as np
import pandas as pd
import scipy.sparse
import matplotlib.pyplot as plt
plt.rcParams['figure.figsize'] = (14, 8)
from statistics import median
from scipy.stats import gaussian_kde
from statsmodels.formula.api import ols
from tqdm import tqdm
Load Data¶
We’ll be using the Barra dataset to get factors that can be used to predict risk. Loading and parsing the raw Barra data can be a very slow process that can significantly slow down your backtesting. For this reason, it's important to pre-process the data beforehand. For your convenience, the Barra data has already been pre-processed for you and saved into pickle files. You will load the Barra data from these pickle files.
In the code below, we start by loading 2004 factor data from the pandas-frames.2004.pickle file. We also load the 2003 and 2004 covariance data from the covaraince.2003.pickle and covaraince.2004.pickle files. You are encouraged to customize the data range for your backtest. For example, we recommend starting with two or three years of factor data. Remember that the covariance data should include all the years that you choose for the factor data, and also one year earlier. For example, in the code below we are using 2004 factor data, therefore, we must include 2004 in our covariance data, but also the previous year, 2003. If you don't remember why must include this previous year, feel free to review the lessons.
In [3]:
barra_dir = '../../data/project_8_barra/'
data = {}
for year in [2004]:
fil = barra_dir + "pandas-frames." + str(year) + ".pickle"
data.update(pickle.load( open( fil, "rb" ) ))
covariance = {}
for year in [2004]:
fil = barra_dir + "covariance." + str(year) + ".pickle"
covariance.update(pickle.load( open(fil, "rb" ) ))
daily_return = {}
for year in [2004, 2005]:
fil = barra_dir + "price." + str(year) + ".pickle"
daily_return.update(pickle.load( open(fil, "rb" ) ))
In [4]:
data
Out[4]:
{'20040102': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.032 0.000 0.0
1 USA0011 -0.059 0.000 0.0
2 USA0031 0.457 0.000 0.0
3 USA0062 -0.128 0.431 0.0
4 USA00E2 0.374 0.000 0.0
5 USA00F1 -0.254 0.000 0.0
6 USA00G2 -0.317 0.000 0.0
7 USA00H1 0.157 0.000 0.0
8 USA00I1 -0.550 0.000 0.0
9 USA00J1 -0.169 0.000 0.0
10 USA00K1 -1.019 0.000 0.0
11 USA00P1 0.334 0.000 0.0
12 USA00R1 0.490 0.000 0.0
13 USA00S1 -0.169 0.000 0.0
14 USA00V1 -0.642 0.000 0.0
15 USA0131 -0.609 1.000 0.0
16 USA0161 -0.098 1.000 0.0
17 USA01I1 -0.230 0.000 0.0
18 USA01J2 -0.175 0.000 0.0
19 USA01L1 -0.116 0.000 0.0
20 USA01P1 0.701 0.000 0.0
21 USA01Q1 -0.249 0.000 0.0
22 USA0202 0.735 0.000 0.0
23 USA0231 -0.007 0.000 0.0
24 USA0281 -0.133 0.000 0.0
25 USA0291 0.639 0.000 0.0
26 USA02A1 -0.339 0.000 0.0
27 USA02B1 -2.745 0.000 0.0
28 USA02H1 -0.560 0.000 0.0
29 USA02P1 0.166 0.000 0.0
... ... ... ... ...
12412 USAZY41 0.715 0.000 0.0
12413 USAZY51 2.418 0.000 0.0
12414 USAZY61 1.618 0.000 0.0
12415 USAZY71 2.622 0.000 0.0
12416 USAZYI1 2.826 0.000 0.0
12417 USAZYJ1 -1.637 0.000 0.0
12418 USAZYK1 2.077 0.000 0.0
12419 USAZYM1 2.826 0.000 0.0
12420 USAZYR1 -1.874 0.000 0.0
12421 USAZYS1 2.646 0.000 0.0
12422 USAZYT1 -1.704 0.000 0.0
12423 USAZYV1 -1.045 0.000 0.0
12424 USAZYX1 1.151 0.000 0.0
12425 USAZZ41 2.826 0.000 0.0
12426 USAZZ51 2.354 0.000 0.0
12427 USAZZ61 2.481 0.000 0.0
12428 USAZZ71 1.582 0.000 0.0
12429 USAZZ81 -0.164 0.000 0.0
12430 USAZZ91 2.826 0.000 0.0
12431 USAZZA1 2.399 0.000 0.0
12432 USAZZB1 2.301 0.000 0.0
12433 USAZZD1 -0.993 0.000 0.0
12434 USAZZF1 2.465 0.000 0.0
12435 USAZZI1 2.354 0.000 0.0
12436 USAZZJ1 2.826 0.000 0.0
12437 USAZZL1 1.895 0.000 0.0
12438 USAZZP1 2.410 0.000 0.0
12439 USAZZR1 2.120 0.000 0.0
12440 USAZZX1 -1.522 0.000 0.0
12441 USAZZY1 -2.405 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
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12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
12441 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.177 0.000 ... NaN NaN
1 -2.176 0.000 ... NaN NaN
2 -2.061 0.000 ... NaN NaN
3 -2.003 0.000 ... NaN NaN
4 -1.967 0.000 ... NaN NaN
5 -2.025 0.000 ... NaN NaN
6 -2.214 0.000 ... NaN NaN
7 -1.882 0.000 ... NaN NaN
8 -2.190 0.000 ... NaN NaN
9 -2.198 0.863 ... NaN NaN
10 -2.334 0.000 ... NaN NaN
11 -1.098 0.000 ... NaN NaN
12 -1.615 0.000 ... NaN NaN
13 -1.141 0.000 ... NaN 4289.0
14 -2.176 0.000 ... NaN NaN
15 -2.440 0.000 ... NaN NaN
16 -1.183 0.000 ... NaN 170.0
17 -1.943 0.000 ... NaN NaN
18 -2.045 0.000 ... NaN NaN
19 -1.981 0.000 ... NaN NaN
20 -1.777 0.000 ... NaN NaN
21 -2.634 1.000 ... NaN NaN
22 -0.176 0.000 ... NaN NaN
23 -1.905 0.000 ... NaN NaN
24 -2.160 0.000 ... NaN NaN
25 -1.147 0.000 ... NaN NaN
26 -2.140 0.000 ... NaN NaN
27 -1.188 0.000 ... NaN 180.0
28 -1.387 0.000 ... NaN NaN
29 -2.085 0.000 ... NaN 18800.0
... ... ... ... ... ...
12412 -2.176 0.000 ... NaN NaN
12413 -1.569 0.000 ... NaN NaN
12414 -0.586 0.000 ... NaN NaN
12415 -0.366 0.000 ... NaN NaN
12416 -0.563 0.000 ... NaN 8500.0
12417 -0.431 0.000 ... NaN 1000.0
12418 0.029 0.000 ... NaN 7950.0
12419 0.188 0.000 ... NaN 12500.0
12420 -0.975 0.000 ... NaN 279693.0
12421 0.190 0.000 ... NaN NaN
12422 -0.867 0.000 ... NaN 13867.0
12423 -0.674 0.000 ... NaN 1335300.0
12424 -1.376 0.000 ... NaN 1100.0
12425 -1.466 0.000 ... NaN 84700.0
12426 -0.368 0.000 ... NaN NaN
12427 -0.798 0.000 ... NaN 281000.0
12428 -0.741 0.000 ... NaN NaN
12429 -1.538 1.000 ... NaN 40600.0
12430 0.114 0.000 ... NaN NaN
12431 -0.517 0.000 ... NaN NaN
12432 -1.584 0.000 ... NaN NaN
12433 0.228 0.000 ... NaN 337200.0
12434 -0.452 0.000 ... NaN NaN
12435 -0.518 1.000 ... NaN NaN
12436 -1.981 0.000 ... NaN 0.0
12437 -0.318 0.000 ... NaN NaN
12438 -1.100 1.000 ... NaN NaN
12439 -1.167 0.000 ... NaN NaN
12440 0.247 0.000 ... NaN 87800.0
12441 -0.411 0.000 ... NaN 86300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.392988e+10 0.188679 13.959397 9.014505
1 NaN 5.874999e+09 0.000000 17.033359 11.726327
2 NaN 7.304963e+10 2.103004 21.738218 18.047415
3 NaN 2.866562e+10 2.243494 23.129496 20.830128
4 NaN 5.720420e+10 2.167256 25.391653 21.458171
5 NaN 1.742470e+11 0.392275 15.695637 11.912117
6 NaN 1.644681e+10 4.679803 21.654431 14.431033
7 NaN 8.054473e+10 0.000000 22.765658 18.313856
8 NaN 1.681907e+10 0.087623 20.410134 14.133102
9 NaN 4.335559e+10 1.670463 21.686440 19.249760
10 NaN 3.677209e+10 0.000000 33.867332 26.375334
11 NaN 2.377153e+10 1.413784 21.424437 16.195982
12 NaN 6.177471e+09 2.641914 18.112924 12.495233
13 NaN 1.576241e+10 1.244629 21.922494 19.035684
14 NaN 1.041914e+10 1.458435 12.385339 8.420332
15 NaN 3.359884e+10 1.613669 24.839671 21.502548
16 NaN 3.359884e+10 1.613669 28.025448 23.914479
17 NaN 2.664403e+10 0.196207 15.087449 12.143365
18 NaN 2.851823e+10 1.782703 23.016956 20.028493
19 NaN 9.179657e+10 3.380021 23.209763 19.935156
20 NaN 1.691907e+11 0.000000 27.138099 23.901111
21 NaN 1.237492e+11 1.733990 22.222874 19.652249
22 NaN 1.328618e+10 0.000000 29.844475 23.970616
23 NaN 8.798649e+10 0.000000 24.742676 21.356169
24 NaN 4.534344e+10 3.050774 18.248930 14.319948
25 NaN 3.184106e+10 0.000000 24.017693 19.557779
26 NaN 7.248961e+09 1.947799 11.185751 7.613359
27 NaN 7.248961e+09 1.947799 32.801110 28.797618
28 NaN 7.215026e+10 2.398082 21.698318 18.244674
29 NaN 3.117866e+11 2.582311 22.480566 19.563198
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 19.208371 12.488067
12413 NaN 6.638950e+06 0.000000 74.640585 72.370109
12414 NaN 3.012930e+06 NaN 67.334667 63.572209
12415 NaN 2.452000e+05 0.000000 87.497910 83.717198
12416 3223.94 4.740600e+06 0.000000 76.863310 73.357836
12417 920.22 2.525880e+07 NaN 73.338050 69.331053
12418 769.50 6.832300e+04 NaN 72.972597 68.149533
12419 326.41 2.270100e+06 NaN 80.656370 76.499271
12420 91477.12 1.003100e+07 0.000000 112.592276 110.419717
12421 NaN 5.030700e+01 0.000000 43.661249 33.805533
12422 57150.03 2.763600e+07 0.000000 72.956591 70.049127
12423 10509.78 3.100469e+06 0.000000 119.257445 117.005538
12424 15628.40 4.236672e+07 0.000000 25.602659 21.212255
12425 12098.24 6.264510e+06 NaN 71.497468 69.006331
12426 NaN 7.414000e+04 NaN 38.279688 30.066884
12427 2324.45 2.224400e+06 0.000000 114.260252 111.809094
12428 NaN 2.684070e+07 0.000000 67.522512 63.419945
12429 1307457.05 2.911190e+10 4.714286 21.679651 18.778080
12430 NaN 1.352860e+06 0.000000 45.970832 36.773965
12431 NaN 7.609700e+05 NaN 86.928704 83.337116
12432 NaN 1.251480e+06 0.000000 31.424176 24.267277
12433 3295.34 4.318500e+05 NaN 86.053340 82.523258
12434 NaN 1.848960e+06 NaN 88.774107 85.172848
12435 NaN 1.055250e+06 0.000000 94.608398 91.998727
12436 NaN 7.826553e+06 0.000000 62.764089 59.348666
12437 NaN 3.430560e+07 0.000000 58.542009 53.503883
12438 NaN 2.614480e+06 NaN 79.293774 76.269788
12439 NaN 8.280000e+04 NaN 40.228029 34.504433
12440 3580.90 2.031860e+06 0.000000 126.289675 123.366131
12441 2316266.45 8.306788e+08 0.620877 32.573024 22.297109
HistBeta PredBeta DataDate
0 -0.000189 0.156387 20040102
1 0.000013 0.147900 20040102
2 0.053033 0.216422 20040102
3 0.079755 0.355564 20040102
4 0.096238 0.412602 20040102
5 0.069464 0.346033 20040102
6 -0.017417 0.026702 20040102
7 0.135674 0.267576 20040102
8 -0.006358 0.278503 20040102
9 -0.010228 0.194933 20040102
10 -0.072812 0.475343 20040102
11 0.496970 0.853930 20040102
12 0.258616 0.673043 20040102
13 0.477142 0.558508 20040102
14 0.000013 0.083475 20040102
15 -0.121604 0.145560 20040102
16 0.457450 0.713817 20040102
17 0.107272 0.220367 20040102
18 0.060553 0.355385 20040102
19 0.089837 0.278654 20040102
20 0.183841 0.410674 20040102
21 -0.210865 0.042602 20040102
22 0.921471 1.005869 20040102
23 0.125102 0.519813 20040102
24 0.007271 0.359541 20040102
25 0.474128 0.720445 20040102
26 0.016464 0.268383 20040102
27 0.455392 0.823334 20040102
28 0.363409 0.574217 20040102
29 0.042230 0.340393 20040102
... ... ... ...
12412 0.000013 0.050859 20040102
12413 0.279903 0.579444 20040102
12414 0.732842 1.041313 20040102
12415 0.833859 1.149809 20040102
12416 0.743190 1.041294 20040102
12417 0.803832 1.162438 20040102
12418 1.016101 1.354084 20040102
12419 1.089179 1.282783 20040102
12420 0.553212 0.788145 20040102
12421 1.089953 1.379310 20040102
12422 0.603339 0.850369 20040102
12423 0.692038 0.970822 20040102
12424 0.368721 0.289544 20040102
12425 0.327400 0.629735 20040102
12426 0.832962 1.114710 20040102
12427 0.634920 1.013968 20040102
12428 0.661152 0.900018 20040102
12429 0.294241 0.401738 20040102
12430 1.054950 1.224731 20040102
12431 0.764430 1.151915 20040102
12432 0.272805 0.689609 20040102
12433 1.107541 1.236199 20040102
12434 0.794524 1.180092 20040102
12435 0.764140 0.982174 20040102
12436 0.090069 0.346851 20040102
12437 0.855973 1.148298 20040102
12438 0.495782 0.872594 20040102
12439 0.464922 0.853555 20040102
12440 1.116599 1.320642 20040102
12441 0.813423 0.911993 20040102
[12442 rows x 92 columns],
'20040105': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.342 0.000 0.0
1 USA0011 -0.285 0.000 0.0
2 USA0031 -0.485 0.000 0.0
3 USA0062 -0.151 0.431 0.0
4 USA00E2 -0.272 0.000 0.0
5 USA00F1 -0.429 0.000 0.0
6 USA00G2 0.855 0.000 0.0
7 USA00H1 -1.084 0.000 0.0
8 USA00I1 0.145 0.000 0.0
9 USA00J1 -0.101 0.000 0.0
10 USA00K1 1.243 0.000 0.0
11 USA00P1 0.649 0.000 0.0
12 USA00R1 0.022 0.000 0.0
13 USA00S1 1.472 0.000 0.0
14 USA00V1 -0.619 0.000 0.0
15 USA0131 -0.559 1.000 0.0
16 USA0161 -0.028 1.000 0.0
17 USA01I1 -0.510 0.000 0.0
18 USA01J2 -0.008 0.000 0.0
19 USA01L1 0.789 0.000 0.0
20 USA01P1 0.567 0.000 0.0
21 USA01Q1 -0.272 0.000 0.0
22 USA0202 0.840 0.000 0.0
23 USA0231 0.410 0.000 0.0
24 USA0281 0.231 0.000 0.0
25 USA0291 0.934 0.000 0.0
26 USA02A1 -0.103 0.000 0.0
27 USA02B1 2.659 0.000 0.0
28 USA02H1 -0.198 0.000 0.0
29 USA02P1 1.575 0.000 0.0
... ... ... ... ...
12412 USAZY41 -0.437 0.000 0.0
12413 USAZY51 -2.814 0.000 0.0
12414 USAZY61 0.721 0.000 0.0
12415 USAZY71 -2.346 0.000 0.0
12416 USAZYI1 1.243 0.000 0.0
12417 USAZYJ1 1.072 0.000 0.0
12418 USAZYK1 1.281 0.000 0.0
12419 USAZYM1 1.226 0.000 0.0
12420 USAZYR1 0.943 0.000 0.0
12421 USAZYS1 1.779 0.000 0.0
12422 USAZYT1 2.827 0.000 0.0
12423 USAZYV1 2.827 0.000 0.0
12424 USAZYX1 -0.322 0.000 0.0
12425 USAZZ41 2.827 0.000 0.0
12426 USAZZ51 1.450 0.000 0.0
12427 USAZZ61 1.373 0.000 0.0
12428 USAZZ71 2.827 0.000 0.0
12429 USAZZ81 -0.013 0.000 0.0
12430 USAZZ91 2.134 0.000 0.0
12431 USAZZA1 1.561 0.000 0.0
12432 USAZZB1 0.467 0.000 0.0
12433 USAZZD1 2.827 0.000 0.0
12434 USAZZF1 1.265 0.000 0.0
12435 USAZZI1 0.948 0.000 0.0
12436 USAZZJ1 0.305 0.000 0.0
12437 USAZZL1 -1.212 0.000 0.0
12438 USAZZP1 0.728 0.000 0.0
12439 USAZZR1 1.253 0.000 0.0
12440 USAZZX1 2.827 0.000 0.0
12441 USAZZY1 -2.814 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
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12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
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12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
12441 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.155 0.000 ... NaN NaN
1 -2.155 0.000 ... NaN NaN
2 -2.047 0.000 ... NaN NaN
3 -1.994 0.000 ... NaN NaN
4 -1.950 0.000 ... NaN NaN
5 -2.009 0.000 ... NaN NaN
6 -2.192 0.000 ... NaN NaN
7 -1.868 0.000 ... NaN NaN
8 -2.169 0.000 ... NaN NaN
9 -2.177 0.863 ... NaN NaN
10 -2.310 0.000 ... NaN NaN
11 -1.083 0.000 ... NaN NaN
12 -1.590 0.000 ... NaN NaN
13 -1.229 0.000 ... NaN 40571.0
14 -2.155 0.000 ... NaN NaN
15 -2.416 0.000 ... NaN NaN
16 -1.183 0.000 ... NaN 970.0
17 -1.929 0.000 ... NaN NaN
18 -2.034 0.000 ... NaN NaN
19 -1.971 0.000 ... NaN NaN
20 -1.773 0.000 ... NaN NaN
21 -2.603 1.000 ... NaN NaN
22 -0.202 0.000 ... NaN NaN
23 -1.888 0.000 ... NaN NaN
24 -2.139 0.000 ... NaN NaN
25 -1.156 0.000 ... NaN NaN
26 -2.121 0.000 ... NaN NaN
27 -1.282 0.000 ... NaN 1005.0
28 -1.406 0.000 ... NaN NaN
29 -2.155 0.000 ... NaN 710.0
... ... ... ... ... ...
12412 -2.155 0.000 ... NaN NaN
12413 -1.399 0.000 ... NaN 10650.0
12414 -0.583 0.000 ... NaN NaN
12415 -0.210 0.000 ... NaN 1450.0
12416 -0.555 0.000 ... NaN NaN
12417 -0.437 0.000 ... NaN NaN
12418 0.024 0.000 ... NaN 315100.0
12419 0.168 0.000 ... NaN NaN
12420 -0.965 0.000 ... NaN 448131.0
12421 0.184 0.000 ... NaN NaN
12422 -1.002 0.000 ... NaN 278650.0
12423 -0.743 0.000 ... NaN 776000.0
12424 -1.372 0.000 ... NaN 1200.0
12425 -1.513 0.000 ... NaN 135040.0
12426 -0.367 0.000 ... NaN NaN
12427 -0.775 0.000 ... NaN 250003.0
12428 -0.790 0.000 ... NaN 4980.0
12429 -1.541 1.000 ... NaN 19400.0
12430 0.105 0.000 ... NaN NaN
12431 -0.501 0.000 ... NaN NaN
12432 -1.570 0.000 ... NaN NaN
12433 0.137 0.000 ... NaN 1460701.0
12434 -0.438 0.000 ... NaN 12200.0
12435 -0.531 1.000 ... NaN NaN
12436 -1.937 0.000 ... NaN 0.0
12437 -0.270 0.000 ... NaN 500.0
12438 -1.093 1.000 ... NaN NaN
12439 -1.143 0.000 ... NaN NaN
12440 0.105 0.000 ... NaN 527900.0
12441 -0.309 0.000 ... NaN 96600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.560770e+10 0.188679 15.527007 9.729826
1 NaN 5.992747e+09 0.000000 18.724629 12.484380
2 NaN 7.304963e+10 2.103004 23.556869 19.205834
3 NaN 2.881183e+10 2.243494 24.689148 22.040096
4 NaN 5.731070e+10 2.167256 27.329502 22.863809
5 NaN 1.769341e+11 0.392275 16.932369 12.669255
6 NaN 1.693540e+10 4.679803 24.423636 15.632723
7 NaN 8.049310e+10 0.000000 25.082866 19.609542
8 NaN 1.733698e+10 0.087623 22.558186 15.203615
9 NaN 4.344653e+10 1.670463 23.328583 20.440294
10 NaN 3.921691e+10 0.000000 37.653497 28.630580
11 NaN 2.447349e+10 1.413784 22.761287 17.543420
12 NaN 6.400620e+09 2.641914 19.285027 13.364255
13 NaN 1.570572e+10 1.244629 23.701283 20.585066
14 NaN 1.057658e+10 1.458435 13.780260 9.073603
15 NaN 3.366285e+10 1.613669 26.876101 22.917095
16 NaN 3.366285e+10 1.613669 29.775684 25.503477
17 NaN 2.702351e+10 0.196207 16.470623 12.958267
18 NaN 2.929459e+10 1.782703 24.671957 21.150219
19 NaN 9.357073e+10 3.380021 25.331220 21.435484
20 NaN 1.725287e+11 0.000000 29.452180 25.785771
21 NaN 1.238967e+11 1.733990 23.993621 20.884366
22 NaN 1.424351e+10 0.000000 31.626614 25.762332
23 NaN 9.037074e+10 0.000000 26.820373 22.984032
24 NaN 4.583164e+10 3.050774 19.808540 15.377637
25 NaN 3.256363e+10 0.000000 26.312146 21.390353
26 NaN 7.357839e+09 1.947799 12.169563 8.172681
27 NaN 7.357839e+09 1.947799 35.345857 31.719856
28 NaN 7.245215e+10 2.398082 23.128479 19.436866
29 NaN 3.163953e+11 2.582311 24.696458 21.186990
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 21.230456 13.309210
12413 2293.28 7.504900e+06 0.000000 80.161067 77.486312
12414 NaN 3.012930e+06 NaN 72.436878 68.415014
12415 835.81 3.678000e+05 0.000000 96.576854 92.697565
12416 NaN 4.740600e+06 0.000000 79.974896 75.697604
12417 NaN 2.525880e+07 NaN 82.732678 78.921503
12418 805.26 6.832300e+04 NaN 78.967837 74.154544
12419 NaN 2.270100e+06 NaN 86.712385 82.650657
12420 83049.05 1.003100e+07 0.000000 119.927963 117.472896
12421 NaN 5.030700e+01 0.000000 47.279494 36.848949
12422 64382.05 2.516850e+07 0.000000 79.252983 75.953294
12423 11058.53 2.830863e+06 0.000000 127.568684 124.946454
12424 10742.58 4.257440e+07 0.000000 27.566730 22.574507
12425 13629.44 5.966200e+06 NaN 76.555418 73.734914
12426 NaN 7.414000e+04 NaN 41.718501 32.916410
12427 2377.10 2.224400e+06 0.000000 121.564133 118.903760
12428 871.50 2.564778e+07 0.000000 72.192827 67.580591
12429 1220516.11 2.930640e+10 4.714286 23.184645 20.008927
12430 NaN 1.352860e+06 0.000000 49.908841 39.972192
12431 NaN 7.609700e+05 NaN 93.317008 89.409692
12432 NaN 1.251480e+06 0.000000 34.461863 26.453986
12433 3640.96 3.454800e+05 NaN 91.099405 87.252421
12434 4236.46 1.848960e+06 NaN 96.130639 92.399317
12435 NaN 1.055250e+06 0.000000 100.649590 97.812624
12436 NaN 7.930941e+06 0.000000 67.187115 63.230038
12437 23037.57 3.553080e+07 0.000000 62.055496 56.920640
12438 NaN 2.614480e+06 NaN 85.364868 82.164470
12439 NaN 8.280000e+04 NaN 43.895899 37.501412
12440 4061.06 1.727081e+06 0.000000 135.493685 132.344281
12441 2426894.68 8.648907e+08 0.620877 37.341142 25.948910
HistBeta PredBeta DataDate
0 -0.000190 0.177585 20040105
1 0.000015 0.148997 20040105
2 0.050428 0.214688 20040105
3 0.074897 0.362269 20040105
4 0.095460 0.408012 20040105
5 0.068240 0.340677 20040105
6 -0.017458 0.066773 20040105
7 0.134092 0.242994 20040105
8 -0.006346 0.303403 20040105
9 -0.010254 0.211483 20040105
10 -0.072098 0.538352 20040105
11 0.499941 0.874048 20040105
12 0.263638 0.680697 20040105
13 0.431828 0.571891 20040105
14 0.000015 0.079662 20040105
15 -0.121761 0.147693 20040105
16 0.453201 0.706254 20040105
17 0.105285 0.209634 20040105
18 0.056276 0.361382 20040105
19 0.086065 0.299156 20040105
20 0.178317 0.405479 20040105
21 -0.208717 0.052644 20040105
22 0.910799 1.010495 20040105
23 0.124532 0.536650 20040105
24 0.007310 0.372753 20040105
25 0.465972 0.802527 20040105
26 0.016023 0.277808 20040105
27 0.407264 0.838805 20040105
28 0.349345 0.575434 20040105
29 0.000033 0.348559 20040105
... ... ... ...
12412 0.000015 0.039685 20040105
12413 0.352462 0.561550 20040105
12414 0.733138 1.037388 20040105
12415 0.907050 1.115512 20040105
12416 0.746244 1.129090 20040105
12417 0.801435 1.117602 20040105
12418 1.016480 1.343437 20040105
12419 1.083617 1.240494 20040105
12420 0.555132 0.770573 20040105
12421 1.091029 1.406801 20040105
12422 0.537687 0.901379 20040105
12423 0.658551 1.047942 20040105
12424 0.365014 0.278464 20040105
12425 0.299409 0.641994 20040105
12426 0.834061 1.131978 20040105
12427 0.643685 1.006527 20040105
12428 0.636824 0.953024 20040105
12429 0.286386 0.403243 20040105
12430 1.054225 1.248885 20040105
12431 0.771255 1.165940 20040105
12432 0.272808 0.690370 20040105
12433 1.069109 1.311105 20040105
12434 0.800757 1.169171 20040105
12435 0.757203 0.986153 20040105
12436 0.101589 0.340301 20040105
12437 0.879284 1.103444 20040105
12438 0.495498 0.851413 20040105
12439 0.471877 0.876388 20040105
12440 1.053895 1.355915 20040105
12441 0.861021 0.909758 20040105
[12442 rows x 92 columns],
'20040106': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.481 0.000 0.0
1 USA0011 -0.595 0.000 0.0
2 USA0031 -0.109 0.000 0.0
3 USA0062 0.163 0.431 0.0
4 USA00E2 0.064 0.000 0.0
5 USA00F1 -0.182 0.000 0.0
6 USA00G2 0.049 0.000 0.0
7 USA00H1 -0.049 0.000 0.0
8 USA00I1 0.098 0.000 0.0
9 USA00J1 0.120 0.000 0.0
10 USA00K1 0.135 0.000 0.0
11 USA00P1 0.513 0.000 0.0
12 USA00R1 0.219 0.000 0.0
13 USA00S1 -0.108 0.000 0.0
14 USA00V1 -0.299 0.000 0.0
15 USA0131 -0.084 1.000 0.0
16 USA0161 1.719 1.000 0.0
17 USA01I1 -0.151 0.000 0.0
18 USA01J2 -0.041 0.000 0.0
19 USA01L1 0.048 0.000 0.0
20 USA01P1 0.789 0.000 0.0
21 USA01Q1 0.088 0.000 0.0
22 USA0202 0.995 0.000 0.0
23 USA0231 0.448 0.000 0.0
24 USA0281 -0.328 0.000 0.0
25 USA0291 0.789 0.000 0.0
26 USA02A1 -0.138 0.000 0.0
27 USA02B1 0.850 0.000 0.0
28 USA02H1 0.229 0.000 0.0
29 USA02P1 -0.107 0.000 0.0
... ... ... ... ...
12408 USAZY41 -1.124 0.000 0.0
12409 USAZY51 0.100 0.000 0.0
12410 USAZY61 0.324 0.000 0.0
12411 USAZY71 0.044 0.000 0.0
12412 USAZYI1 -2.861 0.000 0.0
12413 USAZYJ1 -2.658 0.000 0.0
12414 USAZYK1 -0.300 0.000 0.0
12415 USAZYM1 -0.121 0.000 0.0
12416 USAZYR1 2.256 0.000 0.0
12417 USAZYS1 0.048 0.000 0.0
12418 USAZYT1 1.235 0.000 0.0
12419 USAZYV1 -0.120 0.000 0.0
12420 USAZYX1 -0.367 0.000 0.0
12421 USAZZ41 2.326 0.000 0.0
12422 USAZZ51 -0.019 0.000 0.0
12423 USAZZ61 2.794 0.000 0.0
12424 USAZZ71 0.107 0.000 0.0
12425 USAZZ81 0.012 0.000 0.0
12426 USAZZ91 -0.143 0.000 0.0
12427 USAZZA1 -0.011 0.000 0.0
12428 USAZZB1 -0.250 0.000 0.0
12429 USAZZD1 0.016 0.000 0.0
12430 USAZZF1 -0.928 0.000 0.0
12431 USAZZI1 -1.369 0.000 0.0
12432 USAZZJ1 -2.911 0.000 0.0
12433 USAZZL1 -2.730 0.000 0.0
12434 USAZZP1 -0.006 0.000 0.0
12435 USAZZR1 -0.176 0.000 0.0
12436 USAZZX1 -2.836 0.000 0.0
12437 USAZZY1 0.617 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
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12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
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12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.158 0.000 ... NaN NaN
1 -2.158 0.000 ... NaN NaN
2 -2.049 0.000 ... NaN NaN
3 -1.997 0.000 ... NaN NaN
4 -1.955 0.000 ... NaN NaN
5 -2.031 0.000 ... NaN NaN
6 -2.195 0.000 ... NaN NaN
7 -1.870 0.000 ... NaN NaN
8 -2.171 0.000 ... NaN NaN
9 -2.180 0.863 ... NaN NaN
10 -2.314 0.000 ... NaN NaN
11 -1.085 0.000 ... NaN NaN
12 -1.591 0.000 ... NaN NaN
13 -1.215 0.000 ... NaN 48965.0
14 -2.158 0.000 ... NaN NaN
15 -2.420 0.000 ... NaN NaN
16 -1.186 0.000 ... NaN 925.0
17 -1.932 0.000 ... NaN NaN
18 -2.038 0.000 ... NaN NaN
19 -1.973 0.000 ... NaN NaN
20 -1.775 0.000 ... NaN NaN
21 -2.607 1.000 ... NaN NaN
22 -0.180 0.000 ... NaN NaN
23 -1.893 0.000 ... NaN NaN
24 -2.145 0.000 ... NaN NaN
25 -1.158 0.000 ... NaN NaN
26 -2.123 0.000 ... NaN NaN
27 -1.286 0.000 ... NaN 250.0
28 -1.408 0.000 ... NaN NaN
29 -2.158 0.000 ... NaN 710.0
... ... ... ... ... ...
12408 -2.158 0.000 ... NaN NaN
12409 -1.401 0.000 ... NaN 300.0
12410 -0.585 0.000 ... NaN NaN
12411 -0.213 0.000 ... NaN NaN
12412 -0.554 0.000 ... NaN 4200.0
12413 -0.433 0.000 ... NaN 5000.0
12414 0.023 0.000 ... NaN 2000.0
12415 0.169 0.000 ... NaN NaN
12416 -0.969 0.000 ... NaN 269023.0
12417 0.184 0.000 ... NaN NaN
12418 -0.973 0.000 ... NaN 108110.0
12419 -0.741 0.000 ... NaN 668080.0
12420 -1.372 0.000 ... NaN NaN
12421 -1.517 0.000 ... NaN 78300.0
12422 -0.366 0.000 ... NaN NaN
12423 -0.776 0.000 ... NaN 248942.0
12424 -0.792 0.000 ... NaN NaN
12425 -1.535 1.000 ... NaN 38300.0
12426 0.106 0.000 ... NaN NaN
12427 -0.513 0.000 ... NaN NaN
12428 -1.576 0.000 ... NaN NaN
12429 0.137 0.000 ... NaN 182800.0
12430 -0.406 0.000 ... NaN 2312.0
12431 -0.530 1.000 ... NaN 160000.0
12432 -1.930 0.000 ... NaN 0.0
12433 -0.257 0.000 ... NaN 4100.0
12434 -1.103 1.000 ... NaN NaN
12435 -1.147 0.000 ... NaN NaN
12436 0.108 0.000 ... NaN 150000.0
12437 -0.322 0.000 ... NaN 130500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.592728e+10 0.188679 15.692850 10.050981
1 NaN 6.029930e+09 0.000000 19.050196 12.874902
2 NaN 7.251836e+10 2.103004 24.037181 19.772275
3 NaN 2.918165e+10 2.243494 25.280406 22.709825
4 NaN 5.784320e+10 2.167256 27.885397 23.513232
5 NaN 1.765167e+11 0.392275 17.127961 13.063995
6 NaN 1.690388e+10 4.679803 24.705787 16.097522
7 NaN 8.072544e+10 0.000000 25.569536 20.211346
8 NaN 1.772633e+10 0.087623 22.863087 15.655018
9 NaN 4.290913e+10 1.670463 23.843005 20.984128
10 NaN 3.984891e+10 0.000000 38.270375 29.465925
11 NaN 2.470550e+10 1.413784 23.051129 18.134238
12 NaN 6.387364e+09 2.641914 19.272543 13.767304
13 NaN 1.566320e+10 1.244629 24.060845 21.197423
14 NaN 1.064007e+10 1.458435 14.044685 9.400633
15 NaN 3.355083e+10 1.613669 27.407579 23.625455
16 NaN 3.355083e+10 1.613669 30.841525 26.682184
17 NaN 2.692083e+10 0.196207 16.731087 13.360723
18 NaN 2.877702e+10 1.782703 25.075968 21.631713
19 NaN 9.305772e+10 3.380021 25.832103 22.076461
20 NaN 1.745453e+11 0.000000 30.346694 26.732169
21 NaN 1.233806e+11 1.733990 24.548133 21.511264
22 NaN 1.483860e+10 0.000000 32.392680 26.754657
23 NaN 8.985800e+10 0.000000 27.427720 23.727123
24 NaN 4.550285e+10 3.050774 20.121834 15.849359
25 NaN 3.350296e+10 0.000000 26.910152 22.304933
26 NaN 7.546942e+09 1.947799 12.239065 8.419129
27 NaN 7.546942e+09 1.947799 36.252249 32.842572
28 NaN 7.245215e+10 2.398082 23.558349 20.016778
29 NaN 3.142913e+11 2.582311 25.101935 21.792121
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.773385 13.942212
12409 2206.76 7.504900e+06 0.000000 84.716213 82.209771
12410 NaN 3.012930e+06 NaN 75.288295 71.617910
12411 NaN 3.678000e+05 0.000000 100.519176 96.850709
12412 3204.85 5.530700e+06 0.000000 83.315141 79.408259
12413 1064.00 2.886720e+07 NaN 86.024190 82.351943
12414 768.75 6.832300e+04 NaN 82.424018 78.082457
12415 NaN 2.270100e+06 NaN 90.158250 86.453311
12416 82575.74 9.672750e+06 0.000000 123.471851 121.068935
12417 NaN 5.030700e+01 0.000000 47.575068 37.911238
12418 63912.64 2.467500e+07 0.000000 81.292034 78.268248
12419 11193.58 2.830863e+06 0.000000 130.984566 128.619200
12420 NaN 4.257440e+07 0.000000 28.110060 23.217955
12421 13650.56 5.369580e+06 NaN 77.953101 75.127647
12422 NaN 7.414000e+04 NaN 42.238944 33.865194
12423 2303.00 1.668300e+06 0.000000 127.650133 125.083728
12424 NaN 2.564778e+07 0.000000 72.461539 68.004832
12425 1219614.80 2.915373e+10 4.714286 23.659950 20.606106
12426 NaN 1.352860e+06 0.000000 50.562245 41.396341
12427 NaN 7.609700e+05 NaN 95.940769 92.323333
12428 NaN 1.251480e+06 0.000000 34.849732 27.225137
12429 3508.70 3.454800e+05 NaN 93.808173 90.390345
12430 4053.57 1.890048e+06 NaN 99.536206 96.078928
12431 1583.17 1.078700e+06 0.000000 103.177824 100.485043
12432 NaN 8.483492e+06 0.000000 70.049173 65.961557
12433 22857.00 3.798120e+07 0.000000 64.111840 59.283396
12434 NaN 2.614480e+06 NaN 87.827559 84.809806
12435 NaN 8.280000e+04 NaN 44.703014 38.579501
12436 3999.19 1.828674e+06 0.000000 139.097153 136.259948
12437 2994381.25 8.741631e+08 0.620877 37.862726 26.751016
HistBeta PredBeta DataDate
0 -0.000188 0.159701 20040106
1 0.000017 0.133397 20040106
2 0.050603 0.210419 20040106
3 0.074781 0.372498 20040106
4 0.094615 0.410219 20040106
5 0.059067 0.324120 20040106
6 -0.017500 0.049448 20040106
7 0.134408 0.239335 20040106
8 -0.006364 0.309990 20040106
9 -0.010467 0.214778 20040106
10 -0.073015 0.528409 20040106
11 0.500130 0.876679 20040106
12 0.264041 0.671520 20040106
13 0.439618 0.558155 20040106
14 0.000017 0.072279 20040106
15 -0.122352 0.135685 20040106
16 0.453305 0.733802 20040106
17 0.105390 0.201365 20040106
18 0.055938 0.360914 20040106
19 0.086197 0.295254 20040106
20 0.178596 0.410335 20040106
21 -0.209560 0.051544 20040106
22 0.922221 1.022408 20040106
23 0.123475 0.534769 20040106
24 0.006000 0.357584 20040106
25 0.466254 0.798856 20040106
26 0.016084 0.263013 20040106
27 0.406627 0.836960 20040106
28 0.349623 0.580189 20040106
29 -0.000275 0.331689 20040106
... ... ... ...
12408 0.000017 0.009961 20040106
12409 0.352918 0.535317 20040106
12410 0.733079 1.029531 20040106
12411 0.906844 1.160227 20040106
12412 0.747814 1.039277 20040106
12413 0.804143 1.025974 20040106
12414 1.016602 1.311169 20040106
12415 1.084761 1.211245 20040106
12416 0.554058 0.834783 20040106
12417 1.091992 1.348722 20040106
12418 0.552312 0.880039 20040106
12419 0.660639 0.985372 20040106
12420 0.366274 0.267425 20040106
12421 0.298875 0.682113 20040106
12422 0.835183 1.113248 20040106
12423 0.644102 1.028016 20040106
12424 0.636807 0.973511 20040106
12425 0.290274 0.408531 20040106
12426 1.055322 1.200536 20040106
12427 0.766729 1.124092 20040106
12428 0.271442 0.659726 20040106
12429 1.069830 1.248195 20040106
12430 0.816951 1.140841 20040106
12431 0.759116 0.939081 20040106
12432 0.106288 0.264540 20040106
12433 0.886015 1.076259 20040106
12434 0.491721 0.829472 20040106
12435 0.471180 0.850844 20040106
12436 1.056344 1.245966 20040106
12437 0.855809 0.968892 20040106
[12438 rows x 92 columns],
'20040107': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.752 0.000 0.0
1 USA0011 0.195 0.000 0.0
2 USA0031 0.244 0.000 0.0
3 USA0062 0.113 0.431 0.0
4 USA00E2 0.158 0.000 0.0
5 USA00F1 -0.303 0.000 0.0
6 USA00G2 -0.531 0.000 0.0
7 USA00H1 0.613 0.000 0.0
8 USA00I1 -0.251 0.000 0.0
9 USA00J1 -0.797 0.000 0.0
10 USA00K1 -0.863 0.000 0.0
11 USA00P1 -0.249 0.000 0.0
12 USA00R1 -0.163 0.000 0.0
13 USA00S1 0.692 0.000 0.0
14 USA00V1 -0.233 0.000 0.0
15 USA0131 0.213 1.000 0.0
16 USA0161 0.506 1.000 0.0
17 USA01I1 0.042 0.000 0.0
18 USA01J2 0.111 0.000 0.0
19 USA01L1 -0.343 0.000 0.0
20 USA01P1 0.171 0.000 0.0
21 USA01Q1 -0.924 0.000 0.0
22 USA0202 0.617 0.000 0.0
23 USA0231 -0.195 0.000 0.0
24 USA0281 -0.443 0.000 0.0
25 USA0291 0.221 0.000 0.0
26 USA02A1 -0.546 0.000 0.0
27 USA02B1 0.003 0.000 0.0
28 USA02H1 -0.152 0.000 0.0
29 USA02P1 -0.444 0.000 0.0
... ... ... ... ...
12405 USAZY41 -0.547 0.000 0.0
12406 USAZY51 0.515 0.000 0.0
12407 USAZY61 0.600 0.000 0.0
12408 USAZY71 0.941 0.000 0.0
12409 USAZYI1 2.869 0.000 0.0
12410 USAZYJ1 0.756 0.000 0.0
12411 USAZYK1 1.257 0.000 0.0
12412 USAZYM1 1.361 0.000 0.0
12413 USAZYR1 1.309 0.000 0.0
12414 USAZYS1 0.353 0.000 0.0
12415 USAZYT1 0.358 0.000 0.0
12416 USAZYV1 2.869 0.000 0.0
12417 USAZYX1 -0.764 0.000 0.0
12418 USAZZ41 0.345 0.000 0.0
12419 USAZZ51 0.309 0.000 0.0
12420 USAZZ61 -2.850 0.000 0.0
12421 USAZZ71 2.502 0.000 0.0
12422 USAZZ81 0.706 0.000 0.0
12423 USAZZ91 0.462 0.000 0.0
12424 USAZZA1 0.166 0.000 0.0
12425 USAZZB1 0.113 0.000 0.0
12426 USAZZD1 0.855 0.000 0.0
12427 USAZZF1 -2.295 0.000 0.0
12428 USAZZI1 2.570 0.000 0.0
12429 USAZZJ1 1.552 0.000 0.0
12430 USAZZL1 0.735 0.000 0.0
12431 USAZZP1 -0.412 0.000 0.0
12432 USAZZR1 0.015 0.000 0.0
12433 USAZZX1 -2.515 0.000 0.0
12434 USAZZY1 0.965 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.155 0.000 ... NaN NaN
1 -2.154 0.000 ... NaN NaN
2 -2.047 0.000 ... NaN NaN
3 -1.995 0.000 ... NaN NaN
4 -1.954 0.000 ... NaN NaN
5 -2.026 0.000 ... NaN NaN
6 -2.192 0.000 ... NaN NaN
7 -1.867 0.000 ... NaN NaN
8 -2.154 0.000 ... NaN NaN
9 -2.178 0.863 ... NaN NaN
10 -2.311 0.000 ... NaN NaN
11 -1.087 0.000 ... NaN NaN
12 -1.609 0.000 ... NaN NaN
13 -1.220 0.000 ... NaN 21752.0
14 -2.154 0.000 ... NaN NaN
15 -2.417 0.000 ... NaN NaN
16 -1.186 0.000 ... NaN 40.0
17 -1.929 0.000 ... NaN NaN
18 -2.036 0.000 ... NaN NaN
19 -1.995 0.000 ... NaN NaN
20 -1.775 0.000 ... NaN NaN
21 -2.604 1.000 ... NaN NaN
22 -0.184 0.000 ... NaN NaN
23 -1.934 0.000 ... NaN NaN
24 -2.141 0.000 ... NaN NaN
25 -1.156 0.000 ... NaN NaN
26 -2.120 0.000 ... NaN NaN
27 -1.283 0.000 ... NaN NaN
28 -1.412 0.000 ... NaN NaN
29 -2.156 0.000 ... NaN 710.0
... ... ... ... ... ...
12405 -2.154 0.000 ... NaN NaN
12406 -1.401 0.000 ... NaN NaN
12407 -0.587 0.000 ... NaN NaN
12408 -0.213 0.000 ... NaN 1000.0
12409 -0.585 0.000 ... NaN 10100.0
12410 -0.436 0.000 ... NaN NaN
12411 0.022 0.000 ... NaN 1250.0
12412 0.174 0.000 ... NaN NaN
12413 -0.975 0.000 ... NaN 65071.0
12414 0.180 0.000 ... NaN NaN
12415 -0.968 0.000 ... NaN 286220.0
12416 -0.743 0.000 ... NaN 1270170.0
12417 -1.369 0.000 ... NaN 1200.0
12418 -1.517 0.000 ... NaN 15300.0
12419 -0.370 0.000 ... NaN NaN
12420 -0.703 0.000 ... NaN 301340.0
12421 -0.803 0.000 ... NaN 40750.0
12422 -1.547 1.000 ... NaN 67300.0
12423 0.100 0.000 ... NaN NaN
12424 -0.514 0.000 ... NaN NaN
12425 -1.569 0.000 ... NaN NaN
12426 0.148 0.000 ... NaN 100200.0
12427 -0.299 0.000 ... NaN 142655.0
12428 -0.537 1.000 ... NaN 66400.0
12429 -1.949 0.000 ... NaN 0.0
12430 -0.258 0.000 ... NaN 100.0
12431 -1.105 1.000 ... NaN NaN
12432 -1.148 0.000 ... NaN NaN
12433 0.111 0.000 ... NaN 445000.0
12434 -0.346 0.000 ... NaN 102300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.552780e+10 0.188679 16.090857 10.555309
1 NaN 6.228242e+09 0.000000 19.637046 13.510535
2 NaN 7.328402e+10 2.103004 24.941406 20.615451
3 NaN 2.900964e+10 2.243494 26.199673 23.738331
4 NaN 5.894815e+10 2.167256 28.748194 24.516295
5 NaN 1.786821e+11 0.392275 17.609076 13.633105
6 NaN 1.675415e+10 4.679803 25.250818 16.776020
7 NaN 8.180970e+10 0.000000 26.545255 21.162276
8 NaN 1.790264e+10 0.087623 23.412569 16.296695
9 NaN 4.247922e+10 1.670463 24.904451 22.043014
10 NaN 3.976575e+10 0.000000 39.407332 30.910048
11 NaN 2.457462e+10 1.413784 23.270259 18.898360
12 NaN 6.429342e+09 2.641914 19.476205 14.402025
13 NaN 1.570572e+10 1.244629 24.838725 22.148585
14 NaN 1.074926e+10 1.458435 14.411789 9.801155
15 NaN 3.383088e+10 1.613669 28.367386 24.598632
16 NaN 3.383088e+10 1.613669 31.776112 27.860452
17 NaN 2.712173e+10 0.196207 17.182414 13.896156
18 NaN 2.846303e+10 1.782703 25.795987 22.461081
19 NaN 9.187138e+10 3.380021 26.696737 23.057823
20 NaN 1.777442e+11 0.000000 31.327401 27.880794
21 NaN 1.225941e+11 1.733990 25.820591 22.670878
22 NaN 1.477392e+10 0.000000 33.119125 27.991785
23 NaN 9.098603e+10 0.000000 28.146595 24.729820
24 NaN 4.492498e+10 3.050774 20.643062 16.535068
25 NaN 3.424961e+10 0.000000 27.440595 23.291848
26 NaN 7.546942e+09 1.947799 12.563238 8.869883
27 NaN 7.546942e+09 1.947799 37.290305 34.172773
28 NaN 7.226712e+10 2.398082 24.121889 20.839005
29 NaN 3.173972e+11 2.582311 25.871573 22.700238
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 22.179667 14.447702
12406 NaN 7.504900e+06 0.000000 88.280161 85.880117
12407 NaN 3.012930e+06 NaN 77.773284 74.337865
12408 783.05 3.678000e+05 0.000000 102.925648 99.377393
12409 3212.50 4.582580e+06 0.000000 87.648518 84.198871
12410 NaN 2.886720e+07 NaN 88.458082 85.067263
12411 767.91 6.832300e+04 NaN 83.873611 79.684730
12412 NaN 2.270100e+06 NaN 92.709854 89.163453
12413 77926.94 9.493625e+06 0.000000 127.164427 124.870811
12414 NaN 5.030700e+01 0.000000 48.454526 39.355676
12415 69283.77 2.467500e+07 0.000000 83.735369 81.006480
12416 12263.10 2.696060e+06 0.000000 135.025924 132.646373
12417 10502.80 4.314552e+07 0.000000 28.916118 24.139208
12418 13735.81 5.369580e+06 NaN 79.948634 77.125761
12419 NaN 7.414000e+04 NaN 43.114990 35.258534
12420 2180.33 2.224400e+06 0.000000 135.366260 133.020233
12421 1299.38 1.550796e+07 0.000000 78.021335 73.904148
12422 1269615.50 2.867233e+10 4.714286 24.545278 21.502158
12423 NaN 1.352860e+06 0.000000 51.545429 42.722121
12424 NaN 7.609700e+05 NaN 98.511209 95.074635
12425 NaN 1.251480e+06 0.000000 35.606656 28.365978
12426 2960.91 3.454800e+05 NaN 96.288913 93.082560
12427 4842.12 3.081600e+06 NaN 106.826905 103.581992
12428 1709.29 1.031800e+06 0.000000 106.759165 104.182349
12429 NaN 8.210186e+06 0.000000 72.396313 68.503585
12430 22264.50 3.798120e+07 0.000000 65.966380 61.565509
12431 NaN 2.614480e+06 NaN 89.952333 87.039595
12432 NaN 8.280000e+04 NaN 45.844470 40.059785
12433 4363.46 1.930267e+06 0.000000 142.907252 140.206719
12434 3007844.20 8.533802e+08 0.620877 38.672830 28.013884
HistBeta PredBeta DataDate
0 -0.000190 0.142990 20040107
1 0.000016 0.140299 20040107
2 0.050144 0.206134 20040107
3 0.074294 0.373140 20040107
4 0.093664 0.409182 20040107
5 0.059940 0.315846 20040107
6 -0.017581 0.029504 20040107
7 0.134531 0.245300 20040107
8 0.000016 0.268779 20040107
9 -0.011295 0.193125 20040107
10 -0.073217 0.513117 20040107
11 0.499327 0.863346 20040107
12 0.255212 0.653920 20040107
13 0.437063 0.561714 20040107
14 0.000016 0.068564 20040107
15 -0.122811 0.136835 20040107
16 0.453039 0.728803 20040107
17 0.105559 0.198435 20040107
18 0.055125 0.363818 20040107
19 0.074557 0.270789 20040107
20 0.177635 0.405878 20040107
21 -0.210553 0.024526 20040107
22 0.921777 1.023872 20040107
23 0.102891 0.505167 20040107
24 0.006256 0.347259 20040107
25 0.467171 0.785683 20040107
26 0.016058 0.249749 20040107
27 0.407772 0.828661 20040107
28 0.347372 0.569547 20040107
29 -0.000609 0.317795 20040107
... ... ... ...
12405 0.000016 0.005884 20040107
12406 0.352182 0.541898 20040107
12407 0.733235 1.030294 20040107
12408 0.908088 1.178359 20040107
12409 0.733986 1.065291 20040107
12410 0.803850 1.092273 20040107
12411 1.018340 1.345960 20040107
12412 1.089414 1.239053 20040107
12413 0.551776 0.845997 20040107
12414 1.092312 1.355476 20040107
12415 0.555147 0.877168 20040107
12416 0.660052 1.046660 20040107
12417 0.367506 0.250869 20040107
12418 0.298236 0.679665 20040107
12419 0.834670 1.111360 20040107
12420 0.679165 0.942636 20040107
12421 0.631961 0.986794 20040107
12422 0.283918 0.408548 20040107
12423 1.054584 1.210264 20040107
12424 0.767542 1.127881 20040107
12425 0.273845 0.653103 20040107
12426 1.077037 1.284413 20040107
12427 0.868121 1.164066 20040107
12428 0.756405 0.993057 20040107
12429 0.096225 0.334395 20040107
12430 0.887189 1.083925 20040107
12431 0.490800 0.816055 20040107
12432 0.470888 0.844747 20040107
12433 1.059754 1.261330 20040107
12434 0.845882 0.964374 20040107
[12435 rows x 92 columns],
'20040108': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.002 0.000 0.0
1 USA0011 -0.345 0.000 0.0
2 USA0031 -0.624 0.000 0.0
3 USA0062 0.432 0.431 0.0
4 USA00E2 -0.647 0.000 0.0
5 USA00F1 -0.313 0.000 0.0
6 USA00G2 0.590 0.000 0.0
7 USA00H1 -0.440 0.000 0.0
8 USA00I1 0.414 0.000 0.0
9 USA00J1 -0.559 0.000 0.0
10 USA00K1 0.042 0.000 0.0
11 USA00P1 0.060 0.000 0.0
12 USA00R1 -0.128 0.000 0.0
13 USA00S1 0.078 0.000 0.0
14 USA00V1 -0.263 0.000 0.0
15 USA0131 0.285 1.000 0.0
16 USA0161 -0.429 1.000 0.0
17 USA01I1 -0.101 0.000 0.0
18 USA01J2 -0.376 0.000 0.0
19 USA01L1 -0.050 0.000 0.0
20 USA01P1 1.375 0.000 0.0
21 USA01Q1 -0.680 0.000 0.0
22 USA0202 1.572 0.000 0.0
23 USA0231 0.168 0.000 0.0
24 USA0281 0.247 0.000 0.0
25 USA0291 0.808 0.000 0.0
26 USA02A1 0.137 0.000 0.0
27 USA02B1 0.590 0.000 0.0
28 USA02H1 -0.241 0.000 0.0
29 USA02P1 -0.250 0.000 0.0
... ... ... ... ...
12406 USAZY41 -0.563 0.000 0.0
12407 USAZY51 2.816 0.000 0.0
12408 USAZY61 0.486 0.000 0.0
12409 USAZY71 1.033 0.000 0.0
12410 USAZYI1 -2.428 0.000 0.0
12411 USAZYJ1 0.712 0.000 0.0
12412 USAZYK1 0.938 0.000 0.0
12413 USAZYM1 0.931 0.000 0.0
12414 USAZYR1 -0.955 0.000 0.0
12415 USAZYS1 0.906 0.000 0.0
12416 USAZYT1 -0.819 0.000 0.0
12417 USAZYV1 -2.776 0.000 0.0
12418 USAZYX1 -0.013 0.000 0.0
12419 USAZZ41 -2.565 0.000 0.0
12420 USAZZ51 0.625 0.000 0.0
12421 USAZZ61 0.413 0.000 0.0
12422 USAZZ71 0.166 0.000 0.0
12423 USAZZ81 -1.067 0.000 0.0
12424 USAZZ91 1.726 0.000 0.0
12425 USAZZA1 0.470 0.000 0.0
12426 USAZZB1 1.326 0.000 0.0
12427 USAZZD1 0.723 0.000 0.0
12428 USAZZF1 1.424 0.000 0.0
12429 USAZZI1 2.816 0.000 0.0
12430 USAZZJ1 2.013 0.000 0.0
12431 USAZZL1 -1.145 0.000 0.0
12432 USAZZP1 2.816 0.000 0.0
12433 USAZZR1 0.261 0.000 0.0
12434 USAZZX1 0.038 0.000 0.0
12435 USAZZY1 0.391 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
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12424 0.0 0.0 0.0 0.0
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12431 0.0 0.0 0.0 0.0
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12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.153 0.000 ... NaN NaN
1 -2.152 0.000 ... NaN NaN
2 -2.048 0.000 ... NaN NaN
3 -2.002 0.000 ... NaN NaN
4 -1.963 0.000 ... NaN NaN
5 -2.030 0.000 ... NaN NaN
6 -2.190 0.000 ... NaN NaN
7 -1.865 0.000 ... NaN NaN
8 -2.152 0.000 ... NaN NaN
9 -2.178 0.863 ... NaN NaN
10 -2.311 0.000 ... NaN NaN
11 -1.091 0.000 ... NaN NaN
12 -1.627 0.000 ... NaN NaN
13 -1.226 0.000 ... NaN 8082.0
14 -2.152 0.000 ... NaN NaN
15 -2.417 0.000 ... NaN NaN
16 -1.174 0.000 ... NaN 100.0
17 -1.927 0.000 ... NaN NaN
18 -2.040 0.000 ... NaN NaN
19 -1.996 0.000 ... NaN NaN
20 -1.802 0.000 ... NaN NaN
21 -2.604 1.000 ... NaN NaN
22 -0.209 0.000 ... NaN NaN
23 -1.942 0.000 ... NaN NaN
24 -2.140 0.000 ... NaN NaN
25 -1.171 0.000 ... NaN NaN
26 -2.118 0.000 ... NaN NaN
27 -1.291 0.000 ... NaN NaN
28 -1.418 0.000 ... NaN NaN
29 -2.156 0.000 ... NaN 710.0
... ... ... ... ... ...
12406 -2.152 0.000 ... NaN NaN
12407 -1.449 0.000 ... NaN 200.0
12408 -0.593 0.000 ... NaN NaN
12409 -0.217 0.000 ... NaN NaN
12410 -0.548 0.000 ... NaN 15100.0
12411 -0.442 0.000 ... NaN NaN
12412 0.013 0.000 ... NaN 11000.0
12413 0.170 0.000 ... NaN NaN
12414 -0.949 0.000 ... NaN 239125.0
12415 0.178 0.000 ... NaN NaN
12416 -0.964 0.000 ... NaN 78900.0
12417 -0.696 0.000 ... NaN 98100.0
12418 -1.370 0.000 ... NaN 5600.0
12419 -1.447 0.000 ... NaN 20200.0
12420 -0.375 0.000 ... NaN NaN
12421 -0.708 0.000 ... NaN 811640.0
12422 -0.808 0.000 ... NaN NaN
12423 -1.535 1.000 ... NaN 29200.0
12424 0.096 0.000 ... NaN NaN
12425 -0.526 0.000 ... NaN NaN
12426 -1.586 0.000 ... NaN NaN
12427 0.138 0.000 ... NaN 105900.0
12428 -0.301 0.000 ... NaN NaN
12429 -0.634 1.000 ... NaN 165334.0
12430 -1.977 0.000 ... NaN 0.0
12431 -0.261 0.000 ... NaN 28900.0
12432 -1.144 1.000 ... NaN 3000.0
12433 -1.151 0.000 ... NaN NaN
12434 0.087 0.000 ... NaN 720950.0
12435 -0.445 0.000 ... NaN 387400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.530809e+10 0.188679 16.865111 10.976185
1 NaN 6.184861e+09 0.000000 20.602501 14.185477
2 NaN 7.112769e+10 2.103004 26.024283 21.436482
3 NaN 3.040293e+10 2.243494 27.520299 24.933030
4 NaN 5.872183e+10 2.167256 30.077249 25.599799
5 NaN 1.802474e+11 0.392275 18.299683 14.189351
6 NaN 1.732155e+10 4.679803 26.467827 17.535665
7 NaN 8.191296e+10 0.000000 27.639978 22.025658
8 NaN 1.822219e+10 0.087623 24.543432 16.968697
9 NaN 4.192528e+10 1.670463 25.950175 22.925704
10 NaN 4.049753e+10 0.000000 41.013410 32.221025
11 NaN 2.452703e+10 1.413784 24.042611 19.594476
12 NaN 6.385154e+09 2.641914 19.986833 14.899591
13 NaN 1.552856e+10 1.244629 25.730818 23.044624
14 NaN 1.080513e+10 1.458435 15.073117 10.227082
15 NaN 3.429498e+10 1.613669 29.711010 25.678571
16 NaN 3.429498e+10 1.613669 33.110748 29.070023
17 NaN 2.708155e+10 0.196207 17.885538 14.415822
18 NaN 2.824220e+10 1.782703 26.750295 23.307450
19 NaN 9.196757e+10 3.380021 27.804456 23.982586
20 NaN 1.846286e+11 0.000000 33.839182 29.542332
21 NaN 1.231839e+11 1.733990 26.937095 23.593008
22 NaN 1.553720e+10 0.000000 35.219814 29.657531
23 NaN 9.206279e+10 0.000000 29.267639 25.749746
24 NaN 4.509435e+10 3.050774 21.490794 17.185032
25 NaN 3.420144e+10 0.000000 28.672185 24.346676
26 NaN 7.673011e+09 1.947799 13.128836 9.277840
27 NaN 7.673011e+09 1.947799 38.901577 35.706619
28 NaN 7.148807e+10 2.398082 24.988352 21.646245
29 NaN 3.231079e+11 2.582311 27.016272 23.760122
... ... ... ... ... ...
12406 NaN 5.056250e+06 NaN 23.157538 15.096264
12407 2216.35 6.090515e+06 0.000000 93.123110 90.560166
12408 NaN 3.012930e+06 NaN 81.857251 78.247854
12409 NaN 3.678000e+05 0.000000 108.449907 104.815127
12410 3571.73 4.977630e+06 0.000000 91.134275 87.361599
12411 NaN 2.886720e+07 NaN 92.511257 89.049130
12412 181.44 6.832300e+04 NaN 88.210163 83.992754
12413 NaN 2.270100e+06 NaN 97.841840 94.279833
12414 78647.75 9.672750e+06 0.000000 133.721399 131.365667
12415 NaN 5.030700e+01 0.000000 49.146086 39.387862
12416 68747.78 2.516850e+07 0.000000 87.455555 84.651287
12417 12111.39 3.100469e+06 0.000000 143.001429 140.622403
12418 11575.75 4.335320e+07 0.000000 30.095459 25.101032
12419 13652.76 6.264510e+06 NaN 85.595780 82.676010
12420 NaN 7.414000e+04 NaN 44.721273 36.577184
12421 2296.21 2.224400e+06 0.000000 142.515148 140.140177
12422 NaN 1.550796e+07 0.000000 80.948378 76.695618
12423 1240151.50 2.888016e+10 4.714286 25.774317 22.570717
12424 NaN 1.352860e+06 0.000000 53.782366 44.454462
12425 NaN 7.609700e+05 NaN 103.404464 99.953285
12426 NaN 1.251480e+06 0.000000 37.263357 29.642237
12427 2155.79 3.454800e+05 NaN 100.878278 97.556729
12428 NaN 3.081600e+06 NaN 114.429266 111.305533
12429 1970.79 8.207500e+05 0.000000 115.465381 112.830548
12430 NaN 7.998122e+06 0.000000 75.891978 71.862792
12431 27785.64 3.879800e+07 0.000000 68.686552 64.186647
12432 234.91 2.287670e+06 NaN 94.730101 91.601820
12433 NaN 8.280000e+04 NaN 47.562738 41.545114
12434 4534.14 1.930267e+06 0.000000 150.645698 147.895430
12435 3220763.20 7.785615e+08 0.620877 42.132189 30.579451
HistBeta PredBeta DataDate
0 -0.000193 0.135755 20040108
1 0.000016 0.125488 20040108
2 0.049003 0.181151 20040108
3 0.070698 0.375757 20040108
4 0.088809 0.383544 20040108
5 0.057645 0.299031 20040108
6 -0.017740 0.037508 20040108
7 0.134851 0.218938 20040108
8 0.000016 0.283563 20040108
9 -0.011996 0.181208 20040108
10 -0.074682 0.518383 20040108
11 0.497992 0.859294 20040108
12 0.246386 0.634008 20040108
13 0.434635 0.551762 20040108
14 0.000016 0.055917 20040108
15 -0.124423 0.130748 20040108
16 0.459369 0.708667 20040108
17 0.105896 0.185064 20040108
18 0.052835 0.352802 20040108
19 0.073281 0.260801 20040108
20 0.164673 0.424136 20040108
21 -0.211863 0.008298 20040108
22 0.912005 1.037231 20040108
23 0.098640 0.493007 20040108
24 0.005828 0.346588 20040108
25 0.460730 0.790393 20040108
26 0.015968 0.250370 20040108
27 0.404072 0.831966 20040108
28 0.344677 0.555921 20040108
29 -0.001568 0.304163 20040108
... ... ... ...
12406 0.000016 -0.006338 20040108
12407 0.330159 0.577376 20040108
12408 0.731920 1.026596 20040108
12409 0.908586 1.183079 20040108
12410 0.753125 1.051744 20040108
12411 0.802700 1.087852 20040108
12412 1.016518 1.340607 20040108
12413 1.089884 1.245976 20040108
12414 0.564671 0.826027 20040108
12415 1.093686 1.389975 20040108
12416 0.557963 0.852682 20040108
12417 0.683475 0.960408 20040108
12418 0.367260 0.252937 20040108
12419 0.331172 0.639329 20040108
12420 0.834400 1.117745 20040108
12421 0.678166 1.010804 20040108
12422 0.631148 0.984656 20040108
12423 0.289634 0.381888 20040108
12424 1.055185 1.239938 20040108
12425 0.763377 1.106676 20040108
12426 0.265640 0.671941 20040108
12427 1.075239 1.286043 20040108
12428 0.868781 1.149784 20040108
12429 0.712896 0.994533 20040108
12430 0.082068 0.337816 20040108
12431 0.887761 1.062125 20040108
12432 0.473247 0.864024 20040108
12433 0.469882 0.845318 20040108
12434 1.051140 1.297497 20040108
12435 0.801228 0.973094 20040108
[12436 rows x 92 columns],
'20040109': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.097 0.000 0.0
1 USA0011 0.203 0.000 0.0
2 USA0031 0.365 0.000 0.0
3 USA0062 0.296 0.431 0.0
4 USA00E2 -2.033 0.000 0.0
5 USA00F1 0.395 0.000 0.0
6 USA00G2 -1.421 0.000 0.0
7 USA00H1 0.444 0.000 0.0
8 USA00I1 0.908 0.000 0.0
9 USA00J1 2.766 0.000 0.0
10 USA00K1 1.416 0.000 0.0
11 USA00P1 0.287 0.000 0.0
12 USA00R1 0.382 0.000 0.0
13 USA00S1 0.194 0.000 0.0
14 USA00V1 0.137 0.000 0.0
15 USA0131 0.741 1.000 0.0
16 USA0161 -0.465 1.000 0.0
17 USA01I1 -0.010 0.000 0.0
18 USA01J2 0.395 0.000 0.0
19 USA01L1 0.393 0.000 0.0
20 USA01P1 0.567 0.000 0.0
21 USA01Q1 -0.135 0.000 0.0
22 USA0202 0.130 0.000 0.0
23 USA0231 0.342 0.000 0.0
24 USA0281 -0.644 0.000 0.0
25 USA0291 0.041 0.000 0.0
26 USA02A1 0.122 0.000 0.0
27 USA02B1 0.128 0.000 0.0
28 USA02H1 0.289 0.000 0.0
29 USA02P1 -1.048 0.000 0.0
... ... ... ... ...
12406 USAZY41 -0.508 0.000 0.0
12407 USAZY51 -0.185 0.000 0.0
12408 USAZY61 0.221 0.000 0.0
12409 USAZY71 -0.873 0.000 0.0
12410 USAZYI1 -0.641 0.000 0.0
12411 USAZYJ1 -0.057 0.000 0.0
12412 USAZYK1 -0.716 0.000 0.0
12413 USAZYM1 -0.672 0.000 0.0
12414 USAZYR1 2.415 0.000 0.0
12415 USAZYS1 -0.446 0.000 0.0
12416 USAZYT1 1.198 0.000 0.0
12417 USAZYV1 -0.408 0.000 0.0
12418 USAZYX1 -0.318 0.000 0.0
12419 USAZZ41 2.677 0.000 0.0
12420 USAZZ51 -0.321 0.000 0.0
12421 USAZZ61 -2.763 0.000 0.0
12422 USAZZ71 0.128 0.000 0.0
12423 USAZZ81 -0.432 0.000 0.0
12424 USAZZ91 -0.113 0.000 0.0
12425 USAZZA1 -0.301 0.000 0.0
12426 USAZZB1 -0.296 0.000 0.0
12427 USAZZD1 -0.715 0.000 0.0
12428 USAZZF1 2.766 0.000 0.0
12429 USAZZI1 2.766 0.000 0.0
12430 USAZZJ1 1.686 0.000 0.0
12431 USAZZL1 -1.756 0.000 0.0
12432 USAZZP1 -0.483 0.000 0.0
12433 USAZZR1 -0.124 0.000 0.0
12434 USAZZX1 -2.763 0.000 0.0
12435 USAZZY1 -0.814 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
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12424 0.0 0.0 0.0 0.0
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12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.149 0.000 ... NaN NaN
1 -2.149 0.000 ... NaN NaN
2 -2.042 0.000 ... NaN NaN
3 -1.991 0.000 ... NaN NaN
4 -2.173 0.000 ... NaN 11400.0
5 -2.029 0.000 ... NaN NaN
6 -2.185 0.000 ... NaN NaN
7 -1.867 0.000 ... NaN NaN
8 -2.149 0.000 ... NaN NaN
9 -2.024 0.863 ... NaN 9920.0
10 -2.306 0.000 ... NaN NaN
11 -1.083 0.000 ... NaN NaN
12 -1.626 0.000 ... NaN NaN
13 -1.231 0.000 ... NaN 47670.0
14 -2.149 0.000 ... NaN NaN
15 -2.407 0.000 ... NaN NaN
16 -1.209 0.000 ... NaN 220.0
17 -1.927 0.000 ... NaN NaN
18 -2.030 0.000 ... NaN NaN
19 -1.989 0.000 ... NaN NaN
20 -1.794 0.000 ... NaN NaN
21 -2.607 1.000 ... NaN 24900.0
22 -0.213 0.000 ... NaN NaN
23 -1.938 0.000 ... NaN NaN
24 -2.139 0.000 ... NaN NaN
25 -1.170 0.000 ... NaN NaN
26 -2.115 0.000 ... NaN NaN
27 -1.298 0.000 ... NaN NaN
28 -1.420 0.000 ... NaN NaN
29 -2.227 0.000 ... NaN 19575.0
... ... ... ... ... ...
12406 -2.149 0.000 ... NaN NaN
12407 -1.446 0.000 ... NaN NaN
12408 -0.599 0.000 ... NaN 5000.0
12409 -0.221 0.000 ... NaN 19000.0
12410 -0.548 0.000 ... NaN NaN
12411 -0.523 0.000 ... NaN NaN
12412 0.011 0.000 ... NaN 200.0
12413 0.164 0.000 ... NaN NaN
12414 -0.879 0.000 ... NaN 230153.0
12415 0.173 0.000 ... NaN NaN
12416 -0.937 0.000 ... NaN 62300.0
12417 -0.703 0.000 ... NaN 62200.0
12418 -1.380 0.000 ... NaN 1500.0
12419 -1.393 0.000 ... NaN 10350.0
12420 -0.372 0.000 ... NaN NaN
12421 -0.876 0.000 ... NaN 345250.0
12422 -0.806 0.000 ... NaN NaN
12423 -1.544 1.000 ... NaN 41600.0
12424 0.087 0.000 ... NaN NaN
12425 -0.534 0.000 ... NaN NaN
12426 -1.588 0.000 ... NaN NaN
12427 0.138 0.000 ... NaN 25000.0
12428 -0.190 0.000 ... NaN 800.0
12429 -0.532 1.000 ... NaN 3000.0
12430 -1.947 0.000 ... NaN 0.0
12431 -0.291 0.000 ... NaN 8300.0
12432 -1.151 1.000 ... NaN NaN
12433 -1.146 0.000 ... NaN NaN
12434 0.030 0.000 ... NaN 892000.0
12435 -0.622 0.000 ... NaN 233500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.466892e+10 0.188679 16.845054 10.860725
1 NaN 6.253031e+09 0.000000 20.448597 13.960780
2 NaN 7.020578e+10 2.103004 25.756482 21.137874
3 NaN 3.005030e+10 2.243494 27.332474 24.669326
4 NaN 5.812277e+10 2.167256 35.257128 31.311306
5 NaN 1.803517e+11 0.392275 18.266026 13.976645
6 NaN 1.659654e+10 4.679803 27.097130 17.795893
7 NaN 8.131920e+10 0.000000 27.459603 21.717903
8 NaN 1.793202e+10 0.087623 24.524450 16.801351
9 NaN 4.146229e+10 1.670463 27.582186 24.291016
10 NaN 4.034785e+10 0.000000 40.814811 31.814391
11 NaN 2.396784e+10 1.413784 24.112267 19.288178
12 NaN 6.274685e+09 2.641914 19.913466 14.646897
13 NaN 1.541282e+10 1.244629 25.563972 22.737701
14 NaN 1.069594e+10 1.458435 15.004390 10.069720
15 NaN 3.411894e+10 1.613669 29.457506 25.354988
16 NaN 3.411894e+10 1.613669 32.794616 28.709667
17 NaN 2.680921e+10 0.196207 17.716977 14.183200
18 NaN 2.775913e+10 1.782703 26.453975 22.943258
19 NaN 9.097362e+10 3.380021 27.588651 23.620559
20 NaN 1.842114e+11 0.000000 33.461579 29.105857
21 NaN 1.218813e+11 1.733990 26.670554 23.268754
22 NaN 1.552426e+10 0.000000 35.001833 29.211672
23 NaN 9.116549e+10 0.000000 28.935605 25.357771
24 NaN 4.402827e+10 3.050774 21.779389 17.237770
25 NaN 3.388833e+10 0.000000 28.437824 23.967574
26 NaN 7.707393e+09 1.947799 13.229392 9.186961
27 NaN 7.707393e+09 1.947799 38.590161 35.162726
28 NaN 7.074796e+10 2.398082 24.850417 21.312055
29 NaN 3.185994e+11 2.582311 26.937149 23.633101
... ... ... ... ... ...
12406 NaN 5.056250e+06 NaN 23.164069 15.016630
12407 NaN 6.090515e+06 0.000000 91.119699 88.524166
12408 1505.11 3.012930e+06 NaN 82.380089 78.682644
12409 730.55 3.678000e+05 0.000000 107.604666 103.881395
12410 NaN 4.977630e+06 0.000000 89.942496 86.027442
12411 NaN 2.886720e+07 NaN 92.386252 88.884817
12412 180.70 6.832300e+04 NaN 88.542986 84.226621
12413 NaN 2.270100e+06 NaN 97.528553 93.822179
12414 75349.40 9.314500e+06 0.000000 132.519359 129.955062
12415 NaN 5.030700e+01 0.000000 48.964470 38.790245
12416 66829.87 2.467500e+07 0.000000 86.610692 83.574470
12417 11943.32 3.100469e+06 0.000000 141.384426 139.051170
12418 11731.55 4.335320e+07 0.000000 29.821599 24.749034
12419 12968.41 5.966200e+06 NaN 86.501718 83.736654
12420 NaN 7.414000e+04 NaN 44.495557 36.047104
12421 2349.81 2.780500e+06 0.000000 143.792547 141.433692
12422 NaN 1.550796e+07 0.000000 81.315227 76.977837
12423 1146369.55 2.953111e+10 4.714286 25.674342 22.369861
12424 NaN 1.352860e+06 0.000000 53.660585 44.219507
12425 NaN 7.609700e+05 NaN 102.060868 98.373966
12426 NaN 1.251480e+06 0.000000 37.181328 29.385900
12427 2146.51 3.454800e+05 NaN 100.413056 96.908955
12428 4121.10 2.670720e+06 NaN 116.732216 113.369741
12429 1972.48 7.504000e+05 0.000000 114.874330 111.960886
12430 NaN 7.907669e+06 0.000000 75.104629 71.060187
12431 28022.68 3.961480e+07 0.000000 68.148352 63.469150
12432 NaN 2.287670e+06 NaN 94.087291 91.024764
12433 NaN 8.280000e+04 NaN 47.120819 40.910283
12434 5116.60 2.031860e+06 0.000000 149.210307 146.353828
12435 3380088.70 8.249235e+08 0.620877 42.510456 30.513568
HistBeta PredBeta DataDate
0 -0.000186 0.131165 20040109
1 0.000015 0.132966 20040109
2 0.050309 0.189145 20040109
3 0.074062 0.381655 20040109
4 -0.011542 0.254854 20040109
5 0.056163 0.302425 20040109
6 -0.017246 -0.001193 20040109
7 0.132284 0.221016 20040109
8 0.000015 0.296823 20040109
9 0.058730 0.311564 20040109
10 -0.073923 0.541555 20040109
11 0.500809 0.859960 20040109
12 0.245885 0.629859 20040109
13 0.431419 0.546595 20040109
14 0.000015 0.063722 20040109
15 -0.121373 0.146812 20040109
16 0.441577 0.680750 20040109
17 0.104290 0.180543 20040109
18 0.055725 0.371473 20040109
19 0.075045 0.265579 20040109
20 0.166742 0.413866 20040109
21 -0.215588 0.013285 20040109
22 0.909781 1.015968 20040109
23 0.098888 0.480328 20040109
24 0.004529 0.324842 20040109
25 0.460024 0.770462 20040109
26 0.015958 0.247397 20040109
27 0.399923 0.815298 20040109
28 0.342547 0.553522 20040109
29 -0.036814 0.248192 20040109
... ... ... ...
12406 0.000015 -0.007346 20040109
12407 0.330453 0.616523 20040109
12408 0.728313 1.012488 20040109
12409 0.905844 1.140868 20040109
12410 0.752273 1.085054 20040109
12411 0.764208 1.036578 20040109
12412 1.014811 1.302035 20040109
12413 1.086791 1.223021 20040109
12414 0.596548 0.910834 20040109
12415 1.091165 1.353653 20040109
12416 0.569345 0.899812 20040109
12417 0.679260 0.967548 20040109
12418 0.361116 0.241696 20040109
12419 0.355063 0.685419 20040109
12420 0.834827 1.095725 20040109
12421 0.598014 0.875784 20040109
12422 0.630876 0.968015 20040109
12423 0.284012 0.375474 20040109
12424 1.050476 1.190661 20040109
12425 0.758834 1.109170 20040109
12426 0.263298 0.638844 20040109
12427 1.074711 1.263231 20040109
12428 0.920524 1.223858 20040109
12429 0.759822 1.051476 20040109
12430 0.094847 0.352570 20040109
12431 0.872844 1.013799 20040109
12432 0.468983 0.783013 20040109
12433 0.471359 0.832959 20040109
12434 1.023785 1.202628 20040109
12435 0.717340 0.946750 20040109
[12436 rows x 92 columns],
'20040112': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.548 0.000 0.0
1 USA0011 -0.634 0.000 0.0
2 USA0031 -0.496 0.000 0.0
3 USA0062 -0.394 0.431 0.0
4 USA00E2 -0.482 0.000 0.0
5 USA00F1 -0.455 0.000 0.0
6 USA00G2 -1.175 0.000 0.0
7 USA00H1 -0.677 0.000 0.0
8 USA00I1 -0.099 0.000 0.0
9 USA00J1 0.172 0.000 0.0
10 USA00K1 -0.459 0.000 0.0
11 USA00P1 0.392 0.000 0.0
12 USA00R1 -0.241 0.000 0.0
13 USA00S1 0.326 0.000 0.0
14 USA00V1 -0.534 0.000 0.0
15 USA0131 -0.928 1.000 0.0
16 USA0161 1.071 1.000 0.0
17 USA01I1 -0.121 0.000 0.0
18 USA01J2 -0.064 0.000 0.0
19 USA01L1 0.031 0.000 0.0
20 USA01P1 0.608 0.000 0.0
21 USA01Q1 0.094 0.000 0.0
22 USA0202 1.041 0.000 0.0
23 USA0231 -0.056 0.000 0.0
24 USA0281 -0.117 0.000 0.0
25 USA0291 0.495 0.000 0.0
26 USA02A1 -0.516 0.000 0.0
27 USA02B1 -0.766 0.000 0.0
28 USA02H1 -0.258 0.000 0.0
29 USA02P1 -0.340 0.000 0.0
... ... ... ... ...
12406 USAZY41 -0.158 0.000 0.0
12407 USAZY51 0.804 0.000 0.0
12408 USAZY61 0.825 0.000 0.0
12409 USAZY71 1.212 0.000 0.0
12410 USAZYI1 1.188 0.000 0.0
12411 USAZYJ1 1.113 0.000 0.0
12412 USAZYK1 0.840 0.000 0.0
12413 USAZYM1 1.238 0.000 0.0
12414 USAZYR1 -2.092 0.000 0.0
12415 USAZYS1 1.538 0.000 0.0
12416 USAZYT1 -0.167 0.000 0.0
12417 USAZYV1 2.762 0.000 0.0
12418 USAZYX1 1.115 0.000 0.0
12419 USAZZ41 0.732 0.000 0.0
12420 USAZZ51 1.396 0.000 0.0
12421 USAZZ61 2.762 0.000 0.0
12422 USAZZ71 1.506 0.000 0.0
12423 USAZZ81 0.629 0.000 0.0
12424 USAZZ91 1.317 0.000 0.0
12425 USAZZA1 1.390 0.000 0.0
12426 USAZZB1 0.342 0.000 0.0
12427 USAZZD1 1.132 0.000 0.0
12428 USAZZF1 1.354 0.000 0.0
12429 USAZZI1 1.565 0.000 0.0
12430 USAZZJ1 0.809 0.000 0.0
12431 USAZZL1 -0.636 0.000 0.0
12432 USAZZP1 1.467 0.000 0.0
12433 USAZZR1 1.019 0.000 0.0
12434 USAZZX1 2.004 0.000 0.0
12435 USAZZY1 -2.719 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.143 0.000 ... NaN NaN
1 -2.143 0.000 ... NaN NaN
2 -2.038 0.000 ... NaN NaN
3 -1.992 0.000 ... NaN NaN
4 -2.171 0.000 ... NaN NaN
5 -2.024 0.000 ... NaN NaN
6 -2.147 0.000 ... NaN 10200.0
7 -1.862 0.000 ... NaN NaN
8 -2.143 0.000 ... NaN NaN
9 -2.018 0.863 ... NaN NaN
10 -2.299 0.000 ... NaN NaN
11 -1.079 0.000 ... NaN NaN
12 -1.620 0.000 ... NaN NaN
13 -1.237 0.000 ... NaN 76792.0
14 -2.143 0.000 ... NaN NaN
15 -2.402 0.000 ... NaN NaN
16 -1.243 0.000 ... NaN 546.0
17 -1.921 0.000 ... NaN NaN
18 -2.028 0.000 ... NaN NaN
19 -1.986 0.000 ... NaN NaN
20 -1.795 0.000 ... NaN NaN
21 -2.600 1.000 ... NaN NaN
22 -0.221 0.000 ... NaN NaN
23 -1.935 0.000 ... NaN NaN
24 -2.134 0.000 ... NaN NaN
25 -1.173 0.000 ... NaN NaN
26 -2.109 0.000 ... NaN NaN
27 -1.283 0.000 ... NaN 355.0
28 -1.423 0.000 ... NaN NaN
29 -2.222 0.000 ... NaN 19575.0
... ... ... ... ... ...
12406 -2.143 0.000 ... NaN NaN
12407 -1.441 0.000 ... NaN 400.0
12408 -0.599 0.000 ... NaN NaN
12409 -0.220 0.000 ... NaN NaN
12410 -0.552 0.000 ... NaN NaN
12411 -0.525 0.000 ... NaN NaN
12412 0.007 0.000 ... NaN 14650.0
12413 0.156 0.000 ... NaN NaN
12414 -0.836 0.000 ... NaN 949410.0
12415 0.171 0.000 ... NaN NaN
12416 -0.924 0.000 ... NaN 28650.0
12417 -0.716 0.000 ... NaN 203527.0
12418 -1.391 0.000 ... NaN 700.0
12419 -1.389 0.000 ... NaN 54100.0
12420 -0.371 0.000 ... NaN NaN
12421 -0.935 0.000 ... NaN 168470.0
12422 -0.802 0.000 ... NaN NaN
12423 -1.547 1.000 ... NaN 37100.0
12424 0.081 0.000 ... NaN NaN
12425 -0.529 0.000 ... NaN NaN
12426 -1.586 0.000 ... NaN NaN
12427 0.133 0.000 ... NaN 361500.0
12428 -0.192 0.000 ... NaN 12200.0
12429 -0.530 1.000 ... NaN 30000.0
12430 -1.947 0.000 ... NaN 0.0
12431 -0.275 0.000 ... NaN 1150.0
12432 -1.145 1.000 ... NaN NaN
12433 -1.139 0.000 ... NaN NaN
12434 0.026 0.000 ... NaN 310200.0
12435 -0.600 0.000 ... NaN 158300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.462897e+10 0.188679 17.037598 11.297422
1 NaN 6.246834e+09 0.000000 20.779731 14.438190
2 NaN 6.944012e+10 2.103004 26.088068 21.575832
3 NaN 3.011051e+10 2.243494 27.772181 25.180142
4 NaN 5.856208e+10 2.167256 35.954824 32.039433
5 NaN 1.839259e+11 0.392275 18.495078 14.294965
6 NaN 1.656501e+10 4.679803 27.484071 18.715701
7 NaN 8.135793e+10 0.000000 27.847418 22.295888
8 NaN 1.847196e+10 0.087623 24.572756 17.145807
9 NaN 4.201623e+10 1.670463 27.766524 24.830266
10 NaN 4.091332e+10 0.000000 41.166813 32.550737
11 NaN 2.389646e+10 1.413784 24.551635 19.807904
12 NaN 6.274685e+09 2.641914 20.112243 14.975931
13 NaN 1.523094e+10 1.244629 25.996474 23.235943
14 NaN 1.075180e+10 1.458435 15.208232 10.425784
15 NaN 3.393490e+10 1.613669 30.083361 26.037240
16 NaN 3.393490e+10 1.613669 33.467537 29.417498
17 NaN 2.641634e+10 0.196207 17.984830 14.498280
18 NaN 2.844922e+10 1.782703 26.786760 23.431144
19 NaN 9.052473e+10 3.380021 27.803774 24.132262
20 NaN 1.879665e+11 0.000000 34.051243 29.867614
21 NaN 1.229136e+11 1.733990 27.101866 23.809452
22 NaN 1.567950e+10 0.000000 35.638877 29.968824
23 NaN 9.116549e+10 0.000000 29.330317 25.915514
24 NaN 4.412790e+10 3.050774 21.992679 17.600509
25 NaN 3.468315e+10 0.000000 28.906383 24.576015
26 NaN 7.544077e+09 1.947799 13.395966 9.496011
27 NaN 7.544077e+09 1.947799 39.340627 36.041156
28 NaN 7.034870e+10 2.398082 25.212617 21.786087
29 NaN 3.215049e+11 2.582311 27.388552 24.228812
... ... ... ... ... ...
12406 NaN 5.056250e+06 NaN 23.230423 15.350698
12407 2036.04 6.090515e+06 0.000000 93.346800 90.772454
12408 NaN 3.012930e+06 NaN 84.069645 80.583965
12409 NaN 3.678000e+05 0.000000 109.739659 106.039732
12410 NaN 4.977630e+06 0.000000 92.301708 88.505871
12411 NaN 2.886720e+07 NaN 94.618366 91.085544
12412 135.04 6.832300e+04 NaN 90.405666 86.138632
12413 NaN 2.270100e+06 NaN 99.523889 95.805463
12414 83252.97 1.021012e+07 0.000000 135.432642 132.971699
12415 NaN 5.030700e+01 0.000000 49.798521 39.821143
12416 66703.81 2.516850e+07 0.000000 88.215946 85.335522
12417 10003.07 2.965666e+06 0.000000 144.632248 142.242182
12418 11651.32 4.309360e+07 0.000000 30.490504 25.550178
12419 12478.33 5.966200e+06 NaN 87.426627 84.723760
12420 NaN 7.414000e+04 NaN 45.309490 36.994924
12421 2430.63 2.224400e+06 0.000000 148.441872 146.349273
12422 NaN 1.550796e+07 0.000000 83.833608 79.550583
12423 1140586.00 2.929769e+10 4.714286 26.113178 22.887715
12424 NaN 1.352860e+06 0.000000 54.092584 44.698702
12425 NaN 7.609700e+05 NaN 104.475734 101.006652
12426 NaN 1.251480e+06 0.000000 37.491972 29.998081
12427 2185.83 3.454800e+05 NaN 102.334969 98.889631
12428 4300.01 2.670720e+06 NaN 117.871321 114.660280
12429 2111.93 7.504000e+05 0.000000 117.010481 114.310448
12430 NaN 7.900045e+06 0.000000 76.477357 72.663221
12431 29407.10 4.084000e+07 0.000000 69.377656 64.815524
12432 NaN 2.287670e+06 NaN 96.113703 93.062909
12433 NaN 8.280000e+04 NaN 47.979149 41.912033
12434 4416.75 2.031860e+06 0.000000 152.353838 149.545530
12435 3631613.16 8.441078e+08 0.620877 43.974955 32.091532
HistBeta PredBeta DataDate
0 -0.000187 0.112335 20040112
1 0.000016 0.109956 20040112
2 0.049412 0.166391 20040112
3 0.071230 0.366559 20040112
4 -0.013384 0.219782 20040112
5 0.056042 0.282895 20040112
6 -0.001979 0.008997 20040112
7 0.132491 0.194084 20040112
8 0.000016 0.278352 20040112
9 0.058847 0.286638 20040112
10 -0.073822 0.510985 20040112
11 0.501957 0.864607 20040112
12 0.246930 0.615378 20040112
13 0.427590 0.542876 20040112
14 0.000016 0.047726 20040112
15 -0.122453 0.109803 20040112
16 0.424543 0.688642 20040112
17 0.104589 0.171720 20040112
18 0.054231 0.366233 20040112
19 0.073907 0.275223 20040112
20 0.164401 0.412932 20040112
21 -0.215689 0.016911 20040112
22 0.907333 1.015526 20040112
23 0.098081 0.468344 20040112
24 0.004401 0.323176 20040112
25 0.457680 0.770474 20040112
26 0.015857 0.245042 20040112
27 0.405650 0.806758 20040112
28 0.339688 0.533033 20040112
29 -0.037295 0.243760 20040112
... ... ... ...
12406 0.000016 -0.003667 20040112
12407 0.331323 0.626312 20040112
12408 0.728605 1.034223 20040112
12409 0.907491 1.182425 20040112
12410 0.751063 1.107737 20040112
12411 0.763693 1.054054 20040112
12412 1.014960 1.333353 20040112
12413 1.085144 1.267572 20040112
12414 0.617034 0.856134 20040112
12415 1.092353 1.384950 20040112
12416 0.575297 0.877206 20040112
12417 0.673748 1.039517 20040112
12418 0.354863 0.269232 20040112
12419 0.355683 0.676743 20040112
12420 0.836337 1.123871 20040112
12421 0.570191 0.848531 20040112
12422 0.632849 0.996731 20040112
12423 0.281096 0.390514 20040112
12424 1.049866 1.220176 20040112
12425 0.761862 1.103780 20040112
12426 0.262722 0.641818 20040112
12427 1.074386 1.291436 20040112
12428 0.921045 1.211927 20040112
12429 0.761304 1.010307 20040112
12430 0.092543 0.352175 20040112
12431 0.881701 1.034961 20040112
12432 0.471028 0.830351 20040112
12433 0.473853 0.851149 20040112
12434 1.023925 1.266802 20040112
12435 0.728170 0.895539 20040112
[12436 rows x 92 columns],
'20040113': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.074 0.000 0.0
1 USA0011 -0.059 0.000 0.0
2 USA0031 0.193 0.000 0.0
3 USA0062 0.334 0.431 0.0
4 USA00E2 0.433 0.000 0.0
5 USA00F1 0.186 0.000 0.0
6 USA00G2 -0.225 0.000 0.0
7 USA00H1 0.028 0.000 0.0
8 USA00I1 -0.840 0.000 0.0
9 USA00J1 0.004 0.000 0.0
10 USA00K1 -0.957 0.000 0.0
11 USA00P1 -0.143 0.000 0.0
12 USA00R1 0.041 0.000 0.0
13 USA00S1 0.632 0.000 0.0
14 USA00V1 0.296 0.000 0.0
15 USA0131 0.487 1.000 0.0
16 USA0161 0.098 1.000 0.0
17 USA01I1 0.096 0.000 0.0
18 USA01J2 0.678 0.000 0.0
19 USA01L1 0.317 0.000 0.0
20 USA01P1 0.192 0.000 0.0
21 USA01Q1 0.138 0.000 0.0
22 USA0202 -0.209 0.000 0.0
23 USA0231 0.281 0.000 0.0
24 USA0281 0.139 0.000 0.0
25 USA0291 0.015 0.000 0.0
26 USA02A1 0.169 0.000 0.0
27 USA02B1 0.152 0.000 0.0
28 USA02H1 -0.397 0.000 0.0
29 USA02P1 0.082 0.000 0.0
... ... ... ... ...
12405 USAZY41 0.872 0.000 0.0
12406 USAZY51 0.968 0.000 0.0
12407 USAZY61 0.461 0.000 0.0
12408 USAZY71 0.162 0.000 0.0
12409 USAZYI1 -2.373 0.000 0.0
12410 USAZYJ1 0.714 0.000 0.0
12411 USAZYK1 0.290 0.000 0.0
12412 USAZYM1 2.780 0.000 0.0
12413 USAZYR1 1.342 0.000 0.0
12414 USAZYS1 -0.450 0.000 0.0
12415 USAZYT1 -2.366 0.000 0.0
12416 USAZYV1 -2.596 0.000 0.0
12417 USAZYX1 0.631 0.000 0.0
12418 USAZZ41 2.780 0.000 0.0
12419 USAZZ51 -0.247 0.000 0.0
12420 USAZZ61 0.281 0.000 0.0
12421 USAZZ71 0.161 0.000 0.0
12422 USAZZ81 -0.454 0.000 0.0
12423 USAZZ91 0.056 0.000 0.0
12424 USAZZA1 -0.130 0.000 0.0
12425 USAZZB1 0.436 0.000 0.0
12426 USAZZD1 0.266 0.000 0.0
12427 USAZZF1 0.305 0.000 0.0
12428 USAZZI1 -0.082 0.000 0.0
12429 USAZZJ1 -2.245 0.000 0.0
12430 USAZZL1 2.780 0.000 0.0
12431 USAZZP1 0.244 0.000 0.0
12432 USAZZR1 0.150 0.000 0.0
12433 USAZZX1 -1.758 0.000 0.0
12434 USAZZY1 -0.042 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
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12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.134 0.000 ... NaN NaN
1 -2.134 0.000 ... NaN NaN
2 -2.027 0.000 ... NaN NaN
3 -1.978 0.000 ... NaN NaN
4 -2.151 0.000 ... NaN NaN
5 -2.015 0.000 ... NaN NaN
6 -2.137 0.000 ... NaN NaN
7 -1.857 0.000 ... NaN NaN
8 -2.134 0.000 ... NaN NaN
9 -2.010 0.863 ... NaN NaN
10 -2.285 0.000 ... NaN NaN
11 -1.064 0.000 ... NaN NaN
12 -1.613 0.000 ... NaN NaN
13 -1.205 0.000 ... NaN 32400.0
14 -2.134 0.000 ... NaN NaN
15 -2.387 0.000 ... NaN NaN
16 -1.248 0.000 ... NaN 1160.0
17 -1.915 0.000 ... NaN NaN
18 -2.015 0.000 ... NaN NaN
19 -1.974 0.000 ... NaN NaN
20 -1.782 0.000 ... NaN NaN
21 -2.583 1.000 ... NaN NaN
22 -0.219 0.000 ... NaN NaN
23 -1.925 0.000 ... NaN NaN
24 -2.124 0.000 ... NaN NaN
25 -1.167 0.000 ... NaN NaN
26 -2.100 0.000 ... NaN NaN
27 -1.284 0.000 ... NaN 30.0
28 -1.417 0.000 ... NaN NaN
29 -2.209 0.000 ... NaN 19575.0
... ... ... ... ... ...
12405 -2.134 0.000 ... NaN NaN
12406 -1.428 0.000 ... NaN NaN
12407 -0.595 0.000 ... NaN NaN
12408 -0.217 0.000 ... NaN 11775.0
12409 -0.664 0.000 ... NaN 10900.0
12410 -0.518 0.000 ... NaN NaN
12411 0.009 0.000 ... NaN 200.0
12412 0.211 0.000 ... NaN 15000.0
12413 -0.810 0.000 ... NaN 160968.0
12414 0.172 0.000 ... NaN NaN
12415 -0.968 0.000 ... NaN 47830.0
12416 -0.734 0.000 ... NaN 864700.0
12417 -1.381 0.000 ... NaN 200.0
12418 -1.337 0.000 ... NaN 22000.0
12419 -0.357 0.000 ... NaN NaN
12420 -0.927 0.000 ... NaN 43175.0
12421 -0.787 0.000 ... NaN 10000.0
12422 -1.547 1.000 ... NaN 280500.0
12423 0.078 0.000 ... NaN NaN
12424 -0.521 0.000 ... NaN NaN
12425 -1.580 0.000 ... NaN NaN
12426 0.133 0.000 ... NaN 43000.0
12427 -0.188 0.000 ... NaN 5000.0
12428 -0.525 1.000 ... NaN NaN
12429 -2.000 0.000 ... NaN 0.0
12430 -0.208 0.000 ... NaN 4000.0
12431 -1.139 1.000 ... NaN NaN
12432 -1.119 0.000 ... NaN NaN
12433 -0.021 0.000 ... NaN 6000.0
12434 -0.582 0.000 ... NaN 73900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.454908e+10 0.188679 16.889160 11.288722
1 NaN 6.172467e+09 0.000000 20.530716 14.431458
2 NaN 6.942450e+10 2.103004 25.916141 21.553871
3 NaN 3.014491e+10 2.243494 27.736333 25.134165
4 NaN 5.882834e+10 2.167256 35.766029 32.019916
5 NaN 1.812909e+11 0.392275 18.445600 14.280622
6 NaN 1.658866e+10 4.679803 27.129804 18.704559
7 NaN 8.226147e+10 0.000000 27.708322 22.295142
8 NaN 1.839850e+10 0.087623 24.991670 17.635335
9 NaN 4.197489e+10 1.670463 27.569349 24.698795
10 NaN 3.966596e+10 0.000000 41.350136 32.871165
11 NaN 2.385482e+10 1.413784 24.817149 19.815786
12 NaN 6.241544e+09 2.641914 20.209484 14.997062
13 NaN 1.535140e+10 1.244629 26.167916 23.243786
14 NaN 1.071117e+10 1.458435 15.083302 10.440854
15 NaN 3.379888e+10 1.613669 29.865275 25.995683
16 NaN 3.379888e+10 1.613669 33.489446 29.410463
17 NaN 2.639848e+10 0.196207 17.913508 14.528593
18 NaN 2.846648e+10 1.782703 26.819433 23.440135
19 NaN 9.052473e+10 3.380021 27.742225 24.123676
20 NaN 1.872016e+11 0.000000 33.926505 29.864859
21 NaN 1.221762e+11 1.733990 26.953125 23.780964
22 NaN 1.561482e+10 0.000000 35.685220 29.979111
23 NaN 9.047329e+10 0.000000 29.321343 25.917204
24 NaN 4.362973e+10 3.050774 21.940021 17.608940
25 NaN 3.523712e+10 0.000000 28.918883 24.571197
26 NaN 7.552672e+09 1.947799 13.349774 9.502233
27 NaN 7.552672e+09 1.947799 39.364423 36.029522
28 NaN 6.946252e+10 2.398082 25.323906 21.864365
29 NaN 3.166958e+11 2.582311 27.329622 24.235286
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 23.137608 15.526567
12406 NaN 6.090515e+06 0.000000 93.593897 91.033516
12407 NaN 3.012930e+06 NaN 84.027229 80.480820
12408 475.71 3.678000e+05 0.000000 110.271646 106.582830
12409 3418.32 6.320800e+06 0.000000 94.244082 90.628986
12410 NaN 2.886720e+07 NaN 94.739825 91.168312
12411 128.91 6.832300e+04 NaN 90.365493 85.997316
12412 231.55 1.967420e+06 NaN 100.387877 96.358194
12413 81517.42 1.003100e+07 0.000000 135.978084 133.518683
12414 NaN 5.030700e+01 0.000000 49.996084 39.894363
12415 64845.83 2.664900e+07 0.000000 88.707308 85.876816
12416 10478.52 3.100469e+06 0.000000 145.379085 142.983208
12417 11276.00 4.304168e+07 0.000000 30.630707 25.885070
12418 12101.13 5.667890e+06 NaN 87.723830 84.862398
12419 NaN 7.414000e+04 NaN 45.372334 36.939803
12420 2327.99 2.224400e+06 0.000000 149.208659 147.018790
12421 1413.02 1.550796e+07 0.000000 84.058323 79.831219
12422 1552080.10 2.932006e+10 4.714286 26.022462 22.882635
12423 NaN 1.352860e+06 0.000000 54.045259 44.770698
12424 NaN 7.609700e+05 NaN 104.886179 101.334875
12425 NaN 1.251480e+06 0.000000 37.350486 29.965066
12426 2094.30 3.454800e+05 NaN 102.062955 98.497717
12427 4134.10 2.670720e+06 NaN 118.529085 115.276843
12428 NaN 7.504000e+05 0.000000 117.238745 114.576488
12429 NaN 8.312660e+06 0.000000 76.691448 72.970772
12430 28924.95 3.838960e+07 0.000000 70.739720 65.825158
12431 NaN 2.287670e+06 NaN 95.884474 92.876614
12432 NaN 8.280000e+04 NaN 47.968531 41.851462
12433 4221.98 2.235046e+06 0.000000 153.180912 150.453943
12434 3559888.75 8.393117e+08 0.620877 43.882102 32.041512
HistBeta PredBeta DataDate
0 -0.000184 0.124659 20040113
1 0.000014 0.123369 20040113
2 0.050534 0.180105 20040113
3 0.073674 0.381658 20040113
4 -0.008216 0.249560 20040113
5 0.056251 0.294368 20040113
6 -0.001476 0.024220 20040113
7 0.130987 0.195100 20040113
8 0.000014 0.266361 20040113
9 0.058567 0.286487 20040113
10 -0.071583 0.496180 20040113
11 0.506105 0.858150 20040113
12 0.246362 0.617774 20040113
13 0.439606 0.560412 20040113
14 0.000014 0.065025 20040113
15 -0.119953 0.135177 20040113
16 0.419067 0.672815 20040113
17 0.103594 0.176058 20040113
18 0.056253 0.385264 20040113
19 0.075323 0.283403 20040113
20 0.166538 0.407355 20040113
21 -0.212663 0.031813 20040113
22 0.906432 0.991589 20040113
23 0.098979 0.474768 20040113
24 0.004725 0.329415 20040113
25 0.457508 0.753675 20040113
26 0.015842 0.256624 20040113
27 0.402161 0.810699 20040113
28 0.339440 0.527905 20040113
29 -0.035625 0.256703 20040113
... ... ... ...
12405 0.000014 0.025450 20040113
12406 0.334188 0.634883 20040113
12407 0.728583 1.024884 20040113
12408 0.907402 1.159217 20040113
12409 0.695804 0.962833 20040113
12410 0.764608 1.058301 20040113
12411 1.014296 1.318402 20040113
12412 1.109757 1.319958 20040113
12413 0.626501 0.888223 20040113
12414 1.091565 1.346813 20040113
12415 0.551594 0.813581 20040113
12416 0.662673 0.948694 20040113
12417 0.356165 0.273347 20040113
12418 0.377129 0.745576 20040113
12419 0.840879 1.100195 20040113
12420 0.571201 0.910261 20040113
12421 0.637275 0.972132 20040113
12422 0.277740 0.370429 20040113
12423 1.046983 1.184936 20040113
12424 0.763183 1.089945 20040113
12425 0.262175 0.636405 20040113
12426 1.073081 1.282696 20040113
12427 0.921004 1.167532 20040113
12428 0.761519 0.981754 20040113
12429 0.063062 0.276019 20040113
12430 0.911326 1.130003 20040113
12431 0.470659 0.804557 20040113
12432 0.480171 0.843671 20040113
12433 1.000246 1.192583 20040113
12434 0.734431 0.932071 20040113
[12435 rows x 92 columns],
'20040114': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.115 0.000 0.0
1 USA0011 0.190 0.000 0.0
2 USA0031 -0.005 0.000 0.0
3 USA0062 0.244 0.431 0.0
4 USA00E2 -0.058 0.000 0.0
5 USA00F1 -0.052 0.000 0.0
6 USA00G2 -0.017 0.000 0.0
7 USA00H1 -0.037 0.000 0.0
8 USA00I1 -2.889 0.000 0.0
9 USA00J1 0.004 0.000 0.0
10 USA00K1 -1.895 0.000 0.0
11 USA00P1 0.192 0.000 0.0
12 USA00R1 0.037 0.000 0.0
13 USA00S1 -1.125 0.000 0.0
14 USA00V1 0.238 0.000 0.0
15 USA0131 0.732 1.000 0.0
16 USA0161 -0.073 1.000 0.0
17 USA01I1 0.508 0.000 0.0
18 USA01J2 0.469 0.000 0.0
19 USA01L1 -0.126 0.000 0.0
20 USA01P1 -0.296 0.000 0.0
21 USA01Q1 -0.144 0.000 0.0
22 USA0202 0.390 0.000 0.0
23 USA0231 -0.413 0.000 0.0
24 USA0281 -0.153 0.000 0.0
25 USA0291 -0.134 0.000 0.0
26 USA02A1 -0.114 0.000 0.0
27 USA02B1 0.056 0.000 0.0
28 USA02H1 0.131 0.000 0.0
29 USA02P1 -0.183 0.000 0.0
... ... ... ... ...
12405 USAZY41 0.057 0.000 0.0
12406 USAZY51 0.130 0.000 0.0
12407 USAZY61 0.573 0.000 0.0
12408 USAZY71 0.702 0.000 0.0
12409 USAZYI1 -2.813 0.000 0.0
12410 USAZYJ1 0.311 0.000 0.0
12411 USAZYK1 0.497 0.000 0.0
12412 USAZYM1 0.820 0.000 0.0
12413 USAZYR1 2.566 0.000 0.0
12414 USAZYS1 0.560 0.000 0.0
12415 USAZYT1 2.660 0.000 0.0
12416 USAZYV1 -2.328 0.000 0.0
12417 USAZYX1 0.271 0.000 0.0
12418 USAZZ41 -2.747 0.000 0.0
12419 USAZZ51 0.428 0.000 0.0
12420 USAZZ61 -2.889 0.000 0.0
12421 USAZZ71 0.053 0.000 0.0
12422 USAZZ81 0.378 0.000 0.0
12423 USAZZ91 0.314 0.000 0.0
12424 USAZZA1 0.232 0.000 0.0
12425 USAZZB1 -0.116 0.000 0.0
12426 USAZZD1 0.631 0.000 0.0
12427 USAZZF1 0.109 0.000 0.0
12428 USAZZI1 0.513 0.000 0.0
12429 USAZZJ1 -2.889 0.000 0.0
12430 USAZZL1 0.179 0.000 0.0
12431 USAZZP1 0.015 0.000 0.0
12432 USAZZR1 0.169 0.000 0.0
12433 USAZZX1 0.368 0.000 0.0
12434 USAZZY1 1.858 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
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12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.143 0.000 ... NaN NaN
1 -2.143 0.000 ... NaN NaN
2 -2.038 0.000 ... NaN NaN
3 -1.993 0.000 ... NaN NaN
4 -2.159 0.000 ... NaN NaN
5 -2.025 0.000 ... NaN NaN
6 -2.147 0.000 ... NaN NaN
7 -1.865 0.000 ... NaN NaN
8 -0.641 0.000 ... NaN 28380.0
9 -2.017 0.863 ... NaN NaN
10 -2.292 0.000 ... NaN NaN
11 -1.069 0.000 ... NaN NaN
12 -1.616 0.000 ... NaN NaN
13 -1.157 0.000 ... NaN 21947.0
14 -2.143 0.000 ... NaN NaN
15 -2.398 0.000 ... NaN NaN
16 -1.219 0.000 ... NaN 1230.0
17 -1.924 0.000 ... NaN NaN
18 -2.043 0.000 ... NaN 600.0
19 -1.987 0.000 ... NaN NaN
20 -1.795 0.000 ... NaN NaN
21 -2.592 1.000 ... NaN NaN
22 -0.231 0.000 ... NaN NaN
23 -1.932 0.000 ... NaN NaN
24 -2.133 0.000 ... NaN NaN
25 -1.180 0.000 ... NaN NaN
26 -2.109 0.000 ... NaN NaN
27 -1.289 0.000 ... NaN 75.0
28 -1.424 0.000 ... NaN NaN
29 -2.219 0.000 ... NaN 19575.0
... ... ... ... ... ...
12405 -2.143 0.000 ... NaN NaN
12406 -1.427 0.000 ... NaN 125.0
12407 -0.590 0.000 ... NaN NaN
12408 -0.212 0.000 ... NaN 950.0
12409 -0.627 0.000 ... NaN 26529.0
12410 -0.519 0.000 ... NaN NaN
12411 0.008 0.000 ... NaN 7700.0
12412 0.205 0.000 ... NaN NaN
12413 -0.847 0.000 ... NaN 119600.0
12414 0.172 0.000 ... NaN NaN
12415 -1.045 0.000 ... NaN 100701.0
12416 -0.705 0.000 ... NaN 44000.0
12417 -1.397 0.000 ... NaN NaN
12418 -1.292 0.000 ... NaN 156289.0
12419 -0.362 0.000 ... NaN NaN
12420 -0.766 0.000 ... NaN 218705.0
12421 -0.786 0.000 ... NaN NaN
12422 -1.572 1.000 ... NaN 32300.0
12423 0.073 0.000 ... NaN NaN
12424 -0.515 0.000 ... NaN NaN
12425 -1.585 0.000 ... NaN NaN
12426 0.130 0.000 ... NaN 2103200.0
12427 -0.198 0.000 ... NaN 5464.0
12428 -0.526 1.000 ... NaN NaN
12429 -1.796 0.000 ... NaN 0.0
12430 -0.216 0.000 ... NaN NaN
12431 -1.139 1.000 ... NaN NaN
12432 -1.118 0.000 ... NaN NaN
12433 -0.023 0.000 ... NaN 27900.0
12434 -0.630 0.000 ... NaN 54700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.462897e+10 0.188679 16.735692 11.158910
1 NaN 6.197256e+09 0.000000 20.310390 14.264110
2 NaN 6.953388e+10 2.103004 25.644384 21.308305
3 NaN 3.110817e+10 2.243494 27.375639 24.834764
4 NaN 5.868190e+10 2.167256 35.403337 31.686290
5 NaN 1.816040e+11 0.392275 18.194261 14.120902
6 NaN 1.684872e+10 4.679803 26.921283 18.500912
7 NaN 8.268743e+10 0.000000 27.429632 22.062373
8 NaN 1.862256e+10 0.087623 37.901143 29.324489
9 NaN 4.216505e+10 1.670463 27.099537 24.265624
10 NaN 3.895081e+10 0.000000 41.359550 32.772183
11 NaN 2.440211e+10 1.413784 24.217978 19.623555
12 NaN 6.363060e+09 2.641914 19.777390 14.822406
13 NaN 1.555691e+10 1.244629 25.939182 23.190129
14 NaN 1.080513e+10 1.458435 14.967051 10.354416
15 NaN 3.449502e+10 1.613669 29.887893 25.893940
16 NaN 3.449502e+10 1.613669 33.183445 29.149976
17 NaN 2.663064e+10 0.196207 17.884142 14.502620
18 NaN 2.888053e+10 1.782703 26.515266 23.251277
19 NaN 9.148663e+10 3.380021 27.425230 23.870690
20 NaN 1.908872e+11 0.000000 33.546318 29.596250
21 NaN 1.223974e+11 1.733990 26.672862 23.474433
22 NaN 1.589943e+10 0.000000 35.142139 29.791621
23 NaN 9.234480e+10 0.000000 28.922850 25.657259
24 NaN 4.431721e+10 3.050774 21.661299 17.404522
25 NaN 3.615237e+10 0.000000 28.294337 24.223502
26 NaN 7.524020e+09 1.947799 13.183117 9.410400
27 NaN 7.524020e+09 1.947799 38.702300 35.529327
28 NaN 7.080639e+10 2.398082 24.972866 21.639553
29 NaN 3.206032e+11 2.582311 26.894591 23.871121
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 22.875333 15.345363
12406 1949.49 6.090515e+06 0.000000 92.247907 89.773011
12407 NaN 3.012930e+06 NaN 82.189584 78.804084
12408 276.54 3.678000e+05 0.000000 109.260104 105.758877
12409 4292.62 6.715850e+06 0.000000 96.878772 93.637102
12410 NaN 2.886720e+07 NaN 93.984344 90.603703
12411 126.64 6.832300e+04 NaN 87.956117 83.754550
12412 NaN 1.967420e+06 NaN 99.209644 95.596965
12413 79368.15 9.672750e+06 0.000000 134.184809 131.753313
12414 NaN 5.030700e+01 0.000000 49.236232 39.658811
12415 66101.65 2.467500e+07 0.000000 88.459950 85.698370
12416 9315.72 3.235272e+06 0.000000 143.225874 140.987560
12417 NaN 4.304168e+07 0.000000 30.355694 25.678065
12418 12538.59 5.966200e+06 NaN 87.808210 84.968926
12419 NaN 7.414000e+04 NaN 44.562136 36.508784
12420 2264.39 2.780500e+06 0.000000 149.486281 147.271383
12421 NaN 1.550796e+07 0.000000 82.432878 78.350627
12422 1523042.40 2.908594e+10 4.714286 25.762778 22.684424
12423 NaN 1.352860e+06 0.000000 53.419230 44.484108
12424 NaN 7.609700e+05 NaN 103.202847 99.772410
12425 NaN 1.251480e+06 0.000000 36.936520 29.651831
12426 2440.33 3.454800e+05 NaN 99.973947 96.546549
12427 3767.66 2.670720e+06 NaN 116.196501 113.079568
12428 NaN 7.504000e+05 0.000000 115.600082 113.021667
12429 NaN 9.345379e+06 0.000000 78.540308 74.744116
12430 NaN 3.838960e+07 0.000000 69.545072 64.999812
12431 NaN 2.287670e+06 NaN 93.980483 91.038353
12432 NaN 8.280000e+04 NaN 47.195921 41.257936
12433 3822.61 2.235046e+06 0.000000 150.817757 148.236652
12434 3551703.50 8.297196e+08 0.620877 43.913668 32.327122
HistBeta PredBeta DataDate
0 -0.000184 0.119688 20040114
1 0.000016 0.126456 20040114
2 0.049270 0.172039 20040114
3 0.070361 0.373681 20040114
4 -0.007634 0.234844 20040114
5 0.055255 0.288267 20040114
6 -0.001943 0.021911 20040114
7 0.131038 0.190904 20040114
8 0.707828 1.115176 20040114
9 0.058982 0.280763 20040114
10 -0.070440 0.461843 20040114
11 0.506151 0.856007 20040114
12 0.248334 0.616442 20040114
13 0.464448 0.542572 20040114
14 0.000016 0.063967 20040114
15 -0.120261 0.139951 20040114
16 0.435427 0.676573 20040114
17 0.103275 0.185507 20040114
18 0.046867 0.373250 20040114
19 0.073365 0.269987 20040114
20 0.163881 0.390125 20040114
21 -0.211706 0.017544 20040114
22 0.901383 0.992041 20040114
23 0.099053 0.454211 20040114
24 0.004685 0.321062 20040114
25 0.453868 0.741541 20040114
26 0.015642 0.252257 20040114
27 0.402493 0.811020 20040114
28 0.338659 0.531242 20040114
29 -0.035902 0.245076 20040114
... ... ... ...
12405 0.000016 0.018228 20040114
12406 0.337563 0.612858 20040114
12407 0.731922 1.034675 20040114
12408 0.910374 1.156828 20040114
12409 0.714473 0.867188 20040114
12410 0.765337 1.055243 20040114
12411 1.013919 1.321172 20040114
12412 1.106948 1.273208 20040114
12413 0.610958 0.913940 20040114
12414 1.091073 1.361399 20040114
12415 0.517352 0.854597 20040114
12416 0.677705 0.926185 20040114
12417 0.351523 0.267927 20040114
12418 0.400829 0.676810 20040114
12419 0.839656 1.103816 20040114
12420 0.649166 0.906610 20040114
12421 0.639564 0.965436 20040114
12422 0.269036 0.367340 20040114
12423 1.044538 1.185552 20040114
12424 0.767125 1.095087 20040114
12425 0.262901 0.625932 20040114
12426 1.071534 1.293549 20040114
12427 0.916601 1.161393 20040114
12428 0.762366 0.990511 20040114
12429 0.163218 0.311639 20040114
12430 0.908179 1.120766 20040114
12431 0.472987 0.795555 20040114
12432 0.483058 0.841521 20040114
12433 0.999302 1.177782 20040114
12434 0.713102 0.962931 20040114
[12435 rows x 92 columns],
'20040115': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.071 0.000 0.0
1 USA0011 -0.533 0.000 0.0
2 USA0031 -0.208 0.000 0.0
3 USA0062 -0.405 0.431 0.0
4 USA00E2 -0.089 0.000 0.0
5 USA00F1 -0.314 0.000 0.0
6 USA00G2 -0.188 0.000 0.0
7 USA00H1 0.182 0.000 0.0
8 USA00I1 0.437 0.000 0.0
9 USA00J1 -0.451 0.000 0.0
10 USA00K1 0.520 0.000 0.0
11 USA00P1 -0.237 0.000 0.0
12 USA00R1 -0.373 0.000 0.0
13 USA00S1 -0.437 0.000 0.0
14 USA00V1 0.398 0.000 0.0
15 USA0131 -0.340 1.000 0.0
16 USA0161 -1.204 1.000 0.0
17 USA01I1 0.100 0.000 0.0
18 USA01J2 -0.314 0.000 0.0
19 USA01L1 -1.349 0.000 0.0
20 USA01P1 -0.263 0.000 0.0
21 USA01Q1 -0.510 0.000 0.0
22 USA0202 0.009 0.000 0.0
23 USA0231 -0.366 0.000 0.0
24 USA0281 -0.485 0.000 0.0
25 USA0291 -0.312 0.000 0.0
26 USA02A1 -0.009 0.000 0.0
27 USA02B1 0.028 0.000 0.0
28 USA02H1 0.354 0.000 0.0
29 USA02P1 -0.139 0.000 0.0
... ... ... ... ...
12405 USAZY41 -0.360 0.000 0.0
12406 USAZY51 -0.712 0.000 0.0
12407 USAZY61 -0.374 0.000 0.0
12408 USAZY71 -0.949 0.000 0.0
12409 USAZYI1 2.123 0.000 0.0
12410 USAZYJ1 -0.383 0.000 0.0
12411 USAZYK1 -0.509 0.000 0.0
12412 USAZYM1 -0.904 0.000 0.0
12413 USAZYR1 -2.002 0.000 0.0
12414 USAZYS1 -0.700 0.000 0.0
12415 USAZYT1 -2.874 0.000 0.0
12416 USAZYV1 2.040 0.000 0.0
12417 USAZYX1 -0.027 0.000 0.0
12418 USAZZ41 2.191 0.000 0.0
12419 USAZZ51 -0.760 0.000 0.0
12420 USAZZ61 -2.874 0.000 0.0
12421 USAZZ71 -0.605 0.000 0.0
12422 USAZZ81 0.343 0.000 0.0
12423 USAZZ91 -2.458 0.000 0.0
12424 USAZZA1 -0.847 0.000 0.0
12425 USAZZB1 -0.497 0.000 0.0
12426 USAZZD1 -0.680 0.000 0.0
12427 USAZZF1 -0.617 0.000 0.0
12428 USAZZI1 -2.874 0.000 0.0
12429 USAZZJ1 0.617 0.000 0.0
12430 USAZZL1 -1.098 0.000 0.0
12431 USAZZP1 -2.874 0.000 0.0
12432 USAZZR1 -2.874 0.000 0.0
12433 USAZZX1 2.361 0.000 0.0
12434 USAZZY1 -1.809 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.145 0.000 ... NaN NaN
1 -2.144 0.000 ... NaN NaN
2 -2.040 0.000 ... NaN NaN
3 -1.996 0.000 ... NaN NaN
4 -2.164 0.000 ... NaN NaN
5 -2.037 0.000 ... NaN NaN
6 -2.149 0.000 ... NaN NaN
7 -1.866 0.000 ... NaN NaN
8 -0.643 0.000 ... NaN NaN
9 -2.019 0.863 ... NaN NaN
10 -2.296 0.000 ... NaN NaN
11 -1.072 0.000 ... NaN NaN
12 -1.626 0.000 ... NaN NaN
13 -1.169 0.000 ... NaN 76906.0
14 -2.144 0.000 ... NaN NaN
15 -2.401 0.000 ... NaN NaN
16 -1.221 0.000 ... NaN 420.0
17 -1.926 0.000 ... NaN NaN
18 -2.046 0.000 ... NaN NaN
19 -1.991 0.000 ... NaN NaN
20 -1.798 0.000 ... NaN NaN
21 -2.595 1.000 ... NaN NaN
22 -0.232 0.000 ... NaN NaN
23 -1.934 0.000 ... NaN NaN
24 -2.155 0.000 ... NaN NaN
25 -1.181 0.000 ... NaN NaN
26 -2.111 0.000 ... NaN NaN
27 -1.282 0.000 ... NaN 335.0
28 -1.454 0.000 ... NaN NaN
29 -2.221 0.000 ... NaN 19575.0
... ... ... ... ... ...
12405 -2.144 0.000 ... NaN NaN
12406 -1.432 0.000 ... NaN NaN
12407 -0.593 0.000 ... NaN NaN
12408 -0.210 0.000 ... NaN NaN
12409 -0.608 0.000 ... NaN 24300.0
12410 -0.522 0.000 ... NaN NaN
12411 0.006 0.000 ... NaN NaN
12412 0.205 0.000 ... NaN 14000.0
12413 -0.851 0.000 ... NaN 90100.0
12414 0.171 0.000 ... NaN NaN
12415 -1.062 0.000 ... NaN 37200.0
12416 -0.706 0.000 ... NaN 78300.0
12417 -1.397 0.000 ... NaN 400.0
12418 -1.293 0.000 ... NaN 169750.0
12419 -0.364 0.000 ... NaN NaN
12420 -0.758 0.000 ... NaN 41850.0
12421 -0.789 0.000 ... NaN NaN
12422 -1.575 1.000 ... NaN 73900.0
12423 0.074 0.000 ... NaN 950.0
12424 -0.525 0.000 ... NaN NaN
12425 -1.586 0.000 ... NaN NaN
12426 0.129 0.000 ... NaN 355000.0
12427 -0.221 0.000 ... NaN 35000.0
12428 -0.540 1.000 ... NaN 5000.0
12429 -1.797 0.000 ... NaN 0.0
12430 -0.217 0.000 ... NaN 997.0
12431 -1.079 1.000 ... NaN NaN
12432 -0.700 0.000 ... NaN 200.0
12433 -0.023 0.000 ... NaN 26850.0
12434 -0.623 0.000 ... NaN 102800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.512832e+10 0.188679 17.509411 11.922039
1 NaN 6.141481e+09 0.000000 21.382596 15.252374
2 NaN 7.023703e+10 2.103004 27.107793 22.813257
3 NaN 3.137479e+10 2.243494 29.037673 26.582611
4 NaN 5.944071e+10 2.167256 37.489572 33.896290
5 NaN 1.814475e+11 0.392275 19.117395 15.083199
6 NaN 1.667534e+10 4.679803 28.125403 19.752850
7 NaN 8.152573e+10 0.000000 29.041428 23.639477
8 NaN 1.855277e+10 0.087623 39.182409 31.372687
9 NaN 4.185914e+10 1.670463 28.666392 25.900834
10 NaN 3.993206e+10 0.000000 43.699190 35.294374
11 NaN 2.444375e+10 1.413784 24.998031 20.934058
12 NaN 6.407248e+09 2.641914 20.417974 15.798793
13 NaN 1.547896e+10 1.244629 27.271396 24.780321
14 NaN 1.089401e+10 1.458435 15.773318 11.216073
15 NaN 3.443901e+10 1.613669 31.673816 27.691931
16 NaN 3.443901e+10 1.613669 35.179547 31.417541
17 NaN 2.678689e+10 0.196207 18.896087 15.501637
18 NaN 2.877012e+10 1.782703 28.047833 24.851273
19 NaN 9.023617e+10 3.380021 29.333831 25.640794
20 NaN 1.888706e+11 0.000000 35.478813 31.667704
21 NaN 1.222254e+11 1.733990 28.328972 25.073090
22 NaN 1.606761e+10 0.000000 36.744290 31.926425
23 NaN 8.931962e+10 0.000000 30.549696 27.422036
24 NaN 4.430724e+10 3.050774 22.885801 18.613814
25 NaN 3.651365e+10 0.000000 29.631122 25.906899
26 NaN 7.469582e+09 1.947799 13.805035 10.059700
27 NaN 7.469582e+09 1.947799 40.838684 37.919011
28 NaN 7.176074e+10 2.398082 26.575133 23.349139
29 NaN 3.206032e+11 2.582311 28.509640 25.533644
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 23.931821 16.450688
12406 NaN 6.090515e+06 0.000000 97.744291 95.427073
12407 NaN 3.012930e+06 NaN 86.999720 83.828795
12408 NaN 3.678000e+05 0.000000 115.947449 112.704370
12409 5046.08 6.478820e+06 0.000000 102.270590 99.261156
12410 NaN 2.886720e+07 NaN 100.351126 97.207722
12411 NaN 6.832300e+04 NaN 93.146006 89.323879
12412 271.09 1.967420e+06 NaN 105.663616 102.446686
12413 75841.43 9.851875e+06 0.000000 144.016507 141.781130
12414 NaN 5.030700e+01 0.000000 51.288538 42.365499
12415 56477.13 2.566200e+07 0.000000 94.750083 92.185612
12416 9037.34 2.696060e+06 0.000000 154.975948 152.934279
12417 9636.70 4.267824e+07 0.000000 32.035293 27.460237
12418 13394.56 5.667890e+06 NaN 92.909697 90.295192
12419 NaN 7.414000e+04 NaN 46.532716 38.988672
12420 2248.77 3.336600e+06 0.000000 162.461571 160.443932
12421 NaN 1.550796e+07 0.000000 87.097285 83.235592
12422 1585991.90 2.865675e+10 4.714286 27.447721 24.442911
12423 327.25 1.352860e+06 0.000000 56.575017 47.922386
12424 NaN 7.609700e+05 NaN 109.947701 106.748398
12425 NaN 1.251480e+06 0.000000 38.724313 31.665161
12426 2501.97 3.454800e+05 NaN 106.757606 103.648741
12427 3969.02 2.670720e+06 NaN 123.431544 120.566259
12428 1686.81 8.207500e+05 0.000000 124.762852 122.335735
12429 NaN 8.737711e+06 0.000000 84.075318 80.275356
12430 27199.54 3.838960e+07 0.000000 73.820819 69.615906
12431 NaN 3.268100e+06 NaN 103.016396 100.185535
12432 401.36 2.437080e+07 NaN 50.738531 44.416593
12433 3742.48 2.031860e+06 0.000000 162.515594 160.128119
12434 3679641.75 8.552986e+08 0.620877 45.740053 34.818431
HistBeta PredBeta DataDate
0 -0.000187 0.123033 20040115
1 0.000015 0.111487 20040115
2 0.049137 0.160374 20040115
3 0.069953 0.354972 20040115
4 -0.009104 0.237000 20040115
5 0.050743 0.276405 20040115
6 -0.002010 0.012696 20040115
7 0.131308 0.186299 20040115
8 0.707973 1.095205 20040115
9 0.058952 0.260491 20040115
10 -0.071342 0.490417 20040115
11 0.505573 0.840736 20040115
12 0.244427 0.594741 20040115
13 0.459807 0.536784 20040115
14 0.000015 0.069897 20040115
15 -0.120907 0.114358 20040115
16 0.435451 0.645983 20040115
17 0.103049 0.173862 20040115
18 0.046428 0.356959 20040115
19 0.072295 0.228840 20040115
20 0.163498 0.380857 20040115
21 -0.212489 0.002001 20040115
22 0.901851 0.975204 20040115
23 0.098998 0.443274 20040115
24 -0.004833 0.304740 20040115
25 0.454418 0.731231 20040115
26 0.015662 0.254263 20040115
27 0.406477 0.811754 20040115
28 0.325782 0.527734 20040115
29 -0.036339 0.237800 20040115
... ... ... ...
12405 0.000015 0.009043 20040115
12406 0.336135 0.602600 20040115
12407 0.731444 1.021244 20040115
12408 0.912251 1.111501 20040115
12409 0.724697 0.968785 20040115
12410 0.764852 1.040537 20040115
12411 1.014089 1.295003 20040115
12412 1.107956 1.203577 20040115
12413 0.609910 0.824869 20040115
12414 1.091733 1.314346 20040115
12415 0.510544 0.743813 20040115
12416 0.678271 0.985241 20040115
12417 0.352300 0.257096 20040115
12418 0.401486 0.743374 20040115
12419 0.839753 1.067537 20040115
12420 0.653916 0.797700 20040115
12421 0.638936 0.942198 20040115
12422 0.268716 0.370603 20040115
12423 1.046095 1.108909 20040115
12424 0.763501 1.058908 20040115
12425 0.263186 0.609120 20040115
12426 1.071924 1.265179 20040115
12427 0.907129 1.142107 20040115
12428 0.756708 0.902207 20040115
12429 0.163728 0.340491 20040115
12430 0.908664 1.082348 20040115
12431 0.502438 0.754430 20040115
12432 0.681223 0.933397 20040115
12433 1.000186 1.230465 20040115
12434 0.717433 0.912202 20040115
[12435 rows x 92 columns],
'20040116': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.750 0.000 0.0
1 USA0011 -0.209 0.000 0.0
2 USA0031 -0.481 0.000 0.0
3 USA0062 0.303 0.431 0.0
4 USA00E2 -0.492 0.000 0.0
5 USA00F1 -0.235 0.000 0.0
6 USA00G2 -0.683 0.000 0.0
7 USA00H1 0.391 0.000 0.0
8 USA00I1 0.735 0.000 0.0
9 USA00J1 -0.166 0.000 0.0
10 USA00K1 0.192 0.000 0.0
11 USA00P1 -0.016 0.000 0.0
12 USA00R1 -0.266 0.000 0.0
13 USA00S1 0.419 0.000 0.0
14 USA00V1 0.134 0.000 0.0
15 USA0131 0.387 1.000 0.0
16 USA0161 -0.482 1.000 0.0
17 USA01I1 0.120 0.000 0.0
18 USA01J2 -1.654 0.000 0.0
19 USA01L1 0.151 0.000 0.0
20 USA01P1 1.284 0.000 0.0
21 USA01Q1 0.084 0.000 0.0
22 USA0202 1.733 0.000 0.0
23 USA0231 0.314 0.000 0.0
24 USA0281 -0.459 0.000 0.0
25 USA0291 0.883 0.000 0.0
26 USA02A1 -0.213 0.000 0.0
27 USA02B1 0.595 0.000 0.0
28 USA02H1 0.051 0.000 0.0
29 USA02P1 0.034 0.000 0.0
... ... ... ... ...
12402 USAZY41 -1.851 0.000 0.0
12403 USAZY51 -0.699 0.000 0.0
12404 USAZY61 -0.079 0.000 0.0
12405 USAZY71 -0.247 0.000 0.0
12406 USAZYI1 -2.826 0.000 0.0
12407 USAZYJ1 0.152 0.000 0.0
12408 USAZYK1 0.498 0.000 0.0
12409 USAZYM1 0.689 0.000 0.0
12410 USAZYR1 0.747 0.000 0.0
12411 USAZYS1 0.285 0.000 0.0
12412 USAZYT1 2.204 0.000 0.0
12413 USAZYV1 2.432 0.000 0.0
12414 USAZYX1 -1.432 0.000 0.0
12415 USAZZ41 2.060 0.000 0.0
12416 USAZZ51 -0.017 0.000 0.0
12417 USAZZ61 -2.826 0.000 0.0
12418 USAZZ71 -0.391 0.000 0.0
12419 USAZZ81 1.350 0.000 0.0
12420 USAZZ91 0.436 0.000 0.0
12421 USAZZA1 -0.057 0.000 0.0
12422 USAZZB1 0.077 0.000 0.0
12423 USAZZD1 -0.148 0.000 0.0
12424 USAZZF1 -2.484 0.000 0.0
12425 USAZZI1 2.841 0.000 0.0
12426 USAZZJ1 -2.826 0.000 0.0
12427 USAZZL1 -0.351 0.000 0.0
12428 USAZZP1 0.076 0.000 0.0
12429 USAZZR1 -0.300 0.000 0.0
12430 USAZZX1 -2.826 0.000 0.0
12431 USAZZY1 0.064 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
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12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
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12425 0.0 0.0 0.0 0.0
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12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.133 0.000 ... NaN NaN
1 -2.132 0.000 ... NaN NaN
2 -2.032 0.000 ... NaN NaN
3 -1.991 0.000 ... NaN NaN
4 -2.161 0.000 ... NaN NaN
5 -2.025 0.000 ... NaN NaN
6 -2.137 0.000 ... NaN NaN
7 -1.856 0.000 ... NaN NaN
8 -0.658 0.000 ... NaN NaN
9 -2.008 0.863 ... NaN NaN
10 -2.283 0.000 ... NaN NaN
11 -1.074 0.000 ... NaN NaN
12 -1.636 0.000 ... NaN NaN
13 -1.166 0.000 ... NaN NaN
14 -2.132 0.000 ... NaN NaN
15 -2.388 0.000 ... NaN NaN
16 -1.176 0.000 ... NaN 3870.0
17 -1.915 0.000 ... NaN NaN
18 -1.998 0.000 ... NaN 300.0
19 -1.984 0.000 ... NaN NaN
20 -1.818 0.000 ... NaN NaN
21 -2.594 1.000 ... NaN 1000.0
22 -0.268 0.000 ... NaN NaN
23 -1.926 0.000 ... NaN NaN
24 -2.142 0.000 ... NaN NaN
25 -1.184 0.000 ... NaN NaN
26 -2.100 0.000 ... NaN NaN
27 -1.282 0.000 ... NaN NaN
28 -1.452 0.000 ... NaN NaN
29 -2.186 0.000 ... NaN 5760.0
... ... ... ... ... ...
12402 -2.132 0.000 ... NaN NaN
12403 -1.427 0.000 ... NaN NaN
12404 -0.594 0.000 ... NaN NaN
12405 -0.210 0.000 ... NaN 1000.0
12406 -0.580 0.000 ... NaN 5400.0
12407 -0.527 0.000 ... NaN NaN
12408 0.003 0.000 ... NaN 2500.0
12409 0.196 0.000 ... NaN NaN
12410 -0.879 0.000 ... NaN 138760.0
12411 0.164 0.000 ... NaN NaN
12412 -1.112 0.000 ... NaN 44753.0
12413 -0.766 0.000 ... NaN 1090175.0
12414 -1.388 0.000 ... NaN 3200.0
12415 -1.306 0.000 ... NaN 20000.0
12416 -0.373 0.000 ... NaN NaN
12417 -0.587 0.000 ... NaN 2099630.0
12418 -0.791 0.000 ... NaN NaN
12419 -1.617 1.000 ... NaN 68300.0
12420 0.068 0.000 ... NaN 10000.0
12421 -0.524 0.000 ... NaN 4000.0
12422 -1.580 0.000 ... NaN NaN
12423 0.123 0.000 ... NaN 991000.0
12424 -0.111 0.000 ... NaN 29400.0
12425 -0.643 1.000 ... NaN 35264.0
12426 -1.570 0.000 ... NaN 0.0
12427 -0.229 0.000 ... NaN NaN
12428 -1.081 1.000 ... NaN NaN
12429 -0.708 0.000 ... NaN NaN
12430 -0.010 0.000 ... NaN 300000.0
12431 -0.644 0.000 ... NaN 90600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.652650e+10 0.188679 18.400754 12.509984
1 NaN 6.184861e+09 0.000000 21.900400 15.644781
2 NaN 6.758068e+10 2.103004 27.896019 23.476912
3 NaN 3.219184e+10 2.243494 29.759446 27.265566
4 NaN 5.877508e+10 2.167256 38.599529 34.948241
5 NaN 1.821258e+11 0.392275 19.571518 15.462787
6 NaN 1.658078e+10 4.679803 28.913695 20.341917
7 NaN 8.204204e+10 0.000000 29.804574 24.295967
8 NaN 1.854910e+10 0.087623 40.303431 32.651580
9 NaN 4.162765e+10 1.670463 29.446372 26.647279
10 NaN 4.061395e+10 0.000000 44.830636 36.341965
11 NaN 2.449134e+10 1.413784 25.401156 21.468571
12 NaN 6.439285e+09 2.641914 20.848114 16.223909
13 NaN 1.547187e+10 1.244629 28.030248 25.529141
14 NaN 1.108192e+10 1.458435 16.225855 11.514765
15 NaN 3.521516e+10 1.613669 32.556653 28.494034
16 NaN 3.521516e+10 1.613669 36.093987 32.407375
17 NaN 2.677350e+10 0.196207 19.407351 15.905983
18 NaN 2.903236e+10 1.782703 29.474011 26.053233
19 NaN 9.054611e+10 3.380021 30.088694 26.354743
20 NaN 2.031958e+11 0.000000 38.237975 33.558662
21 NaN 1.225941e+11 1.733990 29.017268 25.752176
22 NaN 1.734836e+10 0.000000 39.111335 34.039826
23 NaN 8.975545e+10 0.000000 31.460104 28.208971
24 NaN 4.421757e+10 3.050774 23.480586 19.157770
25 NaN 3.754933e+10 0.000000 30.626602 26.854394
26 NaN 7.449525e+09 1.947799 14.200637 10.326291
27 NaN 7.449525e+09 1.947799 41.846100 38.908453
28 NaN 7.113749e+10 2.398082 27.195597 23.973418
29 NaN 3.341286e+11 2.582311 29.353196 26.234011
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 25.959777 18.082412
12403 NaN 6.090515e+06 0.000000 99.894145 97.513074
12404 NaN 3.012930e+06 NaN 89.099009 85.960795
12405 204.32 3.678000e+05 0.000000 119.425898 116.228816
12406 5129.17 6.873870e+06 0.000000 105.225933 102.101354
12407 NaN 2.886720e+07 NaN 102.659062 99.525607
12408 116.73 6.832300e+04 NaN 95.092089 91.272371
12409 NaN 1.967420e+06 NaN 107.504130 104.225404
12410 74631.23 9.672750e+06 0.000000 147.274254 145.042649
12411 NaN 5.030700e+01 0.000000 52.223281 43.391814
12412 56644.26 2.418150e+07 0.000000 97.328370 94.724205
12413 9239.31 2.426454e+06 0.000000 158.992464 156.768533
12414 11375.50 4.298976e+07 0.000000 33.372073 28.626255
12415 13410.92 5.518735e+06 NaN 94.516489 91.750834
12416 NaN 7.414000e+04 NaN 47.394201 39.897317
12417 2955.99 4.448800e+06 0.000000 170.515558 168.446406
12418 NaN 1.550796e+07 0.000000 89.103105 85.199491
12419 1622642.00 2.835097e+10 4.714286 28.648521 25.569953
12420 315.66 1.352860e+06 0.000000 57.175849 48.549135
12421 2248.27 7.609700e+05 NaN 112.341161 109.136590
12422 NaN 1.251480e+06 0.000000 39.564730 32.413528
12423 2671.97 3.454800e+05 NaN 108.914817 105.841457
12424 4160.11 3.287040e+06 NaN 128.413371 125.432930
12425 1680.53 7.269500e+05 0.000000 128.918520 126.483772
12426 NaN 9.996837e+06 0.000000 90.050194 86.052369
12427 NaN 3.838960e+07 0.000000 75.506732 71.344316
12428 NaN 3.268100e+06 NaN 107.475274 104.827186
12429 NaN 2.437080e+07 NaN 51.490372 45.462908
12430 4028.84 2.133453e+06 0.000000 166.154574 163.713178
12431 3779251.25 8.521012e+08 0.620877 46.687278 35.710491
HistBeta PredBeta DataDate
0 -0.000188 0.135805 20040116
1 0.000015 0.105153 20040116
2 0.047526 0.141519 20040116
3 0.066991 0.361887 20040116
4 -0.013726 0.216876 20040116
5 0.050949 0.269790 20040116
6 -0.002471 -0.010101 20040116
7 0.131455 0.187272 20040116
8 0.700706 1.102212 20040116
9 0.058808 0.255571 20040116
10 -0.071639 0.496980 20040116
11 0.502676 0.832393 20040116
12 0.235761 0.583959 20040116
13 0.459216 0.541518 20040116
14 0.000015 0.057769 20040116
15 -0.121638 0.118872 20040116
16 0.454186 0.658008 20040116
17 0.102991 0.168782 20040116
18 0.063738 0.336785 20040116
19 0.070413 0.236311 20040116
20 0.149439 0.416484 20040116
21 -0.219290 -0.002021 20040116
22 0.885743 1.005804 20040116
23 0.097982 0.460034 20040116
24 -0.004901 0.295976 20040116
25 0.450561 0.751291 20040116
26 0.015477 0.245925 20040116
27 0.403974 0.826094 20040116
28 0.323032 0.519584 20040116
29 -0.025517 0.246024 20040116
... ... ... ...
12402 0.000015 -0.053633 20040116
12403 0.334888 0.587015 20040116
12404 0.731154 1.011996 20040116
12405 0.913642 1.101625 20040116
12406 0.737630 0.850112 20040116
12407 0.763000 1.039861 20040116
12408 1.014679 1.312362 20040116
12409 1.106332 1.248678 20040116
12410 0.595780 0.834195 20040116
12411 1.091121 1.320882 20040116
12412 0.484635 0.799771 20040116
12413 0.649414 1.023395 20040116
12414 0.353780 0.205738 20040116
12415 0.392634 0.752855 20040116
12416 0.835854 1.062612 20040116
12417 0.734099 0.859293 20040116
12418 0.637425 0.934654 20040116
12419 0.245063 0.391380 20040116
12420 1.045381 1.128390 20040116
12421 0.764340 1.064025 20040116
12422 0.262488 0.604328 20040116
12423 1.071649 1.261634 20040116
12424 0.960585 1.149607 20040116
12425 0.707578 0.978417 20040116
12426 0.267040 0.336923 20040116
12427 0.904311 1.074982 20040116
12428 0.499624 0.677788 20040116
12429 0.676770 0.884144 20040116
12430 1.008725 1.181541 20040116
12431 0.707122 0.914612 20040116
[12432 rows x 92 columns],
'20040120': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -1.357 0.000 0.0
1 USA0011 0.100 0.000 0.0
2 USA0031 0.271 0.000 0.0
3 USA0062 -0.040 0.431 0.0
4 USA00E2 0.010 0.000 0.0
5 USA00F1 -0.215 0.000 0.0
6 USA00G2 -0.097 0.000 0.0
7 USA00H1 -0.384 0.000 0.0
8 USA00I1 0.728 0.000 0.0
9 USA00J1 0.545 0.000 0.0
10 USA00K1 0.531 0.000 0.0
11 USA00P1 0.182 0.000 0.0
12 USA00R1 0.553 0.000 0.0
13 USA00S1 0.836 0.000 0.0
14 USA00V1 -0.676 0.000 0.0
15 USA0131 -0.639 1.000 0.0
16 USA0161 -0.327 1.000 0.0
17 USA01I1 0.276 0.000 0.0
18 USA01J2 -0.149 0.000 0.0
19 USA01L1 1.131 0.000 0.0
20 USA01P1 -2.814 0.000 0.0
21 USA01Q1 0.386 0.000 0.0
22 USA0202 0.677 0.000 0.0
23 USA0231 0.043 0.000 0.0
24 USA0281 2.579 0.000 0.0
25 USA0291 0.216 0.000 0.0
26 USA02A1 -0.756 0.000 0.0
27 USA02B1 1.298 0.000 0.0
28 USA02H1 0.503 0.000 0.0
29 USA02P1 -1.740 0.000 0.0
... ... ... ... ...
12402 USAZY41 -0.604 0.000 0.0
12403 USAZY51 1.388 0.000 0.0
12404 USAZY61 1.680 0.000 0.0
12405 USAZY71 1.509 0.000 0.0
12406 USAZYI1 1.435 0.000 0.0
12407 USAZYJ1 1.733 0.000 0.0
12408 USAZYK1 2.087 0.000 0.0
12409 USAZYM1 1.659 0.000 0.0
12410 USAZYR1 -0.745 0.000 0.0
12411 USAZYS1 1.551 0.000 0.0
12412 USAZYT1 -2.257 0.000 0.0
12413 USAZYV1 -1.470 0.000 0.0
12414 USAZYX1 0.108 0.000 0.0
12415 USAZZ41 -1.298 0.000 0.0
12416 USAZZ51 1.459 0.000 0.0
12417 USAZZ61 -1.771 0.000 0.0
12418 USAZZ71 1.180 0.000 0.0
12419 USAZZ81 -0.438 0.000 0.0
12420 USAZZ91 2.820 0.000 0.0
12421 USAZZA1 1.608 0.000 0.0
12422 USAZZB1 0.666 0.000 0.0
12423 USAZZD1 1.697 0.000 0.0
12424 USAZZF1 1.523 0.000 0.0
12425 USAZZI1 2.820 0.000 0.0
12426 USAZZJ1 2.820 0.000 0.0
12427 USAZZL1 -1.209 0.000 0.0
12428 USAZZP1 2.163 0.000 0.0
12429 USAZZR1 1.377 0.000 0.0
12430 USAZZX1 1.753 0.000 0.0
12431 USAZZY1 1.765 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
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12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.139 0.000 ... NaN NaN
1 -2.139 0.000 ... NaN NaN
2 -2.039 0.000 ... NaN NaN
3 -2.007 0.000 ... NaN NaN
4 -2.170 0.000 ... NaN NaN
5 -2.032 0.000 ... NaN NaN
6 -2.144 0.000 ... NaN NaN
7 -1.861 0.000 ... NaN NaN
8 -0.658 0.000 ... NaN NaN
9 -2.015 0.863 ... NaN NaN
10 -2.292 0.000 ... NaN NaN
11 -1.078 0.000 ... NaN NaN
12 -1.641 0.000 ... NaN NaN
13 -1.166 0.000 ... NaN 20336.0
14 -2.139 0.000 ... NaN NaN
15 -2.401 0.000 ... NaN NaN
16 -1.180 0.000 ... NaN 130.0
17 -1.921 0.000 ... NaN NaN
18 -2.008 0.000 ... NaN NaN
19 -1.992 0.000 ... NaN NaN
20 -1.728 0.000 ... NaN 2200.0
21 -2.604 1.000 ... NaN NaN
22 -0.268 0.000 ... NaN NaN
23 -1.932 0.000 ... NaN NaN
24 -2.121 0.000 ... NaN 1125.0
25 -1.186 0.000 ... NaN NaN
26 -2.106 0.000 ... NaN NaN
27 -1.288 0.000 ... NaN 2650.0
28 -1.453 0.000 ... NaN NaN
29 -2.190 0.000 ... NaN 18250.0
... ... ... ... ... ...
12402 -2.139 0.000 ... NaN NaN
12403 -1.435 0.000 ... NaN NaN
12404 -0.595 0.000 ... NaN NaN
12405 -0.217 0.000 ... NaN NaN
12406 -0.582 0.000 ... NaN NaN
12407 -0.603 0.000 ... NaN NaN
12408 0.005 0.000 ... NaN 13000.0
12409 0.200 0.000 ... NaN NaN
12410 -0.853 0.000 ... NaN 447646.0
12411 0.167 0.000 ... NaN NaN
12412 -1.122 0.000 ... NaN 73500.0
12413 -0.740 0.000 ... NaN 805800.0
12414 -1.391 0.000 ... NaN 2100.0
12415 -1.309 0.000 ... NaN 129720.0
12416 -0.372 0.000 ... NaN NaN
12417 -0.558 0.000 ... NaN 1476488.0
12418 -0.793 0.000 ... NaN NaN
12419 -1.616 1.000 ... NaN 47100.0
12420 0.071 0.000 ... NaN NaN
12421 -0.524 0.000 ... NaN NaN
12422 -1.583 0.000 ... NaN NaN
12423 0.125 0.000 ... NaN 400.0
12424 -0.112 0.000 ... NaN 48260.0
12425 -0.575 1.000 ... NaN 65700.0
12426 -1.569 0.000 ... NaN 0.0
12427 -0.231 0.000 ... NaN 464.0
12428 -1.089 1.000 ... NaN NaN
12429 -0.711 0.000 ... NaN NaN
12430 -0.007 0.000 ... NaN 206000.0
12431 -0.636 0.000 ... NaN 93400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.612702e+10 0.188679 20.257242 14.230349
1 NaN 6.426554e+09 0.000000 22.609508 15.868490
2 NaN 6.762755e+10 2.103004 28.316829 23.748266
3 NaN 3.066954e+10 2.243494 30.449396 27.679612
4 NaN 5.808283e+10 2.167256 39.100788 35.289679
5 NaN 1.802735e+11 0.392275 20.205682 15.846049
6 NaN 1.706149e+10 4.679803 29.537998 20.570383
7 NaN 8.119012e+10 0.000000 30.457978 24.667536
8 NaN 1.833606e+10 0.087623 41.356249 33.220598
9 NaN 4.155324e+10 1.670463 30.087503 27.064489
10 NaN 4.036448e+10 0.000000 45.687685 36.685165
11 NaN 2.433072e+10 1.413784 25.986516 21.717752
12 NaN 6.375212e+09 2.641914 21.412939 16.437438
13 NaN 1.524747e+10 1.244629 28.565078 25.921884
14 NaN 1.101844e+10 1.458435 17.204837 12.240905
15 NaN 3.448702e+10 1.613669 33.688784 29.088192
16 NaN 3.448702e+10 1.613669 36.961257 32.843485
17 NaN 2.651902e+10 0.196207 19.825068 16.082234
18 NaN 2.834571e+10 1.782703 30.148489 26.530878
19 NaN 9.194620e+10 3.380021 31.245260 26.960788
20 NaN 1.997188e+11 0.000000 46.042525 41.593818
21 NaN 1.227170e+11 1.733990 29.534941 26.088498
22 NaN 1.782702e+10 0.000000 39.951313 34.658481
23 NaN 8.965290e+10 0.000000 31.994589 28.572203
24 NaN 4.399838e+10 3.050774 26.342940 21.752829
25 NaN 3.730847e+10 0.000000 31.063187 27.155440
26 NaN 7.549807e+09 1.947799 15.066473 11.137141
27 NaN 7.549807e+09 1.947799 43.010728 39.762285
28 NaN 7.108880e+10 2.398082 27.786499 24.278518
29 NaN 3.342288e+11 2.582311 30.855803 27.370016
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 26.803423 18.473081
12403 NaN 6.090515e+06 0.000000 103.231138 100.634505
12404 NaN 3.012930e+06 NaN 92.335100 88.858660
12405 NaN 3.678000e+05 0.000000 122.202168 118.623914
12406 NaN 6.873870e+06 0.000000 108.366626 105.070143
12407 NaN 2.886720e+07 NaN 104.811602 101.321157
12408 88.95 6.832300e+04 NaN 100.310614 96.126300
12409 NaN 1.967420e+06 NaN 111.656216 108.064540
12410 74389.08 1.003100e+07 0.000000 149.217446 146.710187
12411 NaN 5.030700e+01 0.000000 53.916284 44.192314
12412 48953.48 2.763600e+07 0.000000 100.845571 98.100463
12413 9275.79 2.561257e+06 0.000000 161.118566 158.705117
12414 12642.63 4.335320e+07 0.000000 34.100096 29.023323
12415 14175.53 5.817045e+06 NaN 96.081453 93.019647
12416 NaN 7.414000e+04 NaN 49.307715 40.983162
12417 3519.41 6.673200e+06 0.000000 180.484675 178.317232
12418 NaN 1.550796e+07 0.000000 92.274365 87.914068
12419 1657629.79 2.875288e+10 4.714286 33.256729 30.606147
12420 NaN 1.352860e+06 0.000000 59.999328 50.043840
12421 NaN 7.609700e+05 NaN 114.898925 111.298796
12422 NaN 1.251480e+06 0.000000 40.458904 32.842379
12423 2320.19 3.454800e+05 NaN 112.576955 109.118496
12424 4206.64 3.287040e+06 NaN 132.303674 129.116020
12425 1206.26 4.690000e+05 0.000000 142.217360 139.700888
12426 NaN 9.492363e+06 0.000000 94.031414 89.660041
12427 19207.47 4.084000e+07 0.000000 77.052932 72.382678
12428 NaN 3.268100e+06 NaN 110.074867 107.177578
12429 NaN 2.437080e+07 NaN 53.036049 46.386227
12430 3722.50 2.133453e+06 0.000000 168.458184 165.735466
12431 3890824.00 8.220459e+08 0.620877 48.539959 37.001894
HistBeta PredBeta DataDate
0 -0.000191 0.082107 20040120
1 0.000014 0.091715 20040120
2 0.047431 0.158679 20040120
3 0.062577 0.368272 20040120
4 -0.014766 0.237649 20040120
5 0.050808 0.265655 20040120
6 -0.002554 -0.014614 20040120
7 0.131822 0.174486 20040120
8 0.701149 1.130036 20040120
9 0.058886 0.279397 20040120
10 -0.072335 0.519410 20040120
11 0.502190 0.851846 20040120
12 0.235984 0.604661 20040120
13 0.460732 0.562521 20040120
14 0.000014 0.022693 20040120
15 -0.124137 0.103991 20040120
16 0.454009 0.659816 20040120
17 0.103026 0.169540 20040120
18 0.062143 0.356820 20040120
19 0.069388 0.262828 20040120
20 0.194628 0.396124 20040120
21 -0.220137 0.015481 20040120
22 0.886008 1.022306 20040120
23 0.098161 0.461412 20040120
24 0.008526 0.398466 20040120
25 0.451360 0.754928 20040120
26 0.015503 0.208477 20040120
27 0.402804 0.862150 20040120
28 0.324952 0.536992 20040120
29 -0.024234 0.219831 20040120
... ... ... ...
12402 0.000014 -0.078179 20040120
12403 0.333514 0.646730 20040120
12404 0.731085 1.067705 20040120
12405 0.910139 1.170153 20040120
12406 0.737420 0.961474 20040120
12407 0.727321 1.077092 20040120
12408 1.015288 1.371192 20040120
12409 1.107551 1.298983 20040120
12410 0.608949 0.842337 20040120
12411 1.091991 1.380778 20040120
12412 0.481305 0.765927 20040120
12413 0.662253 0.982974 20040120
12414 0.354161 0.210811 20040120
12415 0.393159 0.720954 20040120
12416 0.836420 1.121107 20040120
12417 0.748666 0.914664 20040120
12418 0.637199 0.999630 20040120
12419 0.247403 0.372877 20040120
12420 1.046521 1.197216 20040120
12421 0.764670 1.132213 20040120
12422 0.263149 0.609353 20040120
12423 1.071998 1.338371 20040120
12424 0.959983 1.251982 20040120
12425 0.740358 1.025953 20040120
12426 0.269962 0.477353 20040120
12427 0.903613 1.082631 20040120
12428 0.497090 0.738367 20040120
12429 0.676029 0.946304 20040120
12430 1.009336 1.296866 20040120
12431 0.711618 0.966561 20040120
[12432 rows x 92 columns],
'20040121': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.790 0.000 0.0
1 USA0011 1.179 0.000 0.0
2 USA0031 0.628 0.000 0.0
3 USA0062 -0.021 0.431 0.0
4 USA00E2 0.765 0.000 0.0
5 USA00F1 0.911 0.000 0.0
6 USA00G2 0.116 0.000 0.0
7 USA00H1 1.009 0.000 0.0
8 USA00I1 -1.850 0.000 0.0
9 USA00J1 0.059 0.000 0.0
10 USA00K1 -1.014 0.000 0.0
11 USA00P1 -0.082 0.000 0.0
12 USA00R1 0.132 0.000 0.0
13 USA00S1 0.251 0.000 0.0
14 USA00V1 0.940 0.000 0.0
15 USA0131 0.597 1.000 0.0
16 USA0161 2.497 1.000 0.0
17 USA01I1 0.309 0.000 0.0
18 USA01J2 0.654 0.000 0.0
19 USA01L1 0.460 0.000 0.0
20 USA01P1 -1.281 0.000 0.0
21 USA01Q1 0.061 0.000 0.0
22 USA0202 -0.756 0.000 0.0
23 USA0231 -0.365 0.000 0.0
24 USA0281 -0.183 0.000 0.0
25 USA0291 -0.760 0.000 0.0
26 USA02A1 0.353 0.000 0.0
27 USA02B1 -0.212 0.000 0.0
28 USA02H1 0.684 0.000 0.0
29 USA02P1 0.609 0.000 0.0
... ... ... ... ...
12400 USAZY41 0.428 0.000 0.0
12401 USAZY51 -0.778 0.000 0.0
12402 USAZY61 -0.523 0.000 0.0
12403 USAZY71 -0.961 0.000 0.0
12404 USAZYI1 2.028 0.000 0.0
12405 USAZYJ1 2.827 0.000 0.0
12406 USAZYK1 -1.293 0.000 0.0
12407 USAZYM1 -0.553 0.000 0.0
12408 USAZYR1 -2.646 0.000 0.0
12409 USAZYS1 -0.931 0.000 0.0
12410 USAZYT1 -0.453 0.000 0.0
12411 USAZYV1 2.323 0.000 0.0
12412 USAZYX1 -0.226 0.000 0.0
12413 USAZZ41 2.818 0.000 0.0
12414 USAZZ51 -0.933 0.000 0.0
12415 USAZZ61 1.753 0.000 0.0
12416 USAZZ71 -1.022 0.000 0.0
12417 USAZZ81 -1.357 0.000 0.0
12418 USAZZ91 -1.075 0.000 0.0
12419 USAZZA1 -1.210 0.000 0.0
12420 USAZZB1 -0.775 0.000 0.0
12421 USAZZD1 -0.644 0.000 0.0
12422 USAZZF1 -1.324 0.000 0.0
12423 USAZZI1 -0.742 0.000 0.0
12424 USAZZJ1 -2.646 0.000 0.0
12425 USAZZL1 2.039 0.000 0.0
12426 USAZZP1 -2.646 0.000 0.0
12427 USAZZR1 -0.917 0.000 0.0
12428 USAZZX1 1.692 0.000 0.0
12429 USAZZY1 0.897 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.169 0.000 ... NaN NaN
1 -2.169 0.000 ... NaN NaN
2 -2.070 0.000 ... NaN NaN
3 -2.044 0.000 ... NaN NaN
4 -2.209 0.000 ... NaN NaN
5 -2.066 0.000 ... NaN NaN
6 -2.175 0.000 ... NaN NaN
7 -1.885 0.000 ... NaN NaN
8 -0.686 0.000 ... NaN NaN
9 -2.042 0.863 ... NaN NaN
10 -2.326 0.000 ... NaN NaN
11 -1.098 0.000 ... NaN NaN
12 -1.674 0.000 ... NaN NaN
13 -1.199 0.000 ... NaN 27748.0
14 -2.169 0.000 ... NaN NaN
15 -2.438 0.000 ... NaN NaN
16 -1.265 0.000 ... NaN 1347.0
17 -1.947 0.000 ... NaN NaN
18 -2.041 0.000 ... NaN NaN
19 -2.024 0.000 ... NaN NaN
20 -1.769 0.000 ... NaN NaN
21 -2.643 1.000 ... NaN NaN
22 -0.286 0.000 ... NaN NaN
23 -1.985 0.000 ... NaN NaN
24 -2.157 0.000 ... NaN NaN
25 -1.231 0.000 ... NaN NaN
26 -2.136 0.000 ... NaN NaN
27 -1.326 0.000 ... NaN NaN
28 -1.483 0.000 ... NaN NaN
29 -2.225 0.000 ... NaN 18250.0
... ... ... ... ... ...
12400 -2.169 0.000 ... NaN NaN
12401 -1.455 0.000 ... NaN NaN
12402 -0.600 0.000 ... NaN NaN
12403 -0.214 0.000 ... NaN 200.0
12404 -0.712 0.000 ... NaN 500.0
12405 -0.707 0.000 ... NaN 549.0
12406 0.006 0.000 ... NaN 2500.0
12407 0.210 0.000 ... NaN NaN
12408 -0.828 0.000 ... NaN 305279.0
12409 0.174 0.000 ... NaN NaN
12410 -1.130 0.000 ... NaN 93535.0
12411 -0.784 0.000 ... NaN 426800.0
12412 -1.414 0.000 ... NaN 400.0
12413 -1.356 0.000 ... NaN 163851.0
12414 -0.382 0.000 ... NaN NaN
12415 -0.644 0.000 ... NaN 1254614.0
12416 -0.805 0.000 ... NaN NaN
12417 -1.606 1.000 ... NaN 26000.0
12418 0.078 0.000 ... NaN NaN
12419 -0.526 0.000 ... NaN NaN
12420 -1.642 0.000 ... NaN NaN
12421 0.131 0.000 ... NaN 220877.0
12422 -0.120 0.000 ... NaN NaN
12423 -0.576 1.000 ... NaN NaN
12424 -1.506 0.000 ... NaN 0.0
12425 -0.304 0.000 ... NaN 600.0
12426 -0.994 1.000 ... NaN 667.0
12427 -0.727 0.000 ... NaN NaN
12428 -0.025 0.000 ... NaN 1003000.0
12429 -0.612 0.000 ... NaN 102200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.662638e+10 0.188679 20.878421 14.599317
1 NaN 6.637261e+09 0.000000 23.825947 17.041121
2 NaN 6.828383e+10 2.103004 29.051991 24.256194
3 NaN 3.121138e+10 2.243494 30.430110 27.522144
4 NaN 5.944071e+10 2.167256 39.572765 35.614196
5 NaN 1.826997e+11 0.392275 21.150574 16.592443
6 NaN 1.674627e+10 4.679803 30.026983 20.668471
7 NaN 8.107395e+10 0.000000 31.536856 25.305244
8 NaN 1.794304e+10 0.087623 43.211648 34.127244
9 NaN 4.145403e+10 1.670463 30.387618 27.208803
10 NaN 3.989880e+10 0.000000 46.174552 36.737533
11 NaN 2.430693e+10 1.413784 25.916092 21.781279
12 NaN 6.431552e+09 2.641914 21.574973 16.560957
13 NaN 1.529471e+10 1.244629 28.598207 26.028820
14 NaN 1.110986e+10 1.458435 17.927059 12.794477
15 NaN 3.488710e+10 1.613669 34.163205 29.396911
16 NaN 3.488710e+10 1.613669 38.141624 33.828606
17 NaN 2.671992e+10 0.196207 20.303413 16.341977
18 NaN 2.877702e+10 1.782703 30.679087 26.955334
19 NaN 9.274777e+10 3.380021 31.661703 27.285569
20 NaN 1.994406e+11 0.000000 46.864883 41.883346
21 NaN 1.223483e+11 1.733990 29.706708 26.166422
22 NaN 1.732249e+10 0.000000 40.121639 34.849435
23 NaN 8.911452e+10 0.000000 32.305652 28.641549
24 NaN 4.381904e+10 3.050774 26.343634 21.866099
25 NaN 3.636914e+10 0.000000 31.612373 27.420948
26 NaN 7.867845e+09 1.947799 15.227500 11.188955
27 NaN 7.867845e+09 1.947799 43.029826 39.775433
28 NaN 7.368890e+10 2.398082 28.277878 24.625503
29 NaN 3.391381e+11 2.582311 31.036640 27.425919
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 27.361575 18.645351
12401 NaN 6.090515e+06 0.000000 103.358012 100.649062
12402 NaN 3.012930e+06 NaN 92.498958 88.918486
12403 78.11 3.678000e+05 0.000000 124.996668 121.365244
12404 4784.98 6.004760e+06 0.000000 106.372174 102.915845
12405 503.38 2.165040e+07 NaN 103.213636 99.370893
12406 84.65 6.832300e+04 NaN 101.592610 97.376902
12407 NaN 1.967420e+06 NaN 112.832095 109.247112
12408 64652.93 1.074750e+07 0.000000 150.202213 147.517650
12409 NaN 5.030700e+01 0.000000 54.125268 44.082201
12410 46864.12 2.763600e+07 0.000000 101.079507 98.362578
12411 9395.84 2.426454e+06 0.000000 161.802327 159.244195
12412 12311.68 4.330128e+07 0.000000 34.474822 29.144681
12413 14156.74 5.518735e+06 NaN 95.786897 92.542792
12414 NaN 7.414000e+04 NaN 49.589389 40.931189
12415 3561.21 5.561000e+06 0.000000 181.776780 179.630208
12416 NaN 1.550796e+07 0.000000 93.956493 89.594736
12417 1655972.63 2.952134e+10 4.714286 30.069605 26.809108
12418 NaN 1.352860e+06 0.000000 60.544515 50.357960
12419 NaN 7.609700e+05 NaN 116.327988 112.594797
12420 NaN 1.251480e+06 0.000000 41.354786 33.090171
12421 2360.35 3.454800e+05 NaN 112.962415 109.468973
12422 NaN 3.287040e+06 NaN 134.798173 131.350786
12423 NaN 4.690000e+05 0.000000 142.626725 140.128617
12424 NaN 1.009534e+07 0.000000 95.180616 90.436777
12425 13929.59 3.838960e+07 0.000000 77.782156 72.926172
12426 147.77 1.307280e+06 NaN 113.271433 110.026727
12427 NaN 2.437080e+07 NaN 53.292498 46.253621
12428 4610.72 2.031860e+06 0.000000 169.129087 166.339189
12429 3913625.05 8.409104e+08 0.620877 50.113432 37.696275
HistBeta PredBeta DataDate
0 -0.000195 0.090419 20040121
1 0.000013 0.095483 20040121
2 0.046154 0.152669 20040121
3 0.058087 0.344907 20040121
4 -0.018425 0.242200 20040121
5 0.048095 0.271084 20040121
6 -0.003033 -0.037727 20040121
7 0.132486 0.180956 20040121
8 0.690922 1.083157 20040121
9 0.059120 0.254944 20040121
10 -0.073201 0.475966 20040121
11 0.499076 0.836284 20040121
12 0.230832 0.589907 20040121
13 0.451775 0.539612 20040121
14 0.000013 0.026657 20040121
15 -0.125207 0.097900 20040121
16 0.421140 0.692661 20040121
17 0.103463 0.152544 20040121
18 0.059663 0.355404 20040121
19 0.067748 0.243141 20040121
20 0.186454 0.312075 20040121
21 -0.220883 -0.005681 20040121
22 0.877428 0.988868 20040121
23 0.085841 0.427714 20040121
24 0.005641 0.339323 20040121
25 0.436994 0.723909 20040121
26 0.015310 0.192848 20040121
27 0.392663 0.818738 20040121
28 0.319515 0.532749 20040121
29 -0.025883 0.229700 20040121
... ... ... ...
12400 0.000013 -0.093465 20040121
12401 0.332824 0.597083 20040121
12402 0.730964 1.038504 20040121
12403 0.910864 1.135253 20040121
12404 0.678878 0.935431 20040121
12405 0.681267 1.087025 20040121
12406 1.013523 1.318370 20040121
12407 1.108173 1.260684 20040121
12408 0.624609 0.783492 20040121
12409 1.091714 1.359283 20040121
12410 0.484063 0.721723 20040121
12411 0.645388 1.050958 20040121
12412 0.351597 0.175233 20040121
12413 0.378874 0.768194 20040121
12414 0.832639 1.078852 20040121
12415 0.710717 0.966816 20040121
12416 0.635478 0.935833 20040121
12417 0.262260 0.347656 20040121
12418 1.046704 1.151794 20040121
12419 0.765621 1.087774 20040121
12420 0.245318 0.564574 20040121
12421 1.071574 1.307613 20040121
12422 0.954552 1.167597 20040121
12423 0.741983 0.948668 20040121
12424 0.308664 0.374908 20040121
12425 0.869097 1.110368 20040121
12426 0.547436 0.681297 20040121
12427 0.671608 0.890368 20040121
12428 0.998934 1.320764 20040121
12429 0.725492 1.001572 20040121
[12430 rows x 92 columns],
'20040122': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.521 0.000 0.0
1 USA0011 0.590 0.000 0.0
2 USA0031 0.395 0.000 0.0
3 USA0062 0.357 0.431 0.0
4 USA00E2 0.680 0.000 0.0
5 USA00F1 0.886 0.000 0.0
6 USA00G2 0.351 0.000 0.0
7 USA00H1 0.394 0.000 0.0
8 USA00I1 0.119 0.000 0.0
9 USA00J1 0.542 0.000 0.0
10 USA00K1 0.323 0.000 0.0
11 USA00P1 0.600 0.000 0.0
12 USA00R1 0.533 0.000 0.0
13 USA00S1 -0.514 0.000 0.0
14 USA00V1 0.955 0.000 0.0
15 USA0131 0.541 1.000 0.0
16 USA0161 0.530 1.000 0.0
17 USA01I1 0.933 0.000 0.0
18 USA01J2 1.314 0.000 0.0
19 USA01L1 0.090 0.000 0.0
20 USA01P1 -0.128 0.000 0.0
21 USA01Q1 0.776 0.000 0.0
22 USA0202 -0.346 0.000 0.0
23 USA0231 0.631 0.000 0.0
24 USA0281 0.142 0.000 0.0
25 USA0291 0.110 0.000 0.0
26 USA02A1 0.552 0.000 0.0
27 USA02B1 -2.365 0.000 0.0
28 USA02H1 0.458 0.000 0.0
29 USA02P1 0.623 0.000 0.0
... ... ... ... ...
12400 USAZY41 0.542 0.000 0.0
12401 USAZY51 -0.060 0.000 0.0
12402 USAZY61 -0.374 0.000 0.0
12403 USAZY71 -0.747 0.000 0.0
12404 USAZYI1 -2.698 0.000 0.0
12405 USAZYJ1 -0.120 0.000 0.0
12406 USAZYK1 -1.460 0.000 0.0
12407 USAZYM1 -1.173 0.000 0.0
12408 USAZYR1 -2.498 0.000 0.0
12409 USAZYS1 -0.467 0.000 0.0
12410 USAZYT1 -0.082 0.000 0.0
12411 USAZYV1 -0.280 0.000 0.0
12412 USAZYX1 -0.306 0.000 0.0
12413 USAZZ41 -2.698 0.000 0.0
12414 USAZZ51 -0.298 0.000 0.0
12415 USAZZ61 -2.650 0.000 0.0
12416 USAZZ71 0.262 0.000 0.0
12417 USAZZ81 -0.225 0.000 0.0
12418 USAZZ91 -1.920 0.000 0.0
12419 USAZZA1 -0.191 0.000 0.0
12420 USAZZB1 -0.229 0.000 0.0
12421 USAZZD1 -0.864 0.000 0.0
12422 USAZZF1 2.561 0.000 0.0
12423 USAZZI1 -2.698 0.000 0.0
12424 USAZZJ1 -2.527 0.000 0.0
12425 USAZZL1 -0.511 0.000 0.0
12426 USAZZP1 -0.516 0.000 0.0
12427 USAZZR1 -0.108 0.000 0.0
12428 USAZZX1 2.819 0.000 0.0
12429 USAZZY1 -0.169 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
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12405 0.0 0.0 0.0 0.0
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12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.148 0.000 ... NaN NaN
1 -2.148 0.000 ... NaN NaN
2 -2.049 0.000 ... NaN NaN
3 -2.022 0.000 ... NaN NaN
4 -2.187 0.000 ... NaN NaN
5 -2.048 0.000 ... NaN NaN
6 -2.154 0.000 ... NaN NaN
7 -1.867 0.000 ... NaN NaN
8 -0.674 0.000 ... NaN NaN
9 -2.023 0.863 ... NaN NaN
10 -2.305 0.000 ... NaN NaN
11 -1.088 0.000 ... NaN NaN
12 -1.670 0.000 ... NaN NaN
13 -1.203 0.000 ... NaN 32058.0
14 -2.148 0.000 ... NaN NaN
15 -2.454 0.000 ... NaN NaN
16 -1.243 0.000 ... NaN 774.0
17 -1.931 0.000 ... NaN NaN
18 -2.020 0.000 ... NaN NaN
19 -2.002 0.000 ... NaN NaN
20 -1.751 0.000 ... NaN NaN
21 -2.616 1.000 ... NaN NaN
22 -0.282 0.000 ... NaN NaN
23 -1.966 0.000 ... NaN NaN
24 -2.141 0.000 ... NaN NaN
25 -1.218 0.000 ... NaN NaN
26 -2.115 0.000 ... NaN NaN
27 -1.390 0.000 ... NaN 2385.0
28 -1.472 0.000 ... NaN NaN
29 -2.202 0.000 ... NaN 18250.0
... ... ... ... ... ...
12400 -2.148 0.000 ... NaN NaN
12401 -1.444 0.000 ... NaN 1000.0
12402 -0.595 0.000 ... NaN NaN
12403 -0.212 0.000 ... NaN 135.0
12404 -0.779 0.000 ... NaN 5951.0
12405 -0.701 0.000 ... NaN NaN
12406 0.013 0.000 ... NaN 149260.0
12407 0.211 0.000 ... NaN NaN
12408 -0.926 0.000 ... NaN 2929517.0
12409 0.174 0.000 ... NaN NaN
12410 -1.126 0.000 ... NaN 21300.0
12411 -0.776 0.000 ... NaN 63000.0
12412 -1.401 0.000 ... NaN 1900.0
12413 -1.344 0.000 ... NaN 199660.0
12414 -0.379 0.000 ... NaN 500.0
12415 -0.679 0.000 ... NaN 523750.0
12416 -0.800 0.000 ... NaN NaN
12417 -1.607 1.000 ... NaN 18600.0
12418 0.082 0.000 ... NaN NaN
12419 -0.525 0.000 ... NaN NaN
12420 -1.629 0.000 ... NaN NaN
12421 0.133 0.000 ... NaN 828000.0
12422 -0.085 0.000 ... NaN 35500.0
12423 -0.806 1.000 ... NaN 16000.0
12424 -1.503 0.000 ... NaN 0.0
12425 -0.308 0.000 ... NaN NaN
12426 -0.986 1.000 ... NaN NaN
12427 -0.718 0.000 ... NaN NaN
12428 0.005 0.000 ... NaN 5000.0
12429 -0.629 0.000 ... NaN 107600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.566762e+10 0.188679 20.947763 14.821101
1 NaN 6.600078e+09 0.000000 23.970709 17.379257
2 NaN 6.731504e+10 2.103004 29.235650 24.599483
3 NaN 3.090176e+10 2.243494 30.803946 27.986459
4 NaN 5.636551e+10 2.167256 39.903551 36.104024
5 NaN 1.816040e+11 0.392275 21.399871 16.907547
6 NaN 1.607642e+10 4.679803 30.169027 20.967367
7 NaN 7.935722e+10 0.000000 31.646648 25.677159
8 NaN 1.779979e+10 0.087623 43.479832 34.778908
9 NaN 4.190875e+10 1.670463 30.678906 27.581328
10 NaN 3.910049e+10 0.000000 46.544958 37.340300
11 NaN 2.496130e+10 1.413784 26.327227 22.175390
12 NaN 6.352014e+09 2.641914 21.773026 16.829953
13 NaN 1.524983e+10 1.244629 28.981722 26.492954
14 NaN 1.129269e+10 1.458435 18.278666 13.274931
15 NaN 3.432698e+10 1.613669 34.406169 29.805924
16 NaN 3.432698e+10 1.613669 38.447736 34.355071
17 NaN 2.819320e+10 0.196207 20.608039 16.753522
18 NaN 2.898405e+10 1.782703 31.220419 27.606442
19 NaN 9.314322e+10 3.380021 31.947819 27.693057
20 NaN 1.960332e+11 0.000000 47.443684 42.635875
21 NaN 1.212423e+11 1.733990 30.143685 26.665453
22 NaN 1.668858e+10 0.000000 40.640982 35.365911
23 NaN 8.842232e+10 0.000000 32.609756 29.076644
24 NaN 4.309171e+10 3.050774 26.612884 22.182811
25 NaN 3.593560e+10 0.000000 31.852084 27.810918
26 NaN 8.867800e+09 1.947799 15.575408 11.368260
27 NaN 8.867800e+09 1.947799 48.400697 45.507711
28 NaN 7.727255e+10 2.398082 28.639790 25.067729
29 NaN 3.358319e+11 2.582311 31.546878 28.039976
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 27.539320 19.023203
12401 1163.82 6.090515e+06 0.000000 105.323572 102.719883
12402 NaN 3.012930e+06 NaN 94.795086 91.322790
12403 78.20 3.678000e+05 0.000000 128.089056 124.588495
12404 5036.55 7.347930e+06 0.000000 112.388443 108.957607
12405 NaN 2.165040e+07 NaN 106.121418 102.641084
12406 89.02 6.832300e+04 NaN 103.353252 99.211598
12407 NaN 1.967420e+06 NaN 116.241845 112.717521
12408 115501.97 1.397175e+07 0.000000 158.770031 156.234072
12409 NaN 5.030700e+01 0.000000 54.591518 44.694929
12410 44312.61 2.763600e+07 0.000000 102.826921 100.220273
12411 9004.77 2.426454e+06 0.000000 165.465411 163.039394
12412 12392.47 4.335320e+07 0.000000 34.795889 29.624087
12413 15611.01 5.966200e+06 NaN 100.089882 96.926981
12414 9.32 7.414000e+04 NaN 49.844726 41.337155
12415 3764.42 6.117100e+06 0.000000 186.742716 184.527335
12416 NaN 1.550796e+07 0.000000 94.513580 90.153792
12417 1635374.47 2.972934e+10 4.714286 29.946206 26.855640
12418 NaN 1.352860e+06 0.000000 61.407290 51.347089
12419 NaN 7.609700e+05 NaN 118.369392 114.766586
12420 NaN 1.251480e+06 0.000000 41.593427 33.627351
12421 2238.32 3.454800e+05 NaN 116.729325 113.346894
12422 3696.77 3.081600e+06 NaN 136.150752 132.745228
12423 1085.15 9.380000e+05 0.000000 172.467066 170.395896
12424 NaN 1.041310e+07 0.000000 97.144340 92.494507
12425 NaN 3.838960e+07 0.000000 78.872808 74.176789
12426 NaN 1.307280e+06 NaN 114.967589 111.940093
12427 NaN 2.437080e+07 NaN 53.716856 46.860115
12428 4488.00 1.828674e+06 0.000000 173.885722 170.976698
12429 3901686.68 8.565776e+08 0.620877 50.305710 38.219376
HistBeta PredBeta DataDate
0 -0.000195 0.075763 20040122
1 0.000010 0.078115 20040122
2 0.046572 0.136115 20040122
3 0.059282 0.333954 20040122
4 -0.018542 0.235094 20040122
5 0.046811 0.262691 20040122
6 -0.002743 -0.049574 20040122
7 0.131702 0.161852 20040122
8 0.692065 1.118425 20040122
9 0.058590 0.250509 20040122
10 -0.073564 0.471994 20040122
11 0.497441 0.835231 20040122
12 0.224141 0.580393 20040122
13 0.443637 0.507629 20040122
14 0.000010 0.020029 20040122
15 -0.143478 0.074016 20040122
16 0.424608 0.666831 20040122
17 0.101943 0.145937 20040122
18 0.060103 0.404145 20040122
19 0.068454 0.217750 20040122
20 0.186455 0.316202 20040122
21 -0.219955 -0.004716 20040122
22 0.875921 0.991764 20040122
23 0.085238 0.414405 20040122
24 0.003115 0.321980 20040122
25 0.436516 0.714204 20040122
26 0.015320 0.178327 20040122
27 0.355889 0.702434 20040122
28 0.317511 0.511425 20040122
29 -0.025190 0.220418 20040122
... ... ... ...
12400 0.000010 -0.098452 20040122
12401 0.330456 0.591575 20040122
12402 0.728976 1.032202 20040122
12403 0.908977 1.123518 20040122
12404 0.642376 0.852945 20040122
12405 0.679282 1.095090 20040122
12406 1.014450 1.305655 20040122
12407 1.107568 1.237991 20040122
12408 0.573633 0.676963 20040122
12409 1.090068 1.360771 20040122
12410 0.479553 0.720621 20040122
12411 0.644222 0.985737 20040122
12412 0.350581 0.160919 20040122
12413 0.377582 0.656856 20040122
12414 0.830245 1.082403 20040122
12415 0.689512 0.827685 20040122
12416 0.632954 0.963981 20040122
12417 0.253921 0.334407 20040122
12418 1.046606 1.124612 20040122
12419 0.761976 1.092536 20040122
12420 0.243485 0.547449 20040122
12421 1.070534 1.294801 20040122
12422 0.968600 1.284567 20040122
12423 0.630012 0.798779 20040122
12424 0.302931 0.353938 20040122
12425 0.863802 1.074445 20040122
12426 0.545525 0.707596 20040122
12427 0.671218 0.903522 20040122
12428 1.010596 1.389794 20040122
12429 0.713018 0.974768 20040122
[12430 rows x 92 columns],
'20040123': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.806 0.000 0.0
1 USA0011 -0.372 0.000 0.0
2 USA0031 0.096 0.000 0.0
3 USA0062 0.129 0.431 0.0
4 USA00E2 -0.372 0.000 0.0
5 USA00F1 0.253 0.000 0.0
6 USA00G2 -0.193 0.000 0.0
7 USA00H1 0.901 0.000 0.0
8 USA00I1 -0.143 0.000 0.0
9 USA00J1 0.564 0.000 0.0
10 USA00K1 -1.462 0.000 0.0
11 USA00P1 0.063 0.000 0.0
12 USA00R1 0.537 0.000 0.0
13 USA00S1 1.004 0.000 0.0
14 USA00V1 -0.064 0.000 0.0
15 USA0131 -0.138 1.000 0.0
16 USA0161 0.726 1.000 0.0
17 USA01I1 0.072 0.000 0.0
18 USA01J2 0.147 0.000 0.0
19 USA01L1 0.584 0.000 0.0
20 USA01P1 0.151 0.000 0.0
21 USA01Q1 0.585 0.000 0.0
22 USA0202 0.220 0.000 0.0
23 USA0231 -0.039 0.000 0.0
24 USA0281 -0.935 0.000 0.0
25 USA0291 -0.033 0.000 0.0
26 USA02A1 -0.363 0.000 0.0
27 USA02B1 -0.667 0.000 0.0
28 USA02H1 0.396 0.000 0.0
29 USA02P1 -0.244 0.000 0.0
... ... ... ... ...
12402 USAZY41 0.373 0.000 0.0
12403 USAZY51 1.201 0.000 0.0
12404 USAZY61 1.150 0.000 0.0
12405 USAZY71 1.332 0.000 0.0
12406 USAZYI1 2.838 0.000 0.0
12407 USAZYJ1 0.751 0.000 0.0
12408 USAZYK1 0.997 0.000 0.0
12409 USAZYM1 0.842 0.000 0.0
12410 USAZYR1 -2.378 0.000 0.0
12411 USAZYS1 0.710 0.000 0.0
12412 USAZYT1 2.838 0.000 0.0
12413 USAZYV1 2.838 0.000 0.0
12414 USAZYX1 2.233 0.000 0.0
12415 USAZZ41 2.838 0.000 0.0
12416 USAZZ51 0.891 0.000 0.0
12417 USAZZ61 -2.287 0.000 0.0
12418 USAZZ71 0.831 0.000 0.0
12419 USAZZ81 0.538 0.000 0.0
12420 USAZZ91 2.170 0.000 0.0
12421 USAZZA1 0.977 0.000 0.0
12422 USAZZB1 0.520 0.000 0.0
12423 USAZZD1 1.135 0.000 0.0
12424 USAZZF1 2.838 0.000 0.0
12425 USAZZI1 1.021 0.000 0.0
12426 USAZZJ1 2.577 0.000 0.0
12427 USAZZL1 2.838 0.000 0.0
12428 USAZZP1 1.465 0.000 0.0
12429 USAZZR1 0.872 0.000 0.0
12430 USAZZX1 1.262 0.000 0.0
12431 USAZZY1 -1.472 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
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12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.147 0.000 ... NaN NaN
1 -2.147 0.000 ... NaN NaN
2 -2.046 0.000 ... NaN NaN
3 -2.019 0.000 ... NaN NaN
4 -2.184 0.000 ... NaN NaN
5 -2.044 0.000 ... NaN NaN
6 -2.152 0.000 ... NaN NaN
7 -1.868 0.000 ... NaN NaN
8 -0.668 0.000 ... NaN NaN
9 -2.022 0.863 ... NaN NaN
10 -2.303 0.000 ... NaN NaN
11 -1.087 0.000 ... NaN NaN
12 -1.680 0.000 ... NaN NaN
13 -1.192 0.000 ... NaN 148990.0
14 -2.147 0.000 ... NaN NaN
15 -2.452 0.000 ... NaN NaN
16 -1.227 0.000 ... NaN 1130.0
17 -1.930 0.000 ... NaN NaN
18 -2.016 0.000 ... NaN NaN
19 -2.000 0.000 ... NaN NaN
20 -1.747 0.000 ... NaN NaN
21 -2.615 1.000 ... NaN NaN
22 -0.279 0.000 ... NaN NaN
23 -1.965 0.000 ... NaN NaN
24 -2.141 0.000 ... NaN NaN
25 -1.215 0.000 ... NaN NaN
26 -2.114 0.000 ... NaN NaN
27 -1.391 0.000 ... NaN 910.0
28 -1.470 0.000 ... NaN NaN
29 -2.173 0.000 ... NaN 18250.0
... ... ... ... ... ...
12402 -2.147 0.000 ... NaN NaN
12403 -1.443 0.000 ... NaN NaN
12404 -0.594 0.000 ... NaN NaN
12405 -0.211 0.000 ... NaN 3500.0
12406 -0.746 0.000 ... NaN 22529.0
12407 -0.750 0.000 ... NaN NaN
12408 0.016 0.000 ... NaN NaN
12409 0.214 0.000 ... NaN NaN
12410 -0.929 0.000 ... NaN 2519432.0
12411 0.175 0.000 ... NaN NaN
12412 -1.122 0.000 ... NaN 26375.0
12413 -0.761 0.000 ... NaN 325300.0
12414 -1.389 0.000 ... NaN 3300.0
12415 -1.313 0.000 ... NaN 55000.0
12416 -0.377 0.000 ... NaN NaN
12417 -0.689 0.000 ... NaN 2026990.0
12418 -0.798 0.000 ... NaN NaN
12419 -1.600 1.000 ... NaN 57400.0
12420 0.082 0.000 ... NaN NaN
12421 -0.526 0.000 ... NaN NaN
12422 -1.628 0.000 ... NaN NaN
12423 0.135 0.000 ... NaN NaN
12424 -0.052 0.000 ... NaN 3440.0
12425 -0.804 1.000 ... NaN NaN
12426 -1.477 0.000 ... NaN 0.0
12427 -0.291 0.000 ... NaN 12600.0
12428 -0.984 1.000 ... NaN NaN
12429 -0.714 0.000 ... NaN NaN
12430 0.005 0.000 ... NaN 28600.0
12431 -0.646 0.000 ... NaN 204500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.470887e+10 0.188679 21.082933 15.014589
1 NaN 6.618669e+09 0.000000 23.812240 17.260884
2 NaN 6.714316e+10 2.103004 29.047846 24.446885
3 NaN 3.063514e+10 2.243494 30.747959 27.919791
4 NaN 5.539369e+10 2.167256 39.990327 36.060146
5 NaN 1.795952e+11 0.392275 21.202702 16.779363
6 NaN 1.552478e+10 4.679803 30.004973 20.842235
7 NaN 8.251963e+10 0.000000 31.585600 25.574168
8 NaN 1.786958e+10 0.087623 43.588440 34.953536
9 NaN 4.249575e+10 1.670463 30.332503 27.327477
10 NaN 3.753714e+10 0.000000 47.421231 37.791322
11 NaN 2.512787e+10 1.413784 26.268975 22.007859
12 NaN 6.287941e+09 2.641914 21.713228 16.712961
13 NaN 1.503488e+10 1.244629 29.033137 26.472324
14 NaN 1.124191e+10 1.458435 18.065898 13.191119
15 NaN 3.348681e+10 1.613669 34.292796 29.688795
16 NaN 3.348681e+10 1.613669 38.353231 34.169570
17 NaN 2.838071e+10 0.196207 20.551821 16.653120
18 NaN 2.904271e+10 1.782703 30.937830 27.439329
19 NaN 9.287603e+10 3.380021 31.932458 27.536049
20 NaN 1.903309e+11 0.000000 47.169567 42.488970
21 NaN 1.229873e+11 1.733990 30.013198 26.521712
22 NaN 1.711549e+10 0.000000 40.367270 35.165018
23 NaN 8.842232e+10 0.000000 32.420155 28.923550
24 NaN 4.256365e+10 3.050774 27.065858 22.505775
25 NaN 3.533346e+10 0.000000 31.675970 27.631176
26 NaN 8.561224e+09 1.947799 15.648680 11.490192
27 NaN 8.561224e+09 1.947799 48.201116 45.622797
28 NaN 7.596764e+10 2.398082 28.426864 24.882572
29 NaN 3.327260e+11 2.582311 31.288856 27.887252
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 27.594008 19.161547
12403 NaN 6.090515e+06 0.000000 104.991307 102.331006
12404 NaN 3.012930e+06 NaN 94.404389 90.880803
12405 80.18 3.678000e+05 0.000000 127.155256 123.604808
12406 5637.63 6.478820e+06 0.000000 115.049966 111.766628
12407 NaN 2.165040e+07 NaN 103.465602 99.910903
12408 NaN 6.832300e+04 NaN 101.795989 97.621596
12409 NaN 1.967420e+06 NaN 113.792355 110.080006
12410 163902.24 1.540475e+07 0.000000 158.783498 156.201829
12411 NaN 5.030700e+01 0.000000 54.285788 44.362453
12412 44701.34 2.664900e+07 0.000000 102.934016 100.146809
12413 9239.77 2.291651e+06 0.000000 165.505582 162.932586
12414 13607.53 4.267824e+07 0.000000 36.147145 30.709278
12415 14918.83 5.518735e+06 NaN 100.716444 97.760708
12416 NaN 7.414000e+04 NaN 49.672314 41.113037
12417 4864.04 6.673200e+06 0.000000 186.640110 184.462644
12418 NaN 1.550796e+07 0.000000 94.558756 90.140779
12419 1659722.05 2.975807e+10 4.714286 29.877935 26.761613
12420 NaN 1.352860e+06 0.000000 61.309872 50.969498
12421 NaN 7.609700e+05 NaN 118.004228 114.380469
12422 NaN 1.251480e+06 0.000000 41.551004 33.588946
12423 NaN 3.454800e+05 NaN 116.939892 113.571431
12424 2487.55 2.670720e+06 NaN 141.167417 137.716525
12425 NaN 9.380000e+05 0.000000 171.656508 169.757048
12426 NaN 1.026345e+07 0.000000 96.990391 92.379117
12427 16050.95 3.634760e+07 0.000000 80.306467 75.352191
12428 NaN 1.307280e+06 NaN 115.114291 112.126220
12429 NaN 2.437080e+07 NaN 53.367054 46.497169
12430 4400.03 1.828674e+06 0.000000 173.565621 170.684816
12431 4111561.68 8.792790e+08 0.620877 50.237354 38.326366
HistBeta PredBeta DataDate
0 -0.000192 0.055979 20040123
1 0.000011 0.067500 20040123
2 0.047060 0.133616 20040123
3 0.059699 0.328192 20040123
4 -0.017640 0.173034 20040123
5 0.048169 0.265590 20040123
6 -0.002521 -0.052680 20040123
7 0.130914 0.180606 20040123
8 0.694009 1.113590 20040123
9 0.058273 0.249529 20040123
10 -0.073572 0.449542 20040123
11 0.497189 0.863289 20040123
12 0.218919 0.591370 20040123
13 0.447912 0.536582 20040123
14 0.000011 0.014528 20040123
15 -0.143115 0.067642 20040123
16 0.431476 0.676750 20040123
17 0.101433 0.138488 20040123
18 0.061156 0.402746 20040123
19 0.069033 0.228847 20040123
20 0.187302 0.329113 20040123
21 -0.219638 -0.002946 20040123
22 0.876239 0.993849 20040123
23 0.085434 0.409701 20040123
24 0.002858 0.301989 20040123
25 0.437238 0.709270 20040123
26 0.015359 0.170144 20040123
27 0.354499 0.666950 20040123
28 0.317548 0.513039 20040123
29 -0.012572 0.225277 20040123
... ... ... ...
12402 0.000011 -0.087996 20040123
12403 0.329957 0.614923 20040123
12404 0.728697 1.059890 20040123
12405 0.908251 1.153623 20040123
12406 0.657286 0.945097 20040123
12407 0.655269 1.084332 20040123
12408 1.014852 1.340204 20040123
12409 1.107849 1.289715 20040123
12410 0.571412 0.683024 20040123
12411 1.089387 1.375093 20040123
12412 0.480853 0.789877 20040123
12413 0.650344 1.066096 20040123
12414 0.355332 0.222673 20040123
12415 0.390938 0.729764 20040123
12416 0.830139 1.102834 20040123
12417 0.683709 0.836221 20040123
12418 0.632595 0.979534 20040123
12419 0.256612 0.343765 20040123
12420 1.045852 1.193994 20040123
12421 0.760601 1.115541 20040123
12422 0.243201 0.557914 20040123
12423 1.070372 1.311604 20040123
12424 0.982938 1.260999 20040123
12425 0.630088 0.766066 20040123
12426 0.314104 0.489267 20040123
12427 0.870459 1.150336 20040123
12428 0.545421 0.757071 20040123
12429 0.672390 0.928112 20040123
12430 1.009728 1.368289 20040123
12431 0.704346 0.938000 20040123
[12432 rows x 92 columns],
'20040126': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.525 0.000 0.0
1 USA0011 -0.590 0.000 0.0
2 USA0031 0.849 0.000 0.0
3 USA0062 0.663 0.431 0.0
4 USA00E2 0.793 0.000 0.0
5 USA00F1 0.447 0.000 0.0
6 USA00G2 0.044 0.000 0.0
7 USA00H1 0.655 0.000 0.0
8 USA00I1 0.963 0.000 0.0
9 USA00J1 0.398 0.000 0.0
10 USA00K1 0.348 0.000 0.0
11 USA00P1 0.581 0.000 0.0
12 USA00R1 0.160 0.000 0.0
13 USA00S1 2.165 0.000 0.0
14 USA00V1 0.588 0.000 0.0
15 USA0131 0.661 1.000 0.0
16 USA0161 0.724 1.000 0.0
17 USA01I1 0.468 0.000 0.0
18 USA01J2 0.526 0.000 0.0
19 USA01L1 0.332 0.000 0.0
20 USA01P1 1.431 0.000 0.0
21 USA01Q1 0.320 0.000 0.0
22 USA0202 1.289 0.000 0.0
23 USA0231 0.867 0.000 0.0
24 USA0281 0.454 0.000 0.0
25 USA0291 0.891 0.000 0.0
26 USA02A1 0.222 0.000 0.0
27 USA02B1 -0.877 0.000 0.0
28 USA02H1 0.829 0.000 0.0
29 USA02P1 0.526 0.000 0.0
... ... ... ... ...
12400 USAZY41 -0.199 0.000 0.0
12401 USAZY51 -0.270 0.000 0.0
12402 USAZY61 0.113 0.000 0.0
12403 USAZY71 -2.868 0.000 0.0
12404 USAZYI1 -0.654 0.000 0.0
12405 USAZYJ1 0.207 0.000 0.0
12406 USAZYK1 0.124 0.000 0.0
12407 USAZYM1 2.922 0.000 0.0
12408 USAZYR1 -2.868 0.000 0.0
12409 USAZYS1 0.501 0.000 0.0
12410 USAZYT1 0.110 0.000 0.0
12411 USAZYV1 -2.868 0.000 0.0
12412 USAZYX1 -1.246 0.000 0.0
12413 USAZZ41 0.414 0.000 0.0
12414 USAZZ51 0.449 0.000 0.0
12415 USAZZ61 -2.868 0.000 0.0
12416 USAZZ71 0.441 0.000 0.0
12417 USAZZ81 0.552 0.000 0.0
12418 USAZZ91 -0.374 0.000 0.0
12419 USAZZA1 -2.866 0.000 0.0
12420 USAZZB1 0.349 0.000 0.0
12421 USAZZD1 0.132 0.000 0.0
12422 USAZZF1 0.608 0.000 0.0
12423 USAZZI1 2.460 0.000 0.0
12424 USAZZJ1 -0.242 0.000 0.0
12425 USAZZL1 -0.012 0.000 0.0
12426 USAZZP1 -0.042 0.000 0.0
12427 USAZZR1 0.363 0.000 0.0
12428 USAZZX1 -0.206 0.000 0.0
12429 USAZZY1 -0.149 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.157 0.000 ... NaN NaN
1 -2.156 0.000 ... NaN NaN
2 -2.061 0.000 ... NaN NaN
3 -2.038 0.000 ... NaN NaN
4 -2.208 0.000 ... NaN NaN
5 -2.056 0.000 ... NaN NaN
6 -2.164 0.000 ... NaN NaN
7 -1.876 0.000 ... NaN NaN
8 -0.698 0.000 ... NaN NaN
9 -2.033 0.863 ... NaN NaN
10 -2.319 0.000 ... NaN NaN
11 -1.097 0.000 ... NaN NaN
12 -1.687 0.000 ... NaN NaN
13 -1.236 0.000 ... NaN 82864.0
14 -2.156 0.000 ... NaN NaN
15 -2.467 0.000 ... NaN NaN
16 -1.247 0.000 ... NaN 210.0
17 -1.939 0.000 ... NaN NaN
18 -2.037 0.000 ... NaN NaN
19 -2.017 0.000 ... NaN NaN
20 -1.775 0.000 ... NaN NaN
21 -2.628 1.000 ... NaN NaN
22 -0.294 0.000 ... NaN NaN
23 -1.975 0.000 ... NaN NaN
24 -2.154 0.000 ... NaN NaN
25 -1.231 0.000 ... NaN NaN
26 -2.124 0.000 ... NaN NaN
27 -1.366 0.000 ... NaN 350.0
28 -1.480 0.000 ... NaN NaN
29 -2.173 0.000 ... NaN 18250.0
... ... ... ... ... ...
12400 -2.156 0.000 ... NaN NaN
12401 -1.458 0.000 ... NaN NaN
12402 -0.602 0.000 ... NaN NaN
12403 -0.106 0.000 ... NaN 145000.0
12404 -0.747 0.000 ... NaN 6900.0
12405 -0.760 0.000 ... NaN NaN
12406 0.016 0.000 ... NaN 12000.0
12407 -0.020 0.000 ... NaN 25500.0
12408 -0.825 0.000 ... NaN 1286703.0
12409 0.177 0.000 ... NaN 200.0
12410 -1.105 0.000 ... NaN 93075.0
12411 -0.709 0.000 ... NaN 265400.0
12412 -1.287 0.000 ... NaN 5100.0
12413 -1.316 0.000 ... NaN 105300.0
12414 -0.386 0.000 ... NaN 6583.0
12415 -0.624 0.000 ... NaN 1384273.0
12416 -0.807 0.000 ... NaN NaN
12417 -1.636 1.000 ... NaN 58900.0
12418 0.076 0.000 ... NaN NaN
12419 0.131 0.000 ... NaN 20000.0
12420 -1.634 0.000 ... NaN NaN
12421 0.157 0.000 ... NaN 250000.0
12422 -0.052 0.000 ... NaN NaN
12423 -1.245 1.000 ... NaN 1000.0
12424 -1.514 0.000 ... NaN 0.0
12425 -0.297 0.000 ... NaN 925.0
12426 -1.001 1.000 ... NaN NaN
12427 -0.735 0.000 ... NaN NaN
12428 0.015 0.000 ... NaN 10000.0
12429 -0.674 0.000 ... NaN 49400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.534804e+10 0.188679 20.931695 14.809063
1 NaN 6.618669e+09 0.000000 23.840650 17.025516
2 NaN 6.856509e+10 2.103004 28.716638 24.073986
3 NaN 3.129738e+10 2.243494 30.242273 27.387086
4 NaN 5.538037e+10 2.167256 39.311964 35.313365
5 NaN 1.816562e+11 0.392275 20.883807 16.393961
6 NaN 1.587940e+10 4.679803 29.468186 20.307089
7 NaN 8.436545e+10 0.000000 31.169749 25.183047
8 NaN 1.803487e+10 0.087623 43.025572 34.424466
9 NaN 4.248748e+10 1.670463 29.778305 26.704057
10 NaN 3.820239e+10 0.000000 46.526981 36.931533
11 NaN 2.517546e+10 1.413784 25.960500 21.671416
12 NaN 6.301197e+09 2.641914 21.315960 16.254455
13 NaN 1.517661e+10 1.244629 29.642775 26.673743
14 NaN 1.135110e+10 1.458435 17.903489 13.007887
15 NaN 3.395891e+10 1.613669 33.644806 29.101262
16 NaN 3.395891e+10 1.613669 37.553716 33.403925
17 NaN 2.875126e+10 0.196207 20.320949 16.375856
18 NaN 2.933255e+10 1.782703 30.673008 27.037121
19 NaN 9.362416e+10 3.380021 31.292304 26.855185
20 NaN 1.964504e+11 0.000000 46.641972 41.851808
21 NaN 1.233560e+11 1.733990 29.473926 25.833823
22 NaN 1.736130e+10 0.000000 39.937850 34.636729
23 NaN 8.985800e+10 0.000000 32.217808 28.560852
24 NaN 4.292233e+10 3.050774 26.607703 22.057237
25 NaN 3.644140e+10 0.000000 31.677147 27.460807
26 NaN 8.595606e+09 1.947799 15.496675 11.341999
27 NaN 8.595606e+09 1.947799 47.170986 44.528178
28 NaN 7.716543e+10 2.398082 28.136676 24.501629
29 NaN 3.420435e+11 2.582311 30.753490 27.305002
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 27.217587 18.737991
12401 NaN 6.090515e+06 0.000000 102.326860 99.649396
12402 NaN 3.012930e+06 NaN 92.646181 89.152260
12403 189.52 4.904000e+05 0.000000 126.431669 122.756612
12404 6142.14 6.557830e+06 0.000000 111.156589 107.946115
12405 NaN 2.165040e+07 NaN 101.502288 97.976827
12406 63.70 6.832300e+04 NaN 99.490221 95.313302
12407 381.14 1.362060e+06 NaN 112.475305 108.796076
12408 196934.05 1.647950e+07 0.000000 155.392073 152.718172
12409 0.00 5.030700e+01 0.000000 53.351001 43.244648
12410 48684.76 2.664900e+07 0.000000 100.487543 97.761264
12411 9598.34 2.426454e+06 0.000000 161.957357 159.398729
12412 17816.79 4.408008e+07 0.000000 35.281867 30.107560
12413 16194.79 5.518735e+06 NaN 96.964098 93.794559
12414 3.37 7.414000e+04 NaN 48.755094 40.125277
12415 5897.88 7.229300e+06 0.000000 182.786959 180.537424
12416 NaN 1.550796e+07 0.000000 92.755376 88.346567
12417 1721583.84 2.960378e+10 4.714286 31.674289 28.726254
12418 NaN 1.352860e+06 0.000000 60.209733 49.911987
12419 2552.86 1.630650e+06 NaN 124.052061 120.000614
12420 NaN 1.251480e+06 0.000000 41.001438 32.987489
12421 2382.53 3.454800e+05 NaN 116.475991 113.242558
12422 NaN 2.670720e+06 NaN 132.214553 128.731687
12423 1137.77 4.690000e+05 0.000000 178.948688 177.261649
12424 NaN 1.023173e+07 0.000000 94.830096 90.161751
12425 17011.73 3.642928e+07 0.000000 78.393339 73.488425
12426 NaN 1.307280e+06 NaN 112.100712 109.076265
12427 NaN 2.437080e+07 NaN 52.258395 45.341462
12428 4551.60 1.828674e+06 0.000000 169.655033 166.814645
12429 4159052.74 8.792790e+08 0.620877 49.224451 37.325409
HistBeta PredBeta DataDate
0 -0.000199 0.093043 20040126
1 0.000010 0.050585 20040126
2 0.044522 0.159914 20040126
3 0.055399 0.348743 20040126
4 -0.024248 0.194297 20040126
5 0.046886 0.275410 20040126
6 -0.003380 -0.046628 20040126
7 0.131349 0.189497 20040126
8 0.682155 1.134216 20040126
9 0.057977 0.259291 20040126
10 -0.075975 0.489430 20040126
11 0.495606 0.876004 20040126
12 0.219664 0.591149 20040126
13 0.430415 0.559861 20040126
14 0.000010 0.035930 20040126
15 -0.145069 0.097739 20040126
16 0.425253 0.677932 20040126
17 0.101744 0.153571 20040126
18 0.055653 0.426083 20040126
19 0.065387 0.222205 20040126
20 0.178445 0.387566 20040126
21 -0.220523 0.002284 20040126
22 0.870826 1.023858 20040126
23 0.084965 0.456425 20040126
24 0.001153 0.332946 20040126
25 0.432808 0.754690 20040126
26 0.015079 0.188045 20040126
27 0.369456 0.678432 20040126
28 0.316154 0.531020 20040126
29 -0.007679 0.250748 20040126
... ... ... ...
12400 0.000010 -0.090470 20040126
12401 0.326652 0.585789 20040126
12402 0.726901 1.037897 20040126
12403 0.959143 1.111265 20040126
12404 0.659165 0.883049 20040126
12405 0.652846 1.069173 20040126
12406 1.016039 1.323827 20040126
12407 0.998915 1.230937 20040126
12408 0.622497 0.729680 20040126
12409 1.091349 1.388966 20040126
12410 0.491607 0.766876 20040126
12411 0.677118 0.956046 20040126
12412 0.406653 0.209143 20040126
12413 0.393220 0.748766 20040126
12414 0.827928 1.096297 20040126
12415 0.716679 0.853741 20040126
12416 0.631237 0.970499 20040126
12417 0.243499 0.346636 20040126
12418 1.043917 1.138322 20040126
12419 1.069655 1.309682 20040126
12420 0.244380 0.569623 20040126
12421 1.081992 1.272609 20040126
12422 0.984112 1.326303 20040126
12423 0.426053 0.625735 20040126
12424 0.300538 0.401613 20040126
12425 0.869374 1.128167 20040126
12426 0.540314 0.737019 20040126
12427 0.664631 0.914080 20040126
12428 1.015268 1.314716 20040126
12429 0.693079 0.931587 20040126
[12430 rows x 92 columns],
'20040127': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.565 0.000 0.0
1 USA0011 0.009 0.000 0.0
2 USA0031 0.479 0.000 0.0
3 USA0062 -1.846 0.431 0.0
4 USA00E2 0.710 0.000 0.0
5 USA00F1 0.401 0.000 0.0
6 USA00G2 -0.133 0.000 0.0
7 USA00H1 0.503 0.000 0.0
8 USA00I1 -0.120 0.000 0.0
9 USA00J1 0.637 0.000 0.0
10 USA00K1 0.092 0.000 0.0
11 USA00P1 0.321 0.000 0.0
12 USA00R1 0.944 0.000 0.0
13 USA00S1 0.437 0.000 0.0
14 USA00V1 0.220 0.000 0.0
15 USA0131 0.695 1.000 0.0
16 USA0161 -2.325 1.000 0.0
17 USA01I1 0.313 0.000 0.0
18 USA01J2 0.666 0.000 0.0
19 USA01L1 0.155 0.000 0.0
20 USA01P1 0.352 0.000 0.0
21 USA01Q1 0.891 0.000 0.0
22 USA0202 -0.415 0.000 0.0
23 USA0231 0.752 0.000 0.0
24 USA0281 1.227 0.000 0.0
25 USA0291 0.363 0.000 0.0
26 USA02A1 0.770 0.000 0.0
27 USA02B1 0.970 0.000 0.0
28 USA02H1 0.557 0.000 0.0
29 USA02P1 0.591 0.000 0.0
... ... ... ... ...
12400 USAZY41 0.708 0.000 0.0
12401 USAZY51 1.261 0.000 0.0
12402 USAZY61 -2.170 0.000 0.0
12403 USAZY71 0.448 0.000 0.0
12404 USAZYI1 0.653 0.000 0.0
12405 USAZYJ1 0.427 0.000 0.0
12406 USAZYK1 -0.432 0.000 0.0
12407 USAZYM1 -2.792 0.000 0.0
12408 USAZYR1 -2.611 0.000 0.0
12409 USAZYS1 -0.421 0.000 0.0
12410 USAZYT1 2.770 0.000 0.0
12411 USAZYV1 2.833 0.000 0.0
12412 USAZYX1 2.016 0.000 0.0
12413 USAZZ41 -2.323 0.000 0.0
12414 USAZZ51 -2.370 0.000 0.0
12415 USAZZ61 -2.370 0.000 0.0
12416 USAZZ71 -0.081 0.000 0.0
12417 USAZZ81 0.851 0.000 0.0
12418 USAZZ91 -0.348 0.000 0.0
12419 USAZZA1 -2.792 0.000 0.0
12420 USAZZB1 0.791 0.000 0.0
12421 USAZZD1 0.250 0.000 0.0
12422 USAZZF1 -2.528 0.000 0.0
12423 USAZZI1 0.383 0.000 0.0
12424 USAZZJ1 1.176 0.000 0.0
12425 USAZZL1 -0.303 0.000 0.0
12426 USAZZP1 0.372 0.000 0.0
12427 USAZZR1 0.207 0.000 0.0
12428 USAZZX1 -2.674 0.000 0.0
12429 USAZZY1 1.284 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
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12412 0.0 0.0 0.0 0.0
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12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
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12418 0.0 0.0 0.0 0.0
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12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.121 0.000 ... NaN NaN
1 -2.120 0.000 ... NaN NaN
2 -2.025 0.000 ... NaN NaN
3 -2.278 0.000 ... NaN 572.0
4 -2.164 0.000 ... NaN NaN
5 -2.028 0.000 ... NaN NaN
6 -2.126 0.000 ... NaN NaN
7 -1.851 0.000 ... NaN NaN
8 -0.687 0.000 ... NaN NaN
9 -2.002 0.863 ... NaN NaN
10 -2.278 0.000 ... NaN NaN
11 -1.073 0.000 ... NaN NaN
12 -1.685 0.000 ... NaN NaN
13 -1.193 0.000 ... NaN 118133.0
14 -2.120 0.000 ... NaN NaN
15 -2.416 0.000 ... NaN NaN
16 -1.458 0.000 ... NaN 1803.0
17 -1.911 0.000 ... NaN NaN
18 -1.997 0.000 ... NaN NaN
19 -1.980 0.000 ... NaN NaN
20 -1.735 0.000 ... NaN NaN
21 -2.573 1.000 ... NaN NaN
22 -0.291 0.000 ... NaN NaN
23 -1.941 0.000 ... NaN NaN
24 -2.127 0.000 ... NaN NaN
25 -1.216 0.000 ... NaN NaN
26 -2.089 0.000 ... NaN NaN
27 -1.375 0.000 ... NaN 300.0
28 -1.469 0.000 ... NaN NaN
29 -2.131 0.000 ... NaN 18250.0
... ... ... ... ... ...
12400 -2.120 0.000 ... NaN NaN
12401 -1.439 0.000 ... NaN 300.0
12402 -0.719 0.000 ... NaN 1800.0
12403 -0.100 0.000 ... NaN NaN
12404 -0.728 0.000 ... NaN 10000.0
12405 -0.748 0.000 ... NaN NaN
12406 0.017 0.000 ... NaN 250.0
12407 -0.098 0.000 ... NaN 2500.0
12408 -1.017 0.000 ... NaN 2676398.0
12409 0.173 0.000 ... NaN 250.0
12410 -1.065 0.000 ... NaN 43073.0
12411 -0.620 0.000 ... NaN 901340.0
12412 -1.159 0.000 ... NaN 900.0
12413 -1.410 0.000 ... NaN 172030.0
12414 -1.359 0.000 ... NaN 5000.0
12415 -0.753 0.000 ... NaN 1255939.0
12416 -0.788 0.000 ... NaN NaN
12417 -1.561 1.000 ... NaN 39500.0
12418 0.067 0.000 ... NaN NaN
12419 -0.069 0.000 ... NaN 12664.0
12420 -1.613 0.000 ... NaN NaN
12421 0.155 0.000 ... NaN 392000.0
12422 -0.128 0.000 ... NaN 5610.0
12423 -1.242 1.000 ... NaN NaN
12424 -1.418 0.000 ... NaN 0.0
12425 -0.320 0.000 ... NaN 7500.0
12426 -1.001 1.000 ... NaN NaN
12427 -0.709 0.000 ... NaN NaN
12428 -0.169 0.000 ... NaN 323000.0
12429 -0.629 0.000 ... NaN 38400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.454908e+10 0.188679 20.487434 14.607876
1 NaN 6.550500e+09 0.000000 23.308426 16.817635
2 NaN 6.779944e+10 2.103004 28.208570 23.796515
3 NaN 3.070395e+10 2.243494 32.799835 30.131611
4 NaN 5.464818e+10 2.167256 38.546082 34.952713
5 NaN 1.785777e+11 0.392275 20.506416 16.176370
6 NaN 1.569027e+10 4.679803 28.880018 20.077170
7 NaN 8.325537e+10 0.000000 30.479847 24.862699
8 NaN 1.732596e+10 0.087623 42.639992 34.164531
9 NaN 4.243788e+10 1.670463 29.393695 26.407403
10 NaN 3.663904e+10 0.000000 46.104316 36.677411
11 NaN 2.509217e+10 1.413784 25.852396 21.400092
12 NaN 6.759647e+09 2.641914 21.248354 16.236410
13 NaN 1.491441e+10 1.244629 29.155587 26.404197
14 NaN 1.121143e+10 1.458435 17.531877 12.833018
15 NaN 3.355883e+10 1.613669 33.089743 28.735252
16 NaN 3.355883e+10 1.613669 38.535277 34.530280
17 NaN 2.856822e+10 0.196207 20.016514 16.203904
18 NaN 2.829395e+10 1.782703 30.025739 26.491719
19 NaN 9.373104e+10 3.380021 30.735508 26.508228
20 NaN 1.911654e+11 0.000000 45.854102 41.365476
21 NaN 1.228644e+11 1.733990 29.169133 25.684944
22 NaN 1.727074e+10 0.000000 39.477794 34.260861
23 NaN 8.803777e+10 0.000000 31.734604 28.205576
24 NaN 4.242416e+10 3.050774 26.724251 22.045179
25 NaN 3.562249e+10 0.000000 31.244921 27.106482
26 NaN 8.564089e+09 1.947799 15.381355 11.286549
27 NaN 8.564089e+09 1.947799 46.681834 44.124868
28 NaN 7.680512e+10 2.398082 27.812760 24.238717
29 NaN 3.425445e+11 2.582311 30.274806 26.956212
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 26.809687 18.660941
12401 946.68 6.090515e+06 0.000000 103.018666 100.435455
12402 74.45 3.570880e+06 NaN 93.719248 90.451618
12403 NaN 4.904000e+05 0.000000 132.281852 129.063114
12404 6240.22 6.557830e+06 0.000000 112.090617 109.037477
12405 NaN 2.165040e+07 NaN 102.195607 98.760766
12406 60.82 6.832300e+04 NaN 101.117553 97.084681
12407 375.18 1.513400e+06 NaN 113.716175 110.424899
12408 257325.54 2.042025e+07 0.000000 157.821406 155.410773
12409 0.00 5.030700e+01 0.000000 52.876006 42.881187
12410 47489.91 2.566200e+07 0.000000 100.076236 97.206831
12411 9858.55 2.291651e+06 0.000000 161.552955 158.972367
12412 17420.95 4.283400e+07 0.000000 35.773208 30.592857
12413 17022.57 5.966200e+06 NaN 97.499873 94.499893
12414 25.95 7.414000e+05 NaN 47.086205 39.877823
12415 6486.11 8.341500e+06 0.000000 183.102104 181.031505
12416 NaN 1.550796e+07 0.000000 92.911621 88.669430
12417 1697229.95 2.925210e+10 4.714286 34.198680 31.563865
12418 NaN 1.352860e+06 0.000000 59.792693 49.869763
12419 2546.19 2.065490e+06 NaN 128.165378 124.549740
12420 NaN 1.251480e+06 0.000000 40.362737 32.630019
12421 2345.50 3.454800e+05 NaN 116.875185 113.697236
12422 2496.66 2.876160e+06 NaN 133.994917 130.629351
12423 NaN 4.690000e+05 0.000000 178.354484 176.658256
12424 NaN 1.001187e+07 0.000000 93.904457 89.381433
12425 17772.56 3.675600e+07 0.000000 77.442245 72.703957
12426 NaN 1.307280e+06 NaN 111.645637 108.750212
12427 NaN 2.437080e+07 NaN 51.553626 44.762843
12428 4667.70 2.235046e+06 0.000000 171.482657 168.847212
12429 4008921.35 8.700066e+08 0.620877 48.745491 37.064556
HistBeta PredBeta DataDate
0 -0.000194 0.113893 20040127
1 0.000005 0.075720 20040127
2 0.045372 0.168156 20040127
3 -0.074918 0.198544 20040127
4 -0.020553 0.264902 20040127
5 0.043817 0.290568 20040127
6 -0.002572 -0.026053 20040127
7 0.127743 0.216003 20040127
8 0.679803 1.104639 20040127
9 0.056206 0.269351 20040127
10 -0.074630 0.501464 20040127
11 0.496957 0.880597 20040127
12 0.206461 0.589606 20040127
13 0.440020 0.553788 20040127
14 0.000005 0.049024 20040127
15 -0.140203 0.126022 20040127
16 0.313965 0.531001 20040127
17 0.099206 0.159489 20040127
18 0.058541 0.444228 20040127
19 0.066701 0.226002 20040127
20 0.182762 0.389960 20040127
21 -0.214935 0.038612 20040127
22 0.867763 0.988660 20040127
23 0.085020 0.452559 20040127
24 -0.003312 0.353782 20040127
25 0.428782 0.742889 20040127
26 0.014925 0.212624 20040127
27 0.353660 0.704139 20040127
28 0.308738 0.525426 20040127
29 -0.004842 0.264680 20040127
... ... ... ...
12400 0.000005 -0.052073 20040127
12401 0.323309 0.611150 20040127
12402 0.664771 0.922765 20040127
12403 0.958433 1.101945 20040127
12404 0.660374 0.913316 20040127
12405 0.651155 1.078154 20040127
12406 1.013937 1.302913 20040127
12407 0.959186 1.059067 20040127
12408 0.523135 0.654934 20040127
12409 1.088019 1.358662 20040127
12410 0.500499 0.843368 20040127
12411 0.711888 1.110902 20040127
12412 0.456017 0.318607 20040127
12413 0.336938 0.633029 20040127
12414 0.361191 0.625703 20040127
12415 0.648536 0.805669 20040127
12416 0.631899 0.960755 20040127
12417 0.265350 0.392004 20040127
12418 1.037713 1.123979 20040127
12419 0.973114 1.150114 20040127
12420 0.240700 0.569124 20040127
12421 1.079152 1.267739 20040127
12422 0.945071 1.212426 20040127
12423 0.416865 0.683294 20040127
12424 0.333067 0.475918 20040127
12425 0.853775 1.092582 20040127
12426 0.530940 0.735878 20040127
12427 0.669449 0.916420 20040127
12428 0.925718 1.166736 20040127
12429 0.707308 0.968526 20040127
[12430 rows x 92 columns],
'20040128': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.333 0.000 0.0
1 USA0011 0.968 0.000 0.0
2 USA0031 0.478 0.000 0.0
3 USA0062 0.864 0.431 0.0
4 USA00E2 0.441 0.000 0.0
5 USA00F1 0.500 0.000 0.0
6 USA00G2 0.086 0.000 0.0
7 USA00H1 0.665 0.000 0.0
8 USA00I1 1.232 0.000 0.0
9 USA00J1 0.335 0.000 0.0
10 USA00K1 1.780 0.000 0.0
11 USA00P1 -0.123 0.000 0.0
12 USA00R1 0.222 0.000 0.0
13 USA00S1 0.335 0.000 0.0
14 USA00V1 0.489 0.000 0.0
15 USA0131 0.928 1.000 0.0
16 USA0161 2.830 1.000 0.0
17 USA01I1 0.131 0.000 0.0
18 USA01J2 -0.165 0.000 0.0
19 USA01L1 -0.409 0.000 0.0
20 USA01P1 0.482 0.000 0.0
21 USA01Q1 0.551 0.000 0.0
22 USA0202 -0.612 0.000 0.0
23 USA0231 0.852 0.000 0.0
24 USA0281 1.145 0.000 0.0
25 USA0291 0.306 0.000 0.0
26 USA02A1 0.611 0.000 0.0
27 USA02B1 0.423 0.000 0.0
28 USA02H1 -0.088 0.000 0.0
29 USA02P1 0.292 0.000 0.0
... ... ... ... ...
12399 USAZY41 0.028 0.000 0.0
12400 USAZY51 -0.456 0.000 0.0
12401 USAZY61 -1.015 0.000 0.0
12402 USAZY71 2.830 0.000 0.0
12403 USAZYI1 -0.284 0.000 0.0
12404 USAZYJ1 -1.341 0.000 0.0
12405 USAZYK1 -0.975 0.000 0.0
12406 USAZYM1 -1.910 0.000 0.0
12407 USAZYR1 2.830 0.000 0.0
12408 USAZYS1 -0.991 0.000 0.0
12409 USAZYT1 -2.771 0.000 0.0
12410 USAZYV1 -0.951 0.000 0.0
12411 USAZYX1 -1.642 0.000 0.0
12412 USAZZ41 2.440 0.000 0.0
12413 USAZZ51 -0.282 0.000 0.0
12414 USAZZ61 2.830 0.000 0.0
12415 USAZZ71 -0.502 0.000 0.0
12416 USAZZ81 -0.629 0.000 0.0
12417 USAZZ91 -1.831 0.000 0.0
12418 USAZZA1 -0.594 0.000 0.0
12419 USAZZB1 0.420 0.000 0.0
12420 USAZZD1 2.830 0.000 0.0
12421 USAZZF1 -0.710 0.000 0.0
12422 USAZZI1 -2.505 0.000 0.0
12423 USAZZJ1 -2.771 0.000 0.0
12424 USAZZL1 -0.995 0.000 0.0
12425 USAZZP1 0.256 0.000 0.0
12426 USAZZR1 -0.363 0.000 0.0
12427 USAZZX1 2.593 0.000 0.0
12428 USAZZY1 -1.301 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
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6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
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16 0.0 0.0 0.0 0.0
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19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12415 0.0 0.0 0.0 0.0
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12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.127 0.000 ... NaN NaN
1 -2.127 0.000 ... NaN NaN
2 -2.028 0.000 ... NaN NaN
3 -2.259 0.000 ... NaN NaN
4 -2.150 0.000 ... NaN NaN
5 -2.038 0.000 ... NaN NaN
6 -2.130 0.000 ... NaN NaN
7 -1.871 0.000 ... NaN NaN
8 -0.711 0.000 ... NaN NaN
9 -2.013 0.863 ... NaN NaN
10 -2.274 0.000 ... NaN NaN
11 -1.059 0.000 ... NaN NaN
12 -1.680 0.000 ... NaN NaN
13 -1.120 0.000 ... NaN 39550.0
14 -2.127 0.000 ... NaN NaN
15 -2.403 0.000 ... NaN NaN
16 -1.129 0.000 ... NaN 200.0
17 -1.925 0.000 ... NaN NaN
18 -1.993 0.000 ... NaN NaN
19 -1.981 0.000 ... NaN NaN
20 -1.728 0.000 ... NaN NaN
21 -2.557 1.000 ... NaN NaN
22 -0.313 0.000 ... NaN NaN
23 -1.949 0.000 ... NaN NaN
24 -2.139 0.000 ... NaN NaN
25 -1.242 0.000 ... NaN NaN
26 -2.096 0.000 ... NaN NaN
27 -1.385 0.000 ... NaN NaN
28 -1.476 0.000 ... NaN NaN
29 -2.126 0.000 ... NaN 18250.0
... ... ... ... ... ...
12399 -2.127 0.000 ... NaN NaN
12400 -1.427 0.000 ... NaN NaN
12401 -0.723 0.000 ... NaN NaN
12402 0.294 0.000 ... NaN 500.0
12403 -0.719 0.000 ... NaN 2800.0
12404 -0.742 0.000 ... NaN NaN
12405 0.016 0.000 ... NaN 5500.0
12406 -0.133 0.000 ... NaN NaN
12407 -0.679 0.000 ... NaN 1173848.0
12408 0.160 0.000 ... NaN NaN
12409 -1.207 0.000 ... NaN 184310.0
12410 -0.628 0.000 ... NaN 1922700.0
12411 -1.294 0.000 ... NaN 700.0
12412 -1.308 0.000 ... NaN 259000.0
12413 -1.323 0.000 ... NaN 1000.0
12414 -0.648 0.000 ... NaN 417600.0
12415 -0.782 0.000 ... NaN NaN
12416 -1.599 1.000 ... NaN 25000.0
12417 0.055 0.000 ... NaN NaN
12418 -0.070 0.000 ... NaN 8900.0
12419 -1.635 0.000 ... NaN NaN
12420 0.336 0.000 ... NaN 154200.0
12421 -0.139 0.000 ... NaN NaN
12422 -1.902 1.000 ... NaN 600.0
12423 -1.583 0.000 ... NaN 0.0
12424 -0.343 0.000 ... NaN 2500.0
12425 -1.013 1.000 ... NaN NaN
12426 -0.687 0.000 ... NaN NaN
12427 -0.039 0.000 ... NaN 7540.0
12428 -0.544 0.000 ... NaN 71100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.383001e+10 0.188679 20.347181 14.411545
1 NaN 6.445146e+09 0.000000 23.277723 16.679570
2 NaN 6.844008e+10 2.103004 27.882396 23.387149
3 NaN 3.068674e+10 2.243494 32.481199 29.786014
4 NaN 5.424880e+10 2.167256 38.023937 34.374640
5 NaN 1.776646e+11 0.392275 20.450701 15.904412
6 NaN 1.557994e+10 4.679803 28.593561 19.741649
7 NaN 8.285523e+10 0.000000 30.221484 24.436662
8 NaN 1.732596e+10 0.087623 42.719259 33.569142
9 NaN 4.208237e+10 1.670463 29.083619 25.981203
10 NaN 3.562452e+10 0.000000 45.714864 36.071451
11 NaN 2.510407e+10 1.413784 26.130700 21.230089
12 NaN 6.534289e+09 2.641914 21.547813 16.253592
13 NaN 1.458135e+10 1.244629 28.990427 25.972500
14 NaN 1.101336e+10 1.458435 17.400882 12.621310
15 NaN 3.323876e+10 1.613669 32.707910 28.245148
16 NaN 3.323876e+10 1.613669 39.949641 35.631031
17 NaN 2.823785e+10 0.196207 19.873276 16.003663
18 NaN 2.747274e+10 1.782703 30.091694 26.458856
19 NaN 9.269434e+10 3.380021 30.564462 26.252090
20 NaN 1.863671e+11 0.000000 45.242652 40.676197
21 NaN 1.213898e+11 1.733990 28.842399 25.241291
22 NaN 1.664977e+10 0.000000 39.351590 33.858685
23 NaN 8.808904e+10 0.000000 31.500375 27.729010
24 NaN 4.351017e+10 3.050774 26.658666 21.711482
25 NaN 3.492401e+10 0.000000 31.172461 26.685484
26 NaN 8.346333e+09 1.947799 15.394080 11.163097
27 NaN 8.346333e+09 1.947799 46.231573 43.502433
28 NaN 7.445822e+10 2.398082 27.654077 23.946465
29 NaN 3.382364e+11 2.582311 30.034394 26.590137
... ... ... ... ... ...
12399 NaN 5.056250e+06 NaN 26.599597 18.403179
12400 NaN 6.090515e+06 0.000000 101.099025 98.429443
12401 NaN 3.570880e+06 NaN 94.672950 91.441493
12402 180.35 2.452000e+05 0.000000 135.251190 131.548132
12403 6298.13 6.557830e+06 0.000000 109.490986 106.259207
12404 NaN 2.165040e+07 NaN 99.905625 96.209309
12405 44.01 6.832300e+04 NaN 95.441391 90.741320
12406 NaN 1.513400e+06 NaN 109.684613 106.208516
12407 277821.10 1.719600e+07 0.000000 156.918944 154.315765
12408 NaN 5.030700e+01 0.000000 53.083428 42.690875
12409 48792.72 2.714250e+07 0.000000 99.732274 96.939772
12410 11461.09 2.291651e+06 0.000000 159.069964 156.499428
12411 16776.55 4.376856e+07 0.000000 35.832836 30.977914
12412 18773.23 5.667890e+06 NaN 96.388071 93.411394
12413 30.49 7.414000e+05 NaN 46.542623 39.437213
12414 6606.23 7.785400e+06 0.000000 180.508136 178.386362
12415 NaN 1.550796e+07 0.000000 91.269693 86.819362
12416 1655939.75 2.971830e+10 4.714286 30.411403 27.365448
12417 NaN 1.352860e+06 0.000000 59.600266 49.282574
12418 2619.87 2.065490e+06 NaN 124.965927 121.269144
12419 NaN 1.251480e+06 0.000000 40.066928 32.114067
12420 2345.61 2.591100e+05 NaN 116.513445 112.730730
12421 NaN 2.876160e+06 NaN 132.558509 129.152272
12422 1086.88 1.008350e+06 0.000000 190.772346 189.229238
12423 NaN 1.052662e+07 0.000000 93.925517 89.233931
12424 15624.84 3.675600e+07 0.000000 76.626867 71.696200
12425 NaN 1.307280e+06 NaN 108.685616 105.625168
12426 NaN 2.437080e+07 NaN 51.332290 44.354555
12427 4636.92 2.031860e+06 0.000000 169.202415 166.359359
12428 3828944.75 8.517815e+08 0.620877 49.087184 36.840865
HistBeta PredBeta DataDate
0 -0.000179 0.133655 20040128
1 0.000003 0.115781 20040128
2 0.046444 0.188475 20040128
3 -0.062479 0.233236 20040128
4 -0.010912 0.285773 20040128
5 0.042071 0.302083 20040128
6 -0.001287 0.003444 20040128
7 0.120841 0.230412 20040128
8 0.667931 1.123773 20040128
9 0.053920 0.280862 20040128
10 -0.069402 0.542118 20040128
11 0.503932 0.882872 20040128
12 0.210734 0.592715 20040128
13 0.474777 0.589589 20040128
14 0.000003 0.075295 20040128
15 -0.130430 0.154390 20040128
16 0.470770 0.760758 20040128
17 0.095456 0.170031 20040128
18 0.063381 0.448391 20040128
19 0.068617 0.232805 20040128
20 0.188400 0.407966 20040128
21 -0.202835 0.061081 20040128
22 0.855481 0.969965 20040128
23 0.083951 0.466792 20040128
24 -0.005806 0.363887 20040128
25 0.417311 0.742406 20040128
26 0.014522 0.232109 20040128
27 0.349951 0.708325 20040128
28 0.307030 0.526372 20040128
29 0.000643 0.286001 20040128
... ... ... ...
12399 0.000003 -0.028150 20040128
12400 0.330277 0.605849 20040128
12401 0.662197 0.882312 20040128
12402 1.141923 1.324154 20040128
12403 0.663993 0.912743 20040128
12404 0.653100 1.061192 20040128
12405 1.010879 1.324920 20040128
12406 0.940669 1.072223 20040128
12407 0.682822 0.935920 20040128
12408 1.078716 1.330296 20040128
12409 0.434020 0.702827 20040128
12410 0.706853 1.027294 20040128
12411 0.392718 0.242214 20040128
12412 0.386299 0.736080 20040128
12413 0.379422 0.639606 20040128
12414 0.697818 0.976422 20040128
12415 0.634160 0.962449 20040128
12416 0.249144 0.375538 20040128
12417 1.029001 1.091498 20040128
12418 0.970408 1.199971 20040128
12419 0.231991 0.570407 20040128
12420 1.161906 1.410241 20040128
12421 0.937780 1.204105 20040128
12422 0.106001 0.362405 20040128
12423 0.256771 0.366620 20040128
12424 0.841461 1.074651 20040128
12425 0.525450 0.748294 20040128
12426 0.678957 0.913763 20040128
12427 0.984843 1.249129 20040128
12428 0.746564 0.976627 20040128
[12429 rows x 92 columns],
'20040129': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.453 0.000 0.0
1 USA0011 0.298 0.000 0.0
2 USA0031 0.562 0.000 0.0
3 USA0062 -0.339 0.431 0.0
4 USA00E2 -0.069 0.000 0.0
5 USA00F1 0.576 0.000 0.0
6 USA00G2 -0.399 0.000 0.0
7 USA00H1 1.029 0.000 0.0
8 USA00I1 -0.869 0.000 0.0
9 USA00J1 0.710 0.000 0.0
10 USA00K1 -0.607 0.000 0.0
11 USA00P1 -0.285 0.000 0.0
12 USA00R1 0.346 0.000 0.0
13 USA00S1 -0.545 0.000 0.0
14 USA00V1 1.175 0.000 0.0
15 USA0131 -0.085 1.000 0.0
16 USA0161 -2.587 1.000 0.0
17 USA01I1 0.776 0.000 0.0
18 USA01J2 -0.999 0.000 0.0
19 USA01L1 -0.336 0.000 0.0
20 USA01P1 -0.879 0.000 0.0
21 USA01Q1 0.623 0.000 0.0
22 USA0202 -0.638 0.000 0.0
23 USA0231 -0.284 0.000 0.0
24 USA0281 -0.017 0.000 0.0
25 USA0291 -0.720 0.000 0.0
26 USA02A1 0.191 0.000 0.0
27 USA02B1 -0.915 0.000 0.0
28 USA02H1 0.136 0.000 0.0
29 USA02P1 -0.295 0.000 0.0
... ... ... ... ...
12400 USAZY41 0.246 0.000 0.0
12401 USAZY51 -1.058 0.000 0.0
12402 USAZY61 -0.230 0.000 0.0
12403 USAZY71 -2.661 0.000 0.0
12404 USAZYI1 1.538 0.000 0.0
12405 USAZYJ1 -1.280 0.000 0.0
12406 USAZYK1 -0.852 0.000 0.0
12407 USAZYM1 -0.771 0.000 0.0
12408 USAZYR1 -2.661 0.000 0.0
12409 USAZYS1 -1.242 0.000 0.0
12410 USAZYT1 -0.049 0.000 0.0
12411 USAZYV1 2.089 0.000 0.0
12412 USAZYX1 -0.625 0.000 0.0
12413 USAZZ41 -0.788 0.000 0.0
12414 USAZZ51 -1.226 0.000 0.0
12415 USAZZ61 -1.172 0.000 0.0
12416 USAZZ71 -1.659 0.000 0.0
12417 USAZZ81 0.136 0.000 0.0
12418 USAZZ91 -1.684 0.000 0.0
12419 USAZZA1 2.349 0.000 0.0
12420 USAZZB1 -1.159 0.000 0.0
12421 USAZZD1 -0.671 0.000 0.0
12422 USAZZF1 -2.661 0.000 0.0
12423 USAZZI1 2.664 0.000 0.0
12424 USAZZJ1 -2.661 0.000 0.0
12425 USAZZL1 -0.470 0.000 0.0
12426 USAZZP1 -0.117 0.000 0.0
12427 USAZZR1 -0.990 0.000 0.0
12428 USAZZX1 -1.602 0.000 0.0
12429 USAZZY1 -0.299 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.132 0.000 ... NaN NaN
1 -2.132 0.000 ... NaN NaN
2 -2.034 0.000 ... NaN NaN
3 -2.268 0.000 ... NaN NaN
4 -2.159 0.000 ... NaN NaN
5 -2.042 0.000 ... NaN NaN
6 -2.137 0.000 ... NaN NaN
7 -1.875 0.000 ... NaN NaN
8 -0.714 0.000 ... NaN NaN
9 -2.017 0.863 ... NaN NaN
10 -2.280 0.000 ... NaN NaN
11 -1.060 0.000 ... NaN NaN
12 -1.683 0.000 ... NaN NaN
13 -1.104 0.000 ... NaN 17526.0
14 -2.132 0.000 ... NaN NaN
15 -2.410 0.000 ... NaN NaN
16 -1.102 0.000 ... NaN 1600.0
17 -1.929 0.000 ... NaN NaN
18 -2.003 0.000 ... NaN NaN
19 -1.987 0.000 ... NaN NaN
20 -1.743 0.000 ... NaN NaN
21 -2.564 1.000 ... NaN NaN
22 -0.328 0.000 ... NaN NaN
23 -1.961 0.000 ... NaN NaN
24 -2.144 0.000 ... NaN NaN
25 -1.252 0.000 ... NaN NaN
26 -2.101 0.000 ... NaN NaN
27 -1.391 0.000 ... NaN 205.0
28 -1.479 0.000 ... NaN NaN
29 -2.131 0.000 ... NaN 18250.0
... ... ... ... ... ...
12400 -2.132 0.000 ... NaN NaN
12401 -1.429 0.000 ... NaN 7500.0
12402 -0.721 0.000 ... NaN NaN
12403 0.319 0.000 ... NaN 18000.0
12404 -0.727 0.000 ... NaN 14000.0
12405 -0.741 0.000 ... NaN NaN
12406 0.020 0.000 ... NaN 1000.0
12407 -0.121 0.000 ... NaN NaN
12408 -0.656 0.000 ... NaN 1088748.0
12409 0.165 0.000 ... NaN NaN
12410 -1.217 0.000 ... NaN 133730.0
12411 -0.647 0.000 ... NaN 2236000.0
12412 -1.294 0.000 ... NaN 500.0
12413 -1.307 0.000 ... NaN 100400.0
12414 -1.327 0.000 ... NaN NaN
12415 -0.646 0.000 ... NaN 349844.0
12416 -0.783 0.000 ... NaN NaN
12417 -1.604 1.000 ... NaN 19800.0
12418 0.057 0.000 ... NaN NaN
12419 -0.137 0.000 ... NaN 6664.0
12420 -1.649 0.000 ... NaN NaN
12421 0.342 0.000 ... NaN NaN
12422 -0.105 0.000 ... NaN 4000.0
12423 -1.827 1.000 ... NaN 15000.0
12424 -1.579 0.000 ... NaN 0.0
12425 -0.341 0.000 ... NaN 3000.0
12426 -1.012 1.000 ... NaN NaN
12427 -0.689 0.000 ... NaN NaN
12428 -0.033 0.000 ... NaN 10000.0
12429 -0.549 0.000 ... NaN 110500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.289123e+10 0.188679 20.694434 14.729043
1 NaN 5.961760e+09 0.000000 23.609017 17.014409
2 NaN 6.836196e+10 2.103004 28.434662 23.925639
3 NaN 3.091896e+10 2.243494 33.123394 30.448789
4 NaN 5.498100e+10 2.167256 38.742879 35.090504
5 NaN 1.807170e+11 0.392275 20.908445 16.315682
6 NaN 1.543809e+10 4.679803 29.128388 20.217000
7 NaN 8.388786e+10 0.000000 31.290932 25.358922
8 NaN 1.748390e+10 0.087623 43.596154 34.359011
9 NaN 4.224772e+10 1.670463 29.970976 26.739438
10 NaN 3.582410e+10 0.000000 46.333840 36.759635
11 NaN 2.563947e+10 1.413784 26.625234 21.618835
12 NaN 6.628188e+09 2.641914 22.013825 16.586309
13 NaN 1.479395e+10 1.244629 29.702855 26.651338
14 NaN 1.139173e+10 1.458435 18.855765 13.979951
15 NaN 3.384689e+10 1.613669 33.266556 28.789954
16 NaN 3.384689e+10 1.613669 41.551565 37.197262
17 NaN 2.857268e+10 0.196207 20.486961 16.531848
18 NaN 2.665842e+10 1.782703 31.059667 27.220645
19 NaN 9.331422e+10 3.380021 31.157916 26.862454
20 NaN 1.807344e+11 0.000000 46.490068 41.729253
21 NaN 1.218813e+11 1.733990 29.504052 25.863022
22 NaN 1.614523e+10 0.000000 40.607774 34.767773
23 NaN 8.649954e+10 0.000000 32.091533 28.309044
24 NaN 4.376922e+10 3.050774 26.983458 22.155723
25 NaN 3.480358e+10 0.000000 31.818067 27.290722
26 NaN 8.283299e+09 1.947799 15.724159 11.585231
27 NaN 8.283299e+09 1.947799 47.468973 44.602211
28 NaN 7.470167e+10 2.398082 28.189902 24.433436
29 NaN 3.409415e+11 2.582311 30.580899 27.093828
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 27.260771 18.932814
12401 1204.44 6.090515e+06 0.000000 104.469478 101.750333
12402 NaN 3.570880e+06 NaN 97.702577 94.360826
12403 196.03 4.904000e+05 0.000000 133.526537 129.376135
12404 6070.63 6.241790e+06 0.000000 110.837739 107.382513
12405 NaN 2.165040e+07 NaN 101.811941 97.978433
12406 38.26 6.832300e+04 NaN 103.543000 99.234095
12407 NaN 1.513400e+06 NaN 112.477902 108.892673
12408 302807.87 1.934550e+07 0.000000 161.471931 158.735624
12409 NaN 5.030700e+01 0.000000 54.510589 43.898056
12410 47196.41 2.664900e+07 0.000000 101.664223 98.931488
12411 12660.04 2.022045e+06 0.000000 163.088286 160.367777
12412 17031.25 4.408008e+07 0.000000 36.575626 31.719218
12413 18613.46 5.667890e+06 NaN 97.804564 94.667639
12414 NaN 7.414000e+05 NaN 48.075393 40.713728
12415 6387.69 7.785400e+06 0.000000 184.516847 182.334727
12416 NaN 1.550796e+07 0.000000 94.508199 89.964068
12417 1642336.25 2.951147e+10 4.714286 32.947040 30.112542
12418 NaN 1.352860e+06 0.000000 61.704020 51.280116
12419 2648.89 1.087100e+06 NaN 130.599161 126.879075
12420 NaN 1.251480e+06 0.000000 41.244786 33.040499
12421 NaN 2.591100e+05 NaN 116.403801 112.333291
12422 2294.39 3.492480e+06 NaN 138.440849 134.845868
12423 954.60 5.862500e+05 0.000000 200.094389 198.665668
12424 NaN 1.081953e+07 0.000000 96.897413 91.863688
12425 16052.11 3.675600e+07 0.000000 78.220357 73.194224
12426 NaN 1.307280e+06 NaN 112.223384 109.112273
12427 NaN 2.437080e+07 NaN 52.605311 45.356111
12428 4573.75 2.031860e+06 0.000000 172.922415 170.021760
12429 3897348.45 8.473052e+08 0.620877 49.819346 37.558330
HistBeta PredBeta DataDate
0 -0.000178 0.115036 20040129
1 0.000004 0.108720 20040129
2 0.046058 0.194914 20040129
3 -0.064070 0.223348 20040129
4 -0.012908 0.283564 20040129
5 0.042024 0.306262 20040129
6 -0.002480 -0.010724 20040129
7 0.120849 0.244778 20040129
8 0.665980 1.096755 20040129
9 0.053856 0.292584 20040129
10 -0.069733 0.509957 20040129
11 0.503530 0.880865 20040129
12 0.210873 0.598267 20040129
13 0.482919 0.576354 20040129
14 0.000004 0.090631 20040129
15 -0.130689 0.145135 20040129
16 0.483906 0.696619 20040129
17 0.095167 0.183195 20040129
18 0.060486 0.421393 20040129
19 0.068120 0.215968 20040129
20 0.182851 0.384355 20040129
21 -0.203113 0.067142 20040129
22 0.847529 1.017267 20040129
23 0.080463 0.449086 20040129
24 -0.005764 0.347621 20040129
25 0.413301 0.718060 20040129
26 0.014474 0.230623 20040129
27 0.348162 0.696023 20040129
28 0.306536 0.527372 20040129
29 0.000217 0.275863 20040129
... ... ... ...
12400 0.000004 -0.023863 20040129
12401 0.330220 0.593409 20040129
12402 0.662657 0.913293 20040129
12403 1.151356 1.328151 20040129
12404 0.659717 0.966192 20040129
12405 0.653215 1.072332 20040129
12406 1.011012 1.276880 20040129
12407 0.944760 1.100323 20040129
12408 0.693495 0.823788 20040129
12409 1.078707 1.314595 20040129
12410 0.429639 0.725879 20040129
12411 0.697482 1.088300 20040129
12412 0.393721 0.240775 20040129
12413 0.387307 0.706172 20040129
12414 0.377943 0.628380 20040129
12415 0.697834 0.899932 20040129
12416 0.633557 0.928682 20040129
12417 0.247859 0.371527 20040129
12418 1.028419 1.074434 20040129
12419 0.936892 1.241884 20040129
12420 0.226796 0.535050 20040129
12421 1.162148 1.408065 20040129
12422 0.952318 1.176245 20040129
12423 0.143345 0.409695 20040129
12424 0.259780 0.335687 20040129
12425 0.841392 1.083367 20040129
12426 0.525998 0.748585 20040129
12427 0.677706 0.911724 20040129
12428 0.986007 1.199472 20040129
12429 0.743676 0.979055 20040129
[12430 rows x 92 columns],
'20040130': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.343 0.00 0.0
1 USA0011 0.048 0.00 0.0
2 USA0031 -0.496 0.00 0.0
3 USA0062 0.036 0.43 0.0
4 USA00E2 -0.205 0.00 0.0
5 USA00F1 0.241 0.00 0.0
6 USA00G2 -0.976 0.00 0.0
7 USA00H1 -0.811 0.00 0.0
8 USA00I1 0.525 0.00 0.0
9 USA00J1 0.024 0.00 0.0
10 USA00K1 1.204 0.00 0.0
11 USA00P1 0.550 0.00 0.0
12 USA00R1 0.488 0.00 0.0
13 USA00S1 -0.205 0.00 0.0
14 USA00V1 -0.141 0.00 0.0
15 USA0131 -0.527 1.00 0.0
16 USA0161 -0.168 1.00 0.0
17 USA01I1 -0.086 0.00 0.0
18 USA01J2 2.772 0.00 0.0
19 USA01L1 -0.374 0.00 0.0
20 USA01P1 0.560 0.00 0.0
21 USA01Q1 -0.075 0.00 0.0
22 USA0202 0.927 0.00 0.0
23 USA0231 0.258 0.00 0.0
24 USA0281 0.068 0.00 0.0
25 USA0291 0.340 0.00 0.0
26 USA02A1 -0.053 0.00 0.0
27 USA02B1 0.167 0.00 0.0
28 USA02H1 0.240 0.00 0.0
29 USA02P1 0.278 0.00 0.0
... ... ... ... ...
12407 USAZY41 -0.793 0.00 0.0
12408 USAZY51 0.201 0.00 0.0
12409 USAZY61 2.772 0.00 0.0
12410 USAZY71 -0.608 0.00 0.0
12411 USAZYI1 -0.360 0.00 0.0
12412 USAZYJ1 0.580 0.00 0.0
12413 USAZYK1 -0.021 0.00 0.0
12414 USAZYM1 -2.895 0.00 0.0
12415 USAZYR1 1.277 0.00 0.0
12416 USAZYS1 0.028 0.00 0.0
12417 USAZYT1 -2.605 0.00 0.0
12418 USAZYV1 2.421 0.00 0.0
12419 USAZYX1 -0.039 0.00 0.0
12420 USAZZ41 1.041 0.00 0.0
12421 USAZZ51 -0.131 0.00 0.0
12422 USAZZ61 -2.895 0.00 0.0
12423 USAZZ71 0.350 0.00 0.0
12424 USAZZ81 -0.111 0.00 0.0
12425 USAZZ91 -0.648 0.00 0.0
12426 USAZZA1 -0.010 0.00 0.0
12427 USAZZB1 -0.231 0.00 0.0
12428 USAZZD1 -2.895 0.00 0.0
12429 USAZZF1 2.772 0.00 0.0
12430 USAZZI1 -2.895 0.00 0.0
12431 USAZZJ1 -0.370 0.00 0.0
12432 USAZZL1 -2.872 0.00 0.0
12433 USAZZP1 0.029 0.00 0.0
12434 USAZZR1 -0.132 0.00 0.0
12435 USAZZX1 2.772 0.00 0.0
12436 USAZZY1 1.644 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.136 0.000 ... NaN 0.0
1 -2.136 0.000 ... NaN 0.0
2 -2.037 0.000 ... NaN 0.0
3 -2.275 0.000 ... NaN 572.0
4 -2.167 0.000 ... NaN 11400.0
5 -2.049 0.000 ... NaN 0.0
6 -2.141 0.000 ... NaN 1040.0
7 -1.878 0.000 ... NaN 0.0
8 -0.711 0.000 ... NaN 28380.0
9 -2.021 0.862 ... NaN 0.0
10 -2.287 0.000 ... NaN 0.0
11 -1.064 0.000 ... NaN NaN
12 -1.710 0.000 ... NaN NaN
13 -1.101 0.000 ... NaN 6413.0
14 -2.136 0.000 ... NaN NaN
15 -2.416 0.000 ... NaN NaN
16 -1.113 0.000 ... NaN 2330.0
17 -1.933 0.000 ... NaN 0.0
18 -1.927 0.000 ... NaN 325.0
19 -1.990 0.000 ... NaN NaN
20 -1.744 0.000 ... NaN 2200.0
21 -2.571 1.000 ... NaN 1000.0
22 -0.332 0.000 ... NaN NaN
23 -1.965 0.000 ... NaN 0.0
24 -2.151 0.000 ... NaN NaN
25 -1.252 0.000 ... NaN 0.0
26 -2.105 0.000 ... NaN 0.0
27 -1.395 0.000 ... NaN NaN
28 -1.482 0.000 ... NaN 0.0
29 -2.136 0.000 ... NaN 18250.0
... ... ... ... ... ...
12407 -2.136 0.000 ... NaN NaN
12408 -1.437 0.000 ... NaN NaN
12409 -0.636 0.000 ... NaN 1000.0
12410 0.321 0.000 ... NaN NaN
12411 -0.697 0.000 ... NaN NaN
12412 -0.746 0.000 ... NaN NaN
12413 0.021 0.000 ... NaN 10150.0
12414 -0.162 0.000 ... NaN 5000.0
12415 -0.623 0.000 ... NaN 339620.0
12416 0.165 0.000 ... NaN NaN
12417 -1.287 0.000 ... NaN 36250.0
12418 -0.629 0.000 ... NaN 582000.0
12419 -1.294 0.000 ... NaN 8300.0
12420 -1.480 0.000 ... NaN 13000.0
12421 -1.333 0.000 ... NaN NaN
12422 -0.683 0.000 ... NaN 750560.0
12423 -0.787 0.000 ... NaN NaN
12424 -1.607 1.000 ... NaN 28600.0
12425 0.061 0.000 ... NaN NaN
12426 -0.143 0.000 ... NaN NaN
12427 -1.653 0.000 ... NaN NaN
12428 0.274 0.000 ... NaN 19998.0
12429 -0.059 0.000 ... NaN 1131.0
12430 -1.789 1.000 ... NaN 250.0
12431 -1.601 0.000 ... NaN 0.0
12432 -0.368 0.000 ... NaN 5000.0
12433 -1.021 1.000 ... NaN NaN
12434 -0.691 0.000 ... NaN NaN
12435 0.023 0.000 ... NaN 27000.0
12436 -0.523 0.000 ... NaN 45100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.343053e+10 0.186916 20.528327 14.640815
1 NaN 6.048522e+09 0.000000 23.216174 16.732052
2 NaN 6.731504e+10 2.274838 28.033214 23.600682
3 NaN 3.106517e+10 2.076412 32.398645 29.770837
4 NaN 5.451506e+10 2.246642 38.053081 34.503075
5 NaN 1.811866e+11 0.374370 20.527313 16.038381
6 NaN 1.533564e+10 4.881809 29.119057 20.344279
7 NaN 8.324247e+10 0.000000 31.092285 25.252191
8 NaN 1.757573e+10 0.083595 42.658908 33.737384
9 NaN 4.193355e+10 1.735016 29.421607 26.293934
10 NaN 3.618999e+10 0.000000 45.807392 36.277257
11 NaN 2.543126e+10 1.309942 26.116053 21.242699
12 NaN 6.866803e+09 2.380952 21.632347 16.308258
13 NaN 1.495693e+10 1.326595 29.142330 26.227509
14 NaN 1.144252e+10 1.331558 18.488363 13.770834
15 NaN 3.340680e+10 1.628743 32.922053 28.460057
16 NaN 3.340680e+10 1.628743 40.599934 36.644378
17 NaN 2.862179e+10 0.187178 20.235499 16.251255
18 NaN 2.695862e+10 1.894279 33.559906 29.568353
19 NaN 9.228820e+10 3.381587 30.708871 26.442762
20 NaN 1.783005e+11 0.000000 45.668356 41.062878
21 NaN 1.210211e+11 1.787165 28.939592 25.372421
22 NaN 1.671445e+10 0.000000 40.046404 34.325674
23 NaN 8.580734e+10 0.000000 31.519780 27.821282
24 NaN 4.373933e+10 3.189066 26.499135 21.784168
25 NaN 3.381607e+10 0.000000 31.203189 26.823340
26 NaN 8.140039e+09 1.759944 15.489448 11.418064
27 NaN 8.140039e+09 1.759944 46.785184 44.048722
28 NaN 7.508146e+10 2.697795 27.651145 23.972303
29 NaN 3.369339e+11 2.378828 30.006539 26.557562
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 27.057934 18.832789
12408 NaN 6.090515e+06 0.000000 102.107042 99.387150
12409 48.77 2.454980e+06 0.000000 96.334710 92.878858
12410 NaN 4.904000e+05 0.000000 139.124731 135.636594
12411 NaN 6.241790e+06 0.000000 110.050196 106.808334
12412 NaN 2.165040e+07 NaN 99.553095 95.711493
12413 25.28 6.832300e+04 NaN 102.310303 98.179995
12414 401.82 1.967420e+06 NaN 110.851022 107.363530
12415 305447.89 1.898725e+07 0.000000 158.864835 156.289527
12416 NaN 5.030700e+01 0.000000 53.385537 43.124277
12417 42628.86 2.911650e+07 0.000000 101.531703 98.753857
12418 12046.10 1.887242e+06 0.000000 160.678049 157.993152
12419 20639.50 4.408008e+07 0.000000 35.967733 31.169581
12420 17293.53 5.518735e+06 NaN 95.009501 92.040500
12421 NaN 7.414000e+05 NaN 46.876089 39.796335
12422 6691.98 8.341500e+06 0.000000 181.846123 179.623953
12423 NaN 1.550796e+07 0.000000 92.942471 88.592463
12424 1719087.80 2.935759e+10 4.745098 32.236305 29.434835
12425 NaN 1.352860e+06 0.000000 60.878507 50.775274
12426 NaN 1.087100e+06 NaN 128.866881 125.287768
12427 NaN 1.251480e+06 0.000000 40.480050 32.505483
12428 1450.31 3.454800e+05 NaN 113.071369 109.057636
12429 2278.67 2.876160e+06 NaN 138.340654 134.904000
12430 944.46 1.008350e+06 0.000000 208.893255 207.434900
12431 NaN 1.083163e+07 0.000000 94.955419 90.290396
12432 17109.38 3.936976e+07 0.000000 78.139771 73.285741
12433 NaN 1.307280e+06 NaN 110.644151 107.627693
12434 NaN 2.437080e+07 NaN 51.447576 44.471826
12435 4561.40 1.930267e+06 0.000000 170.458175 167.550113
12436 3819722.80 8.322775e+08 0.614675 49.617208 37.421191
HistBeta PredBeta DataDate
0 -0.000182 0.108508 20040130
1 0.000000 0.101861 20040130
2 0.046277 0.171571 20040130
3 -0.065168 0.225455 20040130
4 -0.014576 0.262791 20040130
5 0.040732 0.302677 20040130
6 -0.002425 -0.033373 20040130
7 0.121118 0.205438 20040130
8 0.668276 1.096233 20040130
9 0.053797 0.280058 20040130
10 -0.070773 0.537572 20040130
11 0.502757 0.889456 20040130
12 0.199653 0.593987 20040130
13 0.485535 0.574389 20040130
14 0.000000 0.062270 20040130
15 -0.131547 0.123064 20040130
16 0.479953 0.715872 20040130
17 0.095247 0.170791 20040130
18 0.097734 0.517647 20040130
19 0.068273 0.208273 20040130
20 0.183759 0.400893 20040130
21 -0.204132 0.045576 20040130
22 0.846063 1.033744 20040130
23 0.080180 0.452263 20040130
24 -0.007107 0.344538 20040130
25 0.414567 0.728402 20040130
26 0.014543 0.220643 20040130
27 0.347412 0.633644 20040130
28 0.306472 0.527018 20040130
29 0.000108 0.284549 20040130
... ... ... ...
12407 0.000000 -0.049840 20040130
12408 0.327825 0.599847 20040130
12409 0.703406 1.026656 20040130
12410 1.152276 1.240875 20040130
12411 0.674920 0.922907 20040130
12412 0.651847 1.108982 20040130
12413 1.011958 1.280555 20040130
12414 0.926012 1.043378 20040130
12415 0.709637 0.924646 20040130
12416 1.079542 1.326551 20040130
12417 0.398022 0.654510 20040130
12418 0.706815 1.101401 20040130
12419 0.395058 0.242791 20040130
12420 0.307447 0.667673 20040130
12421 0.376552 0.636949 20040130
12422 0.681308 0.833476 20040130
12423 0.632884 0.944371 20040130
12424 0.248299 0.368734 20040130
12425 1.030403 1.074162 20040130
12426 0.934921 1.212089 20040130
12427 0.226501 0.540381 20040130
12428 1.130438 1.347441 20040130
12429 0.974352 1.277051 20040130
12430 0.162583 0.395993 20040130
12431 0.250736 0.365893 20040130
12432 0.829122 1.003584 20040130
12433 0.523022 0.737209 20040130
12434 0.677582 0.901842 20040130
12435 1.012625 1.310555 20040130
12436 0.756769 1.034123 20040130
[12437 rows x 92 columns],
'20040202': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.002 0.00 0.0
1 USA0011 -0.199 0.00 0.0
2 USA0031 0.634 0.00 0.0
3 USA0062 0.337 0.43 0.0
4 USA00E2 0.423 0.00 0.0
5 USA00F1 0.549 0.00 0.0
6 USA00G2 1.069 0.00 0.0
7 USA00H1 1.082 0.00 0.0
8 USA00I1 -0.507 0.00 0.0
9 USA00J1 0.505 0.00 0.0
10 USA00K1 -1.076 0.00 0.0
11 USA00P1 -0.178 0.00 0.0
12 USA00R1 0.164 0.00 0.0
13 USA00S1 1.310 0.00 0.0
14 USA00V1 0.699 0.00 0.0
15 USA0131 0.782 1.00 0.0
16 USA0161 1.491 1.00 0.0
17 USA01I1 0.576 0.00 0.0
18 USA01J2 0.222 0.00 0.0
19 USA01L1 0.187 0.00 0.0
20 USA01P1 0.097 0.00 0.0
21 USA01Q1 0.545 0.00 0.0
22 USA0202 0.267 0.00 0.0
23 USA0231 0.102 0.00 0.0
24 USA0281 -0.040 0.00 0.0
25 USA0291 0.156 0.00 0.0
26 USA02A1 0.133 0.00 0.0
27 USA02B1 2.826 0.00 0.0
28 USA02H1 0.147 0.00 0.0
29 USA02P1 -0.712 0.00 0.0
... ... ... ... ...
12399 USAZY41 -0.125 0.00 0.0
12400 USAZY51 -2.766 0.00 0.0
12401 USAZY61 -0.057 0.00 0.0
12402 USAZY71 2.558 0.00 0.0
12403 USAZYI1 -2.766 0.00 0.0
12404 USAZYJ1 -0.105 0.00 0.0
12405 USAZYK1 -0.162 0.00 0.0
12406 USAZYM1 -0.449 0.00 0.0
12407 USAZYR1 1.536 0.00 0.0
12408 USAZYS1 -0.395 0.00 0.0
12409 USAZYT1 1.709 0.00 0.0
12410 USAZYV1 -0.554 0.00 0.0
12411 USAZYX1 0.836 0.00 0.0
12412 USAZZ41 -0.132 0.00 0.0
12413 USAZZ51 -0.480 0.00 0.0
12414 USAZZ61 0.021 0.00 0.0
12415 USAZZ71 -2.766 0.00 0.0
12416 USAZZ81 -0.223 0.00 0.0
12417 USAZZ91 0.512 0.00 0.0
12418 USAZZA1 -2.766 0.00 0.0
12419 USAZZB1 0.018 0.00 0.0
12420 USAZZD1 0.024 0.00 0.0
12421 USAZZF1 -0.098 0.00 0.0
12422 USAZZI1 0.330 0.00 0.0
12423 USAZZJ1 1.555 0.00 0.0
12424 USAZZL1 2.826 0.00 0.0
12425 USAZZP1 0.877 0.00 0.0
12426 USAZZR1 -0.375 0.00 0.0
12427 USAZZX1 -0.580 0.00 0.0
12428 USAZZY1 0.532 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12399 0.0 0.0 0.0 0.0
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.135 0.000 ... NaN NaN
1 -2.135 0.000 ... NaN NaN
2 -2.036 0.000 ... NaN NaN
3 -2.275 0.000 ... NaN NaN
4 -2.168 0.000 ... NaN NaN
5 -2.049 0.000 ... NaN NaN
6 -2.140 0.000 ... NaN NaN
7 -1.876 0.000 ... NaN NaN
8 -0.711 0.000 ... NaN NaN
9 -2.019 0.862 ... NaN NaN
10 -2.285 0.000 ... NaN NaN
11 -1.065 0.000 ... NaN NaN
12 -1.713 0.000 ... NaN NaN
13 -1.107 0.000 ... NaN 4646.0
14 -2.135 0.000 ... NaN NaN
15 -2.416 0.000 ... NaN NaN
16 -1.139 0.000 ... NaN 2684.0
17 -1.931 0.000 ... NaN NaN
18 -1.926 0.000 ... NaN NaN
19 -1.989 0.000 ... NaN NaN
20 -1.742 0.000 ... NaN NaN
21 -2.519 1.000 ... NaN NaN
22 -0.327 0.000 ... NaN NaN
23 -1.962 0.000 ... NaN NaN
24 -2.151 0.000 ... NaN NaN
25 -1.248 0.000 ... NaN NaN
26 -2.104 0.000 ... NaN NaN
27 -1.401 0.000 ... NaN 190.0
28 -1.481 0.000 ... NaN NaN
29 -2.126 0.000 ... NaN 3750.0
... ... ... ... ... ...
12399 -2.135 0.000 ... NaN NaN
12400 -1.410 0.000 ... NaN 4000.0
12401 -0.633 0.000 ... NaN NaN
12402 0.261 0.000 ... NaN 8347.0
12403 -0.671 0.000 ... NaN 5000.0
12404 -0.743 0.000 ... NaN NaN
12405 0.024 0.000 ... NaN 54944.0
12406 -0.160 0.000 ... NaN NaN
12407 -0.631 0.000 ... NaN 440700.0
12408 0.167 0.000 ... NaN NaN
12409 -1.295 0.000 ... NaN 13968.0
12410 -0.638 0.000 ... NaN 1403300.0
12411 -1.298 0.000 ... NaN 1800.0
12412 -1.479 0.000 ... NaN 81450.0
12413 -1.333 0.000 ... NaN NaN
12414 -0.698 0.000 ... NaN 345350.0
12415 -0.693 0.000 ... NaN 30000.0
12416 -1.606 1.000 ... NaN 55200.0
12417 0.063 0.000 ... NaN NaN
12418 -0.061 0.000 ... NaN 40000.0
12419 -1.648 0.000 ... NaN NaN
12420 0.275 0.000 ... NaN NaN
12421 -0.055 0.000 ... NaN 9575.0
12422 -1.785 1.000 ... NaN NaN
12423 -1.599 0.000 ... NaN 0.0
12424 -0.387 0.000 ... NaN 1469.0
12425 -1.005 1.000 ... NaN NaN
12426 -0.691 0.000 ... NaN NaN
12427 0.041 0.000 ... NaN 191911.0
12428 -0.521 0.000 ... NaN 67600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.412962e+10 0.186916 19.944648 14.255513
1 NaN 5.850210e+09 0.000000 22.641679 16.311093
2 NaN 6.794007e+10 2.274838 27.257595 22.999783
3 NaN 3.092756e+10 2.076412 31.404072 28.939122
4 NaN 5.479462e+10 2.246642 37.027603 33.564474
5 NaN 1.849173e+11 0.374370 20.066266 15.674030
6 NaN 1.539081e+10 4.881809 28.505833 19.990813
7 NaN 8.544970e+10 0.000000 30.566487 24.747097
8 NaN 1.717904e+10 0.083595 41.761615 32.885515
9 NaN 4.217331e+10 1.735016 28.531087 25.444565
10 NaN 3.582410e+10 0.000000 44.831370 35.531019
11 NaN 2.581793e+10 1.309942 25.550569 20.654578
12 NaN 6.749705e+09 2.380952 21.093825 15.866566
13 NaN 1.464513e+10 1.326595 28.835918 25.660070
14 NaN 1.173201e+10 1.331558 18.215501 13.587111
15 NaN 3.403893e+10 1.628743 31.994848 27.723110
16 NaN 3.403893e+10 1.628743 39.891708 35.920070
17 NaN 2.904592e+10 0.187178 19.662854 15.836871
18 NaN 2.673779e+10 1.894279 32.410502 28.747202
19 NaN 9.211720e+10 3.381587 29.885562 25.752842
20 NaN 1.822643e+11 0.000000 44.434739 40.012329
21 NaN 1.219305e+11 1.787165 27.993753 24.691646
22 NaN 1.632635e+10 0.000000 39.142052 33.436903
23 NaN 8.616626e+10 0.000000 30.690156 27.095206
24 NaN 4.363970e+10 3.189066 25.779527 21.217179
25 NaN 3.374382e+10 0.000000 30.438552 26.124656
26 NaN 8.194478e+09 1.759944 15.123204 11.162833
27 NaN 8.194478e+09 1.759944 46.963625 44.062062
28 NaN 7.567549e+10 2.697795 26.903508 23.305778
29 NaN 3.369339e+11 2.378828 29.189734 25.905273
... ... ... ... ... ...
12399 NaN 5.056250e+06 NaN 26.302283 18.395007
12400 1375.42 6.638950e+06 0.000000 98.999754 96.219246
12401 NaN 2.454980e+06 0.000000 87.578274 83.643652
12402 187.32 2.452000e+05 0.000000 135.546939 132.023495
12403 6212.09 7.031890e+06 0.000000 107.537604 104.188076
12404 NaN 2.165040e+07 NaN 97.787199 93.919931
12405 28.72 6.832300e+04 NaN 99.058954 94.888114
12406 NaN 1.967420e+06 NaN 114.793372 111.740719
12407 326966.50 1.827075e+07 0.000000 155.264665 152.723299
12408 NaN 5.030700e+01 0.000000 52.338747 42.103470
12409 44668.15 2.812950e+07 0.000000 99.057974 96.400739
12410 12092.79 1.887242e+06 0.000000 156.828759 154.290906
12411 21882.15 4.387240e+07 0.000000 35.271189 30.535876
12412 17987.57 5.518735e+06 NaN 92.304426 89.345838
12413 NaN 7.414000e+05 NaN 45.687359 38.738850
12414 7203.80 8.341500e+06 0.000000 177.503413 175.463250
12415 1230.30 2.087610e+07 0.000000 94.543091 90.267537
12416 1741473.25 2.976009e+10 4.745098 29.114028 26.120144
12417 NaN 1.352860e+06 0.000000 59.680602 49.818614
12418 3242.50 1.956780e+06 NaN 127.340439 123.695486
12419 NaN 1.251480e+06 0.000000 39.350174 31.671681
12420 NaN 3.454800e+05 NaN 116.122013 112.626375
12421 2451.01 2.876160e+06 NaN 133.340959 129.951434
12422 NaN 1.008350e+06 0.000000 203.342391 202.061124
12423 NaN 1.053125e+07 0.000000 92.704975 88.249573
12424 18238.90 3.675600e+07 0.000000 77.208844 72.424655
12425 NaN 1.307280e+06 NaN 107.358339 104.387019
12426 NaN 2.437080e+07 NaN 50.161105 43.295834
12427 4868.62 1.930267e+06 0.000000 166.459132 163.613560
12428 3803849.90 8.293999e+08 0.614675 48.346202 36.538336
HistBeta PredBeta DataDate
0 -0.000181 0.112209 20040202
1 0.000002 0.094965 20040202
2 0.046067 0.190454 20040202
3 -0.065772 0.236991 20040202
4 -0.015876 0.275358 20040202
5 0.040159 0.308358 20040202
6 -0.002504 0.006315 20040202
7 0.121238 0.235664 20040202
8 0.667782 1.069935 20040202
9 0.054121 0.285416 20040202
10 -0.070545 0.487998 20040202
11 0.501713 0.872122 20040202
12 0.197624 0.585791 20040202
13 0.481834 0.608432 20040202
14 0.000002 0.078854 20040202
15 -0.131879 0.143718 20040202
16 0.466786 0.734503 20040202
17 0.095261 0.180703 20040202
18 0.097728 0.502285 20040202
19 0.068097 0.213485 20040202
20 0.184140 0.396125 20040202
21 -0.180047 0.071479 20040202
22 0.847428 1.024358 20040202
23 0.081004 0.445283 20040202
24 -0.007854 0.340107 20040202
25 0.415560 0.720339 20040202
26 0.014552 0.224122 20040202
27 0.343875 0.701381 20040202
28 0.306535 0.525112 20040202
29 0.004229 0.271249 20040202
... ... ... ...
12399 0.000002 -0.039974 20040202
12400 0.339700 0.540090 20040202
12401 0.704106 1.061686 20040202
12402 1.123146 1.291700 20040202
12403 0.686281 0.859244 20040202
12404 0.652366 1.074733 20040202
12405 1.012364 1.277952 20040202
12406 0.926134 0.977461 20040202
12407 0.705216 0.923589 20040202
12408 1.079209 1.321218 20040202
12409 0.393611 0.690277 20040202
12410 0.701863 1.027041 20040202
12411 0.392229 0.263987 20040202
12412 0.307414 0.650997 20040202
12413 0.376109 0.628516 20040202
12414 0.673721 0.893347 20040202
12415 0.675990 0.906385 20040202
12416 0.247688 0.372617 20040202
12417 1.030474 1.095054 20040202
12418 0.972497 1.190641 20040202
12419 0.228096 0.532342 20040202
12420 1.130128 1.315964 20040202
12421 0.975051 1.244406 20040202
12422 0.164150 0.355274 20040202
12423 0.251033 0.407431 20040202
12424 0.819334 1.078077 20040202
12425 0.529826 0.758324 20040202
12426 0.676951 0.903780 20040202
12427 1.020328 1.271734 20040202
12428 0.756830 1.028419 20040202
[12429 rows x 92 columns],
'20040203': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.539 0.00 0.0
1 USA0011 0.687 0.00 0.0
2 USA0031 0.886 0.00 0.0
3 USA0062 0.177 0.43 0.0
4 USA00E2 0.749 0.00 0.0
5 USA00F1 0.439 0.00 0.0
6 USA00G2 -0.020 0.00 0.0
7 USA00H1 0.424 0.00 0.0
8 USA00I1 0.378 0.00 0.0
9 USA00J1 0.001 0.00 0.0
10 USA00K1 -0.193 0.00 0.0
11 USA00P1 -0.390 0.00 0.0
12 USA00R1 -0.243 0.00 0.0
13 USA00S1 -1.966 0.00 0.0
14 USA00V1 0.477 0.00 0.0
15 USA0131 -2.233 1.00 0.0
16 USA0161 -0.693 1.00 0.0
17 USA01I1 0.451 0.00 0.0
18 USA01J2 0.850 0.00 0.0
19 USA01L1 0.011 0.00 0.0
20 USA01P1 0.207 0.00 0.0
21 USA01Q1 -0.389 0.00 0.0
22 USA0202 -0.003 0.00 0.0
23 USA0231 0.080 0.00 0.0
24 USA0281 -0.842 0.00 0.0
25 USA0291 -0.135 0.00 0.0
26 USA02A1 0.219 0.00 0.0
27 USA02B1 0.153 0.00 0.0
28 USA02H1 0.235 0.00 0.0
29 USA02P1 0.455 0.00 0.0
... ... ... ... ...
12401 USAZY41 -0.286 0.00 0.0
12402 USAZY51 -0.507 0.00 0.0
12403 USAZY61 -0.009 0.00 0.0
12404 USAZY71 -2.865 0.00 0.0
12405 USAZYI1 2.384 0.00 0.0
12406 USAZYJ1 -0.273 0.00 0.0
12407 USAZYK1 -0.789 0.00 0.0
12408 USAZYM1 0.124 0.00 0.0
12409 USAZYR1 0.769 0.00 0.0
12410 USAZYS1 -0.884 0.00 0.0
12411 USAZYT1 -0.397 0.00 0.0
12412 USAZYV1 2.354 0.00 0.0
12413 USAZYX1 -0.113 0.00 0.0
12414 USAZZ41 -2.856 0.00 0.0
12415 USAZZ51 -0.529 0.00 0.0
12416 USAZZ61 -0.609 0.00 0.0
12417 USAZZ71 -0.560 0.00 0.0
12418 USAZZ81 -1.403 0.00 0.0
12419 USAZZ91 -0.706 0.00 0.0
12420 USAZZA1 -2.865 0.00 0.0
12421 USAZZB1 -0.506 0.00 0.0
12422 USAZZD1 -0.656 0.00 0.0
12423 USAZZF1 -0.628 0.00 0.0
12424 USAZZI1 -0.478 0.00 0.0
12425 USAZZJ1 -1.704 0.00 0.0
12426 USAZZL1 -2.865 0.00 0.0
12427 USAZZP1 -0.660 0.00 0.0
12428 USAZZR1 -0.607 0.00 0.0
12429 USAZZX1 -1.141 0.00 0.0
12430 USAZZY1 1.262 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.135 0.000 ... NaN NaN
1 -2.134 0.000 ... NaN NaN
2 -2.036 0.000 ... NaN NaN
3 -2.276 0.000 ... NaN NaN
4 -2.170 0.000 ... NaN NaN
5 -2.048 0.000 ... NaN NaN
6 -2.139 0.000 ... NaN NaN
7 -1.876 0.000 ... NaN NaN
8 -0.710 0.000 ... NaN NaN
9 -2.019 0.862 ... NaN NaN
10 -2.284 0.000 ... NaN NaN
11 -1.063 0.000 ... NaN NaN
12 -1.716 0.000 ... NaN NaN
13 -1.120 0.000 ... NaN 39433.0
14 -2.134 0.000 ... NaN NaN
15 -2.387 0.000 ... NaN 141.0
16 -1.143 0.000 ... NaN 1767.0
17 -1.931 0.000 ... NaN NaN
18 -1.920 0.000 ... NaN 240.0
19 -1.988 0.000 ... NaN NaN
20 -1.740 0.000 ... NaN NaN
21 -2.520 1.000 ... NaN 235.0
22 -0.327 0.000 ... NaN NaN
23 -1.962 0.000 ... NaN NaN
24 -2.154 0.000 ... NaN 230.0
25 -1.248 0.000 ... NaN NaN
26 -2.103 0.000 ... NaN NaN
27 -1.405 0.000 ... NaN 60.0
28 -1.480 0.000 ... NaN NaN
29 -2.125 0.000 ... NaN 3750.0
... ... ... ... ... ...
12401 -2.134 0.000 ... NaN NaN
12402 -1.409 0.000 ... NaN NaN
12403 -0.632 0.000 ... NaN NaN
12404 0.223 0.000 ... NaN 144200.0
12405 -0.661 0.000 ... NaN 11000.0
12406 -0.743 0.000 ... NaN NaN
12407 0.026 0.000 ... NaN 800.0
12408 -0.159 0.000 ... NaN NaN
12409 -0.625 0.000 ... NaN 404853.0
12410 0.168 0.000 ... NaN NaN
12411 -1.293 0.000 ... NaN 15133.0
12412 -0.627 0.000 ... NaN 1417571.0
12413 -1.297 0.000 ... NaN 2400.0
12414 -1.484 0.000 ... NaN 231657.0
12415 -1.335 0.000 ... NaN NaN
12416 -0.694 0.000 ... NaN 39340.0
12417 -0.691 0.000 ... NaN NaN
12418 -1.612 1.000 ... NaN 73900.0
12419 0.063 0.000 ... NaN NaN
12420 -0.063 0.000 ... NaN 15000.0
12421 -1.649 0.000 ... NaN NaN
12422 0.276 0.000 ... NaN 10000.0
12423 -0.054 0.000 ... NaN 1900.0
12424 -1.784 1.000 ... NaN NaN
12425 -1.602 0.000 ... NaN 0.0
12426 -0.395 0.000 ... NaN 1300.0
12427 -1.003 1.000 ... NaN NaN
12428 -0.688 0.000 ... NaN NaN
12429 0.044 0.000 ... NaN NaN
12430 -0.518 0.000 ... NaN 28300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.552780e+10 0.186916 19.892754 14.245336
1 NaN 5.930774e+09 0.000000 22.892181 16.661508
2 NaN 6.914324e+10 2.274838 27.312704 23.056466
3 NaN 3.051473e+10 2.076412 31.027493 28.621708
4 NaN 5.416893e+10 2.246642 36.761212 33.313815
5 NaN 1.845520e+11 0.374370 20.061110 15.677180
6 NaN 1.527260e+10 4.881809 28.018741 19.757905
7 NaN 8.548843e+10 0.000000 30.130841 24.504046
8 NaN 1.723413e+10 0.083595 41.307662 32.520033
9 NaN 4.270244e+10 1.735016 28.056222 25.107806
10 NaN 3.607357e+10 0.000000 44.205622 35.122045
11 NaN 2.562757e+10 1.309942 25.302076 20.513050
12 NaN 6.887792e+09 2.380952 20.882205 15.710521
13 NaN 1.542699e+10 1.326595 29.072628 26.001068
14 NaN 1.169646e+10 1.331558 18.037707 13.532351
15 NaN 3.448702e+10 1.628743 39.944293 36.497062
16 NaN 3.448702e+10 1.628743 39.480631 35.595461
17 NaN 2.933611e+10 0.187178 19.437794 15.712942
18 NaN 2.658251e+10 1.894279 32.257060 28.559727
19 NaN 9.175382e+10 3.381587 29.467597 25.446058
20 NaN 1.844895e+11 0.000000 43.876435 39.554407
21 NaN 1.224712e+11 1.787165 27.687268 24.436174
22 NaN 1.614523e+10 0.000000 38.755315 33.004348
23 NaN 8.639699e+10 0.000000 30.338602 26.774009
24 NaN 4.346036e+10 3.189066 25.751059 21.253776
25 NaN 3.345479e+10 0.000000 30.081354 25.818911
26 NaN 8.389311e+09 1.759944 14.959799 11.035129
27 NaN 8.389311e+09 1.759944 45.963780 43.210311
28 NaN 7.601633e+10 2.697795 26.624421 23.040720
29 NaN 3.327260e+11 2.378828 28.977656 25.678891
... ... ... ... ... ...
12401 NaN 5.056250e+06 NaN 25.956867 18.181234
12402 NaN 6.638950e+06 0.000000 101.068731 98.454537
12403 NaN 2.454980e+06 0.000000 88.056689 84.251120
12404 309.89 4.904000e+05 0.000000 127.760165 123.955642
12405 6344.72 6.557830e+06 0.000000 109.247268 106.109523
12406 NaN 2.165040e+07 NaN 98.121015 94.394292
12407 27.45 6.832300e+04 NaN 98.964785 94.861631
12408 NaN 1.967420e+06 NaN 113.450588 110.428249
12409 321305.60 1.791250e+07 0.000000 153.108555 150.610061
12410 NaN 5.030700e+01 0.000000 52.142335 41.988003
12411 43029.86 2.812950e+07 0.000000 97.668123 95.144987
12412 12380.77 1.752439e+06 0.000000 154.906045 152.258940
12413 22127.76 4.387240e+07 0.000000 34.706254 30.157760
12414 19381.22 6.264510e+06 NaN 93.510138 90.523358
12415 NaN 7.414000e+05 NaN 45.146849 38.327762
12416 6903.18 8.341500e+06 0.000000 174.974466 172.931126
12417 NaN 2.087610e+07 0.000000 96.798151 92.736308
12418 1913632.62 3.054784e+10 4.745098 28.229804 25.131141
12419 NaN 1.352860e+06 0.000000 58.997395 49.260679
12420 3224.66 2.065490e+06 NaN 128.316269 124.731584
12421 NaN 1.251480e+06 0.000000 38.926470 31.338100
12422 1375.50 3.454800e+05 NaN 115.237265 111.764362
12423 2351.70 2.876160e+06 NaN 131.668355 128.291068
12424 NaN 1.008350e+06 0.000000 199.620880 198.332522
12425 NaN 1.077430e+07 0.000000 91.550785 87.135643
12426 17687.59 3.838960e+07 0.000000 76.845155 72.228475
12427 NaN 1.307280e+06 NaN 105.763358 102.790158
12428 NaN 2.437080e+07 NaN 49.662281 42.801708
12429 NaN 1.930267e+06 0.000000 164.151720 161.237439
12430 3660445.95 8.252433e+08 0.614675 48.235812 36.420008
HistBeta PredBeta DataDate
0 -0.000181 0.121172 20040203
1 0.000002 0.109320 20040203
2 0.046154 0.198284 20040203
3 -0.066495 0.237863 20040203
4 -0.016616 0.285280 20040203
5 0.040352 0.308354 20040203
6 -0.002422 -0.008069 20040203
7 0.121094 0.226124 20040203
8 0.667999 1.088955 20040203
9 0.054068 0.270306 20040203
10 -0.070366 0.493027 20040203
11 0.502426 0.851819 20040203
12 0.195905 0.559965 20040203
13 0.475640 0.548842 20040203
14 0.000002 0.077653 20040203
15 -0.118552 0.091422 20040203
16 0.464919 0.695753 20040203
17 0.095237 0.176175 20040203
18 0.100243 0.514358 20040203
19 0.068358 0.209495 20040203
20 0.184837 0.399426 20040203
21 -0.181031 0.049439 20040203
22 0.847501 1.024812 20040203
23 0.080892 0.440044 20040203
24 -0.009468 0.320409 20040203
25 0.415628 0.714982 20040203
26 0.014555 0.227733 20040203
27 0.342160 0.678294 20040203
28 0.306626 0.524409 20040203
29 0.004361 0.288153 20040203
... ... ... ...
12401 0.000002 -0.042013 20040203
12402 0.340107 0.534323 20040203
12403 0.704348 1.069270 20040203
12404 1.105326 1.265438 20040203
12405 0.690944 0.934574 20040203
12406 0.652464 1.062458 20040203
12407 1.012958 1.264399 20040203
12408 0.926329 0.994892 20040203
12409 0.707670 0.907341 20040203
12410 1.079242 1.312120 20040203
12411 0.394544 0.671831 20040203
12412 0.706880 1.101513 20040203
12413 0.392717 0.251227 20040203
12414 0.304757 0.584479 20040203
12415 0.374674 0.628967 20040203
12416 0.675164 0.887579 20040203
12417 0.676728 0.872122 20040203
12418 0.245112 0.336475 20040203
12419 1.030360 1.079176 20040203
12420 0.971163 1.158977 20040203
12421 0.227683 0.527133 20040203
12422 1.130146 1.299353 20040203
12423 0.975253 1.243499 20040203
12424 0.164228 0.337312 20040203
12425 0.249544 0.333663 20040203
12426 0.815684 0.994722 20040203
12427 0.530383 0.729800 20040203
12428 0.678005 0.899988 20040203
12429 1.021217 1.268718 20040203
12430 0.757831 1.052025 20040203
[12431 rows x 92 columns],
'20040204': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.077 0.00 0.0
2 USA0031 1.126 0.00 0.0
3 USA0062 0.772 0.43 0.0
4 USA00E2 1.083 0.00 0.0
5 USA00F1 0.758 0.00 0.0
6 USA00G2 -0.065 0.00 0.0
7 USA00H1 0.285 0.00 0.0
8 USA00I1 -0.698 0.00 0.0
9 USA00J1 0.765 0.00 0.0
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12 USA00R1 1.148 0.00 0.0
13 USA00S1 -1.462 0.00 0.0
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16 USA0161 -1.349 1.00 0.0
17 USA01I1 0.724 0.00 0.0
18 USA01J2 0.514 0.00 0.0
19 USA01L1 0.134 0.00 0.0
20 USA01P1 -0.577 0.00 0.0
21 USA01Q1 0.907 0.00 0.0
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23 USA0231 0.743 0.00 0.0
24 USA0281 0.521 0.00 0.0
25 USA0291 -0.287 0.00 0.0
26 USA02A1 0.665 0.00 0.0
27 USA02B1 0.160 0.00 0.0
28 USA02H1 0.680 0.00 0.0
29 USA02P1 0.978 0.00 0.0
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12415 USAZZ51 -1.766 0.00 0.0
12416 USAZZ61 -2.021 0.00 0.0
12417 USAZZ71 -2.306 0.00 0.0
12418 USAZZ81 -0.317 0.00 0.0
12419 USAZZ91 -2.710 0.00 0.0
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12421 USAZZB1 -1.657 0.00 0.0
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12424 USAZZI1 -1.730 0.00 0.0
12425 USAZZJ1 1.163 0.00 0.0
12426 USAZZL1 1.204 0.00 0.0
12427 USAZZP1 -1.764 0.00 0.0
12428 USAZZR1 -1.790 0.00 0.0
12429 USAZZX1 -2.071 0.00 0.0
12430 USAZZY1 -0.282 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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26 0.0 0.0 0.0 0.0
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28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.089 0.000 ... NaN NaN
1 -2.089 0.000 ... NaN NaN
2 -1.992 0.000 ... NaN NaN
3 -2.214 0.000 ... NaN NaN
4 -2.129 0.000 ... NaN NaN
5 -2.036 0.000 ... NaN NaN
6 -2.093 0.000 ... NaN NaN
7 -1.842 0.000 ... NaN NaN
8 -0.694 0.000 ... NaN NaN
9 -1.979 0.862 ... NaN NaN
10 -2.232 0.000 ... NaN NaN
11 -1.036 0.000 ... NaN NaN
12 -1.733 0.000 ... NaN NaN
13 -1.393 0.000 ... NaN 12547.0
14 -2.089 0.000 ... NaN NaN
15 -2.323 0.000 ... NaN NaN
16 -1.249 0.000 ... NaN 2827.0
17 -2.027 0.000 ... NaN NaN
18 -1.877 0.000 ... NaN NaN
19 -1.943 0.000 ... NaN NaN
20 -1.708 0.000 ... NaN NaN
21 -2.457 1.000 ... NaN NaN
22 -0.336 0.000 ... NaN NaN
23 -1.920 0.000 ... NaN NaN
24 -2.117 0.000 ... NaN NaN
25 -1.225 0.000 ... NaN NaN
26 -2.059 0.000 ... NaN NaN
27 -1.378 0.000 ... NaN NaN
28 -1.455 0.000 ... NaN NaN
29 -2.074 0.000 ... NaN 3750.0
... ... ... ... ... ...
12401 -2.089 0.000 ... NaN NaN
12402 -1.263 0.000 ... NaN 250.0
12403 -0.617 0.000 ... NaN NaN
12404 0.225 0.000 ... NaN 6100.0
12405 -0.676 0.000 ... NaN 11500.0
12406 -0.725 0.000 ... NaN NaN
12407 0.040 0.000 ... NaN 3850.0
12408 -0.223 0.000 ... NaN 1000.0
12409 -0.494 0.000 ... NaN 359388.0
12410 0.166 0.000 ... NaN NaN
12411 -1.214 0.000 ... NaN 50300.0
12412 -0.606 0.000 ... NaN 1273000.0
12413 -1.269 0.000 ... NaN NaN
12414 -1.391 0.000 ... NaN 172630.0
12415 -1.283 0.000 ... NaN NaN
12416 -0.667 0.000 ... NaN 212633.0
12417 -0.664 0.000 ... NaN NaN
12418 -1.594 1.000 ... NaN 36300.0
12419 0.064 0.000 ... NaN NaN
12420 -0.053 0.000 ... NaN NaN
12421 -1.619 0.000 ... NaN NaN
12422 0.300 0.000 ... NaN NaN
12423 -0.053 0.000 ... NaN 7000.0
12424 -1.752 1.000 ... NaN 20000.0
12425 -1.383 0.000 ... NaN 0.0
12426 -0.323 0.000 ... NaN 10750.0
12427 -0.994 1.000 ... NaN NaN
12428 -0.656 0.000 ... NaN NaN
12429 0.055 0.000 ... NaN NaN
12430 -0.436 0.000 ... NaN 73600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.472884e+10 0.186916 20.120352 14.356095
1 NaN 5.558939e+09 0.000000 22.859165 16.592120
2 NaN 6.915886e+10 2.274838 27.524574 23.168372
3 NaN 2.997290e+10 2.076412 31.012006 28.540440
4 NaN 5.378286e+10 2.246642 36.724441 33.170361
5 NaN 1.830128e+11 0.374370 20.157823 15.669662
6 NaN 1.508346e+10 4.881809 27.869346 19.666423
7 NaN 8.435254e+10 0.000000 30.016715 24.381283
8 NaN 1.681540e+10 0.083595 41.636219 32.611138
9 NaN 4.289260e+10 1.735016 28.041284 25.060811
10 NaN 3.550810e+10 0.000000 44.091257 34.957692
11 NaN 2.538961e+10 1.309942 25.419305 20.409642
12 NaN 6.910991e+09 2.380952 21.289125 15.877467
13 NaN 1.613090e+10 1.326595 31.843202 29.132567
14 NaN 1.175994e+10 1.331558 18.200146 13.669512
15 NaN 3.485509e+10 1.628743 39.583446 36.238671
16 NaN 3.485509e+10 1.628743 39.743179 35.934462
17 NaN 2.899681e+10 0.187178 19.431278 15.757290
18 NaN 2.618916e+10 1.894279 32.164840 28.421166
19 NaN 9.100568e+10 3.381587 29.350699 25.330035
20 NaN 1.675218e+11 0.000000 44.131474 39.593556
21 NaN 1.222746e+11 1.787165 27.620421 24.362734
22 NaN 1.551132e+10 0.000000 39.248563 33.332520
23 NaN 8.303853e+10 0.000000 30.289701 26.640227
24 NaN 4.359984e+10 3.189066 25.669105 21.147858
25 NaN 3.251546e+10 0.000000 30.146625 25.868293
26 NaN 8.314816e+09 1.759944 15.074270 11.062226
27 NaN 8.314816e+09 1.759944 45.942275 43.114309
28 NaN 7.566575e+10 2.697795 26.682766 22.966530
29 NaN 3.324254e+11 2.378828 28.862107 25.440507
... ... ... ... ... ...
12401 NaN 5.056250e+06 NaN 26.331547 18.257005
12402 695.57 6.090515e+06 0.000000 101.190495 98.245137
12403 NaN 2.454980e+06 0.000000 89.140580 85.136931
12404 314.45 4.904000e+05 0.000000 136.941229 133.410896
12405 6778.58 6.557830e+06 0.000000 110.943023 107.718795
12406 NaN 2.165040e+07 NaN 100.642728 96.646015
12407 13.31 6.832300e+04 NaN 102.341755 98.145412
12408 322.95 2.118760e+06 NaN 116.546315 113.352152
12409 323198.27 1.665862e+07 0.000000 153.844778 151.107876
12410 NaN 5.030700e+01 0.000000 54.358583 43.861818
12411 37850.61 2.763600e+07 0.000000 97.860400 95.127881
12412 12392.27 1.752439e+06 0.000000 155.526721 152.850181
12413 NaN 4.387240e+07 0.000000 36.077979 31.057167
12414 19722.95 5.966200e+06 NaN 95.002342 92.036788
12415 NaN 7.414000e+05 NaN 46.661557 39.413394
12416 7002.70 8.341500e+06 0.000000 175.935735 173.714308
12417 NaN 2.087610e+07 0.000000 98.953632 94.603031
12418 1940270.29 3.053316e+10 4.745098 28.139879 25.082179
12419 NaN 1.352860e+06 0.000000 61.334713 51.371930
12420 NaN 2.065490e+06 NaN 129.920794 126.206947
12421 NaN 1.251480e+06 0.000000 40.584979 32.721009
12422 NaN 3.454800e+05 NaN 119.233243 115.661575
12423 2346.33 2.876160e+06 NaN 134.011819 130.412320
12424 983.55 1.008350e+06 0.000000 201.277282 199.872501
12425 NaN 1.017474e+07 0.000000 91.733821 87.043414
12426 19787.59 3.675600e+07 0.000000 76.974125 72.048925
12427 NaN 1.307280e+06 NaN 106.963345 103.761413
12428 NaN 2.437080e+07 NaN 50.782075 43.524149
12429 NaN 1.930267e+06 0.000000 164.923361 161.883911
12430 3684316.48 8.082972e+08 0.614675 48.132756 36.237349
HistBeta PredBeta DataDate
0 -0.000178 0.139470 20040204
1 -0.000004 0.112375 20040204
2 0.046316 0.214484 20040204
3 -0.059645 0.271871 20040204
4 -0.019064 0.309153 20040204
5 0.025490 0.307239 20040204
6 -0.001704 0.005708 20040204
7 0.117870 0.225165 20040204
8 0.665450 1.075836 20040204
9 0.052642 0.286365 20040204
10 -0.068139 0.525493 20040204
11 0.501939 0.864606 20040204
12 0.169786 0.567211 20040204
13 0.331827 0.473777 20040204
14 -0.000004 0.093935 20040204
15 -0.111759 0.120651 20040204
16 0.400496 0.626472 20040204
17 0.029734 0.116222 20040204
18 0.101059 0.522535 20040204
19 0.069727 0.216979 20040204
20 0.181942 0.398583 20040204
21 -0.175518 0.082936 20040204
22 0.835715 1.001508 20040204
23 0.080766 0.455647 20040204
24 -0.013143 0.337572 20040204
25 0.411897 0.708954 20040204
26 0.014399 0.246214 20040204
27 0.339292 0.683140 20040204
28 0.302241 0.531368 20040204
29 0.007163 0.308164 20040204
... ... ... ...
12401 -0.000004 -0.022528 20040204
12402 0.393972 0.673209 20040204
12403 0.701921 1.051411 20040204
12404 1.103560 1.172615 20040204
12405 0.673798 0.862128 20040204
12406 0.650598 1.008511 20040204
12407 1.015230 1.226200 20040204
12408 0.889803 0.921285 20040204
12409 0.760440 1.001219 20040204
12410 1.075309 1.276310 20040204
12411 0.417344 0.712682 20040204
12412 0.707122 1.016329 20040204
12413 0.390952 0.219373 20040204
12414 0.333102 0.654710 20040204
12415 0.384310 0.631782 20040204
12416 0.677910 0.879548 20040204
12417 0.679428 0.858416 20040204
12418 0.236146 0.351756 20040204
12419 1.026570 1.047259 20040204
12420 0.970844 1.189621 20040204
12421 0.224240 0.518021 20040204
12422 1.139020 1.278321 20040204
12423 0.970667 1.204879 20040204
12424 0.160877 0.334599 20040204
12425 0.336777 0.494513 20040204
12426 0.842354 1.081794 20040204
12427 0.522242 0.715074 20040204
12428 0.683566 0.903019 20040204
12429 1.022452 1.244535 20040204
12430 0.788295 1.064099 20040204
[12431 rows x 92 columns],
'20040205': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.072 0.00 0.0
1 USA0011 -0.920 0.00 0.0
2 USA0031 -0.178 0.00 0.0
3 USA0062 0.084 0.43 0.0
4 USA00E2 -0.371 0.00 0.0
5 USA00F1 -0.339 0.00 0.0
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7 USA00H1 -0.981 0.00 0.0
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12 USA00R1 0.062 0.00 0.0
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15 USA0131 0.142 1.00 0.0
16 USA0161 2.278 1.00 0.0
17 USA01I1 -0.622 0.00 0.0
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19 USA01L1 -0.849 0.00 0.0
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22 USA0202 -0.299 0.00 0.0
23 USA0231 -0.357 0.00 0.0
24 USA0281 0.331 0.00 0.0
25 USA0291 -0.235 0.00 0.0
26 USA02A1 -0.138 0.00 0.0
27 USA02B1 0.481 0.00 0.0
28 USA02H1 -0.173 0.00 0.0
29 USA02P1 0.023 0.00 0.0
... ... ... ... ...
12402 USAZY41 -0.168 0.00 0.0
12403 USAZY51 0.254 0.00 0.0
12404 USAZY61 1.144 0.00 0.0
12405 USAZY71 -2.265 0.00 0.0
12406 USAZYI1 1.687 0.00 0.0
12407 USAZYJ1 -2.813 0.00 0.0
12408 USAZYK1 1.378 0.00 0.0
12409 USAZYM1 2.748 0.00 0.0
12410 USAZYR1 1.063 0.00 0.0
12411 USAZYS1 0.874 0.00 0.0
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12413 USAZYV1 0.632 0.00 0.0
12414 USAZYX1 0.400 0.00 0.0
12415 USAZZ41 2.748 0.00 0.0
12416 USAZZ51 0.523 0.00 0.0
12417 USAZZ61 1.062 0.00 0.0
12418 USAZZ71 0.633 0.00 0.0
12419 USAZZ81 0.255 0.00 0.0
12420 USAZZ91 -0.139 0.00 0.0
12421 USAZZA1 2.748 0.00 0.0
12422 USAZZB1 -0.040 0.00 0.0
12423 USAZZD1 2.748 0.00 0.0
12424 USAZZF1 -1.875 0.00 0.0
12425 USAZZI1 0.941 0.00 0.0
12426 USAZZJ1 1.698 0.00 0.0
12427 USAZZL1 2.044 0.00 0.0
12428 USAZZP1 1.674 0.00 0.0
12429 USAZZR1 0.840 0.00 0.0
12430 USAZZX1 1.127 0.00 0.0
12431 USAZZY1 0.064 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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26 0.0 0.0 0.0 0.0
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28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.088 0.000 ... NaN NaN
1 -2.087 0.000 ... NaN NaN
2 -2.037 0.000 ... NaN NaN
3 -2.216 0.000 ... NaN NaN
4 -2.128 0.000 ... NaN NaN
5 -2.034 0.000 ... NaN NaN
6 -2.091 0.000 ... NaN NaN
7 -1.840 0.000 ... NaN NaN
8 -0.696 0.000 ... NaN NaN
9 -1.978 0.862 ... NaN NaN
10 -2.230 0.000 ... NaN NaN
11 -1.036 0.000 ... NaN NaN
12 -1.732 0.000 ... NaN NaN
13 -1.400 0.000 ... NaN 9528.0
14 -2.087 0.000 ... NaN NaN
15 -2.324 0.000 ... NaN NaN
16 -1.257 0.000 ... NaN 610.0
17 -2.028 0.000 ... NaN NaN
18 -1.876 0.000 ... NaN NaN
19 -1.943 0.000 ... NaN NaN
20 -1.708 0.000 ... NaN NaN
21 -2.456 1.000 ... NaN NaN
22 -0.346 0.000 ... NaN NaN
23 -1.918 0.000 ... NaN NaN
24 -2.115 0.000 ... NaN NaN
25 -1.225 0.000 ... NaN NaN
26 -2.057 0.000 ... NaN NaN
27 -1.378 0.000 ... NaN NaN
28 -1.455 0.000 ... NaN NaN
29 -2.074 0.000 ... NaN 3750.0
... ... ... ... ... ...
12402 -2.087 0.000 ... NaN NaN
12403 -1.262 0.000 ... NaN NaN
12404 -0.616 0.000 ... NaN NaN
12405 0.231 0.000 ... NaN 23800.0
12406 -0.677 0.000 ... NaN 20500.0
12407 -0.703 0.000 ... NaN 200.0
12408 0.039 0.000 ... NaN 2000.0
12409 -0.243 0.000 ... NaN 625.0
12410 -0.489 0.000 ... NaN 240897.0
12411 0.165 0.000 ... NaN NaN
12412 -1.215 0.000 ... NaN 40920.0
12413 -0.608 0.000 ... NaN 528700.0
12414 -1.270 0.000 ... NaN NaN
12415 -1.395 0.000 ... NaN 151400.0
12416 -1.282 0.000 ... NaN NaN
12417 -0.667 0.000 ... NaN 989015.0
12418 -0.664 0.000 ... NaN NaN
12419 -1.593 1.000 ... NaN 50000.0
12420 0.062 0.000 ... NaN NaN
12421 -0.092 0.000 ... NaN 100.0
12422 -1.617 0.000 ... NaN NaN
12423 0.280 0.000 ... NaN 2354500.0
12424 -0.049 0.000 ... NaN 31385.0
12425 -1.747 1.000 ... NaN NaN
12426 -1.395 0.000 ... NaN 0.0
12427 -0.329 0.000 ... NaN 11200.0
12428 -0.991 1.000 ... NaN NaN
12429 -0.656 0.000 ... NaN NaN
12430 0.055 0.000 ... NaN 14000.0
12431 -0.437 0.000 ... NaN 35400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.546788e+10 0.186916 20.067929 14.445680
1 NaN 5.596122e+09 0.000000 23.369849 17.106837
2 NaN 6.964325e+10 2.274838 27.487024 23.299112
3 NaN 3.051473e+10 2.076412 31.097390 28.706755
4 NaN 5.491443e+10 2.246642 36.801088 33.354348
5 NaN 1.860913e+11 0.374370 20.171394 15.816800
6 NaN 1.501254e+10 4.881809 28.005073 19.900796
7 NaN 8.313920e+10 0.000000 30.341776 24.782498
8 NaN 1.689621e+10 0.083595 41.665406 32.839924
9 NaN 4.275205e+10 1.735016 28.398387 25.314087
10 NaN 3.552473e+10 0.000000 44.166975 35.247353
11 NaN 2.531823e+10 1.309942 25.431246 20.503137
12 NaN 6.971749e+09 2.380952 21.213385 15.964906
13 NaN 1.613563e+10 1.326595 32.097886 29.480276
14 NaN 1.177772e+10 1.331558 18.592186 14.074771
15 NaN 3.549522e+10 1.628743 39.726636 36.448265
16 NaN 3.549522e+10 1.628743 40.518974 36.725182
17 NaN 2.862626e+10 0.187178 19.670464 16.051283
18 NaN 2.633408e+10 1.894279 32.153052 28.606679
19 NaN 9.087743e+10 3.381587 29.653380 25.658261
20 NaN 1.655051e+11 0.000000 44.406708 39.932675
21 NaN 1.238230e+11 1.787165 27.990578 24.661153
22 NaN 1.529139e+10 0.000000 39.305868 33.565408
23 NaN 8.229506e+10 0.000000 30.372392 26.847215
24 NaN 4.400834e+10 3.189066 25.843693 21.304372
25 NaN 3.309351e+10 0.000000 30.188818 26.016934
26 NaN 8.297625e+09 1.759944 15.062785 11.123702
27 NaN 8.297625e+09 1.759944 46.213256 43.426614
28 NaN 7.548073e+10 2.697795 26.679433 23.137114
29 NaN 3.358319e+11 2.378828 28.952242 25.628569
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 26.367161 18.370316
12403 NaN 6.090515e+06 0.000000 101.527532 98.722627
12404 NaN 2.454980e+06 0.000000 87.614214 83.398009
12405 341.49 6.130000e+05 0.000000 138.798183 135.310291
12406 7409.04 6.478820e+06 0.000000 111.298989 108.101388
12407 21.34 2.525880e+07 NaN 101.741676 97.821406
12408 13.31 6.832300e+04 NaN 103.630932 99.495356
12409 325.80 1.513400e+06 NaN 117.036897 113.936303
12410 324933.56 1.647950e+07 0.000000 155.051203 152.352542
12411 NaN 5.030700e+01 0.000000 54.082095 43.929920
12412 36397.97 2.664900e+07 0.000000 98.631737 95.898563
12413 12066.97 1.752439e+06 0.000000 156.707518 154.051242
12414 NaN 4.387240e+07 0.000000 36.101052 31.258864
12415 20389.86 5.667890e+06 NaN 96.410054 93.458586
12416 NaN 7.414000e+05 NaN 46.587902 39.621303
12417 7643.08 8.341500e+06 0.000000 177.318201 175.189330
12418 NaN 2.087610e+07 0.000000 97.719324 93.650634
12419 1955027.71 3.079286e+10 4.745098 28.404662 25.284846
12420 NaN 1.352860e+06 0.000000 62.310842 52.696796
12421 3511.39 1.087100e+06 NaN 133.087476 129.509499
12422 NaN 1.251480e+06 0.000000 40.526796 32.954224
12423 1397.75 2.591100e+05 NaN 120.579113 117.004424
12424 2543.52 2.978880e+06 NaN 136.118383 132.533338
12425 NaN 1.008350e+06 0.000000 203.020793 201.705518
12426 NaN 9.723105e+06 0.000000 92.442072 87.823448
12427 21161.00 3.593920e+07 0.000000 77.625749 72.675407
12428 NaN 1.307280e+06 NaN 107.750798 104.637808
12429 NaN 2.437080e+07 NaN 50.831281 43.750673
12430 4128.76 1.930267e+06 0.000000 166.089639 163.153470
12431 3077175.95 8.105353e+08 0.614675 48.148329 36.451469
HistBeta PredBeta DataDate
0 -0.000179 0.122162 20040205
1 -0.000004 0.083046 20040205
2 0.024078 0.151466 20040205
3 -0.061402 0.259477 20040205
4 -0.019242 0.289236 20040205
5 0.025615 0.280554 20040205
6 -0.001804 -0.009021 20040205
7 0.117913 0.187456 20040205
8 0.664637 1.088970 20040205
9 0.052337 0.277612 20040205
10 -0.068054 0.499781 20040205
11 0.502143 0.865206 20040205
12 0.169495 0.550116 20040205
13 0.328020 0.486449 20040205
14 -0.000004 0.055781 20040205
15 -0.112893 0.103382 20040205
16 0.396562 0.681908 20040205
17 0.028370 0.080528 20040205
18 0.100774 0.492507 20040205
19 0.069096 0.184480 20040205
20 0.180988 0.387505 20040205
21 -0.176074 0.066281 20040205
22 0.831642 0.999408 20040205
23 0.080768 0.430535 20040205
24 -0.013416 0.332049 20040205
25 0.411662 0.702703 20040205
26 0.014377 0.231991 20040205
27 0.338663 0.687510 20040205
28 0.301952 0.510160 20040205
29 0.006445 0.290438 20040205
... ... ... ...
12402 -0.000004 -0.022156 20040205
12403 0.394273 0.661264 20040205
12404 0.702763 1.133403 20040205
12405 1.106887 1.185633 20040205
12406 0.673670 0.926282 20040205
12407 0.660901 0.977655 20040205
12408 1.015195 1.296040 20040205
12409 0.880712 1.026354 20040205
12410 0.763066 0.985621 20040205
12411 1.075826 1.331922 20040205
12412 0.416663 0.764369 20040205
12413 0.706377 1.079828 20040205
12414 0.390347 0.253924 20040205
12415 0.330526 0.690020 20040205
12416 0.384384 0.671824 20040205
12417 0.678284 0.938614 20040205
12418 0.679885 0.938345 20040205
12419 0.236199 0.356820 20040205
12420 1.026201 1.068162 20040205
12421 0.952919 1.272286 20040205
12422 0.224543 0.533317 20040205
12423 1.130661 1.357257 20040205
12424 0.973340 1.156714 20040205
12425 0.162349 0.395654 20040205
12426 0.330470 0.495981 20040205
12427 0.839773 1.114777 20040205
12428 0.523617 0.777793 20040205
12429 0.683522 0.942006 20040205
12430 1.022907 1.282344 20040205
12431 0.787999 1.062361 20040205
[12432 rows x 92 columns],
'20040206': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -1.347 0.00 0.0
1 USA0011 -0.155 0.00 0.0
2 USA0031 -0.478 0.00 0.0
3 USA0062 -0.373 0.43 0.0
4 USA00E2 -0.340 0.00 0.0
5 USA00F1 -0.501 0.00 0.0
6 USA00G2 -0.382 0.00 0.0
7 USA00H1 -0.542 0.00 0.0
8 USA00I1 1.146 0.00 0.0
9 USA00J1 0.026 0.00 0.0
10 USA00K1 0.024 0.00 0.0
11 USA00P1 0.246 0.00 0.0
12 USA00R1 -0.067 0.00 0.0
13 USA00S1 2.069 0.00 0.0
14 USA00V1 -0.584 0.00 0.0
15 USA0131 -0.950 1.00 0.0
16 USA0161 -1.427 1.00 0.0
17 USA01I1 -0.446 0.00 0.0
18 USA01J2 0.380 0.00 0.0
19 USA01L1 -0.074 0.00 0.0
20 USA01P1 0.100 0.00 0.0
21 USA01Q1 -0.223 0.00 0.0
22 USA0202 1.279 0.00 0.0
23 USA0231 -0.160 0.00 0.0
24 USA0281 -0.297 0.00 0.0
25 USA0291 0.474 0.00 0.0
26 USA02A1 -0.477 0.00 0.0
27 USA02B1 -0.673 0.00 0.0
28 USA02H1 0.068 0.00 0.0
29 USA02P1 -1.005 0.00 0.0
... ... ... ... ...
12400 USAZY41 -0.578 0.00 0.0
12401 USAZY51 0.722 0.00 0.0
12402 USAZY61 -2.791 0.00 0.0
12403 USAZY71 2.793 0.00 0.0
12404 USAZYI1 0.336 0.00 0.0
12405 USAZYJ1 1.445 0.00 0.0
12406 USAZYK1 1.175 0.00 0.0
12407 USAZYM1 1.309 0.00 0.0
12408 USAZYR1 -2.791 0.00 0.0
12409 USAZYS1 0.829 0.00 0.0
12410 USAZYT1 -2.791 0.00 0.0
12411 USAZYV1 2.663 0.00 0.0
12412 USAZYX1 0.992 0.00 0.0
12413 USAZZ41 2.793 0.00 0.0
12414 USAZZ51 -0.031 0.00 0.0
12415 USAZZ61 2.395 0.00 0.0
12416 USAZZ71 0.766 0.00 0.0
12417 USAZZ81 -0.676 0.00 0.0
12418 USAZZ91 1.556 0.00 0.0
12419 USAZZA1 0.685 0.00 0.0
12420 USAZZB1 0.001 0.00 0.0
12421 USAZZD1 1.642 0.00 0.0
12422 USAZZF1 -0.241 0.00 0.0
12423 USAZZI1 0.559 0.00 0.0
12424 USAZZJ1 2.579 0.00 0.0
12425 USAZZL1 1.506 0.00 0.0
12426 USAZZP1 0.897 0.00 0.0
12427 USAZZR1 0.314 0.00 0.0
12428 USAZZX1 -2.196 0.00 0.0
12429 USAZZY1 -1.661 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.069 0.000 ... NaN NaN
1 -2.068 0.000 ... NaN NaN
2 -2.025 0.000 ... NaN NaN
3 -2.204 0.000 ... NaN NaN
4 -2.119 0.000 ... NaN NaN
5 -2.016 0.000 ... NaN NaN
6 -2.074 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -0.740 0.000 ... NaN NaN
9 -1.961 0.862 ... NaN NaN
10 -2.209 0.000 ... NaN NaN
11 -1.036 0.000 ... NaN NaN
12 -1.708 0.000 ... NaN NaN
13 -1.541 0.000 ... NaN 760.0
14 -2.068 0.000 ... NaN NaN
15 -2.309 0.000 ... NaN NaN
16 -1.199 0.000 ... NaN 3330.0
17 -2.010 0.000 ... NaN NaN
18 -1.871 0.000 ... NaN NaN
19 -1.936 0.000 ... NaN NaN
20 -1.742 0.000 ... NaN NaN
21 -2.428 1.000 ... NaN NaN
22 -0.383 0.000 ... NaN NaN
23 -1.956 0.000 ... NaN NaN
24 -2.092 0.000 ... NaN NaN
25 -1.240 0.000 ... NaN NaN
26 -2.040 0.000 ... NaN NaN
27 -1.325 0.000 ... NaN 60.0
28 -1.452 0.000 ... NaN NaN
29 -2.065 0.000 ... NaN 3750.0
... ... ... ... ... ...
12400 -2.068 0.000 ... NaN NaN
12401 -1.255 0.000 ... NaN NaN
12402 -0.346 0.000 ... NaN 10000.0
12403 0.131 0.000 ... NaN 1300.0
12404 -0.686 0.000 ... NaN NaN
12405 -0.706 0.000 ... NaN NaN
12406 0.028 0.000 ... NaN 893.0
12407 -0.257 0.000 ... NaN NaN
12408 -0.298 0.000 ... NaN 593067.0
12409 0.149 0.000 ... NaN NaN
12410 -1.058 0.000 ... NaN 210390.0
12411 -0.701 0.000 ... NaN 87530.0
12412 -1.265 0.000 ... NaN 1000.0
12413 -1.486 0.000 ... NaN 231000.0
12414 -1.291 0.000 ... NaN NaN
12415 -0.744 0.000 ... NaN 50835.0
12416 -0.676 0.000 ... NaN NaN
12417 -1.529 1.000 ... NaN 105200.0
12418 0.042 0.000 ... NaN NaN
12419 -0.103 0.000 ... NaN NaN
12420 -1.605 0.000 ... NaN NaN
12421 0.265 0.000 ... NaN NaN
12422 -0.017 0.000 ... NaN 92300.0
12423 -1.732 1.000 ... NaN NaN
12424 -1.486 0.000 ... NaN 0.0
12425 -0.350 0.000 ... NaN NaN
12426 -0.996 1.000 ... NaN NaN
12427 -0.676 0.000 ... NaN NaN
12428 0.093 0.000 ... NaN 267000.0
12429 -0.217 0.000 ... NaN 107900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.590731e+10 0.186916 19.974429 14.360718
1 NaN 5.868801e+09 0.000000 22.929357 16.772328
2 NaN 6.933074e+10 2.274838 26.919395 22.805965
3 NaN 3.087596e+10 2.076412 30.595400 28.239555
4 NaN 5.580638e+10 2.246642 36.028856 32.641691
5 NaN 1.883088e+11 0.374370 19.737029 15.493775
6 NaN 1.534352e+10 4.881809 27.544042 19.571048
7 NaN 8.382332e+10 0.000000 29.711725 24.278544
8 NaN 1.764552e+10 0.083595 40.835081 32.613650
9 NaN 4.299181e+10 1.735016 28.003153 24.860506
10 NaN 3.721948e+10 0.000000 43.496137 34.717054
11 NaN 2.565731e+10 1.309942 24.670255 20.211459
12 NaN 6.867907e+09 2.380952 20.610240 15.667591
13 NaN 1.612618e+10 1.326595 32.078820 29.566646
14 NaN 1.209260e+10 1.331558 18.271998 13.841666
15 NaN 3.548722e+10 1.628743 39.184374 35.804885
16 NaN 3.548722e+10 1.628743 39.769130 36.156619
17 NaN 2.880484e+10 0.187178 19.236257 15.755701
18 NaN 2.708628e+10 1.894279 31.785429 28.355143
19 NaN 9.129425e+10 3.381587 29.108991 25.126634
20 NaN 1.721114e+11 0.000000 43.528380 39.246271
21 NaN 1.253222e+11 1.787165 27.530782 24.241313
22 NaN 1.632635e+10 0.000000 38.505364 33.291762
23 NaN 8.444857e+10 0.000000 29.765627 26.400754
24 NaN 4.428732e+10 3.189066 25.321690 20.869736
25 NaN 3.434596e+10 0.000000 29.662375 25.809894
26 NaN 8.412233e+09 1.759944 14.786941 10.937058
27 NaN 8.412233e+09 1.759944 45.350148 42.681052
28 NaN 7.573392e+10 2.697795 26.190832 22.698046
29 NaN 3.324254e+11 2.378828 28.373309 25.128869
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 25.955510 18.037353
12401 NaN 6.090515e+06 0.000000 99.264408 96.571955
12402 116.95 3.347700e+06 0.000000 90.357859 86.301164
12403 341.99 4.904000e+05 0.000000 134.833864 131.554885
12404 NaN 6.478820e+06 0.000000 108.519739 105.441414
12405 NaN 2.525880e+07 NaN 103.643551 100.131195
12406 13.29 6.832300e+04 NaN 101.877131 97.996455
12407 NaN 1.513400e+06 NaN 107.343987 104.025056
12408 338706.85 1.934550e+07 0.000000 153.035122 150.242229
12409 NaN 5.030700e+01 0.000000 52.824614 43.235696
12410 35439.61 2.862300e+07 0.000000 97.177799 94.369152
12411 10960.02 1.617636e+06 0.000000 153.927177 151.342185
12412 21878.14 4.413200e+07 0.000000 35.651616 30.833946
12413 22154.68 5.369580e+06 NaN 93.828525 90.935633
12414 NaN 7.414000e+05 NaN 45.617831 38.781295
12415 7620.65 7.785400e+06 0.000000 173.884219 171.854740
12416 NaN 2.087610e+07 0.000000 95.595054 91.690170
12417 2000496.05 3.111971e+10 4.745098 27.960569 24.893517
12418 NaN 1.352860e+06 0.000000 60.824129 51.533512
12419 NaN 1.087100e+06 NaN 125.680772 122.003391
12420 NaN 1.251480e+06 0.000000 39.753480 32.341822
12421 NaN 2.591100e+05 NaN 109.387973 105.441514
12422 2200.19 3.081600e+06 NaN 133.418691 130.001161
12423 NaN 1.008350e+06 0.000000 198.370534 197.061325
12424 NaN 9.511445e+06 0.000000 91.121759 86.728138
12425 NaN 3.593920e+07 0.000000 76.227708 71.543292
12426 NaN 1.307280e+06 NaN 105.327539 102.333441
12427 NaN 2.437080e+07 NaN 49.450364 42.641070
12428 3987.17 2.031860e+06 0.000000 162.507628 159.712557
12429 3088088.14 8.607342e+08 0.614675 47.220687 35.873797
HistBeta PredBeta DataDate
0 -0.000176 0.087685 20040206
1 0.000000 0.086155 20040206
2 0.020802 0.133100 20040206
3 -0.065748 0.250009 20040206
4 -0.024298 0.277089 20040206
5 0.025311 0.262980 20040206
6 -0.002605 -0.014478 20040206
7 0.116183 0.179083 20040206
8 0.642379 1.096684 20040206
9 0.051787 0.281567 20040206
10 -0.068126 0.513276 20040206
11 0.499269 0.865113 20040206
12 0.174406 0.543316 20040206
13 0.254740 0.472040 20040206
14 0.000000 0.044369 20040206
15 -0.116380 0.069357 20040206
16 0.420390 0.633897 20040206
17 0.028081 0.070145 20040206
18 0.095522 0.497595 20040206
19 0.064247 0.180314 20040206
20 0.157599 0.388778 20040206
21 -0.173612 0.056005 20040206
22 0.814529 1.013158 20040206
23 0.054134 0.409871 20040206
24 -0.011582 0.320310 20040206
25 0.400654 0.706108 20040206
26 0.013822 0.217087 20040206
27 0.359211 0.683485 20040206
28 0.298006 0.517459 20040206
29 0.001439 0.261205 20040206
... ... ... ...
12400 0.000000 -0.023229 20040206
12401 0.393364 0.696575 20040206
12402 0.832547 1.166608 20040206
12403 1.063086 1.256978 20040206
12404 0.668092 0.910914 20040206
12405 0.658767 1.015949 20040206
12406 1.013404 1.312558 20040206
12407 0.875742 1.117852 20040206
12408 0.855841 0.981482 20040206
12409 1.072016 1.348900 20040206
12410 0.488523 0.753324 20040206
12411 0.661199 1.094466 20040206
12412 0.388501 0.288627 20040206
12413 0.281731 0.698337 20040206
12414 0.375840 0.652737 20040206
12415 0.640065 0.932318 20040206
12416 0.673222 0.943608 20040206
12417 0.260651 0.354493 20040206
12418 1.019965 1.109478 20040206
12419 0.950247 1.346972 20040206
12420 0.223891 0.540909 20040206
12421 1.128176 1.457245 20040206
12422 0.991576 1.199166 20040206
12423 0.162446 0.400575 20040206
12424 0.281329 0.512224 20040206
12425 0.830550 1.124077 20040206
12426 0.518494 0.774153 20040206
12427 0.673168 0.918631 20040206
12428 1.044792 1.228140 20040206
12429 0.895010 1.126108 20040206
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12426 USAZZJ1 2.822 0.00 0.0
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12428 USAZZP1 0.864 0.00 0.0
12429 USAZZR1 0.895 0.00 0.0
12430 USAZZX1 0.844 0.00 0.0
12431 USAZZY1 -0.339 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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2 -2.020 0.000 ... NaN NaN
3 -2.198 0.000 ... NaN NaN
4 -2.120 0.000 ... NaN NaN
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6 -2.068 0.000 ... NaN NaN
7 -1.823 0.000 ... NaN NaN
8 -0.736 0.000 ... NaN NaN
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12 -1.705 0.000 ... NaN NaN
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14 -2.063 0.000 ... NaN NaN
15 -2.321 0.000 ... NaN 1170.0
16 -1.199 0.000 ... NaN 481.0
17 -2.005 0.000 ... NaN NaN
18 -1.867 0.000 ... NaN NaN
19 -1.931 0.000 ... NaN NaN
20 -1.737 0.000 ... NaN NaN
21 -2.422 1.000 ... NaN NaN
22 -0.380 0.000 ... NaN NaN
23 -1.951 0.000 ... NaN NaN
24 -2.087 0.000 ... NaN NaN
25 -1.235 0.000 ... NaN NaN
26 -2.034 0.000 ... NaN NaN
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29 -2.060 0.000 ... NaN 3750.0
... ... ... ... ... ...
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12404 -0.348 0.000 ... NaN NaN
12405 0.133 0.000 ... NaN NaN
12406 -0.689 0.000 ... NaN 5000.0
12407 -0.708 0.000 ... NaN NaN
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12414 -1.266 0.000 ... NaN 700.0
12415 -1.489 0.000 ... NaN 94660.0
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12418 -0.677 0.000 ... NaN NaN
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12423 0.270 0.000 ... NaN 113300.0
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12426 -1.510 0.000 ... NaN 0.0
12427 -0.377 0.000 ... NaN 5200.0
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12429 -0.677 0.000 ... NaN NaN
12430 0.095 0.000 ... NaN 70260.0
12431 -0.221 0.000 ... NaN 73200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.986549e+09 0.000000 22.280509 16.437467
2 NaN 6.931512e+10 2.274838 25.999782 21.973421
3 NaN 3.060074e+10 2.076412 29.598876 27.291386
4 NaN 5.575313e+10 2.246642 34.874356 31.350585
5 NaN 1.873957e+11 0.374370 19.073969 14.943432
6 NaN 1.536716e+10 4.881809 26.642763 18.863612
7 NaN 8.285523e+10 0.000000 28.777903 23.400830
8 NaN 1.766389e+10 0.083595 39.553907 31.341917
9 NaN 4.277685e+10 1.735016 27.125562 23.961705
10 NaN 3.665567e+10 0.000000 42.044881 33.303331
11 NaN 2.586552e+10 1.309942 24.098654 19.479666
12 NaN 6.829243e+09 2.380952 20.004144 15.133892
13 NaN 1.607421e+10 1.326595 32.010512 29.501994
14 NaN 1.220180e+10 1.331558 17.717974 13.347702
15 NaN 3.517516e+10 1.628743 38.008502 34.632581
16 NaN 3.517516e+10 1.628743 38.248332 34.760499
17 NaN 2.840750e+10 0.187178 18.684772 15.286967
18 NaN 2.679989e+10 1.894279 30.697418 27.314205
19 NaN 9.167900e+10 3.381587 28.325819 24.422192
20 NaN 1.715551e+11 0.000000 41.903183 37.682680
21 NaN 1.287877e+11 1.787165 26.787928 23.459188
22 NaN 1.644278e+10 0.000000 37.287769 31.980500
23 NaN 8.439730e+10 0.000000 28.718251 25.427798
24 NaN 4.428732e+10 3.189066 24.505425 20.114781
25 NaN 3.367156e+10 0.000000 28.718120 24.844016
26 NaN 8.443750e+09 1.759944 14.378373 10.587841
27 NaN 8.443750e+09 1.759944 44.323022 41.609762
28 NaN 7.548073e+10 2.697795 25.351770 21.873318
29 NaN 3.295200e+11 2.378828 27.442003 24.331411
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 25.308309 17.588560
12403 728.65 6.927600e+06 0.000000 95.907016 93.169534
12404 NaN 3.347700e+06 0.000000 95.563522 92.171235
12405 NaN 4.904000e+05 0.000000 129.635907 126.397687
12406 7225.14 6.478820e+06 0.000000 105.573566 102.503579
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12408 16.60 6.832300e+04 NaN 96.825715 92.815358
12409 NaN 1.513400e+06 NaN 105.027609 101.753470
12410 360826.01 2.006200e+07 0.000000 147.560798 144.820000
12411 NaN 5.030700e+01 0.000000 51.450428 41.735397
12412 36228.02 2.961000e+07 0.000000 93.870367 91.101353
12413 12386.55 1.752439e+06 0.000000 148.629435 146.169315
12414 19594.50 4.397624e+07 0.000000 34.407317 29.723659
12415 23720.46 5.369580e+06 NaN 89.117587 86.124518
12416 NaN 7.414000e+05 NaN 44.316386 37.581864
12417 8269.10 6.673200e+06 0.000000 168.964145 166.906132
12418 NaN 2.087610e+07 0.000000 92.143409 88.241454
12419 2037861.15 3.099113e+10 4.745098 27.162882 24.077966
12420 NaN 1.352860e+06 0.000000 58.827315 49.477892
12421 NaN 1.087100e+06 NaN 122.002978 118.328022
12422 NaN 1.251480e+06 0.000000 38.634113 31.333215
12423 1436.47 2.591100e+05 NaN 106.077283 102.171465
12424 2310.12 2.978880e+06 NaN 129.856840 126.432412
12425 NaN 1.008350e+06 0.000000 190.764897 189.461437
12426 NaN 9.335071e+06 0.000000 88.583065 84.256437
12427 14856.52 3.838960e+07 0.000000 74.441098 69.935532
12428 NaN 1.307280e+06 NaN 101.211692 98.222810
12429 NaN 2.437080e+07 NaN 47.935984 41.098334
12430 2742.14 2.031860e+06 0.000000 156.708707 153.943294
12431 2552153.15 8.687276e+08 0.614675 46.038752 34.600572
HistBeta PredBeta DataDate
0 -0.000177 0.098891 20040209
1 -0.000002 0.099239 20040209
2 0.020870 0.133035 20040209
3 -0.065686 0.260950 20040209
4 -0.027651 0.276137 20040209
5 0.025272 0.269532 20040209
6 -0.002515 -0.011105 20040209
7 0.115884 0.186206 20040209
8 0.642623 1.095213 20040209
9 0.050926 0.282616 20040209
10 -0.069977 0.518421 20040209
11 0.498999 0.868625 20040209
12 0.173052 0.545383 20040209
13 0.243282 0.390521 20040209
14 -0.000002 0.048634 20040209
15 -0.125295 0.051171 20040209
16 0.418535 0.659131 20040209
17 0.027723 0.059340 20040209
18 0.094870 0.485774 20040209
19 0.063829 0.225043 20040209
20 0.157712 0.393938 20040209
21 -0.174014 0.073416 20040209
22 0.815145 0.995204 20040209
23 0.053933 0.400198 20040209
24 -0.011957 0.318315 20040209
25 0.400922 0.697657 20040209
26 0.013841 0.221026 20040209
27 0.364506 0.720971 20040209
28 0.297734 0.510117 20040209
29 0.001328 0.266437 20040209
... ... ... ...
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12404 0.830544 1.117877 20040209
12405 1.063699 1.204799 20040209
12406 0.665472 0.920185 20040209
12407 0.656086 1.016772 20040209
12408 1.013594 1.300084 20040209
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12411 1.072303 1.361653 20040209
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12413 0.653781 0.965688 20040209
12414 0.385801 0.262211 20040209
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12416 0.371741 0.668381 20040209
12417 0.661608 0.956566 20040209
12418 0.671092 0.947627 20040209
12419 0.262222 0.381772 20040209
12420 1.019120 1.128405 20040209
12421 0.949397 1.338197 20040209
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12425 0.150957 0.405591 20040209
12426 0.267797 0.532193 20040209
12427 0.816383 1.013091 20040209
12428 0.506742 0.774460 20040209
12429 0.671060 0.926590 20040209
12430 1.045348 1.274830 20040209
12431 0.892244 1.126846 20040209
[12432 rows x 92 columns],
'20040210': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.178 0.00 0.0
1 USA0011 0.261 0.00 0.0
2 USA0031 0.177 0.00 0.0
3 USA0062 -0.078 0.43 0.0
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28 USA02H1 0.071 0.00 0.0
29 USA02P1 -0.166 0.00 0.0
... ... ... ... ...
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12429 USAZZX1 2.848 0.00 0.0
12430 USAZZY1 -1.421 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
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12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
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12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.067 0.000 ... NaN NaN
1 -2.066 0.000 ... NaN NaN
2 -2.025 0.000 ... NaN NaN
3 -2.206 0.000 ... NaN NaN
4 -2.125 0.000 ... NaN NaN
5 -2.014 0.000 ... NaN NaN
6 -2.072 0.000 ... NaN NaN
7 -1.826 0.000 ... NaN NaN
8 -0.747 0.000 ... NaN NaN
9 -1.961 0.862 ... NaN NaN
10 -2.211 0.000 ... NaN NaN
11 -1.036 0.000 ... NaN NaN
12 -1.706 0.000 ... NaN NaN
13 -1.574 0.000 ... NaN 33720.0
14 -2.066 0.000 ... NaN NaN
15 -2.329 0.000 ... NaN NaN
16 -1.224 0.000 ... NaN 1400.0
17 -2.009 0.000 ... NaN NaN
18 -1.874 0.000 ... NaN NaN
19 -1.937 0.000 ... NaN NaN
20 -1.747 0.000 ... NaN NaN
21 -2.427 1.000 ... NaN NaN
22 -0.389 0.000 ... NaN NaN
23 -1.955 0.000 ... NaN NaN
24 -2.089 0.000 ... NaN NaN
25 -1.241 0.000 ... NaN NaN
26 -2.038 0.000 ... NaN NaN
27 -1.307 0.000 ... NaN NaN
28 -1.454 0.000 ... NaN NaN
29 -2.067 0.000 ... NaN 3750.0
... ... ... ... ... ...
12401 -2.066 0.000 ... NaN NaN
12402 -1.287 0.000 ... NaN NaN
12403 -0.351 0.000 ... NaN NaN
12404 0.134 0.000 ... NaN 1203.0
12405 -0.709 0.000 ... NaN 7500.0
12406 -0.712 0.000 ... NaN NaN
12407 0.028 0.000 ... NaN 41800.0
12408 -0.259 0.000 ... NaN NaN
12409 -0.321 0.000 ... NaN 260554.0
12410 0.152 0.000 ... NaN NaN
12411 -1.026 0.000 ... NaN 127461.0
12412 -0.707 0.000 ... NaN 1000391.0
12413 -1.259 0.000 ... NaN 900.0
12414 -1.473 0.000 ... NaN 91450.0
12415 -1.302 0.000 ... NaN NaN
12416 -0.731 0.000 ... NaN 369010.0
12417 -0.727 0.000 ... NaN 10000.0
12418 -1.539 1.000 ... NaN 36600.0
12419 0.045 0.000 ... NaN NaN
12420 -0.100 0.000 ... NaN NaN
12421 -1.603 0.000 ... NaN NaN
12422 0.333 0.000 ... NaN 408200.0
12423 0.005 0.000 ... NaN 294.0
12424 -1.806 1.000 ... NaN 845.0
12425 -1.512 0.000 ... NaN 0.0
12426 -0.381 0.000 ... NaN 4200.0
12427 -1.018 1.000 ... NaN NaN
12428 -0.683 0.000 ... NaN NaN
12429 0.072 0.000 ... NaN 4400.0
12430 -0.201 0.000 ... NaN 105800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.622689e+10 0.186916 18.717526 13.450138
1 NaN 5.961760e+09 0.000000 21.852508 16.101981
2 NaN 6.890885e+10 2.274838 25.280529 21.376693
3 NaN 3.063514e+10 2.076412 28.719618 26.490751
4 NaN 5.637882e+10 2.246642 33.898628 30.483469
5 NaN 1.917525e+11 0.374370 18.578132 14.544555
6 NaN 1.566663e+10 4.881809 25.943853 18.385919
7 NaN 8.386204e+10 0.000000 27.961098 22.755589
8 NaN 1.791366e+10 0.083595 38.421531 30.486124
9 NaN 4.282646e+10 1.735016 26.439525 23.367068
10 NaN 3.668893e+10 0.000000 40.975279 32.430677
11 NaN 2.612727e+10 1.309942 23.379381 18.925423
12 NaN 6.834767e+09 2.380952 19.424988 14.705412
13 NaN 1.610964e+10 1.326595 30.861840 28.677877
14 NaN 1.218910e+10 1.331558 17.283299 13.024560
15 NaN 3.502313e+10 1.628743 36.858036 33.668573
16 NaN 3.502313e+10 1.628743 37.358091 33.933961
17 NaN 2.884502e+10 0.187178 18.164821 14.869003
18 NaN 2.641689e+10 1.894279 29.696979 26.418505
19 NaN 9.249127e+10 3.381587 27.718773 23.896082
20 NaN 1.717637e+11 0.000000 40.598568 36.497154
21 NaN 1.282224e+11 1.787165 26.052354 22.812328
22 NaN 1.640397e+10 0.000000 36.207632 31.090041
23 NaN 8.547406e+10 0.000000 27.906969 24.712380
24 NaN 4.442681e+10 3.189066 23.890021 19.593928
25 NaN 3.369565e+10 0.000000 27.863969 24.137943
26 NaN 8.438020e+09 1.759944 13.963902 10.309872
27 NaN 8.438020e+09 1.759944 43.224669 40.571033
28 NaN 7.550994e+10 2.697795 24.567654 21.211347
29 NaN 3.256126e+11 2.378828 26.707078 23.594280
... ... ... ... ... ...
12401 NaN 5.056250e+06 NaN 24.693038 17.221323
12402 NaN 6.927600e+06 0.000000 96.077324 93.542890
12403 NaN 3.347700e+06 0.000000 93.166290 89.861077
12404 330.13 4.904000e+05 0.000000 125.294851 122.038502
12405 7166.04 6.241790e+06 0.000000 101.838834 98.734389
12406 NaN 2.525880e+07 NaN 95.469789 92.024737
12407 17.74 6.832300e+04 NaN 94.503079 90.606814
12408 NaN 1.513400e+06 NaN 102.124155 98.898519
12409 350820.24 1.934550e+07 0.000000 144.266232 141.592106
12410 NaN 5.030700e+01 0.000000 50.213932 40.735682
12411 38115.44 3.010350e+07 0.000000 91.403454 88.739464
12412 12414.66 1.752439e+06 0.000000 145.073660 142.657102
12413 19109.29 4.439160e+07 0.000000 33.554208 28.962910
12414 23411.27 5.518735e+06 NaN 86.971395 84.046632
12415 NaN 7.414000e+05 NaN 43.181236 36.648487
12416 8077.73 6.117100e+06 0.000000 165.600791 163.572682
12417 740.91 1.908672e+07 0.000000 89.722939 85.912328
12418 1998814.05 3.093440e+10 4.745098 27.272688 24.398019
12419 NaN 1.352860e+06 0.000000 57.404395 47.940834
12420 NaN 1.087100e+06 NaN 118.934436 115.319995
12421 NaN 1.251480e+06 0.000000 37.744565 30.581903
12422 1445.40 3.454800e+05 NaN 106.155892 102.451139
12423 2207.05 2.978880e+06 NaN 124.516582 121.193595
12424 249.96 7.035000e+05 0.000000 189.471023 188.216140
12425 NaN 9.367553e+06 0.000000 86.512722 82.335877
12426 15078.50 3.838960e+07 0.000000 72.534075 68.213701
12427 NaN 1.307280e+06 NaN 98.206507 95.242409
12428 NaN 2.437080e+07 NaN 46.657590 40.043491
12429 2621.30 1.930267e+06 0.000000 153.343709 150.610801
12430 2582038.71 8.840750e+08 0.614675 44.683598 33.668280
HistBeta PredBeta DataDate
0 -0.000177 0.095356 20040210
1 0.000001 0.103563 20040210
2 0.019988 0.130234 20040210
3 -0.067357 0.253893 20040210
4 -0.028424 0.255767 20040210
5 0.025402 0.264285 20040210
6 -0.002788 -0.003448 20040210
7 0.116006 0.181799 20040210
8 0.637915 1.094675 20040210
9 0.051025 0.278618 20040210
10 -0.070021 0.490739 20040210
11 0.498101 0.856265 20040210
12 0.174265 0.537390 20040210
13 0.237936 0.417288 20040210
14 0.000001 0.036635 20040210
15 -0.126910 0.065805 20040210
16 0.407326 0.672137 20040210
17 0.027877 0.064838 20040210
18 0.093254 0.460690 20040210
19 0.062614 0.222345 20040210
20 0.154525 0.386449 20040210
21 -0.174133 0.068322 20040210
22 0.810591 0.988407 20040210
23 0.053918 0.383882 20040210
24 -0.011036 0.320384 20040210
25 0.399111 0.689402 20040210
26 0.013738 0.209893 20040210
27 0.367147 0.720049 20040210
28 0.296250 0.506052 20040210
29 -0.000146 0.271053 20040210
... ... ... ...
12401 0.000001 -0.017340 20040210
12402 0.376649 0.611658 20040210
12403 0.829300 1.107507 20040210
12404 1.063616 1.234145 20040210
12405 0.656286 0.978148 20040210
12406 0.654585 1.011062 20040210
12407 1.012343 1.331100 20040210
12408 0.873470 1.115149 20040210
12409 0.843743 1.094855 20040210
12410 1.072015 1.377918 20040210
12411 0.503064 0.763822 20040210
12412 0.657201 1.046145 20040210
12413 0.390501 0.277281 20040210
12414 0.287016 0.665297 20040210
12415 0.369569 0.657911 20040210
12416 0.645438 1.008057 20040210
12417 0.647457 0.962855 20040210
12418 0.255096 0.382169 20040210
12419 1.020427 1.173150 20040210
12420 0.950337 1.356521 20040210
12421 0.223854 0.540084 20040210
12422 1.159504 1.400177 20040210
12423 1.001210 1.272127 20040210
12424 0.125977 0.436720 20040210
12425 0.267848 0.531859 20040210
12426 0.814869 1.051441 20040210
12427 0.506595 0.807159 20040210
12428 0.668611 0.922634 20040210
12429 1.033721 1.319069 20040210
12430 0.901669 1.105373 20040210
[12431 rows x 92 columns],
'20040211': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.392 0.00 0.0
1 USA0011 -0.216 0.00 0.0
2 USA0031 -0.124 0.00 0.0
3 USA0062 -0.270 0.43 0.0
4 USA00E2 0.194 0.00 0.0
5 USA00F1 0.118 0.00 0.0
6 USA00G2 0.141 0.00 0.0
7 USA00H1 -0.156 0.00 0.0
8 USA00I1 -0.027 0.00 0.0
9 USA00J1 -0.237 0.00 0.0
10 USA00K1 -0.358 0.00 0.0
11 USA00P1 0.340 0.00 0.0
12 USA00R1 -0.003 0.00 0.0
13 USA00S1 -0.536 0.00 0.0
14 USA00V1 0.482 0.00 0.0
15 USA0131 -0.457 1.00 0.0
16 USA0161 -0.620 1.00 0.0
17 USA01I1 0.097 0.00 0.0
18 USA01J2 0.759 0.00 0.0
19 USA01L1 0.355 0.00 0.0
20 USA01P1 -0.767 0.00 0.0
21 USA01Q1 -0.379 0.00 0.0
22 USA0202 0.057 0.00 0.0
23 USA0231 -0.138 0.00 0.0
24 USA0281 0.185 0.00 0.0
25 USA0291 -0.346 0.00 0.0
26 USA02A1 0.008 0.00 0.0
27 USA02B1 0.936 0.00 0.0
28 USA02H1 0.225 0.00 0.0
29 USA02P1 0.286 0.00 0.0
... ... ... ... ...
12401 USAZY41 -0.449 0.00 0.0
12402 USAZY51 -1.058 0.00 0.0
12403 USAZY61 1.567 0.00 0.0
12404 USAZY71 -0.843 0.00 0.0
12405 USAZYI1 -0.633 0.00 0.0
12406 USAZYJ1 0.222 0.00 0.0
12407 USAZYK1 -0.921 0.00 0.0
12408 USAZYM1 -0.721 0.00 0.0
12409 USAZYR1 1.935 0.00 0.0
12410 USAZYS1 -0.828 0.00 0.0
12411 USAZYT1 1.519 0.00 0.0
12412 USAZYV1 -2.836 0.00 0.0
12413 USAZYX1 -0.163 0.00 0.0
12414 USAZZ41 0.854 0.00 0.0
12415 USAZZ51 -1.070 0.00 0.0
12416 USAZZ61 1.332 0.00 0.0
12417 USAZZ71 -0.445 0.00 0.0
12418 USAZZ81 -0.963 0.00 0.0
12419 USAZZ91 -0.856 0.00 0.0
12420 USAZZA1 -0.867 0.00 0.0
12421 USAZZB1 -1.249 0.00 0.0
12422 USAZZD1 -0.678 0.00 0.0
12423 USAZZF1 -2.836 0.00 0.0
12424 USAZZI1 -2.836 0.00 0.0
12425 USAZZJ1 -2.402 0.00 0.0
12426 USAZZL1 -0.780 0.00 0.0
12427 USAZZP1 -2.836 0.00 0.0
12428 USAZZR1 -0.731 0.00 0.0
12429 USAZZX1 -0.732 0.00 0.0
12430 USAZZY1 -0.764 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.087 0.000 ... NaN NaN
1 -2.087 0.000 ... NaN NaN
2 -2.049 0.000 ... NaN NaN
3 -2.233 0.000 ... NaN NaN
4 -2.147 0.000 ... NaN NaN
5 -2.036 0.000 ... NaN NaN
6 -2.093 0.000 ... NaN NaN
7 -1.845 0.000 ... NaN NaN
8 -0.778 0.000 ... NaN NaN
9 -1.981 0.862 ... NaN NaN
10 -2.231 0.000 ... NaN NaN
11 -1.050 0.000 ... NaN NaN
12 -1.718 0.000 ... NaN NaN
13 -1.562 0.000 ... NaN 27888.0
14 -2.087 0.000 ... NaN NaN
15 -2.356 0.000 ... NaN NaN
16 -1.236 0.000 ... NaN 955.0
17 -2.028 0.000 ... NaN NaN
18 -1.898 0.000 ... NaN NaN
19 -1.961 0.000 ... NaN NaN
20 -1.781 0.000 ... NaN NaN
21 -2.449 1.000 ... NaN NaN
22 -0.422 0.000 ... NaN NaN
23 -1.976 0.000 ... NaN NaN
24 -2.110 0.000 ... NaN NaN
25 -1.267 0.000 ... NaN NaN
26 -2.058 0.000 ... NaN NaN
27 -1.379 0.000 ... NaN 500.0
28 -1.471 0.000 ... NaN NaN
29 -2.091 0.000 ... NaN 3750.0
... ... ... ... ... ...
12401 -2.087 0.000 ... NaN NaN
12402 -1.299 0.000 ... NaN 1250.0
12403 -0.516 0.000 ... NaN 2000.0
12404 0.130 0.000 ... NaN 850.0
12405 -0.718 0.000 ... NaN NaN
12406 -0.768 0.000 ... NaN NaN
12407 0.024 0.000 ... NaN 29000.0
12408 -0.265 0.000 ... NaN NaN
12409 -0.409 0.000 ... NaN 89946.0
12410 0.147 0.000 ... NaN NaN
12411 -1.090 0.000 ... NaN 18100.0
12412 -0.296 0.000 ... NaN 2099229.0
12413 -1.308 0.000 ... NaN 9700.0
12414 -1.513 0.000 ... NaN 125011.0
12415 -1.319 0.000 ... NaN NaN
12416 -0.874 0.000 ... NaN 956421.0
12417 -0.737 0.000 ... NaN NaN
12418 -1.542 1.000 ... NaN 24800.0
12419 0.037 0.000 ... NaN NaN
12420 -0.108 0.000 ... NaN NaN
12421 -1.622 0.000 ... NaN NaN
12422 0.325 0.000 ... NaN 151000.0
12423 0.041 0.000 ... NaN 101426.0
12424 -1.723 1.000 ... NaN 24500.0
12425 -1.479 0.000 ... NaN 0.0
12426 -0.394 0.000 ... NaN NaN
12427 -0.329 1.000 ... NaN 334.0
12428 -0.700 0.000 ... NaN NaN
12429 0.061 0.000 ... NaN NaN
12430 -0.119 0.000 ... NaN 155800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.754518e+10 0.186916 19.293835 13.902106
1 NaN 5.899788e+09 0.000000 22.437892 16.501933
2 NaN 6.969013e+10 2.274838 25.787450 21.842773
3 NaN 3.104797e+10 2.076412 29.370203 27.124659
4 NaN 5.652526e+10 2.246642 34.783414 31.310698
5 NaN 1.939701e+11 0.374370 19.046574 14.955649
6 NaN 1.573755e+10 4.881809 26.480247 18.853065
7 NaN 8.498502e+10 0.000000 28.488756 23.253791
8 NaN 1.836177e+10 0.083595 38.961035 31.254822
9 NaN 4.287606e+10 1.735016 26.949768 23.886819
10 NaN 3.708809e+10 0.000000 41.726767 33.208320
11 NaN 2.649610e+10 1.309942 23.783751 19.539077
12 NaN 6.766275e+09 2.380952 19.641042 15.042610
13 NaN 1.619704e+10 1.326595 31.514882 29.340597
14 NaN 1.266143e+10 1.331558 17.866824 13.522674
15 NaN 3.559924e+10 1.628743 37.714415 34.476506
16 NaN 3.559924e+10 1.628743 38.118007 34.732615
17 NaN 2.935397e+10 0.187178 18.529244 15.187334
18 NaN 2.724501e+10 1.894279 30.713864 27.286856
19 NaN 9.359210e+10 3.381587 28.376710 24.554757
20 NaN 1.686344e+11 0.000000 41.529970 37.328699
21 NaN 1.273130e+11 1.787165 26.660730 23.338082
22 NaN 1.663683e+10 0.000000 36.686252 31.784566
23 NaN 8.637136e+10 0.000000 28.510143 25.299370
24 NaN 4.443677e+10 3.189066 24.425234 20.077924
25 NaN 3.398467e+10 0.000000 28.242390 24.634568
26 NaN 8.415098e+09 1.759944 14.230609 10.555483
27 NaN 8.415098e+09 1.759944 44.324123 41.731772
28 NaN 7.721412e+10 2.697795 25.103708 21.793894
29 NaN 3.314236e+11 2.378828 27.390845 24.235315
... ... ... ... ... ...
12401 NaN 5.056250e+06 NaN 25.180208 17.569554
12402 744.53 6.927600e+06 0.000000 97.736436 95.146229
12403 96.27 2.454980e+06 0.000000 92.244659 88.992198
12404 330.91 4.904000e+05 0.000000 126.370096 123.135913
12405 NaN 6.241790e+06 0.000000 102.415170 99.374116
12406 NaN 2.525880e+07 NaN 97.142091 93.733509
12407 18.39 6.832300e+04 NaN 95.751702 91.871050
12408 NaN 1.513400e+06 NaN 103.755395 100.552229
12409 340606.18 1.827075e+07 0.000000 147.279664 144.709205
12410 NaN 5.030700e+01 0.000000 50.948226 41.594676
12411 37928.46 2.862300e+07 0.000000 93.505042 90.876152
12412 14119.52 2.696060e+06 0.000000 163.639747 161.221313
12413 23528.81 4.413200e+07 0.000000 34.190663 29.582159
12414 23942.27 5.369580e+06 NaN 88.924190 86.108552
12415 NaN 7.414000e+05 NaN 44.128876 37.426280
12416 8438.37 5.004900e+06 0.000000 170.073743 168.060998
12417 NaN 1.908672e+07 0.000000 90.804761 87.111909
12418 1986961.43 3.116218e+10 4.745098 27.090867 24.032848
12419 NaN 1.352860e+06 0.000000 58.299864 49.020978
12420 NaN 1.087100e+06 NaN 121.405181 117.891508
12421 NaN 1.251480e+06 0.000000 38.618919 31.294465
12422 1407.12 3.454800e+05 NaN 113.746162 110.581441
12423 2826.50 3.081600e+06 NaN 127.379511 124.014574
12424 245.30 8.207500e+05 0.000000 194.106872 192.713379
12425 NaN 9.631428e+06 0.000000 88.386518 84.099054
12426 NaN 3.838960e+07 0.000000 73.858131 69.592937
12427 5.45 2.723500e+06 NaN 106.683988 103.286134
12428 NaN 2.437080e+07 NaN 47.371113 40.719450
12429 NaN 1.930267e+06 0.000000 156.152737 153.481756
12430 2623787.29 9.176475e+08 0.614675 45.620532 34.367703
HistBeta PredBeta DataDate
0 -0.000177 0.111002 20040211
1 0.000003 0.094008 20040211
2 0.018245 0.118893 20040211
3 -0.069996 0.244814 20040211
4 -0.028858 0.263688 20040211
5 0.024480 0.263900 20040211
6 -0.003306 -0.006541 20040211
7 0.115849 0.170991 20040211
8 0.627510 1.066670 20040211
9 0.050835 0.258809 20040211
10 -0.069090 0.497933 20040211
11 0.497254 0.860240 20040211
12 0.176775 0.532476 20040211
13 0.251330 0.407006 20040211
14 0.000003 0.052343 20040211
15 -0.129068 0.056946 20040211
16 0.408041 0.630479 20040211
17 0.028283 0.058852 20040211
18 0.090623 0.484121 20040211
19 0.060264 0.217336 20040211
20 0.146485 0.356998 20040211
21 -0.173725 0.049452 20040211
22 0.798263 0.961259 20040211
23 0.052911 0.387509 20040211
24 -0.011035 0.317790 20040211
25 0.393028 0.664854 20040211
26 0.013470 0.208971 20040211
27 0.339503 0.696886 20040211
28 0.295016 0.503631 20040211
29 -0.002248 0.276050 20040211
... ... ... ...
12401 0.000003 -0.030574 20040211
12402 0.377830 0.567866 20040211
12403 0.753193 1.079640 20040211
12404 1.063104 1.159394 20040211
12405 0.656181 0.914254 20040211
12406 0.632213 1.000288 20040211
12407 1.011887 1.286229 20040211
12408 0.873414 1.070746 20040211
12409 0.804539 1.027088 20040211
12410 1.070994 1.331295 20040211
12411 0.477834 0.776742 20040211
12412 0.858740 1.127544 20040211
12413 0.373563 0.243374 20040211
12414 0.275040 0.656096 20040211
12415 0.367943 0.603278 20040211
12416 0.581535 0.961664 20040211
12417 0.647025 0.922685 20040211
12418 0.261271 0.352914 20040211
12419 1.018548 1.112660 20040211
12420 0.948595 1.300468 20040211
12421 0.222749 0.492502 20040211
12422 1.156588 1.295232 20040211
12423 1.020104 1.205503 20040211
12424 0.174522 0.457734 20040211
12425 0.291306 0.474846 20040211
12426 0.811758 1.013631 20040211
12427 0.842788 1.025647 20040211
12428 0.665132 0.876057 20040211
12429 1.030045 1.270102 20040211
12430 0.943369 1.143465 20040211
[12431 rows x 92 columns],
'20040212': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.157 0.00 0.0
2 USA0031 -0.054 0.00 0.0
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4 USA00E2 0.462 0.00 0.0
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7 USA00H1 0.318 0.00 0.0
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12 USA00R1 0.454 0.00 0.0
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16 USA0161 0.573 1.00 0.0
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28 USA02H1 0.284 0.00 0.0
29 USA02P1 0.524 0.00 0.0
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12428 USAZZL1 2.765 0.00 0.0
12429 USAZZP1 -0.483 0.00 0.0
12430 USAZZR1 -0.171 0.00 0.0
12431 USAZZX1 -2.795 0.00 0.0
12432 USAZZY1 0.623 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.077 0.000 ... NaN NaN
2 -2.037 0.000 ... NaN NaN
3 -2.217 0.000 ... NaN NaN
4 -2.135 0.000 ... NaN NaN
5 -2.025 0.000 ... NaN NaN
6 -2.083 0.000 ... NaN NaN
7 -1.839 0.000 ... NaN NaN
8 -0.771 0.000 ... NaN NaN
9 -1.973 0.862 ... NaN NaN
10 -2.221 0.000 ... NaN NaN
11 -1.042 0.000 ... NaN NaN
12 -1.713 0.000 ... NaN NaN
13 -1.548 0.000 ... NaN 51533.0
14 -2.077 0.000 ... NaN NaN
15 -2.340 0.000 ... NaN NaN
16 -1.241 0.000 ... NaN NaN
17 -2.019 0.000 ... NaN NaN
18 -1.889 0.000 ... NaN NaN
19 -1.950 0.000 ... NaN NaN
20 -1.768 0.000 ... NaN NaN
21 -2.451 1.000 ... NaN NaN
22 -0.419 0.000 ... NaN NaN
23 -1.966 0.000 ... NaN NaN
24 -2.099 0.000 ... NaN NaN
25 -1.261 0.000 ... NaN NaN
26 -2.049 0.000 ... NaN NaN
27 -1.454 0.000 ... NaN 545.0
28 -1.465 0.000 ... NaN NaN
29 -2.079 0.000 ... NaN 3750.0
... ... ... ... ... ...
12403 -2.077 0.000 ... NaN NaN
12404 -1.295 0.000 ... NaN NaN
12405 -0.538 0.000 ... NaN NaN
12406 0.132 0.000 ... NaN NaN
12407 -0.714 0.000 ... NaN 30000.0
12408 -0.767 0.000 ... NaN NaN
12409 0.020 0.000 ... NaN 12600.0
12410 -0.274 0.000 ... NaN NaN
12411 -0.459 0.000 ... NaN 455666.0
12412 0.146 0.000 ... NaN NaN
12413 -1.006 0.000 ... NaN 56250.0
12414 -0.251 0.000 ... NaN 923250.0
12415 -1.380 0.000 ... NaN 8500.0
12416 -1.533 0.000 ... NaN 156650.0
12417 -1.308 0.000 ... NaN NaN
12418 -0.876 0.000 ... NaN 16500.0
12419 -0.732 0.000 ... NaN NaN
12420 -1.547 1.000 ... NaN 46000.0
12421 0.033 0.000 ... NaN NaN
12422 -0.108 0.000 ... NaN NaN
12423 -1.616 0.000 ... NaN NaN
12424 0.327 0.000 ... NaN 200000.0
12425 -0.013 0.000 ... NaN 30750.0
12426 -1.650 1.000 ... NaN 38500.0
12427 -1.605 0.000 ... NaN 0.0
12428 -0.334 0.000 ... NaN 1500.0
12429 -0.317 1.000 ... NaN NaN
12430 -0.691 0.000 ... NaN NaN
12431 0.026 0.000 ... NaN 10000.0
12432 -0.114 0.000 ... NaN 225000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.752521e+10 0.186916 18.677687 13.532025
1 NaN 5.825421e+09 0.000000 21.773861 16.077536
2 NaN 6.839321e+10 2.274838 25.033645 21.250160
3 NaN 3.177901e+10 2.076412 28.575116 26.410240
4 NaN 5.633888e+10 2.246642 33.701169 30.404762
5 NaN 1.954311e+11 0.374370 18.523025 14.546728
6 NaN 1.580848e+10 4.881809 25.660741 18.334089
7 NaN 8.439126e+10 0.000000 27.681955 22.639423
8 NaN 1.799446e+10 0.083595 38.012369 30.492813
9 NaN 4.295047e+10 1.735016 26.203177 23.264979
10 NaN 3.668893e+10 0.000000 40.557544 32.320811
11 NaN 2.647825e+10 1.309942 23.271121 19.016619
12 NaN 6.716564e+09 2.380952 19.111311 14.641351
13 NaN 1.610492e+10 1.326595 30.672185 28.565987
14 NaN 1.238463e+10 1.331558 17.312796 13.153165
15 NaN 3.550322e+10 1.628743 36.621036 33.564667
16 NaN 3.550322e+10 1.628743 37.057934 33.811426
17 NaN 2.901913e+10 0.187178 18.077338 14.791120
18 NaN 2.715184e+10 1.894279 29.989374 26.714624
19 NaN 9.343179e+10 3.381587 27.637249 23.901127
20 NaN 1.673132e+11 0.000000 40.392481 36.351064
21 NaN 1.266740e+11 1.787165 25.956312 22.763882
22 NaN 1.636516e+10 0.000000 35.721805 30.932864
23 NaN 8.621753e+10 0.000000 27.709811 24.627750
24 NaN 4.461611e+10 3.189066 23.717526 19.528050
25 NaN 3.367156e+10 0.000000 27.467049 23.957539
26 NaN 8.352064e+09 1.759944 13.887654 10.295127
27 NaN 8.352064e+09 1.759944 44.086212 41.620480
28 NaN 7.739915e+10 2.697795 24.418433 21.162848
29 NaN 3.292194e+11 2.378828 26.664537 23.587410
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 24.460926 17.149860
12404 NaN 6.927600e+06 0.000000 95.599900 93.157983
12405 NaN 2.454980e+06 0.000000 86.609879 83.094634
12406 NaN 4.904000e+05 0.000000 123.138850 120.005483
12407 7846.95 6.241790e+06 0.000000 100.506966 97.576597
12408 NaN 2.525880e+07 NaN 95.909092 92.666768
12409 18.96 6.832300e+04 NaN 95.536003 91.912223
12410 NaN 1.513400e+06 NaN 101.618339 98.581849
12411 349742.02 1.934550e+07 0.000000 143.573280 141.045878
12412 NaN 5.030700e+01 0.000000 49.625420 40.628763
12413 38135.14 2.664900e+07 0.000000 91.575306 88.955605
12414 13944.77 2.426454e+06 0.000000 159.584473 157.382178
12415 26977.14 4.568960e+07 0.000000 34.946132 30.461441
12416 25069.55 5.518735e+06 NaN 87.471468 84.749560
12417 NaN 7.414000e+05 NaN 42.833446 36.500643
12418 8437.27 5.004900e+06 0.000000 165.495710 163.613561
12419 NaN 1.908672e+07 0.000000 89.331405 85.812008
12420 1612581.86 3.148291e+10 4.745098 26.327571 23.435070
12421 NaN 1.352860e+06 0.000000 55.952300 46.882347
12422 NaN 1.087100e+06 NaN 119.229919 115.896260
12423 NaN 1.251480e+06 0.000000 37.384911 30.469409
12424 1435.67 3.454800e+05 NaN 111.420559 108.363070
12425 3020.59 3.287040e+06 NaN 125.556924 122.360551
12426 297.80 7.035000e+05 0.000000 189.765497 188.480906
12427 NaN 1.055557e+07 0.000000 87.416231 83.324858
12428 14266.00 3.634760e+07 0.000000 72.589257 68.230597
12429 NaN 2.723500e+06 NaN 105.532740 102.391138
12430 NaN 2.437080e+07 NaN 45.992535 39.610399
12431 2342.39 2.031860e+06 0.000000 152.145821 149.538339
12432 2865962.29 9.131712e+08 0.614675 44.389113 33.463692
HistBeta PredBeta DataDate
0 -0.000177 0.116280 20040212
1 -0.000001 0.104766 20040212
2 0.019125 0.120706 20040212
3 -0.067350 0.263337 20040212
4 -0.027916 0.272854 20040212
5 0.024838 0.261035 20040212
6 -0.002938 -0.004114 20040212
7 0.114527 0.179609 20040212
8 0.628224 1.053589 20040212
9 0.050184 0.265737 20040212
10 -0.069181 0.525649 20040212
11 0.497792 0.868100 20040212
12 0.175003 0.538132 20040212
13 0.254332 0.431453 20040212
14 -0.000001 0.058971 20040212
15 -0.126329 0.096250 20040212
16 0.402197 0.648551 20040212
17 0.027927 0.056333 20040212
18 0.090704 0.484305 20040212
19 0.060938 0.223858 20040212
20 0.148918 0.370288 20040212
21 -0.179683 0.058190 20040212
22 0.797912 0.961247 20040212
23 0.053300 0.394907 20040212
24 -0.010669 0.322393 20040212
25 0.392658 0.672957 20040212
26 0.013457 0.225302 20040212
27 0.299949 0.600872 20040212
28 0.294373 0.506097 20040212
29 -0.000843 0.288370 20040212
... ... ... ...
12403 -0.000001 -0.021736 20040212
12404 0.376049 0.586277 20040212
12405 0.740340 1.134986 20040212
12406 1.062746 1.160486 20040212
12407 0.655712 0.923209 20040212
12408 0.630424 1.001456 20040212
12409 1.008989 1.279681 20040212
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12411 0.778468 0.896907 20040212
12412 1.069711 1.327833 20040212
12413 0.515233 0.876766 20040212
12414 0.878653 1.152342 20040212
12415 0.335330 0.162883 20040212
12416 0.261950 0.582570 20040212
12417 0.370029 0.629683 20040212
12418 0.577637 0.905891 20040212
12419 0.646916 0.923999 20040212
12420 0.255107 0.351003 20040212
12421 1.014928 1.109103 20040212
12422 0.947334 1.293814 20040212
12423 0.221578 0.500737 20040212
12424 1.156659 1.293082 20040212
12425 0.993208 1.146086 20040212
12426 0.205629 0.580334 20040212
12427 0.227169 0.393744 20040212
12428 0.838736 1.107299 20040212
12429 0.846536 1.025399 20040212
12430 0.666742 0.887532 20040212
12431 1.011563 1.193945 20040212
12432 0.944310 1.165474 20040212
[12433 rows x 92 columns],
'20040213': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.246 0.00 0.0
2 USA0031 0.489 0.00 0.0
3 USA0062 0.710 0.43 0.0
4 USA00E2 0.238 0.00 0.0
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7 USA00H1 0.416 0.00 0.0
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15 USA0131 0.981 1.00 0.0
16 USA0161 0.189 1.00 0.0
17 USA01I1 0.421 0.00 0.0
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26 USA02A1 0.624 0.00 0.0
27 USA02B1 2.889 0.00 0.0
28 USA02H1 0.489 0.00 0.0
29 USA02P1 0.433 0.00 0.0
... ... ... ... ...
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12399 USAZY71 -2.866 0.00 0.0
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12402 USAZYK1 -1.124 0.00 0.0
12403 USAZYM1 -2.866 0.00 0.0
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12405 USAZYS1 -1.231 0.00 0.0
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12424 USAZZX1 -1.197 0.00 0.0
12425 USAZZY1 -0.784 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12397 0.0 0.0 0.0 0.0
12398 0.0 0.0 0.0 0.0
12399 0.0 0.0 0.0 0.0
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
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12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
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12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.071 0.000 ... NaN NaN
1 -2.071 0.000 ... NaN NaN
2 -2.028 0.000 ... NaN NaN
3 -2.202 0.000 ... NaN NaN
4 -2.119 0.000 ... NaN NaN
5 -2.020 0.000 ... NaN NaN
6 -2.076 0.000 ... NaN NaN
7 -1.836 0.000 ... NaN NaN
8 -0.766 0.000 ... NaN NaN
9 -1.967 0.862 ... NaN NaN
10 -2.210 0.000 ... NaN NaN
11 -1.035 0.000 ... NaN NaN
12 -1.707 0.000 ... NaN NaN
13 -1.532 0.000 ... NaN 37760.0
14 -2.071 0.000 ... NaN NaN
15 -2.323 0.000 ... NaN NaN
16 -1.249 0.000 ... NaN 1710.0
17 -2.013 0.000 ... NaN NaN
18 -1.880 0.000 ... NaN NaN
19 -1.942 0.000 ... NaN NaN
20 -1.755 0.000 ... NaN NaN
21 -2.437 1.000 ... NaN NaN
22 -0.419 0.000 ... NaN NaN
23 -1.962 0.000 ... NaN NaN
24 -2.096 0.000 ... NaN NaN
25 -1.262 0.000 ... NaN NaN
26 -2.043 0.000 ... NaN NaN
27 -1.365 0.000 ... NaN 200.0
28 -1.463 0.000 ... NaN NaN
29 -2.068 0.000 ... NaN 3750.0
... ... ... ... ... ...
12396 -2.071 0.000 ... NaN NaN
12397 -1.207 0.000 ... NaN 500.0
12398 -0.540 0.000 ... NaN NaN
12399 0.041 0.000 ... NaN 5800.0
12400 -0.698 0.000 ... NaN 10000.0
12401 -0.763 0.000 ... NaN NaN
12402 0.022 0.000 ... NaN 3000.0
12403 -0.359 0.000 ... NaN 1000.0
12404 -0.448 0.000 ... NaN 207004.0
12405 0.143 0.000 ... NaN NaN
12406 -1.043 0.000 ... NaN 40315.0
12407 -0.127 0.000 ... NaN 716335.0
12408 -1.379 0.000 ... NaN 900.0
12409 -1.497 0.000 ... NaN 84100.0
12410 -1.289 0.000 ... NaN NaN
12411 -0.872 0.000 ... NaN 4500.0
12412 -0.725 0.000 ... NaN NaN
12413 -1.534 1.000 ... NaN 24800.0
12414 0.030 0.000 ... NaN NaN
12415 -0.267 0.000 ... NaN 30000.0
12416 -1.619 0.000 ... NaN NaN
12417 0.402 0.000 ... NaN 755000.0
12418 -0.015 0.000 ... NaN 5000.0
12419 -1.640 1.000 ... NaN NaN
12420 -1.613 0.000 ... NaN 0.0
12421 -0.352 0.000 ... NaN 14000.0
12422 -0.312 1.000 ... NaN NaN
12423 -0.679 0.000 ... NaN NaN
12424 0.023 0.000 ... NaN NaN
12425 -0.123 0.000 ... NaN 70400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.776489e+10 0.186916 18.018092 13.095840
1 NaN 5.651897e+09 0.000000 20.993272 15.562923
2 NaN 6.923699e+10 2.274838 24.206754 20.567388
3 NaN 3.131458e+10 2.076412 27.702982 25.599530
4 NaN 5.632557e+10 2.246642 32.575158 29.437146
5 NaN 1.949354e+11 0.374370 18.034156 14.103832
6 NaN 1.576119e+10 4.881809 24.760998 17.748182
7 NaN 8.346190e+10 0.000000 26.755005 21.913210
8 NaN 1.860052e+10 0.083595 36.951143 29.534965
9 NaN 4.296701e+10 1.735016 25.242870 22.391447
10 NaN 3.610683e+10 0.000000 39.168147 31.251149
11 NaN 2.607968e+10 1.309942 22.639814 18.380092
12 NaN 6.696679e+09 2.380952 18.589335 14.170904
13 NaN 1.597028e+10 1.326595 29.748028 27.674477
14 NaN 1.239225e+10 1.331558 16.716188 12.740146
15 NaN 3.556724e+10 1.628743 35.344206 32.433162
16 NaN 3.556724e+10 1.628743 35.958200 32.743386
17 NaN 2.919771e+10 0.187178 17.466770 14.312728
18 NaN 2.671363e+10 1.894279 28.892048 25.730879
19 NaN 9.246989e+10 3.381587 26.718798 23.150004
20 NaN 1.671741e+11 0.000000 39.010900 35.129914
21 NaN 1.256909e+11 1.787165 25.112964 22.043381
22 NaN 1.605467e+10 0.000000 34.811829 29.996833
23 NaN 8.852487e+10 0.000000 26.979376 23.835132
24 NaN 4.429728e+10 3.189066 22.939842 18.923346
25 NaN 3.340662e+10 0.000000 26.688783 23.188950
26 NaN 8.317681e+09 1.759944 13.537986 10.016769
27 NaN 8.317681e+09 1.759944 43.647118 41.173075
28 NaN 7.700962e+10 2.697795 23.729327 20.486884
29 NaN 3.278168e+11 2.378828 25.859481 22.898924
... ... ... ... ... ...
12396 NaN 5.056250e+06 NaN 23.847354 16.864186
12397 763.53 6.350300e+06 0.000000 93.886771 91.379681
12398 NaN 2.454980e+06 0.000000 83.734577 80.220172
12399 330.14 7.356000e+05 0.000000 118.993775 115.879988
12400 7176.51 6.162780e+06 0.000000 97.080614 94.178474
12401 NaN 2.525880e+07 NaN 93.443899 90.263062
12402 18.74 6.832300e+04 NaN 92.688206 89.164947
12403 242.61 1.816080e+06 NaN 97.486585 94.433391
12404 353355.21 1.934550e+07 0.000000 139.218488 136.815354
12405 NaN 5.030700e+01 0.000000 48.762609 39.890807
12406 36872.68 2.763600e+07 0.000000 89.254618 86.664827
12407 14385.18 2.022045e+06 0.000000 155.818894 153.579853
12408 27439.14 4.579344e+07 0.000000 33.762748 29.544213
12409 24336.83 5.369580e+06 NaN 84.331598 81.737832
12410 NaN 7.414000e+05 NaN 41.693308 35.533651
12411 8389.40 5.004900e+06 0.000000 160.610391 158.757454
12412 NaN 1.908672e+07 0.000000 87.138657 83.641523
12413 1608339.19 3.170412e+10 4.745098 25.505572 22.697254
12414 NaN 1.352860e+06 0.000000 54.476777 45.518160
12415 3671.07 1.630650e+06 NaN 116.134463 112.946407
12416 NaN 1.251480e+06 0.000000 36.417119 29.682121
12417 1156.22 2.591100e+05 NaN 110.226183 107.063847
12418 3024.67 3.287040e+06 NaN 121.974949 118.876774
12419 NaN 7.035000e+05 0.000000 183.603638 182.327234
12420 NaN 1.070749e+07 0.000000 85.143845 81.048100
12421 17129.63 3.675600e+07 0.000000 70.531313 66.380586
12422 NaN 2.723500e+06 NaN 102.536692 99.374794
12423 NaN 2.437080e+07 NaN 45.368966 38.542450
12424 NaN 2.031860e+06 0.000000 147.631757 145.091935
12425 2894372.29 9.154093e+08 0.614675 43.024999 32.445065
HistBeta PredBeta DataDate
0 -0.000175 0.119966 20040213
1 -0.000004 0.112819 20040213
2 0.020326 0.132210 20040213
3 -0.063425 0.277751 20040213
4 -0.023572 0.272210 20040213
5 0.024343 0.269578 20040213
6 -0.002486 0.007567 20040213
7 0.112953 0.184188 20040213
8 0.628913 1.060749 20040213
9 0.049755 0.267763 20040213
10 -0.067389 0.532672 20040213
11 0.499143 0.857520 20040213
12 0.175053 0.541088 20040213
13 0.259446 0.447519 20040213
14 -0.000004 0.065545 20040213
15 -0.121697 0.131154 20040213
16 0.395849 0.634945 20040213
17 0.027629 0.063543 20040213
18 0.091629 0.472488 20040213
19 0.062096 0.215505 20040213
20 0.152221 0.389066 20040213
21 -0.176595 0.066966 20040213
22 0.796319 0.960151 20040213
23 0.052381 0.407407 20040213
24 -0.012459 0.315263 20040213
25 0.389681 0.677367 20040213
26 0.013413 0.233605 20040213
27 0.340132 0.716099 20040213
28 0.292638 0.507314 20040213
29 0.001213 0.291552 20040213
... ... ... ...
12396 -0.000004 -0.021883 20040213
12397 0.416419 0.704532 20040213
12398 0.737976 1.127977 20040213
12399 1.017636 1.081873 20040213
12400 0.661622 0.936898 20040213
12401 0.630220 0.991489 20040213
12402 1.008822 1.240273 20040213
12403 0.825071 0.981529 20040213
12404 0.781968 0.940322 20040213
12405 1.067026 1.304985 20040213
12406 0.495238 0.784349 20040213
12407 0.937007 1.201243 20040213
12408 0.333585 0.168128 20040213
12409 0.276470 0.647696 20040213
12410 0.376913 0.642671 20040213
12411 0.577975 0.903405 20040213
12412 0.648572 0.907601 20040213
12413 0.258706 0.365576 20040213
12414 1.012719 1.075523 20040213
12415 0.869511 1.183341 20040213
12416 0.217424 0.503862 20040213
12417 1.191730 1.390481 20040213
12418 0.990857 1.160339 20040213
12419 0.207396 0.538566 20040213
12420 0.220780 0.330492 20040213
12421 0.828397 1.030488 20040213
12422 0.847870 1.010198 20040213
12423 0.670864 0.857486 20040213
12424 1.009428 1.207605 20040213
12425 0.938908 1.140321 20040213
[12426 rows x 92 columns],
'20040217': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.160 0.00 0.0
1 USA0011 0.065 0.00 0.0
2 USA0031 1.582 0.00 0.0
3 USA0062 -1.785 0.43 0.0
4 USA00E2 1.027 0.00 0.0
5 USA00F1 -0.166 0.00 0.0
6 USA00G2 -0.493 0.00 0.0
7 USA00H1 -0.791 0.00 0.0
8 USA00I1 -1.921 0.00 0.0
9 USA00J1 -0.405 0.00 0.0
10 USA00K1 -2.859 0.00 0.0
11 USA00P1 -0.320 0.00 0.0
12 USA00R1 -0.392 0.00 0.0
13 USA00S1 -1.861 0.00 0.0
14 USA00V1 -0.550 0.00 0.0
15 USA0131 -0.557 1.00 0.0
16 USA0161 -0.500 1.00 0.0
17 USA01I1 -2.859 0.00 0.0
18 USA01J2 0.033 0.00 0.0
19 USA01L1 -2.827 0.00 0.0
20 USA01P1 1.695 0.00 0.0
21 USA01Q1 -1.794 0.00 0.0
22 USA0202 0.500 0.00 0.0
23 USA0231 -1.827 0.00 0.0
24 USA0281 -0.363 0.00 0.0
25 USA0291 -0.267 0.00 0.0
26 USA02A1 -0.499 0.00 0.0
27 USA02B1 0.080 0.00 0.0
28 USA02H1 -2.859 0.00 0.0
29 USA02P1 1.225 0.00 0.0
... ... ... ... ...
12395 USAZY41 -0.034 0.00 0.0
12396 USAZY51 0.547 0.00 0.0
12397 USAZY61 0.559 0.00 0.0
12398 USAZY71 2.859 0.00 0.0
12399 USAZYI1 0.456 0.00 0.0
12400 USAZYJ1 0.968 0.00 0.0
12401 USAZYK1 1.119 0.00 0.0
12402 USAZYM1 1.614 0.00 0.0
12403 USAZYR1 -2.859 0.00 0.0
12404 USAZYS1 0.916 0.00 0.0
12405 USAZYT1 1.643 0.00 0.0
12406 USAZYV1 2.852 0.00 0.0
12407 USAZYX1 1.296 0.00 0.0
12408 USAZZ41 0.769 0.00 0.0
12409 USAZZ51 0.169 0.00 0.0
12410 USAZZ61 0.511 0.00 0.0
12411 USAZZ71 0.327 0.00 0.0
12412 USAZZ81 -0.339 0.00 0.0
12413 USAZZ91 2.032 0.00 0.0
12414 USAZZA1 0.739 0.00 0.0
12415 USAZZB1 0.148 0.00 0.0
12416 USAZZD1 1.200 0.00 0.0
12417 USAZZF1 2.859 0.00 0.0
12418 USAZZI1 0.383 0.00 0.0
12419 USAZZJ1 1.689 0.00 0.0
12420 USAZZL1 -0.445 0.00 0.0
12421 USAZZP1 1.171 0.00 0.0
12422 USAZZR1 0.386 0.00 0.0
12423 USAZZX1 -2.859 0.00 0.0
12424 USAZZY1 -0.289 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12396 0.0 0.0 0.0 0.0
12397 0.0 0.0 0.0 0.0
12398 0.0 0.0 0.0 0.0
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12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
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12405 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.068 0.000 ... NaN NaN
1 -2.068 0.000 ... NaN NaN
2 -2.198 0.000 ... NaN 5900.0
3 -2.145 0.000 ... NaN 19000.0
4 -2.190 0.000 ... NaN 5660.0
5 -2.016 0.000 ... NaN 4975.0
6 -2.074 0.000 ... NaN NaN
7 -1.835 0.000 ... NaN NaN
8 -0.726 0.000 ... NaN 2280.0
9 -1.966 0.862 ... NaN NaN
10 -2.085 0.000 ... NaN 6850.0
11 -1.041 0.000 ... NaN NaN
12 -1.711 0.000 ... NaN NaN
13 -1.433 0.000 ... NaN 85395.0
14 -2.068 0.000 ... NaN NaN
15 -2.326 0.000 ... NaN NaN
16 -1.206 0.000 ... NaN 600.0
17 -1.302 0.000 ... NaN 5250.0
18 -1.884 0.000 ... NaN NaN
19 -1.790 0.000 ... NaN 15784.0
20 -2.113 0.000 ... NaN 26600.0
21 -2.395 1.000 ... NaN 14650.0
22 -0.437 0.000 ... NaN NaN
23 -1.922 0.000 ... NaN 13750.0
24 -2.093 0.000 ... NaN NaN
25 -1.274 0.000 ... NaN NaN
26 -2.041 0.000 ... NaN NaN
27 -1.370 0.000 ... NaN NaN
28 -1.269 0.000 ... NaN 4980.0
29 -2.142 0.000 ... NaN 12750.0
... ... ... ... ... ...
12395 -2.068 0.000 ... NaN NaN
12396 -1.213 0.000 ... NaN NaN
12397 -0.545 0.000 ... NaN 500.0
12398 -0.010 0.000 ... NaN 21350.0
12399 -0.705 0.000 ... NaN 26900.0
12400 -0.768 0.000 ... NaN NaN
12401 0.025 0.000 ... NaN 46000.0
12402 -0.362 0.000 ... NaN NaN
12403 -0.406 0.000 ... NaN 339566.0
12404 0.138 0.000 ... NaN NaN
12405 -1.075 0.000 ... NaN 87771.0
12406 -0.312 0.000 ... NaN 312596.0
12407 -1.419 0.000 ... NaN 4500.0
12408 -1.495 0.000 ... NaN 120200.0
12409 -1.301 0.000 ... NaN NaN
12410 -0.882 0.000 ... NaN 170449.0
12411 -0.733 0.000 ... NaN NaN
12412 -1.512 1.000 ... NaN 31000.0
12413 0.026 0.000 ... NaN NaN
12414 -0.273 0.000 ... NaN NaN
12415 -1.623 0.000 ... NaN NaN
12416 0.397 0.000 ... NaN 182500.0
12417 -0.142 0.000 ... NaN 105000.0
12418 -1.643 1.000 ... NaN NaN
12419 -1.657 0.000 ... NaN 0.0
12420 -0.324 0.000 ... NaN 11472.0
12421 -0.328 1.000 ... NaN NaN
12422 -0.518 0.000 ... NaN NaN
12423 0.333 0.000 ... NaN 191550.0
12424 -0.088 0.000 ... NaN 141900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.842404e+10 0.186916 17.897852 12.980924
1 NaN 5.720067e+09 0.000000 20.901114 15.427751
2 NaN 7.031516e+10 2.274838 25.665593 22.013033
3 NaN 3.135759e+10 2.076412 27.879829 25.699596
4 NaN 5.613919e+10 2.246642 32.580174 29.368880
5 NaN 1.959789e+11 0.374370 17.924886 13.996810
6 NaN 1.574543e+10 4.881809 24.750424 17.659594
7 NaN 8.331991e+10 0.000000 26.760869 21.886731
8 NaN 1.871072e+10 0.083595 36.974026 29.624680
9 NaN 4.295047e+10 1.735016 25.156191 22.328940
10 NaN 3.648936e+10 0.000000 40.484813 32.607698
11 NaN 2.647230e+10 1.309942 22.347190 18.205429
12 NaN 6.716564e+09 2.380952 18.589138 14.245620
13 NaN 1.649467e+10 1.326595 30.265872 27.964271
14 NaN 1.235924e+10 1.331558 16.727724 12.734408
15 NaN 3.570326e+10 1.628743 35.027565 32.113491
16 NaN 3.570326e+10 1.628743 35.643237 32.503674
17 NaN 2.923789e+10 0.187178 25.521587 22.917455
18 NaN 2.743823e+10 1.894279 28.681547 25.519821
19 NaN 9.332491e+10 3.381587 28.106454 24.482104
20 NaN 1.685649e+11 0.000000 43.610115 40.370383
21 NaN 1.256909e+11 1.787165 25.623260 22.527543
22 NaN 1.658508e+10 0.000000 34.490320 29.811103
23 NaN 8.829414e+10 0.000000 27.326044 24.165485
24 NaN 4.479545e+10 3.189066 22.800502 18.777648
25 NaN 3.347888e+10 0.000000 26.412707 22.978290
26 NaN 8.329142e+09 1.759944 13.424437 9.978237
27 NaN 8.329142e+09 1.759944 42.896129 40.577963
28 NaN 7.712648e+10 2.697795 27.431043 24.550610
29 NaN 3.311230e+11 2.378828 25.977576 22.861873
... ... ... ... ... ...
12395 NaN 5.056250e+06 NaN 23.701549 16.751394
12396 NaN 6.350300e+06 0.000000 91.374450 88.888975
12397 98.77 2.454980e+06 0.000000 82.373051 78.820630
12398 353.72 6.130000e+05 0.000000 116.319519 113.190992
12399 7010.96 6.162780e+06 0.000000 96.238962 93.358689
12400 NaN 2.525880e+07 NaN 92.730455 89.587513
12401 20.72 6.832300e+04 NaN 91.528271 88.014754
12402 NaN 1.816080e+06 NaN 101.092525 98.336066
12403 359632.54 2.113675e+07 0.000000 138.327375 135.862044
12404 NaN 5.030700e+01 0.000000 48.408902 39.679558
12405 37190.91 2.714250e+07 0.000000 88.382962 85.953330
12406 13592.54 1.617636e+06 0.000000 156.207287 154.037121
12407 28759.10 4.527424e+07 0.000000 33.621771 29.398354
12408 23686.08 5.369580e+06 NaN 82.783852 80.151468
12409 NaN 7.414000e+05 NaN 41.215183 35.179646
12410 7684.21 5.004900e+06 0.000000 159.151863 157.295629
12411 NaN 1.908672e+07 0.000000 86.406135 82.978889
12412 1526111.75 3.177296e+10 4.745098 25.380316 22.566651
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12414 NaN 1.630650e+06 NaN 118.142253 115.239904
12415 NaN 1.251480e+06 0.000000 36.111331 29.420881
12416 936.38 2.591100e+05 NaN 103.063456 99.473772
12417 3272.21 2.876160e+06 NaN 121.033092 117.953596
12418 NaN 7.035000e+05 0.000000 181.609901 180.326196
12419 NaN 1.054223e+07 0.000000 84.706504 80.576574
12420 19315.33 3.757280e+07 0.000000 69.938866 65.793230
12421 NaN 2.723500e+06 NaN 101.374787 98.256659
12422 NaN 2.437080e+07 NaN 45.039464 38.081260
12423 2264.92 3.047790e+06 0.000000 156.728343 154.123500
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HistBeta PredBeta DataDate
0 -0.000172 0.107744 20040217
1 0.000001 0.104238 20040217
2 -0.062753 0.113912 20040217
3 -0.037096 0.242696 20040217
4 -0.058811 0.248750 20040217
5 0.025016 0.249170 20040217
6 -0.002927 -0.012536 20040217
7 0.112372 0.151106 20040217
8 0.648469 1.024910 20040217
9 0.049387 0.244054 20040217
10 -0.008015 0.499030 20040217
11 0.495939 0.840257 20040217
12 0.172439 0.515609 20040217
13 0.306853 0.440519 20040217
14 0.000001 0.041252 20040217
15 -0.124461 0.087768 20040217
16 0.416373 0.634241 20040217
17 0.369970 0.400586 20040217
18 0.088889 0.453183 20040217
19 0.134406 0.208549 20040217
20 -0.021627 0.263181 20040217
21 -0.158157 0.024015 20040217
22 0.788016 0.961155 20040217
23 0.070650 0.361230 20040217
24 -0.011988 0.298288 20040217
25 0.383610 0.655595 20040217
26 0.013188 0.210567 20040217
27 0.337222 0.676899 20040217
28 0.386070 0.511814 20040217
29 -0.035707 0.281508 20040217
... ... ... ...
12395 0.000001 -0.014913 20040217
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12397 0.735894 1.150238 20040217
12398 0.994312 1.189734 20040217
12399 0.658261 0.936634 20040217
12400 0.627900 1.021254 20040217
12401 1.011009 1.272204 20040217
12402 0.823980 0.972563 20040217
12403 0.802715 0.918582 20040217
12404 1.065845 1.339072 20040217
12405 0.479715 0.830285 20040217
12406 0.848142 1.185102 20040217
12407 0.313631 0.203371 20040217
12408 0.276650 0.644854 20040217
12409 0.370446 0.643617 20040217
12410 0.573141 0.929981 20040217
12411 0.645027 0.927547 20040217
12412 0.268765 0.357104 20040217
12413 1.011761 1.143942 20040217
12414 0.867295 1.146349 20040217
12415 0.215139 0.508713 20040217
12416 1.190934 1.477759 20040217
12417 0.930421 1.193032 20040217
12418 0.205193 0.555454 20040217
12419 0.198484 0.382161 20040217
12420 0.842465 1.056349 20040217
12421 0.840766 1.054941 20040217
12422 0.748889 0.929083 20040217
12423 1.160139 1.284846 20040217
12424 0.956597 1.164046 20040217
[12425 rows x 92 columns],
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12422 USAZZX1 2.496 0.00 0.0
12423 USAZZY1 -2.886 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.075 0.000 ... NaN NaN
2 -2.204 0.000 ... NaN 5900.0
3 -2.145 0.000 ... NaN NaN
4 -2.195 0.000 ... NaN 5660.0
5 -2.023 0.000 ... NaN NaN
6 -2.080 0.000 ... NaN NaN
7 -1.844 0.000 ... NaN NaN
8 -0.723 0.000 ... NaN NaN
9 -1.973 0.862 ... NaN NaN
10 -2.091 0.000 ... NaN NaN
11 -1.042 0.000 ... NaN NaN
12 -1.721 0.000 ... NaN NaN
13 -1.454 0.000 ... NaN 14318.0
14 -2.075 0.000 ... NaN NaN
15 -2.327 0.000 ... NaN NaN
16 -1.199 0.000 ... NaN 100.0
17 -1.304 0.000 ... NaN 5250.0
18 -1.888 0.000 ... NaN NaN
19 -1.792 0.000 ... NaN NaN
20 -2.118 0.000 ... NaN NaN
21 -2.404 1.000 ... NaN NaN
22 -0.436 0.000 ... NaN NaN
23 -1.929 0.000 ... NaN 13750.0
24 -2.100 0.000 ... NaN NaN
25 -1.279 0.000 ... NaN NaN
26 -2.047 0.000 ... NaN NaN
27 -1.372 0.000 ... NaN 120.0
28 -1.270 0.000 ... NaN 4980.0
29 -2.146 0.000 ... NaN 12750.0
... ... ... ... ... ...
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12398 -0.709 0.000 ... NaN 18200.0
12399 -0.735 0.000 ... NaN 200.0
12400 0.019 0.000 ... NaN 4000.0
12401 -0.367 0.000 ... NaN NaN
12402 -0.401 0.000 ... NaN 146613.0
12403 0.135 0.000 ... NaN 208.0
12404 -1.049 0.000 ... NaN 5705.0
12405 -0.413 0.000 ... NaN 250577.0
12406 -1.414 0.000 ... NaN 5400.0
12407 -1.523 0.000 ... NaN 313174.0
12408 -1.301 0.000 ... NaN NaN
12409 -0.889 0.000 ... NaN 359492.0
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12421 -0.513 0.000 ... NaN NaN
12422 0.413 0.000 ... NaN 5000.0
12423 -0.222 0.000 ... NaN 178800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.732462e+09 0.000000 20.474139 15.020661
2 NaN 6.967451e+10 2.274838 25.097316 21.447522
3 NaN 3.076415e+10 2.076412 27.158370 25.061093
4 NaN 5.569988e+10 2.246642 31.778930 28.607699
5 NaN 1.939962e+11 0.374370 17.574502 13.627111
6 NaN 1.583212e+10 4.881809 24.519365 17.448585
7 NaN 8.271325e+10 0.000000 26.283556 21.375217
8 NaN 1.887600e+10 0.083595 36.726681 29.149672
9 NaN 4.275205e+10 1.735016 24.751563 21.837011
10 NaN 3.710472e+10 0.000000 39.731033 31.918505
11 NaN 2.630574e+10 1.309942 21.974761 17.730997
12 NaN 6.744181e+09 2.380952 18.168999 13.873447
13 NaN 1.655845e+10 1.326595 29.495104 27.281620
14 NaN 1.243034e+10 1.331558 16.413713 12.439369
15 NaN 3.567926e+10 1.628743 34.066323 31.188207
16 NaN 3.567926e+10 1.628743 34.902205 31.757396
17 NaN 2.901020e+10 0.187178 24.677128 22.347748
18 NaN 2.722775e+10 1.894279 27.994632 24.883693
19 NaN 9.257677e+10 3.381587 27.416860 23.946040
20 NaN 1.676609e+11 0.000000 42.885633 39.610894
21 NaN 1.259366e+11 1.787165 24.917636 21.918717
22 NaN 1.705081e+10 0.000000 33.783366 29.078509
23 NaN 8.747375e+10 0.000000 26.679333 23.581713
24 NaN 4.498476e+10 3.189066 22.449564 18.334775
25 NaN 3.437004e+10 0.000000 25.875703 22.390793
26 NaN 8.260377e+09 1.759944 13.147820 9.733193
27 NaN 8.260377e+09 1.759944 41.822765 39.468958
28 NaN 7.696093e+10 2.697795 26.628839 23.901256
29 NaN 3.281173e+11 2.378828 25.184319 22.149013
... ... ... ... ... ...
12394 NaN 5.056250e+06 NaN 23.460046 16.611254
12395 NaN 6.350300e+06 0.000000 89.709035 87.227755
12396 NaN 2.454980e+06 0.000000 80.161639 76.572228
12397 529.85 6.130000e+05 0.000000 113.925076 110.847197
12398 7656.24 6.162780e+06 0.000000 93.599128 90.674288
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12400 20.90 6.832300e+04 NaN 89.586853 86.061923
12401 NaN 1.816080e+06 NaN 98.860614 96.146085
12402 363564.43 2.113675e+07 0.000000 134.912769 132.498681
12403 0.00 5.030700e+01 0.000000 47.532893 38.703993
12404 37328.35 2.615550e+07 0.000000 86.472776 83.888883
12405 13752.00 1.887242e+06 0.000000 153.813132 151.657871
12406 30621.05 4.517040e+07 0.000000 32.707086 28.606460
12407 26319.59 5.518735e+06 NaN 81.455884 78.765876
12408 NaN 7.414000e+05 NaN 40.386220 34.298588
12409 7831.28 5.004900e+06 0.000000 155.344467 153.495403
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12411 1512125.10 3.154531e+10 4.745098 25.261911 22.379069
12412 NaN 1.352860e+06 0.000000 52.654310 43.602950
12413 NaN 1.630650e+06 NaN 115.436382 112.489698
12414 NaN 1.251480e+06 0.000000 35.464184 28.752999
12415 1577.38 3.454800e+05 NaN 102.290728 98.866589
12416 3566.53 2.876160e+06 NaN 115.449363 112.326672
12417 NaN 7.035000e+05 0.000000 177.351832 176.088530
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12421 NaN 2.437080e+07 NaN 44.051739 37.007730
12422 2270.15 2.336639e+06 0.000000 155.118757 152.478191
12423 3113471.67 9.892688e+08 0.614675 43.606933 33.736635
HistBeta PredBeta DataDate
0 -0.000168 0.099968 20040218
1 0.000001 0.102711 20040218
2 -0.062394 0.107962 20040218
3 -0.033889 0.279104 20040218
4 -0.058073 0.229239 20040218
5 0.025133 0.254522 20040218
6 -0.002525 -0.025087 20040218
7 0.111293 0.163088 20040218
8 0.651038 1.076996 20040218
9 0.048845 0.260843 20040218
10 -0.007795 0.555800 20040218
11 0.497427 0.842338 20040218
12 0.170292 0.515331 20040218
13 0.299128 0.463438 20040218
14 0.000001 0.041365 20040218
15 -0.121417 0.109603 20040218
16 0.422166 0.655101 20040218
17 0.371330 0.397418 20040218
18 0.089777 0.481161 20040218
19 0.136168 0.228012 20040218
20 -0.020755 0.284952 20040218
21 -0.158830 0.055503 20040218
22 0.789449 0.954969 20040218
23 0.070369 0.395253 20040218
24 -0.012222 0.301413 20040218
25 0.383565 0.661680 20040218
26 0.013246 0.216127 20040218
27 0.338494 0.687466 20040218
28 0.387572 0.534798 20040218
29 -0.034427 0.263165 20040218
... ... ... ...
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12397 0.993833 1.107614 20040218
12398 0.657880 0.913113 20040218
12399 0.645336 1.087421 20040218
12400 1.008585 1.249028 20040218
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12404 0.494129 0.869924 20040218
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12408 0.372686 0.636164 20040218
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12420 0.842607 1.033214 20040218
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12422 1.198753 1.411240 20040218
12423 0.892658 1.079473 20040218
[12424 rows x 92 columns],
'20040219': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.355 0.00 0.0
3 USA0062 0.786 0.43 0.0
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12422 USAZZX1 2.803 0.00 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12394 0.0 0.0 0.0 0.0
12395 0.0 0.0 0.0 0.0
12396 0.0 0.0 0.0 0.0
12397 0.0 0.0 0.0 0.0
12398 0.0 0.0 0.0 0.0
12399 0.0 0.0 0.0 0.0
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.050 0.000 ... NaN NaN
1 -2.050 0.000 ... NaN NaN
2 -2.183 0.000 ... NaN 5900.0
3 -2.112 0.000 ... NaN NaN
4 -2.162 0.000 ... NaN 5660.0
5 -2.001 0.000 ... NaN NaN
6 -2.054 0.000 ... NaN NaN
7 -1.812 0.000 ... NaN NaN
8 -0.710 0.000 ... NaN NaN
9 -1.950 0.862 ... NaN NaN
10 -2.063 0.000 ... NaN NaN
11 -1.022 0.000 ... NaN NaN
12 -1.700 0.000 ... NaN NaN
13 -1.466 0.000 ... NaN 58494.0
14 -2.050 0.000 ... NaN NaN
15 -2.291 0.000 ... NaN NaN
16 -1.248 0.000 ... NaN 3365.0
17 -1.286 0.000 ... NaN 5250.0
18 -1.863 0.000 ... NaN NaN
19 -1.768 0.000 ... NaN NaN
20 -2.087 0.000 ... NaN NaN
21 -2.371 1.000 ... NaN NaN
22 -0.427 0.000 ... NaN NaN
23 -1.904 0.000 ... NaN 13750.0
24 -2.078 0.000 ... NaN NaN
25 -1.263 0.000 ... NaN NaN
26 -2.023 0.000 ... NaN NaN
27 -1.411 0.000 ... NaN 200.0
28 -1.266 0.000 ... NaN 4980.0
29 -2.117 0.000 ... NaN 12750.0
... ... ... ... ... ...
12394 -2.050 0.000 ... NaN NaN
12395 -1.234 0.000 ... NaN 100.0
12396 -0.525 0.000 ... NaN NaN
12397 -0.008 0.000 ... NaN 700.0
12398 -0.633 0.000 ... NaN 21300.0
12399 -0.723 0.000 ... NaN 400.0
12400 0.020 0.000 ... NaN 900.0
12401 -0.365 0.000 ... NaN NaN
12402 -0.513 0.000 ... NaN 2335259.0
12403 0.136 0.000 ... NaN 196.0
12404 -0.972 0.000 ... NaN 11061.0
12405 -0.306 0.000 ... NaN 241860.0
12406 -1.380 0.000 ... NaN 1100.0
12407 -1.478 0.000 ... NaN 112600.0
12408 -1.271 0.000 ... NaN NaN
12409 -0.879 0.000 ... NaN 208180.0
12410 -0.720 0.000 ... NaN NaN
12411 -1.490 1.000 ... NaN 24600.0
12412 0.027 0.000 ... NaN NaN
12413 -0.269 0.000 ... NaN NaN
12414 -1.615 0.000 ... NaN NaN
12415 0.330 0.000 ... NaN 379400.0
12416 -0.091 0.000 ... NaN 127677.0
12417 -1.639 1.000 ... NaN NaN
12418 -1.467 0.000 ... NaN 0.0
12419 -0.413 0.000 ... NaN 9100.0
12420 -0.324 1.000 ... NaN NaN
12421 -0.493 0.000 ... NaN NaN
12422 0.484 0.000 ... NaN 126800.0
12423 -0.179 0.000 ... NaN 116400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.632676e+10 0.186916 17.516673 12.577750
1 NaN 5.720067e+09 0.000000 20.302279 14.859677
2 NaN 6.772131e+10 2.274838 24.803665 21.212145
3 NaN 3.072115e+10 2.076412 26.928090 24.845121
4 NaN 5.600607e+10 2.246642 31.454659 28.304473
5 NaN 1.916482e+11 0.374370 17.534504 13.523738
6 NaN 1.576119e+10 4.881809 24.313823 17.269528
7 NaN 8.165481e+10 0.000000 25.980325 21.138177
8 NaN 1.838748e+10 0.083595 36.368136 28.853678
9 NaN 4.290913e+10 1.735016 24.452051 21.579037
10 NaN 3.675546e+10 0.000000 39.414412 31.647299
11 NaN 2.572870e+10 1.309942 21.816319 17.509981
12 NaN 6.791683e+09 2.380952 17.999362 13.710393
13 NaN 1.668836e+10 1.326595 29.412727 27.217973
14 NaN 1.241257e+10 1.331558 16.291283 12.320093
15 NaN 3.562325e+10 1.628743 33.831996 30.993407
16 NaN 3.562325e+10 1.628743 34.793188 31.631874
17 NaN 2.880037e+10 0.187178 24.427886 22.104792
18 NaN 2.709664e+10 1.894279 27.684762 24.608052
19 NaN 9.253402e+10 3.381587 27.115815 23.676815
20 NaN 1.646011e+11 0.000000 42.327691 39.066766
21 NaN 1.253468e+11 1.787165 24.569024 21.648910
22 NaN 1.683088e+10 0.000000 33.578490 28.862137
23 NaN 8.698921e+10 0.000000 26.421906 23.315299
24 NaN 4.537333e+10 3.189066 22.583670 18.326492
25 NaN 3.437004e+10 0.000000 25.581407 22.106992
26 NaN 8.297625e+09 1.759944 13.417115 9.804013
27 NaN 8.297625e+09 1.759944 41.604848 39.265885
28 NaN 7.778868e+10 2.697795 26.366536 23.620265
29 NaN 3.266145e+11 2.378828 24.918938 21.881234
... ... ... ... ... ...
12394 NaN 5.056250e+06 NaN 23.233695 16.445259
12395 768.76 6.638950e+06 0.000000 89.663556 87.134813
12396 NaN 2.454980e+06 0.000000 78.402574 74.719554
12397 530.65 6.130000e+05 0.000000 112.159040 109.044051
12398 8363.01 5.767730e+06 0.000000 92.655246 89.539686
12399 39.06 2.345460e+07 NaN 87.642991 84.379790
12400 20.35 6.832300e+04 NaN 88.473590 84.910901
12401 NaN 1.816080e+06 NaN 97.902051 95.159837
12402 432701.56 2.525662e+07 0.000000 135.858289 133.484195
12403 0.00 5.030700e+01 0.000000 47.513910 38.673215
12404 35708.82 2.467500e+07 0.000000 85.907535 83.148859
12405 13188.01 1.617636e+06 0.000000 153.004823 150.791859
12406 31229.14 4.491080e+07 0.000000 32.377716 28.282240
12407 26091.07 5.369580e+06 NaN 80.710416 78.096876
12408 NaN 7.414000e+05 NaN 40.226015 34.122918
12409 7111.09 5.004900e+06 0.000000 153.916767 152.062196
12410 NaN 1.908672e+07 0.000000 83.926193 80.458382
12411 1485041.00 3.162971e+10 4.745098 24.839477 22.066961
12412 NaN 1.352860e+06 0.000000 52.157198 43.114171
12413 NaN 1.630650e+06 NaN 114.544194 111.566119
12414 NaN 1.251480e+06 0.000000 35.081214 28.403192
12415 1646.29 3.454800e+05 NaN 106.770641 103.719391
12416 3970.00 2.670720e+06 NaN 114.919599 111.593701
12417 NaN 7.035000e+05 0.000000 175.801530 174.533490
12418 NaN 9.623930e+06 0.000000 82.391454 78.254472
12419 25828.51 4.084000e+07 0.000000 69.325280 65.324487
12420 NaN 2.723500e+06 NaN 98.072868 94.909295
12421 NaN 2.437080e+07 NaN 43.919206 36.863141
12422 2188.78 2.031860e+06 0.000000 154.359494 151.621689
12423 3177561.05 9.739213e+08 0.614675 43.497799 33.518150
HistBeta PredBeta DataDate
0 -0.000167 0.109781 20040219
1 -0.000002 0.097217 20040219
2 -0.064902 0.106885 20040219
3 -0.030173 0.292700 20040219
4 -0.054636 0.235774 20040219
5 0.023872 0.262061 20040219
6 -0.002120 -0.017049 20040219
7 0.115681 0.168829 20040219
8 0.651740 1.067581 20040219
9 0.048359 0.256081 20040219
10 -0.006425 0.570507 20040219
11 0.500173 0.844996 20040219
12 0.170198 0.514451 20040219
13 0.284145 0.427405 20040219
14 -0.000002 0.053872 20040219
15 -0.117365 0.132931 20040219
16 0.390026 0.603630 20040219
17 0.371364 0.398859 20040219
18 0.090707 0.484278 20040219
19 0.137139 0.234579 20040219
20 -0.018115 0.286959 20040219
21 -0.156116 0.053295 20040219
22 0.789286 0.945960 20040219
23 0.070877 0.398949 20040219
24 -0.013715 0.324693 20040219
25 0.382640 0.660754 20040219
26 0.013213 0.230154 20040219
27 0.310687 0.622019 20040219
28 0.381377 0.540471 20040219
29 -0.032570 0.267679 20040219
... ... ... ...
12394 -0.000002 -0.018911 20040219
12395 0.397119 0.627762 20040219
12396 0.741738 1.137951 20040219
12397 0.993334 1.112214 20040219
12398 0.689332 1.024465 20040219
12399 0.645381 1.083840 20040219
12400 1.006951 1.233406 20040219
12401 0.819456 0.936005 20040219
12402 0.747744 0.876289 20040219
12403 1.063087 1.299612 20040219
12404 0.524238 0.933356 20040219
12405 0.848336 1.211244 20040219
12406 0.325751 0.198286 20040219
12407 0.278029 0.656470 20040219
12408 0.379130 0.637973 20040219
12409 0.569635 0.903654 20040219
12410 0.647106 0.909877 20040219
12411 0.272246 0.365681 20040219
12412 1.010083 1.094929 20040219
12413 0.866103 1.110823 20040219
12414 0.211412 0.504142 20040219
12415 1.157838 1.286621 20040219
12416 0.952765 1.321778 20040219
12417 0.199830 0.530419 20040219
12418 0.283771 0.519971 20040219
12419 0.796496 0.938781 20040219
12420 0.839645 1.011762 20040219
12421 0.757384 0.907465 20040219
12422 1.232419 1.462942 20040219
12423 0.910260 1.146288 20040219
[12424 rows x 92 columns],
'20040220': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.315 0.00 0.0
1 USA0011 -0.245 0.00 0.0
2 USA0031 -0.232 0.00 0.0
3 USA0062 -0.723 0.43 0.0
4 USA00E2 -0.434 0.00 0.0
5 USA00F1 -0.008 0.00 0.0
6 USA00G2 0.528 0.00 0.0
7 USA00H1 0.028 0.00 0.0
8 USA00I1 -0.846 0.00 0.0
9 USA00J1 0.058 0.00 0.0
10 USA00K1 -1.365 0.00 0.0
11 USA00P1 -0.589 0.00 0.0
12 USA00R1 -0.487 0.00 0.0
13 USA00S1 0.000 0.00 0.0
14 USA00V1 0.063 0.00 0.0
15 USA0131 -0.591 1.00 0.0
16 USA0161 -0.539 1.00 0.0
17 USA01I1 -0.178 0.00 0.0
18 USA01J2 -0.714 0.00 0.0
19 USA01L1 -0.076 0.00 0.0
20 USA01P1 1.702 0.00 0.0
21 USA01Q1 0.201 0.00 0.0
22 USA0202 -0.850 0.00 0.0
23 USA0231 -0.736 0.00 0.0
24 USA0281 -0.187 0.00 0.0
25 USA0291 -0.767 0.00 0.0
26 USA02A1 -0.394 0.00 0.0
27 USA02B1 -0.634 0.00 0.0
28 USA02H1 -0.201 0.00 0.0
29 USA02P1 0.229 0.00 0.0
... ... ... ... ...
12393 USAZY41 0.449 0.00 0.0
12394 USAZY51 -0.128 0.00 0.0
12395 USAZY61 -2.810 0.00 0.0
12396 USAZY71 -0.024 0.00 0.0
12397 USAZYI1 2.702 0.00 0.0
12398 USAZYJ1 -0.349 0.00 0.0
12399 USAZYK1 -0.427 0.00 0.0
12400 USAZYM1 0.239 0.00 0.0
12401 USAZYR1 2.275 0.00 0.0
12402 USAZYS1 -0.217 0.00 0.0
12403 USAZYT1 -2.810 0.00 0.0
12404 USAZYV1 -2.476 0.00 0.0
12405 USAZYX1 0.974 0.00 0.0
12406 USAZZ41 2.900 0.00 0.0
12407 USAZZ51 -0.063 0.00 0.0
12408 USAZZ61 -0.107 0.00 0.0
12409 USAZZ71 2.859 0.00 0.0
12410 USAZZ81 0.652 0.00 0.0
12411 USAZZ91 -0.144 0.00 0.0
12412 USAZZA1 2.900 0.00 0.0
12413 USAZZB1 -0.561 0.00 0.0
12414 USAZZD1 -0.206 0.00 0.0
12415 USAZZF1 -2.810 0.00 0.0
12416 USAZZI1 0.368 0.00 0.0
12417 USAZZJ1 -1.018 0.00 0.0
12418 USAZZL1 1.135 0.00 0.0
12419 USAZZP1 -0.189 0.00 0.0
12420 USAZZR1 -0.439 0.00 0.0
12421 USAZZX1 0.174 0.00 0.0
12422 USAZZY1 0.725 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12393 0.0 0.0 0.0 0.0
12394 0.0 0.0 0.0 0.0
12395 0.0 0.0 0.0 0.0
12396 0.0 0.0 0.0 0.0
12397 0.0 0.0 0.0 0.0
12398 0.0 0.0 0.0 0.0
12399 0.0 0.0 0.0 0.0
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
12403 0.0 0.0 0.0 0.0
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.043 0.000 ... NaN NaN
1 -2.043 0.000 ... NaN NaN
2 -2.175 0.000 ... NaN 5900.0
3 -2.101 0.000 ... NaN NaN
4 -2.154 0.000 ... NaN 5660.0
5 -1.994 0.000 ... NaN NaN
6 -2.047 0.000 ... NaN NaN
7 -1.807 0.000 ... NaN NaN
8 -0.704 0.000 ... NaN NaN
9 -1.945 0.862 ... NaN NaN
10 -2.056 0.000 ... NaN NaN
11 -1.015 0.000 ... NaN NaN
12 -1.697 0.000 ... NaN NaN
13 -1.482 0.000 ... NaN NaN
14 -2.043 0.000 ... NaN NaN
15 -2.280 0.000 ... NaN NaN
16 -1.243 0.000 ... NaN 1080.0
17 -1.280 0.000 ... NaN 5250.0
18 -1.857 0.000 ... NaN NaN
19 -1.760 0.000 ... NaN NaN
20 -2.017 0.000 ... NaN 1000.0
21 -2.361 1.000 ... NaN NaN
22 -0.423 0.000 ... NaN NaN
23 -1.898 0.000 ... NaN 13750.0
24 -2.071 0.000 ... NaN NaN
25 -1.259 0.000 ... NaN NaN
26 -2.016 0.000 ... NaN NaN
27 -1.407 0.000 ... NaN NaN
28 -1.260 0.000 ... NaN 4980.0
29 -2.100 0.000 ... NaN 1000.0
... ... ... ... ... ...
12393 -2.043 0.000 ... NaN NaN
12394 -1.228 0.000 ... NaN NaN
12395 -0.599 0.000 ... NaN 200.0
12396 -0.013 0.000 ... NaN 500.0
12397 -0.611 0.000 ... NaN 18700.0
12398 -0.720 0.000 ... NaN NaN
12399 0.022 0.000 ... NaN 2900.0
12400 -0.360 0.000 ... NaN NaN
12401 -0.486 0.000 ... NaN 648019.0
12402 0.136 0.000 ... NaN 284.0
12403 -1.093 0.000 ... NaN 24368.0
12404 -0.340 0.000 ... NaN 62000.0
12405 -1.360 0.000 ... NaN 3200.0
12406 -1.437 0.000 ... NaN 203025.0
12407 -1.325 0.000 ... NaN NaN
12408 -0.877 0.000 ... NaN 114870.0
12409 -0.662 0.000 ... NaN 39400.0
12410 -1.472 1.000 ... NaN 33100.0
12411 0.027 0.000 ... NaN NaN
12412 -0.229 0.000 ... NaN 14000.0
12413 -1.612 0.000 ... NaN NaN
12414 0.333 0.000 ... NaN 106400.0
12415 -0.145 0.000 ... NaN 268450.0
12416 -1.642 1.000 ... NaN 10000.0
12417 -1.470 0.000 ... NaN 0.0
12418 -0.389 0.000 ... NaN 6539.0
12419 -0.322 1.000 ... NaN NaN
12420 -0.485 0.000 ... NaN NaN
12421 0.482 0.000 ... NaN NaN
12422 -0.132 0.000 ... NaN 66900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.590731e+10 0.186916 16.876863 12.091908
1 NaN 5.627108e+09 0.000000 19.569400 14.296521
2 NaN 6.778381e+10 2.274838 23.870139 20.428851
3 NaN 3.060074e+10 2.076412 26.116022 24.048046
4 NaN 5.591288e+10 2.246642 30.380118 27.315531
5 NaN 1.921178e+11 0.374370 16.855737 13.016403
6 NaN 1.576119e+10 4.881809 23.453943 16.625003
7 NaN 8.202913e+10 0.000000 24.979342 20.314611
8 NaN 1.812302e+10 0.083595 35.350209 27.849910
9 NaN 4.376897e+10 1.735016 23.450223 20.738503
10 NaN 3.612347e+10 0.000000 38.312101 30.730522
11 NaN 2.562162e+10 1.309942 21.406339 17.012618
12 NaN 6.809358e+09 2.380952 17.678500 13.508223
13 NaN 1.681592e+10 1.326595 28.307164 26.154996
14 NaN 1.226274e+10 1.331558 15.632311 11.833463
15 NaN 3.547922e+10 1.628743 32.769644 29.991162
16 NaN 3.547922e+10 1.628743 33.601765 30.498807
17 NaN 2.892091e+10 0.187178 23.632327 21.350700
18 NaN 2.650660e+10 1.894279 26.911385 23.906114
19 NaN 9.256608e+10 3.381587 26.112459 22.783476
20 NaN 1.611241e+11 0.000000 41.278272 37.972692
21 NaN 1.251993e+11 1.787165 23.642919 20.805022
22 NaN 1.668858e+10 0.000000 32.724775 27.968866
23 NaN 8.719174e+10 0.000000 25.597231 22.542625
24 NaN 4.511428e+10 3.189066 21.712893 17.640169
25 NaN 3.367156e+10 0.000000 24.949463 21.417674
26 NaN 8.237456e+09 1.759944 12.933324 9.534403
27 NaN 8.237456e+09 1.759944 39.872728 37.728524
28 NaN 7.757444e+10 2.697795 25.423835 22.703945
29 NaN 3.276164e+11 2.378828 24.031464 21.056406
... ... ... ... ... ...
12393 NaN 5.056250e+06 NaN 22.491673 15.904458
12394 NaN 6.638950e+06 0.000000 86.549955 84.155043
12395 100.14 3.347700e+06 0.000000 76.629029 73.065698
12396 531.08 6.130000e+05 0.000000 106.465582 103.330132
12397 8940.74 5.530700e+06 0.000000 88.747293 85.472513
12398 NaN 2.345460e+07 NaN 84.302456 81.031669
12399 20.37 6.832300e+04 NaN 84.878353 81.297963
12400 NaN 1.816080e+06 NaN 93.747114 91.018322
12401 448568.34 2.436100e+07 0.000000 130.366099 128.028770
12402 0.01 5.030700e+01 0.000000 45.953984 37.185852
12403 33981.44 2.911650e+07 0.000000 87.293020 84.869519
12404 12875.44 1.752439e+06 0.000000 146.894877 144.698102
12405 32582.00 4.454736e+07 0.000000 31.371446 27.355700
12406 26282.07 5.071270e+06 NaN 77.740765 74.990038
12407 NaN 7.414000e+05 NaN 38.697513 32.808247
12408 6587.80 5.004900e+06 0.000000 147.503174 145.636341
12409 1142.09 1.729734e+07 0.000000 81.450367 77.880380
12410 1503327.71 3.159560e+10 4.745098 24.381374 21.612669
12411 NaN 1.352860e+06 0.000000 50.418373 41.523667
12412 3708.66 1.413230e+06 NaN 109.891287 106.813546
12413 NaN 1.251480e+06 0.000000 34.015205 27.433435
12414 1625.48 3.454800e+05 NaN 101.450548 98.340054
12415 5800.34 3.081600e+06 NaN 110.470571 107.289372
12416 194.06 7.035000e+05 0.000000 168.263409 167.008353
12417 NaN 9.476921e+06 0.000000 79.050246 75.159399
12418 27156.74 4.002320e+07 0.000000 66.754769 62.747633
12419 NaN 2.723500e+06 NaN 94.202632 91.058509
12420 NaN 2.437080e+07 NaN 42.579821 35.625376
12421 NaN 2.031860e+06 0.000000 147.976015 145.221322
12422 3142686.24 9.486621e+08 0.614675 42.282448 32.250001
HistBeta PredBeta DataDate
0 -0.000168 0.118170 20040220
1 -0.000005 0.097685 20040220
2 -0.064577 0.104603 20040220
3 -0.028378 0.279530 20040220
4 -0.054151 0.228473 20040220
5 0.023891 0.256620 20040220
6 -0.001894 0.001497 20040220
7 0.114960 0.170227 20040220
8 0.652894 1.057048 20040220
9 0.047882 0.252432 20040220
10 -0.006224 0.538823 20040220
11 0.501228 0.839096 20040220
12 0.168736 0.507320 20040220
13 0.273300 0.439888 20040220
14 -0.000005 0.052279 20040220
15 -0.115579 0.118429 20040220
16 0.389742 0.608157 20040220
17 0.371842 0.402072 20040220
18 0.090808 0.469356 20040220
19 0.137872 0.237615 20040220
20 0.012700 0.355717 20040220
21 -0.155100 0.063766 20040220
22 0.789822 0.938380 20040220
23 0.070623 0.383575 20040220
24 -0.013779 0.313365 20040220
25 0.382217 0.648057 20040220
26 0.013217 0.214584 20040220
27 0.309810 0.625888 20040220
28 0.381683 0.541985 20040220
29 -0.027636 0.281178 20040220
... ... ... ...
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12394 0.397082 0.651607 20040220
12395 0.704201 1.049714 20040220
12396 0.989513 1.128304 20040220
12397 0.698268 1.057038 20040220
12398 0.644753 1.085742 20040220
12399 1.006553 1.248808 20040220
12400 0.820530 0.956843 20040220
12401 0.759076 1.005577 20040220
12402 1.062375 1.315329 20040220
12403 0.463113 0.774144 20040220
12404 0.830044 1.110188 20040220
12405 0.332729 0.234578 20040220
12406 0.295353 0.727815 20040220
12407 0.350087 0.627967 20040220
12408 0.568662 0.924312 20040220
12409 0.673102 1.017754 20040220
12410 0.278483 0.396882 20040220
12411 1.008998 1.112332 20040220
12412 0.884152 1.216480 20040220
12413 0.209912 0.495833 20040220
12414 1.158309 1.314725 20040220
12415 0.925307 1.201337 20040220
12416 0.195682 0.557183 20040220
12417 0.279496 0.480218 20040220
12418 0.806418 1.000715 20040220
12419 0.839119 1.029811 20040220
12420 0.759395 0.917663 20040220
12421 1.231167 1.476727 20040220
12422 0.931668 1.160463 20040220
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'20040223': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.545 0.00 0.0
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29 USA02P1 1.059 0.00 0.0
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12421 USAZZX1 -1.812 0.00 0.0
12422 USAZZY1 2.887 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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29 0.0 0.0 0.0 0.0
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.006 0.000 ... NaN NaN
2 -2.135 0.000 ... NaN 5900.0
3 -2.063 0.000 ... NaN NaN
4 -2.113 0.000 ... NaN 5660.0
5 -1.958 0.000 ... NaN NaN
6 -2.009 0.000 ... NaN NaN
7 -1.776 0.000 ... NaN NaN
8 -0.684 0.000 ... NaN NaN
9 -1.911 0.862 ... NaN NaN
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11 -0.982 0.000 ... NaN NaN
12 -1.679 0.000 ... NaN NaN
13 -1.444 0.000 ... NaN 12025.0
14 -2.006 0.000 ... NaN NaN
15 -2.235 0.000 ... NaN NaN
16 -1.139 0.000 ... NaN 1500.0
17 -1.254 0.000 ... NaN 5250.0
18 -1.821 0.000 ... NaN NaN
19 -1.726 0.000 ... NaN NaN
20 -1.978 0.000 ... NaN NaN
21 -2.315 1.000 ... NaN NaN
22 -0.409 0.000 ... NaN NaN
23 -1.869 0.000 ... NaN 13750.0
24 -2.035 0.000 ... NaN NaN
25 -1.241 0.000 ... NaN NaN
26 -1.979 0.000 ... NaN NaN
27 -1.391 0.000 ... NaN NaN
28 -1.236 0.000 ... NaN 4980.0
29 -2.061 0.000 ... NaN 1000.0
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12396 -0.006 0.000 ... NaN 1000.0
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12401 -0.515 0.000 ... NaN 1041142.0
12402 0.143 0.000 ... NaN NaN
12403 -1.064 0.000 ... NaN 13800.0
12404 -0.283 0.000 ... NaN 88512.0
12405 -1.312 0.000 ... NaN 500.0
12406 -1.463 0.000 ... NaN 121370.0
12407 -1.285 0.000 ... NaN NaN
12408 -0.854 0.000 ... NaN 17994.0
12409 -0.560 0.000 ... NaN 91000.0
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12416 -1.623 1.000 ... NaN 43000.0
12417 -1.470 0.000 ... NaN 0.0
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12422 0.034 0.000 ... NaN 122200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.490769e+09 0.000000 19.172036 13.990859
2 NaN 6.831508e+10 2.274838 23.423783 20.000040
3 NaN 3.011051e+10 2.076412 25.905473 23.712949
4 NaN 5.531381e+10 2.246642 29.810372 26.739215
5 NaN 1.931352e+11 0.374370 16.843234 12.857421
6 NaN 1.554054e+10 4.881809 23.063171 16.298476
7 NaN 8.140956e+10 0.000000 24.570123 19.880228
8 NaN 1.771164e+10 0.083595 35.143177 27.438396
9 NaN 4.465361e+10 1.735016 23.203063 20.446556
10 NaN 3.527526e+10 0.000000 37.801333 30.175844
11 NaN 2.527659e+10 1.309942 21.403292 16.748119
12 NaN 6.845814e+09 2.380952 17.417284 13.228566
13 NaN 1.688678e+10 1.326595 27.878256 25.623038
14 NaN 1.222973e+10 1.331558 15.360352 11.584900
15 NaN 3.490310e+10 1.628743 32.449676 29.441906
16 NaN 3.490310e+10 1.628743 33.318764 29.874511
17 NaN 2.857268e+10 0.187178 23.183303 20.863344
18 NaN 2.664462e+10 1.894279 26.617545 23.374171
19 NaN 9.441505e+10 3.381587 25.808197 22.400879
20 NaN 1.582034e+11 0.000000 40.204272 36.965503
21 NaN 1.237246e+11 1.787165 23.378051 20.451417
22 NaN 1.614523e+10 0.000000 32.468958 27.537939
23 NaN 8.557661e+10 0.000000 25.259174 22.155264
24 NaN 4.536336e+10 3.189066 21.438163 17.333956
25 NaN 3.265997e+10 0.000000 24.926209 21.207015
26 NaN 8.220265e+09 1.759944 12.811828 9.369942
27 NaN 8.220265e+09 1.759944 39.086305 36.907084
28 NaN 7.683433e+10 2.697795 25.035061 22.221604
29 NaN 3.348300e+11 2.378828 23.765094 20.646582
... ... ... ... ... ...
12393 NaN 5.056250e+06 NaN 22.264863 15.703174
12394 NaN 6.638950e+06 0.000000 85.209814 82.691271
12395 157.29 2.454980e+06 0.000000 81.002640 77.642746
12396 554.97 6.130000e+05 0.000000 104.855989 101.582954
12397 9133.14 5.372680e+06 0.000000 86.540087 83.203667
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12399 14.38 6.832300e+04 NaN 84.383281 80.711010
12400 224.64 1.513400e+06 NaN 91.336033 88.298613
12401 400870.80 2.668962e+07 0.000000 128.338067 125.918588
12402 NaN 5.030700e+01 0.000000 46.194186 37.170577
12403 34721.39 2.763600e+07 0.000000 85.597702 83.155146
12404 13221.80 1.617636e+06 0.000000 143.967546 141.537330
12405 32154.05 4.413200e+07 0.000000 30.936999 26.788899
12406 26187.86 5.369580e+06 NaN 76.595314 73.714338
12407 NaN 7.414000e+05 NaN 38.789278 32.592031
12408 5476.59 5.004900e+06 0.000000 144.378579 142.425959
12409 2323.14 1.550796e+07 0.000000 78.826249 74.774465
12410 1520267.50 3.149430e+10 4.745098 23.642446 20.871843
12411 NaN 1.352860e+06 0.000000 49.854633 40.794203
12412 3612.46 1.413230e+06 NaN 107.881038 104.750589
12413 NaN 1.251480e+06 0.000000 34.100982 27.367603
12414 1550.90 3.454800e+05 NaN 100.116743 96.880709
12415 6309.54 2.773440e+06 NaN 112.217172 109.026966
12416 234.26 7.035000e+05 0.000000 164.190253 162.885259
12417 NaN 9.951905e+06 0.000000 77.780927 73.768212
12418 28419.56 3.879800e+07 0.000000 65.635234 61.409613
12419 NaN 2.723500e+06 NaN 92.905255 89.673758
12420 NaN 2.437080e+07 NaN 42.695288 35.466946
12421 1471.83 2.031860e+06 0.000000 144.833250 142.026319
12422 3050902.65 8.821566e+08 0.614675 44.142448 33.749753
HistBeta PredBeta DataDate
0 -0.000164 0.152874 20040223
1 -0.000005 0.118760 20040223
2 -0.063917 0.127992 20040223
3 -0.028270 0.310129 20040223
4 -0.052933 0.249286 20040223
5 0.023792 0.285095 20040223
6 -0.001482 0.013072 20040223
7 0.113628 0.182801 20040223
8 0.654485 1.050861 20040223
9 0.047071 0.273314 20040223
10 -0.005741 0.561164 20040223
11 0.506828 0.870772 20040223
12 0.161845 0.519265 20040223
13 0.278090 0.475732 20040223
14 -0.000005 0.072553 20040223
15 -0.113455 0.132686 20040223
16 0.428931 0.673960 20040223
17 0.372350 0.413169 20040223
18 0.091369 0.517710 20040223
19 0.138679 0.264730 20040223
20 0.013635 0.329597 20040223
21 -0.153106 0.101815 20040223
22 0.790418 0.940144 20040223
23 0.067782 0.391670 20040223
24 -0.014230 0.354938 20040223
25 0.378491 0.632116 20040223
26 0.013202 0.239546 20040223
27 0.304125 0.636884 20040223
28 0.380967 0.562199 20040223
29 -0.027217 0.312336 20040223
... ... ... ...
12393 -0.000005 -0.006526 20040223
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12395 0.766220 1.118281 20040223
12396 0.989970 1.103349 20040223
12397 0.709903 1.053732 20040223
12398 0.642402 1.070667 20040223
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12400 0.858567 1.063627 20040223
12401 0.737824 0.887797 20040223
12402 1.063419 1.278549 20040223
12403 0.465934 0.796556 20040223
12404 0.852844 1.254515 20040223
12405 0.343511 0.262148 20040223
12406 0.268731 0.631921 20040223
12407 0.357050 0.612202 20040223
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12409 0.715868 1.131046 20040223
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12412 0.885214 1.134931 20040223
12413 0.202992 0.492581 20040223
12414 1.159068 1.288981 20040223
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12417 0.265179 0.438670 20040223
12418 0.826444 1.027229 20040223
12419 0.838546 1.028727 20040223
12420 0.766768 0.899993 20040223
12421 1.225798 1.427548 20040223
12422 1.009509 1.296030 20040223
[12423 rows x 92 columns],
'20040224': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.391 0.00 0.0
2 USA0031 0.135 0.00 0.0
3 USA0062 -0.731 0.43 0.0
4 USA00E2 -0.297 0.00 0.0
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12 USA00R1 0.115 0.00 0.0
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16 USA0161 -1.742 1.00 0.0
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27 USA02B1 0.004 0.00 0.0
28 USA02H1 -0.342 0.00 0.0
29 USA02P1 -0.134 0.00 0.0
... ... ... ... ...
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12403 USAZYS1 -0.245 0.00 0.0
12404 USAZYT1 2.871 0.00 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
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5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
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8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
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11 0.0 0.0 0.0 0.0
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13 0.0 0.0 0.0 0.0
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26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12395 0.0 0.0 0.0 0.0
12396 0.0 0.0 0.0 0.0
12397 0.0 0.0 0.0 0.0
12398 0.0 0.0 0.0 0.0
12399 0.0 0.0 0.0 0.0
12400 0.0 0.0 0.0 0.0
12401 0.0 0.0 0.0 0.0
12402 0.0 0.0 0.0 0.0
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12404 0.0 0.0 0.0 0.0
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12411 0.0 0.0 0.0 0.0
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12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.004 0.000 ... NaN NaN
1 -2.004 0.000 ... NaN NaN
2 -2.134 0.000 ... NaN 5900.0
3 -2.064 0.000 ... NaN NaN
4 -2.116 0.000 ... NaN 5660.0
5 -1.961 0.000 ... NaN NaN
6 -2.007 0.000 ... NaN NaN
7 -1.774 0.000 ... NaN NaN
8 -0.678 0.000 ... NaN NaN
9 -1.909 0.862 ... NaN NaN
10 -2.017 0.000 ... NaN NaN
11 -0.981 0.000 ... NaN NaN
12 -1.687 0.000 ... NaN NaN
13 -1.444 0.000 ... NaN 98078.0
14 -2.004 0.000 ... NaN NaN
15 -2.236 0.000 ... NaN NaN
16 -1.129 0.000 ... NaN 880.0
17 -1.251 0.000 ... NaN 5250.0
18 -1.819 0.000 ... NaN NaN
19 -1.722 0.000 ... NaN NaN
20 -1.977 0.000 ... NaN NaN
21 -2.314 1.000 ... NaN NaN
22 -0.404 0.000 ... NaN NaN
23 -1.867 0.000 ... NaN 13750.0
24 -2.038 0.000 ... NaN NaN
25 -1.237 0.000 ... NaN NaN
26 -1.977 0.000 ... NaN NaN
27 -1.398 0.000 ... NaN 145.0
28 -1.236 0.000 ... NaN 4980.0
29 -2.059 0.000 ... NaN 1000.0
... ... ... ... ... ...
12394 -2.004 0.000 ... NaN NaN
12395 -1.205 0.000 ... NaN NaN
12396 -0.471 0.000 ... NaN 30000.0
12397 -0.004 0.000 ... NaN 1050.0
12398 -0.626 0.000 ... NaN 16000.0
12399 -0.709 0.000 ... NaN NaN
12400 0.020 0.000 ... NaN NaN
12401 -0.269 0.000 ... NaN NaN
12402 -0.500 0.000 ... NaN 662611.0
12403 0.146 0.000 ... NaN NaN
12404 -1.056 0.000 ... NaN 64180.0
12405 -0.334 0.000 ... NaN 594662.0
12406 -1.299 0.000 ... NaN 400.0
12407 -1.410 0.000 ... NaN 180670.0
12408 -1.287 0.000 ... NaN NaN
12409 -0.871 0.000 ... NaN 857774.0
12410 -0.559 0.000 ... NaN NaN
12411 -1.449 1.000 ... NaN 31700.0
12412 0.030 0.000 ... NaN NaN
12413 -0.204 0.000 ... NaN NaN
12414 -1.594 0.000 ... NaN NaN
12415 0.360 0.000 ... NaN 60000.0
12416 -0.063 0.000 ... NaN 120377.0
12417 -1.632 1.000 ... NaN NaN
12418 -1.463 0.000 ... NaN 0.0
12419 -0.338 0.000 ... NaN 6500.0
12420 -0.309 1.000 ... NaN NaN
12421 -0.455 0.000 ... NaN NaN
12422 0.273 0.000 ... NaN 5360895.0
12423 0.011 0.000 ... NaN 85800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.590731e+10 0.186916 16.837640 12.067131
1 NaN 5.311048e+09 0.000000 19.281981 14.100677
2 NaN 6.804944e+10 2.274838 23.383315 20.043745
3 NaN 3.005890e+10 2.076412 26.098430 23.875690
4 NaN 5.467481e+10 2.246642 29.853973 26.837892
5 NaN 1.925352e+11 0.374370 16.775408 12.891190
6 NaN 1.572179e+10 4.881809 23.343093 16.494949
7 NaN 8.166771e+10 0.000000 24.486413 19.922813
8 NaN 1.818179e+10 0.083595 35.090282 27.509538
9 NaN 4.403354e+10 1.735016 23.087750 20.401772
10 NaN 3.542495e+10 0.000000 37.846155 30.359421
11 NaN 2.497320e+10 1.309942 21.353353 16.855943
12 NaN 6.867907e+09 2.380952 17.401308 13.279311
13 NaN 1.667655e+10 1.326595 28.022050 25.817485
14 NaN 1.239987e+10 1.331558 15.343794 11.622983
15 NaN 3.458304e+10 1.628743 33.072397 29.943401
16 NaN 3.458304e+10 1.628743 33.892763 30.333168
17 NaN 2.870215e+10 0.187178 23.193695 20.919575
18 NaN 2.646175e+10 1.894279 26.661893 23.540358
19 NaN 9.424405e+10 3.381587 25.734076 22.456436
20 NaN 1.600115e+11 0.000000 40.276440 37.091072
21 NaN 1.223483e+11 1.787165 23.352519 20.495134
22 NaN 1.592530e+10 0.000000 32.602483 27.714260
23 NaN 8.416657e+10 0.000000 25.306624 22.269788
24 NaN 4.499472e+10 3.189066 21.367454 17.370763
25 NaN 3.268405e+10 0.000000 24.973819 21.313864
26 NaN 8.119982e+09 1.759944 12.799067 9.405826
27 NaN 8.119982e+09 1.759944 39.025592 36.914044
28 NaN 7.425371e+10 2.697795 25.078864 22.372054
29 NaN 3.334273e+11 2.378828 23.624831 20.660996
... ... ... ... ... ...
12394 NaN 5.056250e+06 NaN 22.655305 16.183123
12395 NaN 6.638950e+06 0.000000 85.795928 83.355344
12396 313.77 2.678160e+06 0.000000 76.087787 72.378681
12397 530.93 6.130000e+05 0.000000 105.121152 101.935247
12398 9205.27 7.075870e+06 0.000000 86.404874 83.101665
12399 NaN 2.345460e+07 NaN 83.806498 80.592226
12400 NaN 6.832300e+04 NaN 84.667183 81.112202
12401 NaN 1.513400e+06 NaN 87.114538 83.817295
12402 404033.67 2.543575e+07 0.000000 129.538336 127.164545
12403 NaN 5.030700e+01 0.000000 46.015388 37.279717
12404 34572.61 2.418150e+07 0.000000 88.267746 85.920446
12405 12999.23 1.887242e+06 0.000000 146.172584 143.952560
12406 30823.14 4.366472e+07 0.000000 31.462242 27.277839
12407 26639.96 5.966200e+06 NaN 78.942599 76.290060
12408 NaN 7.414000e+05 NaN 38.604933 32.634554
12409 5578.56 5.004900e+06 0.000000 145.682862 143.805843
12410 NaN 1.550796e+07 0.000000 79.014755 75.239911
12411 1494868.38 3.185368e+10 4.745098 24.162434 21.483502
12412 NaN 1.352860e+06 0.000000 49.708652 40.728195
12413 NaN 1.413230e+06 NaN 107.918390 104.909637
12414 NaN 1.251480e+06 0.000000 33.974675 27.434214
12415 1488.59 2.591100e+05 NaN 101.545658 98.320698
12416 6761.42 1.033222e+07 NaN 111.082609 107.962811
12417 NaN 7.035000e+05 0.000000 165.788175 164.564034
12418 NaN 9.627099e+06 0.000000 78.400699 74.387432
12419 28545.95 3.920640e+07 0.000000 65.678147 61.587884
12420 NaN 2.723500e+06 NaN 93.145531 90.009454
12421 NaN 2.437080e+07 NaN 42.671646 35.530045
12422 12370.39 4.571685e+06 0.000000 169.033057 166.798227
12423 3037115.57 9.074159e+08 0.614675 43.667767 34.087442
HistBeta PredBeta DataDate
0 -0.000167 0.140479 20040224
1 -0.000008 0.106946 20040224
2 -0.064343 0.124962 20040224
3 -0.030128 0.304712 20040224
4 -0.055500 0.235139 20040224
5 0.021227 0.292181 20040224
6 -0.001451 0.027029 20040224
7 0.113794 0.183268 20040224
8 0.656419 1.074512 20040224
9 0.046729 0.263252 20040224
10 -0.006499 0.559064 20040224
11 0.506281 0.869078 20040224
12 0.156991 0.523737 20040224
13 0.277079 0.460524 20040224
14 -0.000008 0.072568 20040224
15 -0.114930 0.115843 20040224
16 0.433392 0.630145 20040224
17 0.373001 0.420038 20040224
18 0.091269 0.504750 20040224
19 0.139351 0.255936 20040224
20 0.013040 0.323894 20040224
21 -0.153813 0.089992 20040224
22 0.792526 0.959807 20040224
23 0.067624 0.394133 20040224
24 -0.017202 0.341010 20040224
25 0.379488 0.644050 20040224
26 0.013232 0.241223 20040224
27 0.299936 0.637700 20040224
28 0.380281 0.554602 20040224
29 -0.027446 0.299188 20040224
... ... ... ...
12394 -0.000008 0.014935 20040224
12395 0.395436 0.669098 20040224
12396 0.759271 1.106482 20040224
12397 0.990208 1.156912 20040224
12398 0.682104 1.060207 20040224
12399 0.641152 1.078460 20040224
12400 1.002232 1.243780 20040224
12401 0.859196 1.105790 20040224
12402 0.744544 1.022418 20040224
12403 1.064541 1.304598 20040224
12404 0.469567 0.829696 20040224
12405 0.826935 1.115989 20040224
12406 0.348865 0.291258 20040224
12407 0.294102 0.593818 20040224
12408 0.355032 0.655480 20040224
12409 0.560840 0.946105 20040224
12410 0.715559 1.077712 20040224
12411 0.274589 0.381572 20040224
12412 1.007017 1.128665 20040224
12413 0.891334 1.208103 20040224
12414 0.202779 0.509300 20040224
12415 1.170643 1.396312 20040224
12416 0.961142 1.255903 20040224
12417 0.183875 0.521822 20040224
12418 0.267925 0.534391 20040224
12419 0.824902 1.023149 20040224
12420 0.839504 1.051189 20040224
12421 0.767244 0.947044 20040224
12422 1.127628 1.309805 20040224
12423 0.997737 1.247529 20040224
[12424 rows x 92 columns],
'20040225': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -1.083 0.00 0.0
1 USA0011 0.123 0.00 0.0
2 USA0031 -0.310 0.00 0.0
3 USA0062 0.696 0.43 0.0
4 USA00E2 0.044 0.00 0.0
5 USA00F1 -0.681 0.00 0.0
6 USA00G2 -0.666 0.00 0.0
7 USA00H1 -0.169 0.00 0.0
8 USA00I1 1.765 0.00 0.0
9 USA00J1 -0.269 0.00 0.0
10 USA00K1 0.190 0.00 0.0
11 USA00P1 -2.817 0.00 0.0
12 USA00R1 -0.644 0.00 0.0
13 USA00S1 1.148 0.00 0.0
14 USA00V1 -0.549 0.00 0.0
15 USA0131 0.848 1.00 0.0
16 USA0161 2.534 1.00 0.0
17 USA01I1 0.131 0.00 0.0
18 USA01J2 0.079 0.00 0.0
19 USA01L1 0.257 0.00 0.0
20 USA01P1 0.180 0.00 0.0
21 USA01Q1 -0.291 0.00 0.0
22 USA0202 1.230 0.00 0.0
23 USA0231 2.523 0.00 0.0
24 USA0281 -2.452 0.00 0.0
25 USA0291 0.743 0.00 0.0
26 USA02A1 -0.143 0.00 0.0
27 USA02B1 0.702 0.00 0.0
28 USA02H1 2.436 0.00 0.0
29 USA02P1 -0.676 0.00 0.0
... ... ... ... ...
12394 USAZY41 -1.201 0.00 0.0
12395 USAZY51 2.585 0.00 0.0
12396 USAZY61 0.993 0.00 0.0
12397 USAZY71 0.568 0.00 0.0
12398 USAZYI1 2.791 0.00 0.0
12399 USAZYJ1 1.193 0.00 0.0
12400 USAZYK1 0.836 0.00 0.0
12401 USAZYM1 1.368 0.00 0.0
12402 USAZYR1 0.084 0.00 0.0
12403 USAZYS1 0.592 0.00 0.0
12404 USAZYT1 -1.134 0.00 0.0
12405 USAZYV1 -2.817 0.00 0.0
12406 USAZYX1 0.801 0.00 0.0
12407 USAZZ41 2.174 0.00 0.0
12408 USAZZ51 0.859 0.00 0.0
12409 USAZZ61 0.616 0.00 0.0
12410 USAZZ71 0.892 0.00 0.0
12411 USAZZ81 -0.848 0.00 0.0
12412 USAZZ91 1.467 0.00 0.0
12413 USAZZA1 0.612 0.00 0.0
12414 USAZZB1 0.261 0.00 0.0
12415 USAZZD1 0.430 0.00 0.0
12416 USAZZF1 1.774 0.00 0.0
12417 USAZZI1 0.294 0.00 0.0
12418 USAZZJ1 -1.101 0.00 0.0
12419 USAZZL1 0.519 0.00 0.0
12420 USAZZP1 0.756 0.00 0.0
12421 USAZZR1 1.111 0.00 0.0
12422 USAZZX1 -2.610 0.00 0.0
12423 USAZZY1 1.221 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
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6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
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19 0.0 0.0 0.0 0.0
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23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.999 0.000 ... NaN NaN
1 -1.999 0.000 ... NaN NaN
2 -2.128 0.000 ... NaN 5900.0
3 -2.064 0.000 ... NaN NaN
4 -2.116 0.000 ... NaN 5660.0
5 -1.956 0.000 ... NaN NaN
6 -2.002 0.000 ... NaN NaN
7 -1.770 0.000 ... NaN NaN
8 -0.700 0.000 ... NaN 15000.0
9 -1.905 0.862 ... NaN NaN
10 -2.014 0.000 ... NaN NaN
11 -0.877 0.000 ... NaN 5200.0
12 -1.718 0.000 ... NaN NaN
13 -1.453 0.000 ... NaN 72558.0
14 -1.999 0.000 ... NaN NaN
15 -2.234 0.000 ... NaN NaN
16 -1.145 0.000 ... NaN 60.0
17 -1.253 0.000 ... NaN 5250.0
18 -1.818 0.000 ... NaN NaN
19 -1.717 0.000 ... NaN 38800.0
20 -1.965 0.000 ... NaN 20000.0
21 -2.309 1.000 ... NaN NaN
22 -0.411 0.000 ... NaN NaN
23 -1.911 0.000 ... NaN 37750.0
24 -1.981 0.000 ... NaN 44200.0
25 -1.241 0.000 ... NaN NaN
26 -1.972 0.000 ... NaN NaN
27 -1.399 0.000 ... NaN NaN
28 -1.266 0.000 ... NaN 4080.0
29 -2.056 0.000 ... NaN 1000.0
... ... ... ... ... ...
12394 -1.999 0.000 ... NaN NaN
12395 -1.298 0.000 ... NaN 1000.0
12396 -0.474 0.000 ... NaN NaN
12397 -0.010 0.000 ... NaN 5300.0
12398 -0.666 0.000 ... NaN 8000.0
12399 -0.712 0.000 ... NaN NaN
12400 0.017 0.000 ... NaN 4250.0
12401 -0.270 0.000 ... NaN NaN
12402 -0.495 0.000 ... NaN 90180.0
12403 0.142 0.000 ... NaN NaN
12404 -1.052 0.000 ... NaN 55250.0
12405 0.083 0.000 ... NaN 177991.0
12406 -1.304 0.000 ... NaN 100.0
12407 -1.418 0.000 ... NaN 249616.0
12408 -1.294 0.000 ... NaN NaN
12409 -0.879 0.000 ... NaN 36622.0
12410 -0.562 0.000 ... NaN NaN
12411 -1.429 1.000 ... NaN 42600.0
12412 0.027 0.000 ... NaN NaN
12413 -0.208 0.000 ... NaN NaN
12414 -1.594 0.000 ... NaN NaN
12415 0.355 0.000 ... NaN 230900.0
12416 -0.064 0.000 ... NaN 45600.0
12417 -1.636 1.000 ... NaN 40000.0
12418 -1.432 0.000 ... NaN 0.0
12419 -0.346 0.000 ... NaN 1475.0
12420 -0.318 1.000 ... NaN NaN
12421 -0.464 0.000 ... NaN NaN
12422 0.295 0.000 ... NaN 1160729.0
12423 -0.006 0.000 ... NaN 66700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.620692e+10 0.186916 16.613376 11.853804
1 NaN 5.552741e+09 0.000000 18.827025 13.604915
2 NaN 6.797132e+10 2.274838 22.679931 19.333932
3 NaN 3.007611e+10 2.076412 25.440682 23.149676
4 NaN 5.415562e+10 2.246642 28.820496 25.840576
5 NaN 1.941005e+11 0.374370 16.380118 12.558623
6 NaN 1.595821e+10 4.881809 22.810682 15.938978
7 NaN 8.232601e+10 0.000000 23.764765 19.221692
8 NaN 1.844625e+10 0.083595 34.421527 26.942434
9 NaN 4.423196e+10 1.735016 22.391125 19.753984
10 NaN 3.615673e+10 0.000000 36.749551 29.219965
11 NaN 2.503863e+10 1.309942 25.810034 22.111246
12 NaN 6.866803e+09 2.380952 17.310601 13.273047
13 NaN 1.669545e+10 1.326595 27.263035 25.022117
14 NaN 1.237956e+10 1.331558 15.025010 11.288296
15 NaN 3.506313e+10 1.628743 32.256002 29.113945
16 NaN 3.506313e+10 1.628743 33.297824 29.710323
17 NaN 2.893431e+10 0.187178 22.417416 20.166271
18 NaN 2.663082e+10 1.894279 25.745926 22.627058
19 NaN 9.388067e+10 3.381587 24.968715 21.649126
20 NaN 1.636971e+11 0.000000 38.722666 35.458016
21 NaN 1.220288e+11 1.787165 22.738625 19.837505
22 NaN 1.626166e+10 0.000000 31.661176 26.877098
23 NaN 8.534587e+10 0.000000 25.787474 22.450227
24 NaN 4.510432e+10 3.189066 21.849615 17.899817
25 NaN 3.323802e+10 0.000000 24.345688 20.702564
26 NaN 8.297625e+09 1.759944 12.471954 9.097359
27 NaN 8.297625e+09 1.759944 37.987935 35.899440
28 NaN 7.354283e+10 2.697795 26.563023 23.592472
29 NaN 3.303215e+11 2.378828 22.961760 19.999835
... ... ... ... ... ...
12394 NaN 5.056250e+06 NaN 22.572876 15.996223
12395 762.17 5.253430e+06 0.000000 83.391822 80.910546
12396 NaN 2.678160e+06 0.000000 76.772459 73.531996
12397 405.14 6.130000e+05 0.000000 100.193359 96.993441
12398 9163.14 6.336600e+06 0.000000 83.551753 80.171020
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12400 13.38 6.832300e+04 NaN 81.186018 77.648178
12401 NaN 1.513400e+06 NaN 84.003537 80.645537
12402 380081.22 2.579400e+07 0.000000 125.293392 122.989030
12403 NaN 5.030700e+01 0.000000 44.538380 35.933556
12404 33543.72 2.467500e+07 0.000000 85.375868 83.018054
12405 13833.85 1.752439e+07 0.000000 142.215909 139.908165
12406 27540.71 4.361280e+07 0.000000 30.742297 26.596145
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12408 NaN 7.414000e+05 NaN 38.164386 31.478554
12409 4775.56 5.004900e+06 0.000000 140.950474 139.110452
12410 NaN 1.550796e+07 0.000000 76.331254 72.560272
12411 1480194.67 3.254616e+10 4.745098 23.108736 20.318233
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12413 NaN 1.413230e+06 NaN 103.329134 100.356782
12414 NaN 1.251480e+06 0.000000 33.121195 26.514120
12415 1474.62 2.591100e+05 NaN 89.680236 85.936219
12416 7041.24 1.033222e+07 NaN 108.025948 104.862896
12417 277.25 7.035000e+05 0.000000 159.429469 158.204989
12418 NaN 9.978949e+06 0.000000 75.763809 71.826781
12419 28680.24 3.920640e+07 0.000000 63.492053 59.432095
12420 NaN 2.723500e+06 NaN 89.043688 85.912301
12421 NaN 2.437080e+07 NaN 41.567471 34.464782
12422 15000.23 5.079650e+06 0.000000 163.943339 161.734281
12423 3065198.43 9.048580e+08 0.614675 42.643862 33.065059
HistBeta PredBeta DataDate
0 -0.000167 0.107886 20040225
1 -0.000006 0.106721 20040225
2 -0.064580 0.108491 20040225
3 -0.032470 0.321958 20040225
4 -0.058456 0.261687 20040225
5 0.020996 0.268039 20040225
6 -0.001682 -0.002614 20040225
7 0.113824 0.180743 20040225
8 0.646053 1.103774 20040225
9 0.046473 0.250762 20040225
10 -0.007883 0.568618 20040225
11 0.557586 0.852267 20040225
12 0.139489 0.487760 20040225
13 0.271332 0.485919 20040225
14 -0.000006 0.053402 20040225
15 -0.116850 0.147528 20040225
16 0.424747 0.699418 20040225
17 0.370842 0.420609 20040225
18 0.089951 0.502630 20040225
19 0.140197 0.265677 20040225
20 0.016772 0.341912 20040225
21 -0.154406 0.081206 20040225
22 0.789626 0.986999 20040225
23 0.043700 0.454606 20040225
24 0.008911 0.306880 20040225
25 0.376972 0.666749 20040225
26 0.013146 0.230345 20040225
27 0.298374 0.649744 20040225
28 0.364536 0.621982 20040225
29 -0.028633 0.277664 20040225
... ... ... ...
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12395 0.348319 0.687332 20040225
12396 0.758425 1.114951 20040225
12397 0.989251 1.162330 20040225
12398 0.662860 1.082496 20040225
12399 0.639817 1.107863 20040225
12400 1.002246 1.266392 20040225
12401 0.859747 1.148955 20040225
12402 0.747984 0.966217 20040225
12403 1.064740 1.328698 20040225
12404 0.470717 0.832092 20040225
12405 1.035126 1.190545 20040225
12406 0.345662 0.291490 20040225
12407 0.288778 0.640462 20040225
12408 0.350642 0.617435 20040225
12409 0.556638 0.934188 20040225
12410 0.714294 1.092040 20040225
12411 0.283427 0.370206 20040225
12412 1.007191 1.165435 20040225
12413 0.890522 1.216261 20040225
12414 0.201457 0.519304 20040225
12415 1.170732 1.470376 20040225
12416 0.962009 1.305551 20040225
12417 0.180433 0.525328 20040225
12418 0.281968 0.499435 20040225
12419 0.822003 1.035664 20040225
12420 0.835883 1.063162 20040225
12421 0.763471 0.972651 20040225
12422 1.140908 1.263449 20040225
12423 0.991053 1.285298 20040225
[12424 rows x 92 columns],
'20040226': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.475 0.00 0.0
2 USA0031 -0.151 0.00 0.0
3 USA0062 2.351 0.43 0.0
4 USA00E2 0.223 0.00 0.0
5 USA00F1 0.006 0.00 0.0
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9 USA00J1 0.424 0.00 0.0
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16 USA0161 -2.392 1.00 0.0
17 USA01I1 -0.134 0.00 0.0
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19 USA01L1 0.615 0.00 0.0
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23 USA0231 0.320 0.00 0.0
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28 USA02H1 0.223 0.00 0.0
29 USA02P1 -0.222 0.00 0.0
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12407 USAZZ51 0.537 0.00 0.0
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12418 USAZZL1 2.757 0.00 0.0
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12420 USAZZR1 0.765 0.00 0.0
12421 USAZZX1 2.757 0.00 0.0
12422 USAZZY1 1.596 0.00 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
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28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
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12396 0.0 0.0 0.0 0.0
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.997 0.000 ... NaN NaN
1 -1.997 0.000 ... NaN NaN
2 -2.128 0.000 ... NaN 5900.0
3 -2.085 0.000 ... NaN 507.0
4 -2.119 0.000 ... NaN 5660.0
5 -1.955 0.000 ... NaN NaN
6 -2.001 0.000 ... NaN 472.0
7 -1.769 0.000 ... NaN NaN
8 -0.703 0.000 ... NaN NaN
9 -1.904 0.862 ... NaN NaN
10 -2.015 0.000 ... NaN NaN
11 -0.879 0.000 ... NaN NaN
12 -1.720 0.000 ... NaN NaN
13 -1.458 0.000 ... NaN 61040.0
14 -1.997 0.000 ... NaN NaN
15 -2.256 0.000 ... NaN 360.0
16 -1.120 0.000 ... NaN 900.0
17 -1.254 0.000 ... NaN 5250.0
18 -1.807 0.000 ... NaN 585.0
19 -1.717 0.000 ... NaN NaN
20 -1.977 0.000 ... NaN NaN
21 -2.322 1.000 ... NaN 592.0
22 -0.413 0.000 ... NaN NaN
23 -1.910 0.000 ... NaN 37750.0
24 -1.980 0.000 ... NaN 560.0
25 -1.241 0.000 ... NaN NaN
26 -1.971 0.000 ... NaN NaN
27 -1.400 0.000 ... NaN NaN
28 -1.266 0.000 ... NaN 4080.0
29 -2.050 0.000 ... NaN 620.0
... ... ... ... ... ...
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12395 -0.474 0.000 ... NaN NaN
12396 -0.011 0.000 ... NaN 600.0
12397 -0.668 0.000 ... NaN 15460.0
12398 -0.715 0.000 ... NaN NaN
12399 0.021 0.000 ... NaN 10000.0
12400 -0.270 0.000 ... NaN NaN
12401 -0.441 0.000 ... NaN 1393396.0
12402 0.142 0.000 ... NaN NaN
12403 -1.003 0.000 ... NaN 50050.0
12404 0.135 0.000 ... NaN 213070.0
12405 -1.304 0.000 ... NaN 700.0
12406 -1.407 0.000 ... NaN 58000.0
12407 -1.300 0.000 ... NaN NaN
12408 -0.882 0.000 ... NaN 30300.0
12409 -0.601 0.000 ... NaN 82500.0
12410 -1.438 1.000 ... NaN 16300.0
12411 0.028 0.000 ... NaN NaN
12412 -0.210 0.000 ... NaN NaN
12413 -1.593 0.000 ... NaN NaN
12414 0.355 0.000 ... NaN 43000.0
12415 -0.060 0.000 ... NaN 64925.0
12416 -1.643 1.000 ... NaN 233866.0
12417 -1.428 0.000 ... NaN 0.0
12418 -0.363 0.000 ... NaN 8300.0
12419 -0.328 1.000 ... NaN NaN
12420 -0.469 0.000 ... NaN NaN
12421 0.215 0.000 ... NaN 2193462.0
12422 0.001 0.000 ... NaN 62000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.672625e+10 0.186916 16.272440 11.673637
1 NaN 5.546544e+09 0.000000 18.553680 13.406587
2 NaN 6.726816e+10 2.274838 22.242828 18.996355
3 NaN 3.005030e+10 2.076412 25.810963 23.342418
4 NaN 5.404912e+10 2.246642 28.417131 25.480431
5 NaN 1.941527e+11 0.374370 16.069728 12.342758
6 NaN 1.587940e+10 4.881809 22.351962 15.659252
7 NaN 8.306176e+10 0.000000 23.448401 18.943977
8 NaN 1.856746e+10 0.083595 33.857470 26.546869
9 NaN 4.395913e+10 1.735016 22.091056 19.481304
10 NaN 3.615673e+10 0.000000 36.187964 28.776618
11 NaN 2.493750e+10 1.309942 25.542995 21.942002
12 NaN 6.970644e+09 2.380952 17.126509 13.126859
13 NaN 1.655845e+10 1.326595 26.918763 24.702653
14 NaN 1.232623e+10 1.331558 14.814905 11.131293
15 NaN 3.395891e+10 1.628743 32.226596 29.012643
16 NaN 3.395891e+10 1.628743 33.410448 29.708597
17 NaN 2.892984e+10 0.187178 21.965464 19.781938
18 NaN 2.689651e+10 1.894279 25.310234 22.203078
19 NaN 9.416924e+10 3.381587 24.632956 21.317168
20 NaN 1.623063e+11 0.000000 38.258014 35.019196
21 NaN 1.224712e+11 1.787165 22.924965 19.966684
22 NaN 1.633928e+10 0.000000 31.245272 26.475013
23 NaN 8.537151e+10 0.000000 25.133748 22.078933
24 NaN 4.488512e+10 3.189066 21.300632 17.666612
25 NaN 3.427370e+10 0.000000 23.922768 20.362627
26 NaN 8.200208e+09 1.759944 12.185964 8.983630
27 NaN 8.200208e+09 1.759944 37.330769 35.272657
28 NaN 7.318251e+10 2.697795 25.956175 23.128694
29 NaN 3.273158e+11 2.378828 22.624060 19.768428
... ... ... ... ... ...
12393 NaN 5.056250e+06 NaN 22.169093 15.712841
12394 1785.33 5.830730e+06 0.000000 79.538835 76.920145
12395 NaN 2.678160e+06 0.000000 75.527102 72.219766
12396 405.82 6.130000e+05 0.000000 98.896527 95.725154
12397 9207.50 6.336600e+06 0.000000 82.892692 79.786003
12398 NaN 2.345460e+07 NaN 79.723093 76.522478
12399 13.82 6.832300e+04 NaN 79.126625 75.521485
12400 NaN 1.513400e+06 NaN 83.171925 79.880823
12401 364573.94 3.045125e+07 0.000000 124.342547 121.983974
12402 NaN 5.030700e+01 0.000000 43.890923 35.309121
12403 33685.88 2.516850e+07 0.000000 83.932047 81.557145
12404 15074.36 2.696000e+06 0.000000 149.223357 147.030362
12405 27350.95 4.387240e+07 0.000000 30.149673 26.124031
12406 26952.24 6.297888e+06 NaN 76.796072 74.241263
12407 NaN 7.414000e+05 NaN 37.522234 30.954501
12408 3931.64 5.004900e+06 0.000000 138.498013 136.678706
12409 2930.05 1.133274e+07 0.000000 78.271842 74.579437
12410 1448958.67 3.196008e+10 4.745098 22.702741 19.940409
12411 NaN 1.352860e+06 0.000000 47.648353 38.620407
12412 NaN 1.413230e+06 NaN 101.318267 98.319033
12413 NaN 1.251480e+06 0.000000 32.535487 26.042617
12414 1409.21 2.591100e+05 NaN 89.184896 85.519483
12415 7418.70 1.071490e+07 NaN 106.044783 102.910285
12416 596.15 7.035000e+05 0.000000 156.031044 154.754399
12417 NaN 1.002871e+07 0.000000 74.674519 70.676999
12418 28881.60 3.757280e+07 0.000000 63.259822 59.116308
12419 NaN 2.723500e+06 NaN 87.012542 83.918215
12420 NaN 2.437080e+07 NaN 40.888693 33.883589
12421 17867.72 3.250976e+06 0.000000 164.281362 162.159955
12422 3105566.71 9.141304e+08 0.614675 42.639536 32.928985
HistBeta PredBeta DataDate
0 -0.000169 0.107239 20040226
1 -0.000007 0.090941 20040226
2 -0.064984 0.102026 20040226
3 -0.043515 0.360770 20040226
4 -0.060758 0.263055 20040226
5 0.020814 0.270431 20040226
6 -0.001847 -0.003824 20040226
7 0.113853 0.181433 20040226
8 0.644845 1.097525 20040226
9 0.046491 0.263035 20040226
10 -0.008839 0.579848 20040226
11 0.556773 0.894266 20040226
12 0.137982 0.508090 20040226
13 0.268401 0.497066 20040226
14 -0.000007 0.046072 20040226
15 -0.128822 0.158634 20040226
16 0.436777 0.616386 20040226
17 0.370393 0.417777 20040226
18 0.094519 0.500862 20040226
19 0.139455 0.279847 20040226
20 0.010103 0.344459 20040226
21 -0.161646 0.120554 20040226
22 0.788921 0.988191 20040226
23 0.043283 0.431925 20040226
24 0.008377 0.321175 20040226
25 0.376499 0.661278 20040226
26 0.013131 0.228619 20040226
27 0.297615 0.651645 20040226
28 0.364065 0.616439 20040226
29 -0.026452 0.277230 20040226
... ... ... ...
12393 -0.000007 -0.021585 20040226
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12395 0.758480 1.142841 20040226
12396 0.989393 1.163393 20040226
12397 0.662066 1.019492 20040226
12398 0.638771 1.114310 20040226
12399 1.005004 1.282817 20040226
12400 0.860101 1.137165 20040226
12401 0.775165 0.928155 20040226
12402 1.065487 1.346122 20040226
12403 0.495012 0.837776 20040226
12404 1.061897 1.206520 20040226
12405 0.345440 0.257119 20040226
12406 0.293762 0.553447 20040226
12407 0.347215 0.622750 20040226
12408 0.555499 0.928978 20040226
12409 0.695210 1.121255 20040226
12410 0.278460 0.386884 20040226
12411 1.008478 1.188413 20040226
12412 0.890282 1.235691 20040226
12413 0.201295 0.524621 20040226
12414 1.171766 1.474322 20040226
12415 0.964863 1.251023 20040226
12416 0.176532 0.566407 20040226
12417 0.283550 0.537852 20040226
12418 0.814096 1.089246 20040226
12419 0.831429 1.051421 20040226
12420 0.761196 0.983764 20040226
12421 1.101685 1.361669 20040226
12422 0.995183 1.315479 20040226
[12423 rows x 92 columns],
'20040227': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.336 0.000 0.0
2 USA0031 -0.020 0.000 0.0
3 USA0062 0.641 0.429 0.0
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12 USA00R1 0.409 0.000 0.0
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15 USA0131 0.778 1.000 0.0
16 USA0161 1.036 1.000 0.0
17 USA01I1 0.228 0.000 0.0
18 USA01J2 0.037 0.000 0.0
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27 USA02B1 2.164 0.000 0.0
28 USA02H1 0.443 0.000 0.0
29 USA02P1 0.272 0.000 0.0
... ... ... ... ...
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12428 USAZYR1 -1.330 0.000 0.0
12429 USAZYS1 0.270 0.000 0.0
12430 USAZYT1 -0.808 0.000 0.0
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12442 USAZZF1 0.421 0.000 0.0
12443 USAZZI1 0.453 0.000 0.0
12444 USAZZJ1 -2.277 0.000 0.0
12445 USAZZL1 -2.795 0.000 0.0
12446 USAZZP1 0.140 0.000 0.0
12447 USAZZR1 2.843 0.000 0.0
12448 USAZZX1 -2.598 0.000 0.0
12449 USAZZY1 2.071 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
12441 0.0 0.0 0.0 0.0
12442 0.0 0.0 0.0 0.0
12443 0.0 0.0 0.0 0.0
12444 0.0 0.0 0.0 0.0
12445 0.0 0.0 0.0 0.0
12446 0.0 0.0 0.0 0.0
12447 0.0 0.0 0.0 0.0
12448 0.0 0.0 0.0 0.0
12449 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.995 0.000 ... NaN 0.0
1 -1.995 0.000 ... NaN 0.0
2 -2.125 0.000 ... NaN 5900.0
3 -2.084 0.000 ... NaN 19000.0
4 -2.118 0.000 ... NaN 5660.0
5 -1.953 0.000 ... NaN 0.0
6 -1.998 0.000 ... NaN 400.0
7 -1.766 0.000 ... NaN 0.0
8 -0.699 0.000 ... NaN 17280.0
9 -1.902 0.861 ... NaN 0.0
10 -2.006 0.000 ... NaN 2000.0
11 -0.876 0.000 ... NaN 5789.0
12 -1.724 0.000 ... NaN NaN
13 -1.458 0.000 ... NaN 21228.0
14 -1.995 0.000 ... NaN NaN
15 -2.254 0.000 ... NaN 1671.0
16 -1.117 0.000 ... NaN 775.0
17 -1.250 0.000 ... NaN 5250.0
18 -1.806 0.000 ... NaN 1650.0
19 -1.714 0.000 ... NaN 108480.0
20 -1.975 0.000 ... NaN 47600.0
21 -2.320 1.000 ... NaN 14885.0
22 -0.409 0.000 ... NaN NaN
23 -1.908 0.000 ... NaN 37750.0
24 -1.978 0.000 ... NaN NaN
25 -1.238 0.000 ... NaN 0.0
26 -1.968 0.000 ... NaN 0.0
27 -1.394 0.000 ... NaN 150.0
28 -1.267 0.000 ... NaN 4080.0
29 -2.048 0.000 ... NaN 620.0
... ... ... ... ... ...
12420 -1.995 0.000 ... NaN NaN
12421 -1.267 0.000 ... NaN NaN
12422 -0.472 0.000 ... NaN NaN
12423 -0.003 0.000 ... NaN 14800.0
12424 -0.665 0.000 ... NaN 11000.0
12425 -0.709 0.000 ... NaN 2219.0
12426 0.023 0.000 ... NaN 2140.0
12427 -0.267 0.000 ... NaN NaN
12428 -0.420 0.000 ... NaN 1655503.0
12429 0.145 0.000 ... NaN NaN
12430 -1.015 0.000 ... NaN 76600.0
12431 0.136 0.000 ... NaN 148155.0
12432 -1.298 0.000 ... NaN 3800.0
12433 -1.395 0.000 ... NaN 48000.0
12434 -1.297 0.000 ... NaN NaN
12435 -0.891 0.000 ... NaN 10700.0
12436 -0.577 0.000 ... NaN 121500.0
12437 -1.439 1.000 ... NaN 34100.0
12438 0.031 0.000 ... NaN NaN
12439 -0.207 0.000 ... NaN NaN
12440 -1.591 0.000 ... NaN NaN
12441 0.358 0.000 ... NaN 455280.0
12442 -0.057 0.000 ... NaN 45000.0
12443 -1.642 1.000 ... NaN NaN
12444 -1.428 0.000 ... NaN 0.0
12445 -0.362 0.000 ... NaN 1000.0
12446 -0.331 1.000 ... NaN NaN
12447 -0.104 0.000 ... NaN NaN
12448 0.197 0.000 ... NaN 908452.0
12449 0.004 0.000 ... NaN 110500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.706580e+10 0.175009 16.491103 11.736435
1 NaN 5.614714e+09 0.000000 18.789291 13.514498
2 NaN 6.687753e+10 2.429907 22.407033 19.095737
3 NaN 3.014491e+10 2.139800 25.825602 23.494839
4 NaN 5.258473e+10 2.329114 28.569425 25.581275
5 NaN 1.930570e+11 0.351351 16.246441 12.408007
6 NaN 1.578484e+10 4.742886 22.579716 15.782126
7 NaN 8.200332e+10 0.000000 23.655059 19.044591
8 NaN 1.832871e+10 0.320641 34.137169 26.710839
9 NaN 4.400047e+10 1.653514 22.249151 19.587816
10 NaN 3.532516e+10 0.000000 36.897414 29.297809
11 NaN 2.525279e+10 1.319199 25.616138 22.069466
12 NaN 7.000471e+09 2.335490 17.348353 13.298574
13 NaN 1.667655e+10 1.586402 27.043927 24.869926
14 NaN 1.235416e+10 1.233299 15.020647 11.224158
15 NaN 3.470306e+10 1.567904 32.573146 29.281176
16 NaN 3.470306e+10 1.567904 33.542425 29.965453
17 NaN 2.912182e+10 0.183964 22.087691 19.895689
18 NaN 2.613740e+10 1.953795 25.530927 22.332214
19 NaN 9.442574e+10 3.305037 25.024585 21.591937
20 NaN 1.606373e+11 0.000000 38.775875 35.490769
21 NaN 1.227907e+11 2.001601 22.990866 20.091309
22 NaN 1.623579e+10 0.000000 31.450791 26.672587
23 NaN 8.370510e+10 0.000000 25.279324 22.204007
24 NaN 4.492498e+10 3.104901 21.471382 17.785431
25 NaN 3.449047e+10 0.000000 24.069372 20.471718
26 NaN 8.177287e+09 1.751927 12.302848 9.025659
27 NaN 8.177287e+09 1.751927 38.187113 35.966155
28 NaN 7.293906e+10 2.777036 26.208868 23.302778
29 NaN 3.258130e+11 2.460025 22.832095 19.895218
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 22.574305 15.911495
12421 NaN 5.830730e+06 0.000000 80.786058 78.156845
12422 NaN 2.678160e+06 0.000000 75.625519 72.279407
12423 419.05 4.904000e+05 0.000000 99.360535 96.039650
12424 9401.86 6.336600e+06 0.000000 82.271410 78.918712
12425 84.61 2.165040e+07 NaN 79.840558 76.501853
12426 13.67 6.832300e+04 NaN 79.042138 75.372702
12427 NaN 1.513400e+06 NaN 84.221609 80.924637
12428 404806.58 3.134688e+07 0.000000 125.453604 123.097236
12429 NaN 5.030700e+01 0.000000 44.137366 35.473845
12430 30888.68 2.566200e+07 0.000000 84.619947 82.204949
12431 14638.54 2.426400e+06 0.000000 151.006144 148.805133
12432 29259.14 4.340512e+07 1.196172 30.417772 26.312391
12433 25129.97 5.865680e+06 NaN 77.682468 75.112063
12434 NaN 7.414000e+05 NaN 37.883289 31.182777
12435 3670.27 5.004900e+06 0.000000 139.813313 137.986391
12436 3758.45 8.946900e+06 0.000000 81.776054 78.144654
12437 1467706.67 3.216110e+10 4.416058 22.805691 20.067485
12438 NaN 1.352860e+06 NaN 47.968722 38.855271
12439 NaN 1.413230e+06 NaN 102.683524 99.697965
12440 NaN 1.251480e+06 0.000000 32.931070 26.208267
12441 1450.27 2.591100e+05 NaN 90.474420 86.846536
12442 7705.06 1.071490e+07 NaN 105.403582 102.177268
12443 NaN 7.035000e+05 0.000000 156.643803 155.379315
12444 NaN 1.072021e+07 0.000000 75.684089 71.603396
12445 28599.79 4.124840e+07 0.000000 65.500686 61.531891
12446 NaN 2.723500e+06 NaN 86.913170 83.751117
12447 NaN 8.280000e+04 NaN 56.633548 50.835349
12448 19512.60 4.063720e+06 0.000000 166.949541 164.863319
12449 3158602.76 9.096540e+08 0.562390 43.638050 33.700453
HistBeta PredBeta DataDate
0 -0.000168 0.114636 20040227
1 -0.000006 0.105809 20040227
2 -0.065068 0.099537 20040227
3 -0.044291 0.348659 20040227
4 -0.061193 0.255455 20040227
5 0.020742 0.270072 20040227
6 -0.001793 0.013309 20040227
7 0.113905 0.171978 20040227
8 0.645610 1.101025 20040227
9 0.046443 0.260991 20040227
10 -0.005663 0.616249 20040227
11 0.557197 0.883912 20040227
12 0.134688 0.505397 20040227
13 0.267240 0.470135 20040227
14 -0.000006 0.047745 20040227
15 -0.129183 0.163244 20040227
16 0.437353 0.667078 20040227
17 0.371094 0.423444 20040227
18 0.094245 0.509019 20040227
19 0.139884 0.286921 20040227
20 0.010021 0.344660 20040227
21 -0.161766 0.103711 20040227
22 0.789722 0.990081 20040227
23 0.043106 0.423780 20040227
24 0.008331 0.332485 20040227
25 0.376905 0.662246 20040227
26 0.013155 0.234022 20040227
27 0.299391 0.712903 20040227
28 0.362638 0.618656 20040227
29 -0.026385 0.283270 20040227
... ... ... ...
12420 -0.000006 -0.023565 20040227
12421 0.362246 0.739657 20040227
12422 0.758372 1.133500 20040227
12423 0.992091 1.219960 20040227
12424 0.662219 1.062840 20040227
12425 0.640583 1.164796 20040227
12426 1.004957 1.267712 20040227
12427 0.860345 1.128689 20040227
12428 0.784121 0.964473 20040227
12429 1.065775 1.347648 20040227
12430 0.488169 0.820581 20040227
12431 1.061505 1.334015 20040227
12432 0.347112 0.283084 20040227
12433 0.298986 0.667656 20040227
12434 0.347739 0.636016 20040227
12435 0.549666 0.925118 20040227
12436 0.706397 1.137203 20040227
12437 0.276894 0.371626 20040227
12438 1.009108 1.178842 20040227
12439 0.890465 1.208288 20040227
12440 0.201048 0.514191 20040227
12441 1.171974 1.461376 20040227
12442 0.965265 1.269996 20040227
12443 0.175531 0.527798 20040227
12444 0.282310 0.475744 20040227
12445 0.813307 1.006466 20040227
12446 0.828662 1.026474 20040227
12447 0.941592 1.233984 20040227
12448 1.091726 1.214651 20040227
12449 0.995682 1.345946 20040227
[12450 rows x 92 columns],
'20040301': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.041 0.000 0.0
1 USA0011 -0.119 0.000 0.0
2 USA0031 2.048 0.000 0.0
3 USA0062 0.050 0.429 0.0
4 USA00E2 0.085 0.000 0.0
5 USA00F1 -0.303 0.000 0.0
6 USA00G2 0.458 0.000 0.0
7 USA00H1 -0.689 0.000 0.0
8 USA00I1 0.475 0.000 0.0
9 USA00J1 0.448 0.000 0.0
10 USA00K1 -0.143 0.000 0.0
11 USA00P1 0.115 0.000 0.0
12 USA00R1 0.532 0.000 0.0
13 USA00S1 0.635 0.000 0.0
14 USA00V1 -0.013 0.000 0.0
15 USA0131 -0.129 1.000 0.0
16 USA0161 -0.663 1.000 0.0
17 USA01I1 -0.264 0.000 0.0
18 USA01J2 0.307 0.000 0.0
19 USA01L1 0.932 0.000 0.0
20 USA01P1 -0.854 0.000 0.0
21 USA01Q1 0.236 0.000 0.0
22 USA0202 0.056 0.000 0.0
23 USA0231 0.084 0.000 0.0
24 USA0281 -0.206 0.000 0.0
25 USA0291 -0.290 0.000 0.0
26 USA02A1 0.166 0.000 0.0
27 USA02B1 -0.163 0.000 0.0
28 USA02H1 0.199 0.000 0.0
29 USA02P1 0.125 0.000 0.0
... ... ... ... ...
12411 USAZY41 -0.170 0.000 0.0
12412 USAZY51 -0.422 0.000 0.0
12413 USAZY61 0.752 0.000 0.0
12414 USAZY71 -2.809 0.000 0.0
12415 USAZYI1 -2.809 0.000 0.0
12416 USAZYJ1 -0.235 0.000 0.0
12417 USAZYK1 0.227 0.000 0.0
12418 USAZYM1 0.720 0.000 0.0
12419 USAZYR1 -2.809 0.000 0.0
12420 USAZYS1 -0.627 0.000 0.0
12421 USAZYT1 -2.809 0.000 0.0
12422 USAZYV1 -2.809 0.000 0.0
12423 USAZYX1 1.401 0.000 0.0
12424 USAZZ41 1.164 0.000 0.0
12425 USAZZ51 1.603 0.000 0.0
12426 USAZZ61 -1.121 0.000 0.0
12427 USAZZ71 -2.809 0.000 0.0
12428 USAZZ81 -1.020 0.000 0.0
12429 USAZZ91 1.142 0.000 0.0
12430 USAZZA1 -2.809 0.000 0.0
12431 USAZZB1 -0.611 0.000 0.0
12432 USAZZD1 0.425 0.000 0.0
12433 USAZZF1 2.250 0.000 0.0
12434 USAZZI1 -0.389 0.000 0.0
12435 USAZZJ1 2.816 0.000 0.0
12436 USAZZL1 0.327 0.000 0.0
12437 USAZZP1 -0.127 0.000 0.0
12438 USAZZR1 -0.011 0.000 0.0
12439 USAZZX1 1.109 0.000 0.0
12440 USAZZY1 -1.714 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.012 0.000 ... NaN NaN
1 -2.011 0.000 ... NaN NaN
2 -2.309 0.000 ... NaN 4210.0
3 -2.105 0.000 ... NaN NaN
4 -2.136 0.000 ... NaN 5660.0
5 -1.971 0.000 ... NaN NaN
6 -2.016 0.000 ... NaN NaN
7 -1.783 0.000 ... NaN NaN
8 -0.734 0.000 ... NaN NaN
9 -1.918 0.861 ... NaN NaN
10 -2.024 0.000 ... NaN NaN
11 -0.898 0.000 ... NaN NaN
12 -1.732 0.000 ... NaN NaN
13 -1.461 0.000 ... NaN 1683.0
14 -2.011 0.000 ... NaN NaN
15 -2.275 0.000 ... NaN NaN
16 -1.118 0.000 ... NaN 600.0
17 -1.280 0.000 ... NaN 5250.0
18 -1.827 0.000 ... NaN NaN
19 -1.738 0.000 ... NaN NaN
20 -1.994 0.000 ... NaN NaN
21 -2.336 1.000 ... NaN NaN
22 -0.438 0.000 ... NaN NaN
23 -1.923 0.000 ... NaN 37750.0
24 -1.995 0.000 ... NaN NaN
25 -1.262 0.000 ... NaN NaN
26 -1.985 0.000 ... NaN NaN
27 -1.408 0.000 ... NaN NaN
28 -1.284 0.000 ... NaN 4080.0
29 -2.067 0.000 ... NaN 620.0
... ... ... ... ... ...
12411 -2.011 0.000 ... NaN NaN
12412 -1.277 0.000 ... NaN NaN
12413 -0.476 0.000 ... NaN NaN
12414 0.116 0.000 ... NaN 10600.0
12415 -0.648 0.000 ... NaN 13285.0
12416 -0.722 0.000 ... NaN NaN
12417 0.020 0.000 ... NaN 2000.0
12418 -0.273 0.000 ... NaN NaN
12419 -0.400 0.000 ... NaN 760377.0
12420 0.133 0.000 ... NaN NaN
12421 -0.940 0.000 ... NaN 119156.0
12422 0.154 0.000 ... NaN 51019.0
12423 -1.388 0.000 ... NaN 9500.0
12424 -1.448 0.000 ... NaN 25580.0
12425 -1.388 0.000 ... NaN 1200.0
12426 -0.907 0.000 ... NaN 31961.0
12427 -0.275 0.000 ... NaN 1000.0
12428 -1.401 1.000 ... NaN 29700.0
12429 0.031 0.000 ... NaN NaN
12430 -0.030 0.000 ... NaN 50400.0
12431 -1.605 0.000 ... NaN NaN
12432 0.352 0.000 ... NaN 114000.0
12433 -0.101 0.000 ... NaN 54624.0
12434 -1.652 1.000 ... NaN NaN
12435 -1.508 0.000 ... NaN 0.0
12436 -0.383 0.000 ... NaN NaN
12437 -0.354 1.000 ... NaN NaN
12438 -0.109 0.000 ... NaN NaN
12439 0.165 0.000 ... NaN 142050.0
12440 0.168 0.000 ... NaN 143000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.814440e+10 0.175009 16.721700 11.470284
1 NaN 5.597963e+09 0.000000 18.986336 13.192739
2 NaN 6.784952e+10 2.429907 24.018785 20.321439
3 NaN 3.043901e+10 2.139800 25.403939 22.912823
4 NaN 5.279275e+10 2.329114 28.250027 24.998501
5 NaN 1.932227e+11 0.351351 16.430343 12.301790
6 NaN 1.608971e+10 4.742886 22.937542 15.609523
7 NaN 8.280183e+10 0.000000 23.883308 18.785489
8 NaN 1.887600e+10 0.320641 33.895351 26.163210
9 NaN 4.382594e+10 1.653514 22.005762 19.090648
10 NaN 3.618999e+10 0.000000 36.691228 28.560460
11 NaN 2.529929e+10 1.319199 25.272921 21.585246
12 NaN 7.052392e+09 2.335490 17.327911 12.996357
13 NaN 1.691031e+10 1.586402 26.664534 24.297474
14 NaN 1.258271e+10 1.233299 15.127311 10.958785
15 NaN 3.502546e+10 1.567904 32.045434 28.436633
16 NaN 3.502546e+10 1.567904 33.113550 29.288374
17 NaN 2.843128e+10 0.183964 21.803309 19.436104
18 NaN 2.668194e+10 1.953795 25.206571 21.805829
19 NaN 9.649493e+10 3.305037 25.017884 21.167455
20 NaN 1.625046e+11 0.000000 38.331208 34.751625
21 NaN 1.216440e+11 2.001601 22.830527 19.603439
22 NaN 1.694096e+10 0.000000 31.004272 26.054509
23 NaN 8.593553e+10 0.000000 25.008408 21.682729
24 NaN 4.548293e+10 3.104901 21.348862 17.362730
25 NaN 3.437004e+10 0.000000 23.763902 19.986923
26 NaN 8.319240e+09 1.751927 12.413589 8.854216
27 NaN 8.319240e+09 1.751927 37.232486 34.956718
28 NaN 7.506125e+10 2.777036 25.780701 22.712305
29 NaN 3.292398e+11 2.460025 22.601648 19.386788
... ... ... ... ... ...
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12412 NaN 5.830730e+06 0.000000 79.552234 76.749664
12413 NaN 2.678160e+06 0.000000 73.394267 69.693688
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12418 NaN 1.513400e+06 NaN 82.611228 79.117038
12419 420790.89 3.292318e+07 0.000000 123.167077 120.539116
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12425 5.71 1.482800e+05 NaN 53.946835 49.155854
12426 3089.40 5.004900e+06 0.000000 137.111259 135.139459
12427 3946.95 1.192920e+07 0.000000 85.409599 81.522523
12428 1447723.00 3.304439e+10 4.416058 28.700608 26.403757
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12430 4686.86 1.956780e+06 NaN 103.315213 99.986569
12431 NaN 1.251480e+06 0.000000 32.890499 25.593395
12432 1531.81 2.591100e+05 NaN 88.917835 85.049339
12433 8383.20 1.033222e+07 NaN 102.875209 99.434066
12434 NaN 7.035000e+05 0.000000 153.378436 151.944563
12435 NaN 1.048404e+07 0.000000 74.911892 70.313160
12436 NaN 4.124840e+07 0.000000 64.255544 60.107160
12437 NaN 2.723500e+06 NaN 85.216975 81.816405
12438 NaN 8.280000e+04 NaN 55.791742 49.639651
12439 20671.63 3.962127e+06 0.000000 163.666798 161.502031
12440 3309161.25 9.326077e+08 0.562390 43.522339 33.076472
HistBeta PredBeta DataDate
0 -0.000168 0.104574 20040301
1 -0.000005 0.093540 20040301
2 -0.147289 0.098058 20040301
3 -0.046477 0.327362 20040301
4 -0.061914 0.245846 20040301
5 0.019985 0.254713 20040301
6 -0.002296 0.020765 20040301
7 0.112929 0.141131 20040301
8 0.632134 1.098616 20040301
9 0.046206 0.256259 20040301
10 -0.006293 0.582437 20040301
11 0.550970 0.873684 20040301
12 0.138185 0.504635 20040301
13 0.272445 0.482937 20040301
14 -0.000005 0.043183 20040301
15 -0.130293 0.138042 20040301
16 0.442182 0.633748 20040301
17 0.362191 0.399797 20040301
18 0.091028 0.502570 20040301
19 0.135105 0.292818 20040301
20 0.008715 0.296018 20040301
21 -0.160558 0.092415 20040301
22 0.778799 0.965922 20040301
23 0.043539 0.416224 20040301
24 0.007991 0.315245 20040301
25 0.370784 0.641829 20040301
26 0.012849 0.224625 20040301
27 0.298851 0.666836 20040301
28 0.359774 0.601728 20040301
29 -0.027728 0.269910 20040301
... ... ... ...
12411 -0.000005 -0.025212 20040301
12412 0.363281 0.707732 20040301
12413 0.760022 1.144897 20040301
12414 1.053008 1.251380 20040301
12415 0.674595 0.988576 20040301
12416 0.638219 1.123815 20040301
12417 1.005314 1.271497 20040301
12418 0.860330 1.126387 20040301
12419 0.797601 0.932752 20040301
12420 1.061343 1.320222 20040301
12421 0.530044 0.798721 20040301
12422 1.071915 1.211532 20040301
12423 0.308403 0.284930 20040301
12424 0.278661 0.653946 20040301
12425 0.308421 0.642615 20040301
12426 0.546831 0.869147 20040301
12427 0.859424 1.147236 20040301
12428 0.302290 0.366571 20040301
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12430 0.980824 1.207444 20040301
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12433 0.945800 1.309817 20040301
12434 0.177867 0.533194 20040301
12435 0.249373 0.525617 20040301
12436 0.806148 0.993236 20040301
12437 0.820234 1.014115 20040301
12438 0.941833 1.226346 20040301
12439 1.077420 1.289292 20040301
12440 1.078715 1.353495 20040301
[12441 rows x 92 columns],
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12436 USAZZX1 1.203 0.000 0.0
12437 USAZZY1 -0.881 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.009 0.000 ... NaN NaN
2 -2.304 0.000 ... NaN 4210.0
3 -2.097 0.000 ... NaN NaN
4 -2.132 0.000 ... NaN 5660.0
5 -1.970 0.000 ... NaN NaN
6 -2.013 0.000 ... NaN NaN
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8 -0.736 0.000 ... NaN NaN
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12 -1.732 0.000 ... NaN NaN
13 -1.448 0.000 ... NaN 7088.0
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17 -1.280 0.000 ... NaN 5250.0
18 -1.825 0.000 ... NaN NaN
19 -1.735 0.000 ... NaN NaN
20 -1.990 0.000 ... NaN NaN
21 -2.328 1.000 ... NaN NaN
22 -0.440 0.000 ... NaN NaN
23 -1.922 0.000 ... NaN 37750.0
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... ... ... ... ... ...
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.517014e+09 0.000000 18.612212 13.104032
2 NaN 6.817782e+10 2.429907 23.630802 20.196828
3 NaN 3.008557e+10 2.139800 25.252799 22.859172
4 NaN 5.325888e+10 2.329114 27.938237 24.849952
5 NaN 1.927794e+11 0.351351 16.190001 12.219162
6 NaN 1.588435e+10 4.742886 23.686326 16.180775
7 NaN 8.192466e+10 0.000000 23.560926 18.661621
8 NaN 1.878785e+10 0.320641 33.571032 26.005345
9 NaN 4.335338e+10 1.653514 21.787368 19.007452
10 NaN 3.604031e+10 0.000000 36.130988 28.324371
11 NaN 2.564406e+10 1.319199 25.353533 21.669102
12 NaN 7.125302e+09 2.335490 17.147427 12.912856
13 NaN 1.681570e+10 1.586402 26.455118 24.147617
14 NaN 1.250145e+10 1.233299 14.875064 10.889232
15 NaN 3.467336e+10 1.567904 31.847656 28.366920
16 NaN 3.467336e+10 1.567904 33.591656 29.767158
17 NaN 2.857415e+10 0.183964 21.682495 19.392295
18 NaN 2.694237e+10 1.953795 24.923580 21.601261
19 NaN 9.543666e+10 3.305037 24.766628 21.051476
20 NaN 1.586387e+11 0.000000 37.598336 34.229755
21 NaN 1.208105e+11 2.001601 22.530902 19.489338
22 NaN 1.726010e+10 0.000000 30.819914 25.924179
23 NaN 8.549970e+10 0.000000 24.757731 21.566440
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25 NaN 3.408101e+10 0.000000 23.562064 19.880723
26 NaN 7.981083e+09 1.751927 12.336068 8.795064
27 NaN 7.981083e+09 1.751927 37.470533 35.167673
28 NaN 7.421590e+10 2.777036 25.581593 22.665918
29 NaN 3.262275e+11 2.460025 22.345225 19.270287
... ... ... ... ... ...
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12409 NaN 5.830730e+06 0.000000 79.834350 77.180296
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12415 NaN 1.513400e+06 NaN 83.252505 79.918086
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12419 13361.21 2.830800e+06 0.000000 149.507466 147.230088
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12423 3002.30 5.561000e+06 0.000000 138.161554 136.308933
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12428 NaN 1.251480e+06 0.000000 32.366116 25.402903
12429 1589.08 2.591100e+05 NaN 89.670952 85.928429
12430 8178.29 9.566835e+06 NaN 102.914124 99.423243
12431 NaN 7.035000e+05 0.000000 153.466876 152.127490
12432 NaN 1.028471e+07 0.000000 74.392897 70.136337
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12435 NaN 8.280000e+04 NaN 55.463680 49.474186
12436 20547.48 3.860534e+06 0.000000 165.022836 162.927951
12437 3367098.33 9.443425e+08 0.562390 42.969770 32.928693
HistBeta PredBeta DataDate
0 -0.000165 0.111245 20040302
1 -0.000006 0.098413 20040302
2 -0.146515 0.083291 20040302
3 -0.043771 0.326946 20040302
4 -0.061273 0.248646 20040302
5 0.019175 0.262489 20040302
6 -0.001926 0.044482 20040302
7 0.111054 0.153761 20040302
8 0.630838 1.094133 20040302
9 0.045308 0.249525 20040302
10 -0.007043 0.604703 20040302
11 0.552138 0.872442 20040302
12 0.137112 0.499531 20040302
13 0.277831 0.478017 20040302
14 -0.000006 0.051643 20040302
15 -0.127391 0.136147 20040302
16 0.404949 0.563639 20040302
17 0.361295 0.397746 20040302
18 0.090920 0.506230 20040302
19 0.135856 0.270378 20040302
20 0.009424 0.306190 20040302
21 -0.158273 0.087461 20040302
22 0.777121 0.962217 20040302
23 0.043152 0.412588 20040302
24 0.008140 0.317063 20040302
25 0.368926 0.641330 20040302
26 0.012804 0.246238 20040302
27 0.264377 0.604075 20040302
28 0.359083 0.584943 20040302
29 -0.026314 0.275864 20040302
... ... ... ...
12408 -0.000006 -0.015835 20040302
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12413 0.665301 1.227126 20040302
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12417 1.059279 1.316632 20040302
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12431 0.169775 0.523917 20040302
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12434 0.819739 1.032687 20040302
12435 0.939114 1.210056 20040302
12436 1.085387 1.299971 20040302
12437 1.057978 1.327807 20040302
[12438 rows x 92 columns],
'20040303': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.079 0.000 0.0
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... ... ... ... ...
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12419 USAZYV1 -2.765 0.000 0.0
12420 USAZYX1 -0.672 0.000 0.0
12421 USAZZ41 -0.216 0.000 0.0
12422 USAZZ51 -0.125 0.000 0.0
12423 USAZZ61 2.801 0.000 0.0
12424 USAZZ71 -0.084 0.000 0.0
12425 USAZZ81 0.748 0.000 0.0
12426 USAZZ91 2.801 0.000 0.0
12427 USAZZA1 -2.765 0.000 0.0
12428 USAZZB1 -0.004 0.000 0.0
12429 USAZZD1 -0.229 0.000 0.0
12430 USAZZF1 -0.543 0.000 0.0
12431 USAZZI1 -0.205 0.000 0.0
12432 USAZZJ1 -1.632 0.000 0.0
12433 USAZZL1 -0.214 0.000 0.0
12434 USAZZP1 2.710 0.000 0.0
12435 USAZZR1 -0.156 0.000 0.0
12436 USAZZX1 -0.177 0.000 0.0
12437 USAZZY1 -2.674 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.004 0.000 ... NaN NaN
1 -2.003 0.000 ... NaN NaN
2 -2.300 0.000 ... NaN 4210.0
3 -2.094 0.000 ... NaN NaN
4 -2.131 0.000 ... NaN 5660.0
5 -1.964 0.000 ... NaN NaN
6 -2.007 0.000 ... NaN NaN
7 -1.779 0.000 ... NaN NaN
8 -0.733 0.000 ... NaN NaN
9 -1.912 0.861 ... NaN NaN
10 -2.020 0.000 ... NaN NaN
11 -0.891 0.000 ... NaN NaN
12 -1.728 0.000 ... NaN NaN
13 -1.450 0.000 ... NaN 10384.0
14 -2.003 0.000 ... NaN NaN
15 -2.262 0.000 ... NaN NaN
16 -1.186 0.000 ... NaN 900.0
17 -1.276 0.000 ... NaN 5250.0
18 -1.821 0.000 ... NaN NaN
19 -1.730 0.000 ... NaN NaN
20 -1.987 0.000 ... NaN NaN
21 -2.324 1.000 ... NaN NaN
22 -0.437 0.000 ... NaN NaN
23 -1.917 0.000 ... NaN 37750.0
24 -1.987 0.000 ... NaN NaN
25 -1.259 0.000 ... NaN NaN
26 -1.978 0.000 ... NaN NaN
27 -1.464 0.000 ... NaN 50.0
28 -1.282 0.000 ... NaN 4080.0
29 -2.058 0.000 ... NaN 620.0
... ... ... ... ... ...
12408 -2.003 0.000 ... NaN NaN
12409 -1.274 0.000 ... NaN NaN
12410 -0.370 0.000 ... NaN 1500.0
12411 0.272 0.000 ... NaN NaN
12412 -0.648 0.000 ... NaN 25000.0
12413 -0.665 0.000 ... NaN NaN
12414 0.023 0.000 ... NaN 37000.0
12415 -0.255 0.000 ... NaN 10000.0
12416 -0.478 0.000 ... NaN 1140689.0
12417 0.134 0.000 ... NaN NaN
12418 -0.886 0.000 ... NaN 261124.0
12419 0.119 0.000 ... NaN 25304.0
12420 -1.350 0.000 ... NaN 700.0
12421 -1.413 0.000 ... NaN 38291.0
12422 -1.402 0.000 ... NaN NaN
12423 -0.979 0.000 ... NaN 34540.0
12424 -0.276 0.000 ... NaN NaN
12425 -1.369 1.000 ... NaN 83800.0
12426 0.017 0.000 ... NaN 5000.0
12427 -0.062 0.000 ... NaN 15000.0
12428 -1.604 0.000 ... NaN NaN
12429 0.356 0.000 ... NaN 50000.0
12430 -0.068 0.000 ... NaN 60399.0
12431 -1.681 1.000 ... NaN NaN
12432 -1.447 0.000 ... NaN 0.0
12433 -0.385 0.000 ... NaN 4600.0
12434 -0.349 1.000 ... NaN 167.0
12435 -0.110 0.000 ... NaN NaN
12436 0.157 0.000 ... NaN 176500.0
12437 0.127 0.000 ... NaN 122800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.912313e+10 0.175009 15.944851 11.081456
1 NaN 5.411157e+09 0.000000 18.040575 12.736306
2 NaN 6.867810e+10 2.429907 22.900669 19.637500
3 NaN 3.023212e+10 2.139800 24.520007 22.228384
4 NaN 5.305911e+10 2.329114 27.084569 24.116591
5 NaN 1.948136e+11 0.351351 15.755743 11.888622
6 NaN 1.586065e+10 4.742886 22.997260 15.747390
7 NaN 8.131838e+10 0.000000 23.020523 18.195049
8 NaN 1.863725e+10 0.320641 32.926524 25.494195
9 NaN 4.378520e+10 1.653514 21.094520 18.434240
10 NaN 3.529189e+10 0.000000 35.472930 27.750449
11 NaN 2.600667e+10 1.319199 24.644314 21.075244
12 NaN 7.021460e+09 2.335490 16.666098 12.553661
13 NaN 1.701910e+10 1.586402 25.689968 23.478656
14 NaN 1.242019e+10 1.233299 14.616382 10.741013
15 NaN 3.445731e+10 1.567904 30.780142 27.440106
16 NaN 3.445731e+10 1.567904 32.453656 28.941708
17 NaN 2.879928e+10 0.183964 21.043599 18.822614
18 NaN 2.684862e+10 1.953795 24.274014 20.986606
19 NaN 9.602459e+10 3.305037 24.035712 20.476445
20 NaN 1.567058e+11 0.000000 36.713262 33.297287
21 NaN 1.204673e+11 2.001601 21.807375 18.936390
22 NaN 1.702075e+10 0.000000 29.992846 25.218239
23 NaN 8.496132e+10 0.000000 24.067029 20.974745
24 NaN 4.492473e+10 3.104901 20.531531 16.837446
25 NaN 3.367156e+10 0.000000 22.942862 19.367216
26 NaN 7.978217e+09 1.751927 11.967742 8.563726
27 NaN 7.978217e+09 1.751927 36.869158 34.625017
28 NaN 7.397299e+10 2.777036 24.858503 22.012680
29 NaN 3.298423e+11 2.460025 21.717727 18.724468
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.717520 15.085972
12409 NaN 5.830730e+06 0.000000 78.545405 76.018864
12410 677.73 3.347700e+06 0.000000 73.092223 69.340921
12411 NaN 3.678000e+05 0.000000 94.908457 91.130948
12412 10640.12 6.125380e+06 0.000000 78.931664 75.372651
12413 NaN 1.984620e+07 NaN 76.014670 72.628498
12414 12.93 6.832300e+04 NaN 76.783090 73.158203
12415 137.39 2.270100e+06 NaN 83.913958 80.757353
12416 496044.94 4.119875e+07 0.000000 121.727253 119.372179
12417 NaN 5.030700e+01 0.000000 42.151677 33.299175
12418 36279.70 2.911650e+07 0.000000 82.366939 79.889595
12419 12721.25 2.965600e+06 0.000000 146.346335 144.149668
12420 30049.62 4.247056e+07 1.196172 29.337402 25.222339
12421 24594.65 5.774760e+06 NaN 71.803877 69.113912
12422 NaN 1.482800e+05 NaN 51.890599 47.433041
12423 2780.97 5.004900e+06 0.000000 135.451221 133.735972
12424 NaN 1.192920e+07 0.000000 84.081159 80.348559
12425 1553919.05 3.102004e+10 4.416058 22.087432 19.212202
12426 55.11 4.774800e+05 NaN 59.269947 52.036798
12427 4296.55 2.391620e+06 NaN 102.726853 99.717813
12428 NaN 1.251480e+06 0.000000 31.447360 24.688500
12429 1595.90 2.591100e+05 NaN 88.301044 84.679564
12430 8460.53 9.566875e+06 NaN 98.903741 95.573348
12431 NaN 7.035000e+05 0.000000 148.962362 147.674954
12432 NaN 1.049816e+07 0.000000 72.419500 68.358013
12433 27641.95 4.108504e+07 0.000000 62.134480 58.242284
12434 3.90 2.178800e+06 NaN 84.274035 81.050297
12435 NaN 8.280000e+04 NaN 53.624974 47.862211
12436 20686.60 3.860534e+06 0.000000 161.485219 159.466274
12437 3480983.90 9.730619e+08 0.562390 41.974836 32.369594
HistBeta PredBeta DataDate
0 -0.000168 0.119476 20040303
1 -0.000008 0.102201 20040303
2 -0.147129 0.080134 20040303
3 -0.044790 0.322801 20040303
4 -0.063505 0.248352 20040303
5 0.019339 0.270093 20040303
6 -0.002012 0.012671 20040303
7 0.111398 0.171229 20040303
8 0.630449 1.059020 20040303
9 0.045284 0.251839 20040303
10 -0.008024 0.562652 20040303
11 0.552213 0.881038 20040303
12 0.136695 0.501319 20040303
13 0.274387 0.469203 20040303
14 -0.000008 0.068123 20040303
15 -0.128588 0.133941 20040303
16 0.405608 0.601412 20040303
17 0.361021 0.410685 20040303
18 0.090398 0.500406 20040303
19 0.135802 0.275560 20040303
20 0.007966 0.297061 20040303
21 -0.159141 0.089294 20040303
22 0.777350 0.956940 20040303
23 0.042679 0.409836 20040303
24 0.008324 0.316587 20040303
25 0.369183 0.630481 20040303
26 0.012822 0.246265 20040303
27 0.267458 0.695064 20040303
28 0.357858 0.597402 20040303
29 -0.026973 0.284118 20040303
... ... ... ...
12408 -0.000008 -0.003067 20040303
12409 0.361697 0.692713 20040303
12410 0.810477 1.154210 20040303
12411 1.129123 1.381000 20040303
12412 0.672384 1.114747 20040303
12413 0.664374 1.151125 20040303
12414 1.005750 1.260850 20040303
12415 0.867375 1.052801 20040303
12416 0.756846 0.896725 20040303
12417 1.060674 1.324890 20040303
12418 0.554404 0.786636 20040303
12419 1.052951 1.189630 20040303
12420 0.324175 0.276795 20040303
12421 0.292716 0.666512 20040303
12422 0.298336 0.641342 20040303
12423 0.508545 0.838580 20040303
12424 0.857411 1.180014 20040303
12425 0.314802 0.439523 20040303
12426 1.002679 1.249697 20040303
12427 0.963318 1.153212 20040303
12428 0.198352 0.530668 20040303
12429 1.171002 1.449782 20040303
12430 0.960589 1.304218 20040303
12431 0.159942 0.507163 20040303
12432 0.276320 0.497258 20040303
12433 0.803152 0.990807 20040303
12434 0.821202 1.088105 20040303
12435 0.939473 1.200032 20040303
12436 1.072257 1.271105 20040303
12437 1.057213 1.281473 20040303
[12438 rows x 92 columns],
'20040304': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.267 0.000 0.0
1 USA0011 -0.274 0.000 0.0
2 USA0031 0.013 0.000 0.0
3 USA0062 -0.441 0.429 0.0
4 USA00E2 0.004 0.000 0.0
5 USA00F1 -0.113 0.000 0.0
6 USA00G2 -0.493 0.000 0.0
7 USA00H1 0.066 0.000 0.0
8 USA00I1 0.698 0.000 0.0
9 USA00J1 -0.397 0.000 0.0
10 USA00K1 0.084 0.000 0.0
11 USA00P1 0.689 0.000 0.0
12 USA00R1 0.398 0.000 0.0
13 USA00S1 -0.348 0.000 0.0
14 USA00V1 -0.312 0.000 0.0
15 USA0131 -0.867 1.000 0.0
16 USA0161 -1.809 1.000 0.0
17 USA01I1 0.414 0.000 0.0
18 USA01J2 -0.633 0.000 0.0
19 USA01L1 -0.343 0.000 0.0
20 USA01P1 0.009 0.000 0.0
21 USA01Q1 -0.653 0.000 0.0
22 USA0202 0.757 0.000 0.0
23 USA0231 -0.484 0.000 0.0
24 USA0281 -0.203 0.000 0.0
25 USA0291 -0.050 0.000 0.0
26 USA02A1 -0.551 0.000 0.0
27 USA02B1 -0.095 0.000 0.0
28 USA02H1 -0.018 0.000 0.0
29 USA02P1 0.232 0.000 0.0
... ... ... ... ...
12407 USAZY41 0.143 0.000 0.0
12408 USAZY51 1.453 0.000 0.0
12409 USAZY61 1.513 0.000 0.0
12410 USAZY71 1.184 0.000 0.0
12411 USAZYI1 1.289 0.000 0.0
12412 USAZYJ1 1.207 0.000 0.0
12413 USAZYK1 1.519 0.000 0.0
12414 USAZYM1 0.988 0.000 0.0
12415 USAZYR1 -2.062 0.000 0.0
12416 USAZYS1 1.655 0.000 0.0
12417 USAZYT1 2.797 0.000 0.0
12418 USAZYV1 1.221 0.000 0.0
12419 USAZYX1 0.813 0.000 0.0
12420 USAZZ41 -2.835 0.000 0.0
12421 USAZZ51 1.171 0.000 0.0
12422 USAZZ61 -2.114 0.000 0.0
12423 USAZZ71 2.797 0.000 0.0
12424 USAZZ81 0.213 0.000 0.0
12425 USAZZ91 0.593 0.000 0.0
12426 USAZZA1 1.668 0.000 0.0
12427 USAZZB1 0.088 0.000 0.0
12428 USAZZD1 1.624 0.000 0.0
12429 USAZZF1 -1.992 0.000 0.0
12430 USAZZI1 0.341 0.000 0.0
12431 USAZZJ1 -2.835 0.000 0.0
12432 USAZZL1 2.797 0.000 0.0
12433 USAZZP1 -2.308 0.000 0.0
12434 USAZZR1 1.491 0.000 0.0
12435 USAZZX1 2.797 0.000 0.0
12436 USAZZY1 1.343 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.000 0.000 ... NaN NaN
1 -1.999 0.000 ... NaN NaN
2 -2.294 0.000 ... NaN 4210.0
3 -2.093 0.000 ... NaN NaN
4 -2.129 0.000 ... NaN 5660.0
5 -1.962 0.000 ... NaN NaN
6 -2.004 0.000 ... NaN NaN
7 -1.775 0.000 ... NaN NaN
8 -0.739 0.000 ... NaN NaN
9 -1.909 0.861 ... NaN NaN
10 -2.016 0.000 ... NaN NaN
11 -0.888 0.000 ... NaN NaN
12 -1.736 0.000 ... NaN NaN
13 -1.447 0.000 ... NaN 34786.0
14 -1.999 0.000 ... NaN NaN
15 -2.260 0.000 ... NaN NaN
16 -1.165 0.000 ... NaN 1655.0
17 -1.277 0.000 ... NaN 5250.0
18 -1.821 0.000 ... NaN NaN
19 -1.729 0.000 ... NaN NaN
20 -1.985 0.000 ... NaN NaN
21 -2.320 1.000 ... NaN NaN
22 -0.442 0.000 ... NaN NaN
23 -1.914 0.000 ... NaN 37750.0
24 -1.982 0.000 ... NaN NaN
25 -1.261 0.000 ... NaN NaN
26 -1.974 0.000 ... NaN NaN
27 -1.461 0.000 ... NaN 735.0
28 -1.284 0.000 ... NaN 4080.0
29 -2.055 0.000 ... NaN 620.0
... ... ... ... ... ...
12407 -1.999 0.000 ... NaN NaN
12408 -1.272 0.000 ... NaN NaN
12409 -0.379 0.000 ... NaN NaN
12410 0.269 0.000 ... NaN 29200.0
12411 -0.647 0.000 ... NaN 17500.0
12412 -0.667 0.000 ... NaN NaN
12413 0.024 0.000 ... NaN 3100.0
12414 -0.261 0.000 ... NaN NaN
12415 -0.392 0.000 ... NaN 2166004.0
12416 0.133 0.000 ... NaN NaN
12417 -0.929 0.000 ... NaN 58400.0
12418 0.111 0.000 ... NaN 15600.0
12419 -1.348 0.000 ... NaN NaN
12420 -1.421 0.000 ... NaN 36000.0
12421 -1.400 0.000 ... NaN NaN
12422 -0.949 0.000 ... NaN 201283.0
12423 -0.331 0.000 ... NaN 38000.0
12424 -1.384 1.000 ... NaN 26200.0
12425 0.014 0.000 ... NaN NaN
12426 -0.065 0.000 ... NaN NaN
12427 -1.602 0.000 ... NaN NaN
12428 0.353 0.000 ... NaN 50000.0
12429 -0.054 0.000 ... NaN 14400.0
12430 -1.687 1.000 ... NaN NaN
12431 -1.321 0.000 ... NaN 0.0
12432 -0.425 0.000 ... NaN 1000.0
12433 -0.194 1.000 ... NaN 10000.0
12434 -0.111 0.000 ... NaN NaN
12435 0.113 0.000 ... NaN 291815.0
12436 0.124 0.000 ... NaN 42100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.004193e+10 0.175009 15.530709 10.925522
1 NaN 5.492106e+09 0.000000 17.658401 12.549434
2 NaN 6.820909e+10 2.429907 22.407692 19.313678
3 NaN 3.034419e+10 2.139800 24.080120 21.866355
4 NaN 5.273948e+10 2.329114 26.604682 23.722429
5 NaN 1.955438e+11 0.351351 15.393639 11.712075
6 NaN 1.579746e+10 4.742886 22.412738 15.507886
7 NaN 8.115069e+10 0.000000 22.462628 17.899978
8 NaN 1.873643e+10 0.320641 32.401995 25.176766
9 NaN 4.322302e+10 1.653514 20.649594 18.084774
10 NaN 3.585736e+10 0.000000 34.680750 27.320720
11 NaN 2.644656e+10 1.319199 24.233225 20.753646
12 NaN 7.015937e+09 2.335490 16.321637 12.296177
13 NaN 1.702856e+10 1.586402 25.220023 23.114424
14 NaN 1.242273e+10 1.233299 14.256976 10.619847
15 NaN 3.411321e+10 1.567904 30.361867 27.073335
16 NaN 3.411321e+10 1.567904 32.264994 28.742514
17 NaN 2.898978e+10 0.183964 20.655703 18.519715
18 NaN 2.670278e+10 1.953795 23.741680 20.560593
19 NaN 9.549011e+10 3.305037 23.598143 20.163184
20 NaN 1.600194e+11 0.000000 36.019934 32.783969
21 NaN 1.197073e+11 2.001601 21.446008 18.684668
22 NaN 1.707394e+10 0.000000 29.611104 24.897864
23 NaN 8.496132e+10 0.000000 23.601997 20.650674
24 NaN 4.441638e+10 3.104901 20.119886 16.578248
25 NaN 3.340662e+10 0.000000 22.503035 19.054862
26 NaN 8.032666e+09 1.751927 11.740730 8.521827
27 NaN 8.032666e+09 1.751927 36.124006 34.046691
28 NaN 7.401185e+10 2.777036 24.378791 21.672388
29 NaN 3.303443e+11 2.460025 21.305590 18.449664
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 21.245669 14.888413
12408 NaN 5.830730e+06 0.000000 78.250606 75.806287
12409 NaN 3.347700e+06 0.000000 76.721041 73.631442
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12413 13.04 6.832300e+04 NaN 76.475308 72.911590
12414 NaN 2.270100e+06 NaN 87.442891 84.770118
12415 623695.81 4.979675e+07 0.000000 121.265391 119.012790
12416 NaN 5.030700e+01 0.000000 41.939057 33.251140
12417 37270.64 2.571135e+07 0.000000 83.813698 81.488587
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12421 NaN 1.482800e+05 NaN 51.198948 46.829375
12422 2845.64 5.561000e+06 0.000000 133.972468 132.243524
12423 3583.91 1.013982e+07 0.000000 85.373354 81.704190
12424 1348689.43 3.120610e+10 4.416058 21.592456 18.910657
12425 NaN 4.774800e+05 NaN 58.053285 51.098012
12426 NaN 2.391620e+06 NaN 102.037531 99.187718
12427 NaN 1.251480e+06 0.000000 30.761428 24.250356
12428 1600.90 2.591100e+05 NaN 88.330487 84.730643
12429 8533.53 1.421290e+06 NaN 97.084153 93.825946
12430 NaN 7.035000e+05 0.000000 147.059897 145.835343
12431 NaN 1.183312e+07 0.000000 73.461874 69.548698
12432 27577.85 3.838960e+07 0.000000 63.218406 59.391418
12433 110.56 3.486080e+06 NaN 82.995622 79.581631
12434 NaN 8.280000e+04 NaN 53.089722 47.340112
12435 21111.06 3.250976e+06 0.000000 160.547261 158.566688
12436 3514501.67 9.789293e+08 0.562390 41.593306 32.128647
HistBeta PredBeta DataDate
0 -0.000168 0.103259 20040304
1 -0.000008 0.090888 20040304
2 -0.146799 0.070501 20040304
3 -0.046597 0.310771 20040304
4 -0.064697 0.242965 20040304
5 0.018827 0.255286 20040304
6 -0.002179 0.003320 20040304
7 0.111509 0.158211 20040304
8 0.627609 1.094226 20040304
9 0.044942 0.237942 20040304
10 -0.008563 0.582388 20040304
11 0.553538 0.887661 20040304
12 0.131220 0.495593 20040304
13 0.275035 0.455971 20040304
14 -0.000008 0.048282 20040304
15 -0.129921 0.109695 20040304
16 0.415476 0.560316 20040304
17 0.359861 0.420813 20040304
18 0.088992 0.479992 20040304
19 0.134426 0.261296 20040304
20 0.007029 0.302834 20040304
21 -0.159624 0.064774 20040304
22 0.775548 0.983132 20040304
23 0.042273 0.395433 20040304
24 0.008455 0.313228 20040304
25 0.367717 0.633869 20040304
26 0.012767 0.226753 20040304
27 0.268301 0.656132 20040304
28 0.356345 0.586593 20040304
29 -0.027603 0.278403 20040304
... ... ... ...
12407 -0.000008 -0.002577 20040304
12408 0.362365 0.733556 20040304
12409 0.806963 1.139631 20040304
12410 1.130079 1.412540 20040304
12411 0.673556 1.085357 20040304
12412 0.663635 1.183733 20040304
12413 1.007706 1.307075 20040304
12414 0.866113 1.020481 20040304
12415 0.800844 0.962229 20040304
12416 1.062087 1.378673 20040304
12417 0.533000 0.849966 20040304
12418 1.051268 1.291255 20040304
12419 0.324660 0.302767 20040304
12420 0.287904 0.602786 20040304
12421 0.298613 0.675649 20040304
12422 0.523432 0.819383 20040304
12423 0.831105 1.236966 20040304
12424 0.306726 0.395535 20040304
12425 1.002727 1.226013 20040304
12426 0.963425 1.258318 20040304
12427 0.197865 0.530868 20040304
12428 1.171635 1.496076 20040304
12429 0.968813 1.277767 20040304
12430 0.155585 0.510446 20040304
12431 0.337685 0.507149 20040304
12432 0.784193 1.063515 20040304
12433 0.899219 1.160503 20040304
12434 0.940458 1.243990 20040304
12435 1.052279 1.323287 20040304
12436 1.057772 1.353130 20040304
[12437 rows x 92 columns],
'20040305': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.845 0.000 0.0
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12436 USAZZR1 -0.070 0.000 0.0
12437 USAZZX1 -2.837 0.000 0.0
12438 USAZZY1 1.726 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.996 0.000 ... NaN NaN
2 -2.297 0.000 ... NaN 4210.0
3 -2.092 0.000 ... NaN NaN
4 -2.127 0.000 ... NaN 5660.0
5 -1.963 0.000 ... NaN NaN
6 -2.000 0.000 ... NaN NaN
7 -1.771 0.000 ... NaN NaN
8 -0.739 0.000 ... NaN NaN
9 -1.906 0.861 ... NaN NaN
10 -2.014 0.000 ... NaN NaN
11 -0.885 0.000 ... NaN NaN
12 -1.733 0.000 ... NaN NaN
13 -1.443 0.000 ... NaN NaN
14 -1.996 0.000 ... NaN NaN
15 -2.258 0.000 ... NaN NaN
16 -1.177 0.000 ... NaN 1665.0
17 -1.274 0.000 ... NaN 5250.0
18 -1.822 0.000 ... NaN 533.0
19 -1.727 0.000 ... NaN NaN
20 -1.984 0.000 ... NaN NaN
21 -2.318 1.000 ... NaN NaN
22 -0.441 0.000 ... NaN NaN
23 -1.914 0.000 ... NaN 37750.0
24 -1.980 0.000 ... NaN NaN
25 -1.261 0.000 ... NaN NaN
26 -1.970 0.000 ... NaN NaN
27 -1.460 0.000 ... NaN 660.0
28 -1.298 0.000 ... NaN 4080.0
29 -2.052 0.000 ... NaN 620.0
... ... ... ... ... ...
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12420 0.103 0.000 ... NaN 61400.0
12421 -1.345 0.000 ... NaN 200.0
12422 -1.425 0.000 ... NaN 47844.0
12423 -1.397 0.000 ... NaN NaN
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12425 -0.339 0.000 ... NaN 22000.0
12426 -1.381 1.000 ... NaN 32600.0
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12428 -0.062 0.000 ... NaN 2000.0
12429 -1.602 0.000 ... NaN NaN
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12436 -0.107 0.000 ... NaN NaN
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12438 0.132 0.000 ... NaN 125100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.448518e+09 0.000000 17.741598 12.865798
2 NaN 6.813092e+10 2.429907 22.697295 19.700929
3 NaN 3.013730e+10 2.139800 24.435881 22.313965
4 NaN 5.276611e+10 2.329114 26.944764 24.157647
5 NaN 1.937182e+11 0.351351 15.482917 11.907694
6 NaN 1.575007e+10 4.742886 22.405460 15.750339
7 NaN 8.158927e+10 0.000000 22.764306 18.316226
8 NaN 1.865562e+10 0.320641 32.568521 25.552988
9 NaN 4.277490e+10 1.653514 20.998498 18.462414
10 NaN 3.564115e+10 0.000000 34.856175 27.765184
11 NaN 2.567379e+10 1.319199 24.468470 21.095671
12 NaN 7.014832e+09 2.335490 16.460276 12.539994
13 NaN 1.708769e+10 1.586402 25.634559 23.557643
14 NaN 1.239733e+10 1.233299 14.332177 10.823242
15 NaN 3.418523e+10 1.567904 30.619248 27.518312
16 NaN 3.418523e+10 1.567904 33.580855 30.164577
17 NaN 2.916295e+10 0.183964 20.894619 18.870503
18 NaN 2.651874e+10 1.953795 24.417430 21.249673
19 NaN 9.644148e+10 3.305037 24.028767 20.663729
20 NaN 1.578103e+11 0.000000 36.285862 33.189249
21 NaN 1.228208e+11 2.001601 21.738179 19.126318
22 NaN 1.692767e+10 0.000000 29.961675 25.289451
23 NaN 8.270525e+10 0.000000 23.838349 20.986867
24 NaN 4.449612e+10 3.104901 20.281245 16.852944
25 NaN 3.393650e+10 0.000000 22.659779 19.359760
26 NaN 7.963889e+09 1.751927 11.821730 8.669212
27 NaN 7.963889e+09 1.751927 36.546225 34.542303
28 NaN 7.649932e+10 2.777036 25.017175 22.223190
29 NaN 3.290390e+11 2.460025 21.536056 18.779120
... ... ... ... ... ...
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12410 NaN 5.830730e+06 0.000000 78.704041 76.375215
12411 683.73 2.008620e+06 0.000000 76.819366 73.647130
12412 339.95 2.942400e+05 0.000000 96.983514 93.299850
12413 10463.52 6.125380e+06 0.000000 80.187473 77.020929
12414 NaN 1.984620e+07 NaN 77.915209 74.790261
12415 13.57 6.832300e+04 NaN 77.328889 73.859463
12416 NaN 2.270100e+06 NaN 86.656631 83.980773
12417 953645.65 3.833275e+07 0.000000 126.880031 124.739293
12418 NaN 5.030700e+01 0.000000 42.116342 33.667323
12419 37085.27 2.714250e+07 0.000000 85.352611 83.090155
12420 11789.73 2.426400e+06 0.000000 148.022831 145.976884
12421 28840.10 4.257440e+07 1.196172 29.102500 25.320506
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12423 NaN 1.482800e+05 NaN 51.710194 47.539975
12424 2731.42 5.004900e+06 0.000000 136.497417 134.904834
12425 3733.91 8.946900e+06 0.000000 86.292503 82.772307
12426 1345386.05 3.103720e+10 4.416058 21.858535 19.288270
12427 NaN 4.774800e+05 NaN 58.639566 51.940536
12428 3773.68 2.391620e+06 NaN 101.837327 99.004599
12429 NaN 1.251480e+06 0.000000 30.874089 24.596186
12430 1755.53 2.591100e+05 NaN 89.133972 85.716796
12431 13583.41 1.366625e+07 NaN 101.278350 98.119592
12432 NaN 7.035000e+05 0.000000 149.425400 148.263283
12433 NaN 1.123702e+07 0.000000 75.195947 71.397508
12434 25704.79 3.838960e+07 0.000000 63.953068 60.313675
12435 730.56 3.377140e+06 NaN 87.822322 84.860799
12436 NaN 8.280000e+04 NaN 53.265564 47.743822
12437 22027.20 3.555755e+06 0.000000 163.307769 161.407332
12438 3542993.00 9.801645e+08 0.562390 42.395151 33.060030
HistBeta PredBeta DataDate
0 -0.000170 0.104829 20040305
1 -0.000009 0.107650 20040305
2 -0.150194 0.081353 20040305
3 -0.047771 0.324924 20040305
4 -0.065611 0.256585 20040305
5 0.016406 0.259428 20040305
6 -0.002288 0.005642 20040305
7 0.111697 0.179620 20040305
8 0.625956 1.078861 20040305
9 0.044726 0.258549 20040305
10 -0.008946 0.579207 20040305
11 0.553091 0.890775 20040305
12 0.131098 0.499868 20040305
13 0.275085 0.477030 20040305
14 -0.000009 0.060446 20040305
15 -0.130813 0.133502 20040305
16 0.407860 0.660154 20040305
17 0.359575 0.429086 20040305
18 0.086367 0.518906 20040305
19 0.133673 0.289994 20040305
20 0.005899 0.306710 20040305
21 -0.160288 0.081616 20040305
22 0.774577 1.004832 20040305
23 0.040918 0.408002 20040305
24 0.007868 0.325961 20040305
25 0.366180 0.632095 20040305
26 0.012747 0.239169 20040305
27 0.266913 0.656065 20040305
28 0.347694 0.605610 20040305
29 -0.028107 0.280135 20040305
... ... ... ...
12409 -0.000009 -0.014647 20040305
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12412 1.125651 1.450980 20040305
12413 0.673543 1.058154 20040305
12414 0.663577 1.145690 20040305
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12416 0.870168 1.013405 20040305
12417 0.789396 1.068183 20040305
12418 1.062658 1.357137 20040305
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12433 0.319998 0.577803 20040305
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12435 0.897513 1.127271 20040305
12436 0.940918 1.218803 20040305
12437 1.055347 1.228357 20040305
12438 1.059667 1.382490 20040305
[12439 rows x 92 columns],
'20040308': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.272 0.000 0.0
2 USA0031 0.655 0.000 0.0
3 USA0062 0.179 0.429 0.0
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16 USA0161 0.029 1.000 0.0
17 USA01I1 0.345 0.000 0.0
18 USA01J2 0.654 0.000 0.0
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27 USA02B1 1.755 0.000 0.0
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29 USA02P1 -0.339 0.000 0.0
... ... ... ... ...
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12410 USAZY61 -2.367 0.000 0.0
12411 USAZY71 -0.618 0.000 0.0
12412 USAZYI1 0.036 0.000 0.0
12413 USAZYJ1 -0.093 0.000 0.0
12414 USAZYK1 -0.912 0.000 0.0
12415 USAZYM1 -0.513 0.000 0.0
12416 USAZYR1 2.791 0.000 0.0
12417 USAZYS1 -0.587 0.000 0.0
12418 USAZYT1 1.231 0.000 0.0
12419 USAZYV1 -0.592 0.000 0.0
12420 USAZYX1 -1.085 0.000 0.0
12421 USAZZ41 -2.009 0.000 0.0
12422 USAZZ51 0.285 0.000 0.0
12423 USAZZ61 0.134 0.000 0.0
12424 USAZZ71 -0.220 0.000 0.0
12425 USAZZ81 -0.853 0.000 0.0
12426 USAZZ91 -0.432 0.000 0.0
12427 USAZZA1 -0.400 0.000 0.0
12428 USAZZB1 -0.542 0.000 0.0
12429 USAZZD1 -0.785 0.000 0.0
12430 USAZZF1 -2.745 0.000 0.0
12431 USAZZI1 0.092 0.000 0.0
12432 USAZZJ1 -2.412 0.000 0.0
12433 USAZZL1 -0.301 0.000 0.0
12434 USAZZP1 -0.586 0.000 0.0
12435 USAZZR1 -0.374 0.000 0.0
12436 USAZZX1 -0.530 0.000 0.0
12437 USAZZY1 1.170 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.959 0.000 ... NaN NaN
1 -1.958 0.000 ... NaN NaN
2 -2.251 0.000 ... NaN 4210.0
3 -2.042 0.000 ... NaN NaN
4 -2.080 0.000 ... NaN 5660.0
5 -1.925 0.000 ... NaN NaN
6 -1.962 0.000 ... NaN NaN
7 -1.743 0.000 ... NaN NaN
8 -0.726 0.000 ... NaN NaN
9 -1.872 0.861 ... NaN NaN
10 -1.974 0.000 ... NaN NaN
11 -0.862 0.000 ... NaN NaN
12 -1.698 0.000 ... NaN NaN
13 -1.446 0.000 ... NaN 15668.0
14 -1.958 0.000 ... NaN NaN
15 -2.205 0.000 ... NaN NaN
16 -1.146 0.000 ... NaN 7600.0
17 -1.252 0.000 ... NaN 5250.0
18 -1.787 0.000 ... NaN NaN
19 -1.679 0.000 ... NaN NaN
20 -1.940 0.000 ... NaN NaN
21 -2.266 1.000 ... NaN NaN
22 -0.441 0.000 ... NaN NaN
23 -1.886 0.000 ... NaN 37750.0
24 -1.940 0.000 ... NaN NaN
25 -1.245 0.000 ... NaN NaN
26 -1.933 0.000 ... NaN NaN
27 -1.365 0.000 ... NaN 2025.0
28 -1.278 0.000 ... NaN 4080.0
29 -2.006 0.000 ... NaN 620.0
... ... ... ... ... ...
12408 -1.958 0.000 ... NaN NaN
12409 -1.240 0.000 ... NaN NaN
12410 -0.451 0.000 ... NaN 82504.0
12411 0.260 0.000 ... NaN NaN
12412 -0.632 0.000 ... NaN 5000.0
12413 -0.652 0.000 ... NaN 483.0
12414 0.036 0.000 ... NaN 2500.0
12415 -0.250 0.000 ... NaN NaN
12416 -0.111 0.000 ... NaN 4519282.0
12417 0.130 0.000 ... NaN 186.0
12418 -0.867 0.000 ... NaN 124473.0
12419 0.111 0.000 ... NaN 21770.0
12420 -1.385 0.000 ... NaN 2500.0
12421 -1.445 0.000 ... NaN 25000.0
12422 -1.372 0.000 ... NaN NaN
12423 -0.942 0.000 ... NaN 593356.0
12424 -0.341 0.000 ... NaN NaN
12425 -1.395 1.000 ... NaN 15800.0
12426 0.007 0.000 ... NaN NaN
12427 -0.061 0.000 ... NaN 200.0
12428 -1.582 0.000 ... NaN NaN
12429 0.340 0.000 ... NaN 29250.0
12430 0.049 0.000 ... NaN 131007.0
12431 -1.658 1.000 ... NaN NaN
12432 -1.419 0.000 ... NaN 0.0
12433 -0.414 0.000 ... NaN 14550.0
12434 -0.191 1.000 ... NaN 25000.0
12435 -0.107 0.000 ... NaN NaN
12436 0.123 0.000 ... NaN NaN
12437 0.181 0.000 ... NaN 97700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.808448e+10 0.175009 15.831428 11.090852
1 NaN 5.330208e+09 0.000000 17.653062 12.633250
2 NaN 6.745868e+10 2.429907 22.501968 19.350087
3 NaN 2.974075e+10 2.139800 24.130527 21.909876
4 NaN 5.224671e+10 2.329114 26.557647 23.667945
5 NaN 1.919709e+11 0.351351 15.587327 11.748788
6 NaN 1.563159e+10 4.742886 22.830925 15.801767
7 NaN 8.054442e+10 0.000000 22.528457 17.983779
8 NaN 1.794671e+10 0.320641 33.251788 25.548713
9 NaN 4.253862e+10 1.653514 20.711468 18.156095
10 NaN 3.444369e+10 0.000000 34.629076 27.269326
11 NaN 2.544790e+10 1.319199 24.561972 20.743756
12 NaN 6.928666e+09 2.335490 16.540265 12.322479
13 NaN 1.689848e+10 1.586402 25.323938 23.142112
14 NaN 1.266905e+10 1.233299 14.667324 10.842911
15 NaN 3.394517e+10 1.567904 30.204260 27.000566
16 NaN 3.394517e+10 1.567904 33.097647 29.629504
17 NaN 2.918027e+10 0.183964 20.727627 18.521248
18 NaN 2.669931e+10 1.953795 24.154883 20.813489
19 NaN 9.695458e+10 3.305037 23.720331 20.301871
20 NaN 1.544277e+11 0.000000 35.729517 32.482942
21 NaN 1.222324e+11 2.001601 21.381911 18.765759
22 NaN 1.686118e+10 0.000000 29.971596 24.864058
23 NaN 7.983390e+10 0.000000 23.721451 20.668335
24 NaN 4.420706e+10 3.104901 20.189784 16.543514
25 NaN 3.290082e+10 0.000000 22.956715 19.319531
26 NaN 7.688778e+09 1.751927 12.035517 8.518359
27 NaN 7.688778e+09 1.751927 36.714031 34.253673
28 NaN 7.606207e+10 2.777036 24.817094 22.032910
29 NaN 3.196006e+11 2.460025 21.437067 18.497851
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.286960 14.959931
12409 NaN 5.830730e+06 0.000000 78.515421 76.065697
12410 1037.73 2.231800e+06 0.000000 75.083443 71.608814
12411 NaN 2.942400e+05 0.000000 96.224535 92.469347
12412 10299.41 6.125380e+06 0.000000 79.394185 75.970009
12413 106.12 1.984620e+07 NaN 77.241309 73.857883
12414 14.20 6.832300e+04 NaN 76.965419 73.236001
12415 NaN 2.270100e+06 NaN 86.026301 83.165707
12416 1157149.50 2.973475e+07 0.000000 128.307196 125.850540
12417 0.00 5.030700e+01 0.000000 42.130513 33.056719
12418 35188.97 2.664900e+07 0.000000 84.184926 81.795402
12419 12160.43 2.426400e+06 0.000000 146.097702 143.940720
12420 30475.10 4.335320e+07 1.196172 28.818198 24.998455
12421 19419.96 5.935170e+06 NaN 72.504468 69.858256
12422 NaN 1.482800e+05 NaN 51.147167 46.721647
12423 2375.46 5.004900e+06 0.000000 134.746980 132.993059
12424 NaN 8.946900e+06 0.000000 85.535794 81.925515
12425 1206127.80 3.158965e+10 4.416058 21.805409 19.127613
12426 NaN 4.774800e+05 NaN 58.339605 51.251438
12427 3822.62 2.391620e+06 NaN 101.218759 98.122416
12428 NaN 1.251480e+06 0.000000 31.055124 24.446138
12429 1506.95 2.591100e+05 NaN 88.649592 85.014223
12430 21464.21 1.421290e+07 NaN 102.624467 99.296890
12431 NaN 7.035000e+05 0.000000 146.727622 145.513437
12432 NaN 1.167039e+07 0.000000 74.137115 70.375302
12433 27838.59 3.838960e+07 0.000000 63.240046 59.319453
12434 988.90 3.377140e+06 NaN 86.641687 83.461768
12435 NaN 8.280000e+04 NaN 52.899725 46.926545
12436 NaN 3.555755e+06 0.000000 161.112376 159.090447
12437 3699857.50 9.619447e+08 0.562390 42.763243 32.705536
HistBeta PredBeta DataDate
0 -0.000162 0.101106 20040308
1 -0.000008 0.118802 20040308
2 -0.147878 0.111707 20040308
3 -0.042424 0.334333 20040308
4 -0.061580 0.278902 20040308
5 0.016913 0.285002 20040308
6 -0.001657 0.048813 20040308
7 0.108748 0.178764 20040308
8 0.623352 1.058161 20040308
9 0.043658 0.256677 20040308
10 -0.007692 0.572188 20040308
11 0.554602 0.897734 20040308
12 0.131993 0.507438 20040308
13 0.259472 0.457259 20040308
14 -0.000008 0.086490 20040308
15 -0.124513 0.160777 20040308
16 0.410838 0.655303 20040308
17 0.357245 0.437668 20040308
18 0.086779 0.514352 20040308
19 0.141397 0.300934 20040308
20 0.009377 0.317259 20040308
21 -0.155603 0.090843 20040308
22 0.767586 1.000405 20040308
23 0.036861 0.395626 20040308
24 0.009082 0.346549 20040308
25 0.361144 0.622111 20040308
26 0.012613 0.259032 20040308
27 0.300105 0.738431 20040308
28 0.344310 0.581253 20040308
29 -0.024182 0.282181 20040308
... ... ... ...
12408 -0.000008 0.019745 20040308
12409 0.363267 0.714785 20040308
12410 0.762774 1.131087 20040308
12411 1.122157 1.372487 20040308
12412 0.671338 1.074417 20040308
12413 0.661041 1.147290 20040308
12414 1.009039 1.280159 20040308
12415 0.864226 0.994372 20040308
12416 0.934802 1.199416 20040308
12417 1.056745 1.337959 20040308
12418 0.552059 0.889733 20040308
12419 1.046949 1.244518 20040308
12420 0.289952 0.236830 20040308
12421 0.259559 0.605259 20040308
12422 0.296628 0.681029 20040308
12423 0.514204 0.884684 20040308
12424 0.818320 1.172637 20040308
12425 0.285028 0.375722 20040308
12426 0.994177 1.202874 20040308
12427 0.960094 1.240476 20040308
12428 0.190194 0.511495 20040308
12429 1.163089 1.425671 20040308
12430 1.015459 1.206748 20040308
12431 0.152169 0.485147 20040308
12432 0.273095 0.449560 20040308
12433 0.781173 1.062207 20040308
12434 0.894448 1.072728 20040308
12435 0.936902 1.216668 20040308
12436 1.053125 1.239546 20040308
12437 1.082551 1.394532 20040308
[12438 rows x 92 columns],
'20040309': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.515 0.000 0.0
1 USA0011 0.274 0.000 0.0
2 USA0031 -0.236 0.000 0.0
3 USA0062 -0.537 0.429 0.0
4 USA00E2 -0.734 0.000 0.0
5 USA00F1 0.188 0.000 0.0
6 USA00G2 0.486 0.000 0.0
7 USA00H1 0.073 0.000 0.0
8 USA00I1 -0.163 0.000 0.0
9 USA00J1 0.470 0.000 0.0
10 USA00K1 0.461 0.000 0.0
11 USA00P1 -0.635 0.000 0.0
12 USA00R1 0.015 0.000 0.0
13 USA00S1 0.188 0.000 0.0
14 USA00V1 0.247 0.000 0.0
15 USA0131 -0.687 1.000 0.0
16 USA0161 -0.899 1.000 0.0
17 USA01I1 -0.070 0.000 0.0
18 USA01J2 -0.239 0.000 0.0
19 USA01L1 -0.257 0.000 0.0
20 USA01P1 2.857 0.000 0.0
21 USA01Q1 0.655 0.000 0.0
22 USA0202 -1.214 0.000 0.0
23 USA0231 -0.222 0.000 0.0
24 USA0281 -0.321 0.000 0.0
25 USA0291 -0.545 0.000 0.0
26 USA02A1 -0.607 0.000 0.0
27 USA02B1 2.857 0.000 0.0
28 USA02H1 -0.226 0.000 0.0
29 USA02P1 0.052 0.000 0.0
... ... ... ... ...
12408 USAZY41 0.841 0.000 0.0
12409 USAZY51 2.857 0.000 0.0
12410 USAZY61 -0.902 0.000 0.0
12411 USAZY71 -0.556 0.000 0.0
12412 USAZYI1 -0.594 0.000 0.0
12413 USAZYJ1 -1.026 0.000 0.0
12414 USAZYK1 -0.866 0.000 0.0
12415 USAZYM1 -0.551 0.000 0.0
12416 USAZYR1 -2.767 0.000 0.0
12417 USAZYS1 -0.954 0.000 0.0
12418 USAZYT1 0.506 0.000 0.0
12419 USAZYV1 -0.663 0.000 0.0
12420 USAZYX1 -0.588 0.000 0.0
12421 USAZZ41 -0.420 0.000 0.0
12422 USAZZ51 -0.679 0.000 0.0
12423 USAZZ61 -0.168 0.000 0.0
12424 USAZZ71 -0.978 0.000 0.0
12425 USAZZ81 0.409 0.000 0.0
12426 USAZZ91 -0.909 0.000 0.0
12427 USAZZA1 -0.590 0.000 0.0
12428 USAZZB1 -0.416 0.000 0.0
12429 USAZZD1 -0.801 0.000 0.0
12430 USAZZF1 -2.767 0.000 0.0
12431 USAZZI1 -2.418 0.000 0.0
12432 USAZZJ1 -1.377 0.000 0.0
12433 USAZZL1 -0.304 0.000 0.0
12434 USAZZP1 -0.169 0.000 0.0
12435 USAZZR1 -0.981 0.000 0.0
12436 USAZZX1 2.857 0.000 0.0
12437 USAZZY1 -0.830 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.936 0.000 ... NaN NaN
1 -1.935 0.000 ... NaN NaN
2 -2.225 0.000 ... NaN 4210.0
3 -2.014 0.000 ... NaN NaN
4 -2.056 0.000 ... NaN 5660.0
5 -1.902 0.000 ... NaN NaN
6 -1.938 0.000 ... NaN NaN
7 -1.725 0.000 ... NaN NaN
8 -0.715 0.000 ... NaN NaN
9 -1.852 0.861 ... NaN NaN
10 -1.952 0.000 ... NaN NaN
11 -0.851 0.000 ... NaN NaN
12 -1.683 0.000 ... NaN NaN
13 -1.439 0.000 ... NaN 23687.0
14 -1.935 0.000 ... NaN NaN
15 -2.175 0.000 ... NaN NaN
16 -1.147 0.000 ... NaN 390.0
17 -1.236 0.000 ... NaN 5250.0
18 -1.765 0.000 ... NaN NaN
19 -1.657 0.000 ... NaN NaN
20 -1.774 0.000 ... NaN 3000.0
21 -2.238 1.000 ... NaN NaN
22 -0.430 0.000 ... NaN NaN
23 -1.863 0.000 ... NaN 37750.0
24 -1.915 0.000 ... NaN NaN
25 -1.229 0.000 ... NaN NaN
26 -1.940 0.000 ... NaN 950.0
27 -1.224 0.000 ... NaN 670.0
28 -1.262 0.000 ... NaN 4080.0
29 -1.981 0.000 ... NaN 620.0
... ... ... ... ... ...
12408 -1.935 0.000 ... NaN NaN
12409 -1.033 0.000 ... NaN 300.0
12410 -0.450 0.000 ... NaN NaN
12411 0.259 0.000 ... NaN NaN
12412 -0.627 0.000 ... NaN 4500.0
12413 -0.521 0.000 ... NaN NaN
12414 0.037 0.000 ... NaN 7525.0
12415 -0.249 0.000 ... NaN NaN
12416 -0.182 0.000 ... NaN 2446415.0
12417 0.129 0.000 ... NaN NaN
12418 -0.882 0.000 ... NaN 82700.0
12419 0.112 0.000 ... NaN 2300.0
12420 -1.400 0.000 ... NaN 1300.0
12421 -1.436 0.000 ... NaN 7500.0
12422 -1.370 0.000 ... NaN NaN
12423 -0.929 0.000 ... NaN 31946.0
12424 -0.342 0.000 ... NaN NaN
12425 -1.380 1.000 ... NaN 23000.0
12426 0.004 0.000 ... NaN NaN
12427 -0.057 0.000 ... NaN NaN
12428 -1.565 0.000 ... NaN NaN
12429 0.340 0.000 ... NaN 840000.0
12430 0.017 0.000 ... NaN 99107.0
12431 -1.690 1.000 ... NaN 574.0
12432 -1.406 0.000 ... NaN 0.0
12433 -0.417 0.000 ... NaN 4300.0
12434 -0.183 1.000 ... NaN NaN
12435 -0.108 0.000 ... NaN NaN
12436 0.259 0.000 ... NaN 169510.0
12437 0.168 0.000 ... NaN 60300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.788474e+10 0.175009 15.693788 10.846969
1 NaN 5.236804e+09 0.000000 17.405128 12.351962
2 NaN 6.628617e+10 2.429907 22.047310 18.913931
3 NaN 2.927525e+10 2.139800 23.954452 21.617667
4 NaN 5.150090e+10 2.329114 26.221691 23.296360
5 NaN 1.903801e+11 0.351351 15.318226 11.477395
6 NaN 1.554470e+10 4.742886 22.492579 15.459857
7 NaN 8.085400e+10 0.000000 22.181671 17.610470
8 NaN 1.764919e+10 0.320641 33.125264 25.035844
9 NaN 4.293785e+10 1.653514 20.351130 17.691451
10 NaN 3.494263e+10 0.000000 34.144535 26.624168
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13 NaN 1.696943e+10 1.586402 24.925188 22.617628
14 NaN 1.254462e+10 1.233299 14.332791 10.599900
15 NaN 3.335301e+10 1.567904 29.751806 26.466846
16 NaN 3.335301e+10 1.567904 32.708515 29.060753
17 NaN 2.890319e+10 0.183964 20.478504 18.123056
18 NaN 2.652916e+10 1.953795 23.827769 20.404907
19 NaN 9.621700e+10 3.305037 23.279018 19.924235
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23 NaN 8.111575e+10 0.000000 23.400772 20.259029
24 NaN 4.324018e+10 3.104901 19.980826 16.278971
25 NaN 3.210600e+10 0.000000 22.960430 19.090444
26 NaN 7.554088e+09 1.751927 12.195253 8.764177
27 NaN 7.554088e+09 1.751927 37.072787 33.899568
28 NaN 7.486692e+10 2.777036 24.479551 21.580618
29 NaN 3.168895e+11 2.460025 21.107439 18.073750
... ... ... ... ... ...
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12409 1216.05 4.849320e+06 0.000000 79.058025 76.187470
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12411 NaN 2.942400e+05 0.000000 93.679210 89.721462
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12414 13.89 6.832300e+04 NaN 76.139672 72.235280
12415 NaN 2.270100e+06 NaN 84.291983 81.287755
12416 1211304.45 3.439200e+07 0.000000 126.282275 123.787173
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12418 35581.79 2.615550e+07 0.000000 82.369669 79.855213
12419 11626.51 2.426400e+06 0.000000 142.567785 140.279253
12420 29587.24 4.387240e+07 1.196172 28.300093 24.436223
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12422 NaN 1.482800e+05 NaN 50.164230 45.597303
12423 2280.55 5.004900e+06 0.000000 131.502486 129.658562
12424 NaN 8.946900e+06 0.000000 84.071255 80.322980
12425 1196105.90 3.151614e+10 4.416058 21.551782 18.707583
12426 NaN 4.774800e+05 NaN 57.524318 50.194710
12427 NaN 2.391620e+06 NaN 98.933575 95.650586
12428 NaN 1.251480e+06 0.000000 30.758883 24.038742
12429 1553.00 2.591100e+05 NaN 87.482264 83.700345
12430 26795.37 1.530620e+07 NaN 100.645439 97.186158
12431 603.58 5.875000e+05 0.000000 142.710102 141.413959
12432 NaN 1.175058e+07 0.000000 72.641865 68.796059
12433 27491.83 3.838960e+07 0.000000 62.076341 57.967149
12434 NaN 3.377140e+06 NaN 85.171927 81.828299
12435 NaN 8.280000e+04 NaN 52.009280 45.730114
12436 21980.41 2.743011e+06 0.000000 158.254766 155.946634
12437 3661868.29 9.678121e+08 0.562390 42.142684 31.909149
HistBeta PredBeta DataDate
0 -0.000162 0.129091 20040309
1 -0.000011 0.130313 20040309
2 -0.147836 0.112427 20040309
3 -0.040259 0.339563 20040309
4 -0.061612 0.274321 20040309
5 0.017089 0.288039 20040309
6 -0.001315 0.051879 20040309
7 0.107674 0.187499 20040309
8 0.624018 1.087548 20040309
9 0.042557 0.272290 20040309
10 -0.008558 0.600035 20040309
11 0.554532 0.894532 20040309
12 0.128979 0.511851 20040309
13 0.253662 0.476334 20040309
14 -0.000011 0.086177 20040309
15 -0.122544 0.160307 20040309
16 0.403094 0.643973 20040309
17 0.357725 0.445223 20040309
18 0.087096 0.508474 20040309
19 0.142592 0.309321 20040309
20 0.082437 0.452975 20040309
21 -0.154553 0.113088 20040309
22 0.769428 0.991548 20040309
23 0.036996 0.407383 20040309
24 0.010446 0.349433 20040309
25 0.361402 0.633819 20040309
26 -0.002346 0.246251 20040309
27 0.363662 0.847449 20040309
28 0.344271 0.583211 20040309
29 -0.023076 0.304095 20040309
... ... ... ...
12408 -0.000011 0.035530 20040309
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12410 0.759463 1.172087 20040309
12411 1.122108 1.374539 20040309
12412 0.669119 1.069987 20040309
12413 0.722962 1.150553 20040309
12414 1.008532 1.270088 20040309
12415 0.862038 1.003469 20040309
12416 0.896589 1.148586 20040309
12417 1.055514 1.316528 20040309
12418 0.538619 0.885209 20040309
12419 1.046880 1.251395 20040309
12420 0.273780 0.232988 20040309
12421 0.255195 0.629364 20040309
12422 0.288968 0.669628 20040309
12423 0.514669 0.886761 20040309
12424 0.814866 1.149601 20040309
12425 0.283733 0.407519 20040309
12426 0.991456 1.196811 20040309
12427 0.960423 1.249581 20040309
12428 0.189326 0.525942 20040309
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12430 0.998399 1.206520 20040309
12431 0.125419 0.415954 20040309
12432 0.270437 0.472924 20040309
12433 0.776259 1.055991 20040309
12434 0.895864 1.086669 20040309
12435 0.934488 1.210626 20040309
12436 1.122093 1.393233 20040309
12437 1.075400 1.359243 20040309
[12438 rows x 92 columns],
'20040310': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 -0.425 0.000 0.0
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12435 USAZZR1 -0.970 0.000 0.0
12436 USAZZX1 -2.784 0.000 0.0
12437 USAZZY1 -0.397 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.962 0.000 ... NaN NaN
2 -2.240 0.000 ... NaN 4210.0
3 -2.022 0.000 ... NaN NaN
4 -2.057 0.000 ... NaN 5660.0
5 -1.928 0.000 ... NaN NaN
6 -1.962 0.000 ... NaN NaN
7 -1.761 0.000 ... NaN NaN
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12 -1.696 0.000 ... NaN NaN
13 -1.657 0.000 ... NaN 30495.0
14 -1.962 0.000 ... NaN NaN
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16 -1.120 0.000 ... NaN 320.0
17 -1.271 0.000 ... NaN 5250.0
18 -1.789 0.000 ... NaN NaN
19 -1.682 0.000 ... NaN NaN
20 -1.783 0.000 ... NaN 13000.0
21 -2.247 1.000 ... NaN NaN
22 -0.488 0.000 ... NaN NaN
23 -1.892 0.000 ... NaN 37750.0
24 -1.939 0.000 ... NaN NaN
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26 -1.965 0.000 ... NaN NaN
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29 -1.997 0.000 ... NaN 620.0
... ... ... ... ... ...
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12417 0.107 0.000 ... NaN NaN
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12420 -1.469 0.000 ... NaN 500.0
12421 -1.364 0.000 ... NaN 79400.0
12422 -1.379 0.000 ... NaN NaN
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12424 -0.366 0.000 ... NaN NaN
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12428 -1.608 0.000 ... NaN NaN
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12431 -1.699 1.000 ... NaN NaN
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12437 0.151 0.000 ... NaN 80200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.081132e+09 0.000000 17.797121 12.418828
2 NaN 6.480098e+10 2.429907 22.798366 19.417453
3 NaN 2.841319e+10 2.139800 24.531579 21.908944
4 NaN 5.123454e+10 2.329114 27.047540 23.833845
5 NaN 1.875374e+11 0.351351 15.791820 11.659619
6 NaN 1.532354e+10 4.742886 23.175570 15.763175
7 NaN 7.875139e+10 0.000000 22.645960 17.786562
8 NaN 1.739575e+10 0.320641 34.208140 25.279902
9 NaN 4.323931e+10 1.653514 20.717717 17.863773
10 NaN 3.494263e+10 0.000000 34.971870 26.734240
11 NaN 2.562623e+10 1.319199 25.725135 20.966937
12 NaN 6.738658e+09 2.335490 17.336818 12.476848
13 NaN 1.740461e+10 1.586402 25.562987 23.008614
14 NaN 1.236686e+10 1.233299 14.699135 10.664904
15 NaN 3.290489e+10 1.567904 30.216407 26.699602
16 NaN 3.290489e+10 1.567904 33.387052 29.255714
17 NaN 2.881660e+10 0.183964 20.926722 18.265517
18 NaN 2.552563e+10 1.953795 24.965527 21.163267
19 NaN 9.484873e+10 3.305037 23.862545 20.254629
20 NaN 1.533231e+11 0.000000 36.147231 32.189679
21 NaN 1.223304e+11 2.001601 21.449742 18.568345
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23 NaN 8.111575e+10 0.000000 23.945676 20.390543
24 NaN 4.181479e+10 3.104901 20.736337 16.709948
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26 NaN 7.479579e+09 1.751927 12.630554 8.876791
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28 NaN 7.386610e+10 2.777036 25.068924 21.819793
29 NaN 3.171595e+11 2.460025 21.718645 18.415022
... ... ... ... ... ...
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12409 NaN 4.849320e+06 0.000000 79.123966 76.045825
12410 NaN 2.231800e+06 0.000000 74.866817 70.686006
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12414 NaN 6.832300e+04 NaN 76.780075 72.334861
12415 223.64 2.118760e+06 NaN 84.721811 81.119189
12416 1235141.69 3.439200e+07 0.000000 127.283876 124.548373
12417 NaN 5.030700e+01 0.000000 43.397842 33.136412
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12420 29710.14 4.418392e+07 1.196172 28.756887 24.718450
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12422 NaN 1.482800e+05 NaN 50.948659 45.958022
12423 2306.21 5.561000e+06 0.000000 133.018992 131.056907
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12425 1226526.86 3.124764e+10 4.416058 21.915315 18.807778
12426 NaN 4.774800e+05 NaN 59.025285 50.984662
12427 3758.91 1.630650e+06 NaN 104.039142 99.818022
12428 NaN 1.251480e+06 0.000000 31.487775 24.270077
12429 1551.19 2.591100e+05 NaN 88.166413 83.799538
12430 28662.08 1.410357e+07 NaN 101.208079 97.027765
12431 NaN 5.875000e+05 0.000000 141.833176 140.468731
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12435 NaN 8.280000e+04 NaN 53.371724 46.323131
12436 22552.27 2.844604e+06 0.000000 159.927309 157.262621
12437 3717393.52 9.582390e+08 0.562390 43.415694 32.128359
HistBeta PredBeta DataDate
0 -0.000148 0.123821 20040310
1 -0.000012 0.129008 20040310
2 -0.140309 0.116637 20040310
3 -0.030232 0.358288 20040310
4 -0.047830 0.276711 20040310
5 0.017158 0.285723 20040310
6 -0.000361 0.038295 20040310
7 0.101180 0.192318 20040310
8 0.609001 1.075964 20040310
9 0.040429 0.268023 20040310
10 -0.006154 0.620436 20040310
11 0.557947 0.887985 20040310
12 0.133878 0.513906 20040310
13 0.153750 0.386733 20040310
14 -0.000012 0.091879 20040310
15 -0.109701 0.184131 20040310
16 0.424112 0.681605 20040310
17 0.348238 0.444792 20040310
18 0.086875 0.484501 20040310
19 0.141034 0.300703 20040310
20 0.089971 0.449849 20040310
21 -0.143930 0.125115 20040310
22 0.742835 0.980295 20040310
23 0.034950 0.421943 20040310
24 0.011254 0.349526 20040310
25 0.346436 0.638017 20040310
26 -0.001670 0.263064 20040310
27 0.339361 0.783898 20040310
28 0.338411 0.579634 20040310
29 -0.017921 0.305468 20040310
... ... ... ...
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12411 1.164808 1.501704 20040310
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12435 0.927711 1.215793 20040310
12436 1.090453 1.368042 20040310
12437 1.065127 1.342220 20040310
[12438 rows x 92 columns],
'20040311': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.266 0.000 0.0
2 USA0031 -0.203 0.000 0.0
3 USA0062 0.151 0.429 0.0
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19 USA01L1 -0.654 0.000 0.0
20 USA01P1 -0.011 0.000 0.0
21 USA01Q1 -0.512 0.000 0.0
22 USA0202 -0.616 0.000 0.0
23 USA0231 0.263 0.000 0.0
24 USA0281 0.125 0.000 0.0
25 USA0291 -0.014 0.000 0.0
26 USA02A1 -0.506 0.000 0.0
27 USA02B1 -0.222 0.000 0.0
28 USA02H1 -0.217 0.000 0.0
29 USA02P1 -0.226 0.000 0.0
... ... ... ... ...
12406 USAZY41 -0.320 0.000 0.0
12407 USAZY51 0.216 0.000 0.0
12408 USAZY61 -0.268 0.000 0.0
12409 USAZY71 -0.060 0.000 0.0
12410 USAZYI1 -1.926 0.000 0.0
12411 USAZYJ1 -0.121 0.000 0.0
12412 USAZYK1 -0.174 0.000 0.0
12413 USAZYM1 -0.618 0.000 0.0
12414 USAZYR1 2.814 0.000 0.0
12415 USAZYS1 0.311 0.000 0.0
12416 USAZYT1 2.814 0.000 0.0
12417 USAZYV1 2.814 0.000 0.0
12418 USAZYX1 0.393 0.000 0.0
12419 USAZZ41 2.018 0.000 0.0
12420 USAZZ51 0.517 0.000 0.0
12421 USAZZ61 2.814 0.000 0.0
12422 USAZZ71 0.275 0.000 0.0
12423 USAZZ81 -0.129 0.000 0.0
12424 USAZZ91 -0.520 0.000 0.0
12425 USAZZA1 0.350 0.000 0.0
12426 USAZZB1 0.362 0.000 0.0
12427 USAZZD1 -0.182 0.000 0.0
12428 USAZZF1 -2.078 0.000 0.0
12429 USAZZI1 -0.009 0.000 0.0
12430 USAZZJ1 0.331 0.000 0.0
12431 USAZZL1 2.814 0.000 0.0
12432 USAZZP1 -0.446 0.000 0.0
12433 USAZZR1 0.164 0.000 0.0
12434 USAZZX1 0.215 0.000 0.0
12435 USAZZY1 -0.134 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.047 0.000 ... NaN NaN
1 -2.047 0.000 ... NaN NaN
2 -2.323 0.000 ... NaN 4210.0
3 -2.091 0.000 ... NaN NaN
4 -2.110 0.000 ... NaN 5660.0
5 -2.012 0.000 ... NaN NaN
6 -2.046 0.000 ... NaN NaN
7 -1.849 0.000 ... NaN NaN
8 -0.814 0.000 ... NaN NaN
9 -1.966 0.861 ... NaN NaN
10 -2.050 0.000 ... NaN NaN
11 -0.898 0.000 ... NaN NaN
12 -1.763 0.000 ... NaN NaN
13 -1.692 0.000 ... NaN 101297.0
14 -2.047 0.000 ... NaN NaN
15 -2.247 0.000 ... NaN NaN
16 -1.086 0.000 ... NaN 391.0
17 -1.342 0.000 ... NaN 5250.0
18 -1.865 0.000 ... NaN NaN
19 -1.756 0.000 ... NaN NaN
20 -1.862 0.000 ... NaN 2000.0
21 -2.324 1.000 ... NaN NaN
22 -0.551 0.000 ... NaN NaN
23 -1.980 0.000 ... NaN 37750.0
24 -2.021 0.000 ... NaN NaN
25 -1.359 0.000 ... NaN NaN
26 -2.049 0.000 ... NaN NaN
27 -1.372 0.000 ... NaN NaN
28 -1.353 0.000 ... NaN 4080.0
29 -2.073 0.000 ... NaN 620.0
... ... ... ... ... ...
12406 -2.047 0.000 ... NaN NaN
12407 -1.087 0.000 ... NaN NaN
12408 -0.484 0.000 ... NaN NaN
12409 0.333 0.000 ... NaN NaN
12410 -0.882 0.000 ... NaN 27000.0
12411 -0.564 0.000 ... NaN NaN
12412 0.028 0.000 ... NaN 100.0
12413 -0.226 0.000 ... NaN NaN
12414 -0.041 0.000 ... NaN 611684.0
12415 0.074 0.000 ... NaN NaN
12416 -0.724 0.000 ... NaN 29250.0
12417 0.147 0.000 ... NaN 29610.0
12418 -1.498 0.000 ... NaN 3400.0
12419 -1.331 0.000 ... NaN 1957.0
12420 -1.410 0.000 ... NaN NaN
12421 -0.965 0.000 ... NaN 860392.0
12422 -0.412 0.000 ... NaN NaN
12423 -1.378 1.000 ... NaN 38200.0
12424 -0.049 0.000 ... NaN NaN
12425 0.313 0.000 ... NaN NaN
12426 -1.701 0.000 ... NaN NaN
12427 0.329 0.000 ... NaN 820000.0
12428 0.008 0.000 ... NaN 253058.0
12429 -1.707 1.000 ... NaN NaN
12430 -1.231 0.000 ... NaN 0.0
12431 -0.342 0.000 ... NaN 11400.0
12432 -0.202 1.000 ... NaN NaN
12433 -0.143 0.000 ... NaN NaN
12434 0.185 0.000 ... NaN 592500.0
12435 0.061 0.000 ... NaN 88900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.558773e+10 0.175009 16.277963 11.327075
1 NaN 4.993956e+09 0.000000 17.984229 12.590434
2 NaN 6.491042e+10 2.429907 23.202059 19.910178
3 NaN 2.796493e+10 2.139800 24.930051 22.336968
4 NaN 5.004923e+10 2.329114 27.526316 24.372068
5 NaN 1.847730e+11 0.351351 16.234928 12.203504
6 NaN 1.500759e+10 4.742886 23.364807 16.209386
7 NaN 7.751304e+10 0.000000 22.928666 18.181133
8 NaN 1.733331e+10 0.320641 34.947141 25.577956
9 NaN 4.306007e+10 1.653514 21.017701 18.285832
10 NaN 3.465990e+10 0.000000 35.400382 27.069717
11 NaN 2.499018e+10 1.319199 26.529471 21.391909
12 NaN 6.711040e+09 2.335490 17.919121 12.984107
13 NaN 1.714209e+10 1.586402 25.976741 23.386165
14 NaN 1.194024e+10 1.233299 15.013893 11.150138
15 NaN 3.212868e+10 1.567904 30.619347 27.165640
16 NaN 3.212868e+10 1.567904 34.093063 29.665959
17 NaN 2.885989e+10 0.183964 21.319774 18.595506
18 NaN 2.540063e+10 1.953795 25.498253 21.764520
19 NaN 9.292461e+10 3.305037 24.466599 20.847015
20 NaN 1.542206e+11 0.000000 36.543877 32.739089
21 NaN 1.181138e+11 2.001601 21.981255 19.155778
22 NaN 1.465380e+10 0.000000 31.634408 25.468044
23 NaN 8.201305e+10 0.000000 24.312436 20.751013
24 NaN 4.141608e+10 3.104901 21.092745 17.015962
25 NaN 3.123892e+10 0.000000 24.023668 19.573718
26 NaN 7.287574e+09 1.751927 13.150426 9.470677
27 NaN 7.287574e+09 1.751927 38.216533 34.796018
28 NaN 7.325395e+10 2.777036 25.592577 22.272004
29 NaN 3.102248e+11 2.460025 22.163984 18.865242
... ... ... ... ... ...
12406 NaN 5.056250e+06 NaN 21.617806 15.138961
12407 NaN 4.849320e+06 0.000000 79.747629 76.573640
12408 NaN 2.231800e+06 0.000000 74.642702 69.896872
12409 NaN 2.452000e+05 0.000000 97.407158 92.459193
12410 10623.30 6.970260e+06 0.000000 78.895697 74.949010
12411 NaN 1.984620e+07 NaN 77.648134 73.357119
12412 8.94 6.832300e+04 NaN 78.268941 73.557428
12413 NaN 2.118760e+06 NaN 87.172432 83.628023
12414 1253213.63 3.152600e+07 0.000000 129.745524 126.596336
12415 NaN 5.030700e+01 0.000000 44.305332 33.559456
12416 30722.03 2.418150e+07 0.000000 84.988560 81.659939
12417 10277.48 2.291600e+06 0.000000 149.219239 146.369908
12418 30670.62 4.387240e+07 1.196172 28.992110 25.037786
12419 17703.52 5.453940e+06 NaN 72.794575 69.520839
12420 NaN 1.482800e+05 NaN 51.624927 46.548378
12421 2473.68 5.004900e+06 0.000000 135.196097 133.149221
12422 NaN 8.946900e+06 0.000000 86.494211 82.115598
12423 1227874.19 3.078309e+10 4.416058 22.268461 19.059716
12424 NaN 4.774800e+05 NaN 60.131829 51.857193
12425 NaN 1.630650e+06 NaN 103.340951 98.447597
12426 NaN 1.251480e+06 0.000000 31.833109 24.600739
12427 1588.79 2.591100e+05 NaN 89.524621 84.883716
12428 44763.84 1.530620e+07 NaN 103.771474 99.717501
12429 NaN 5.875000e+05 0.000000 143.573182 142.230344
12430 NaN 1.118910e+07 0.000000 74.370052 70.111289
12431 28011.95 3.634760e+07 0.000000 65.172798 59.984827
12432 NaN 3.377140e+06 NaN 89.733616 85.962971
12433 NaN 8.280000e+04 NaN 54.395114 46.920963
12434 23302.56 2.844604e+06 0.000000 162.059103 159.238887
12435 3709415.19 9.619447e+08 0.562390 44.182109 32.506676
HistBeta PredBeta DataDate
0 -0.000134 0.101788 20040311
1 -0.000011 0.107728 20040311
2 -0.133257 0.099663 20040311
3 -0.020982 0.335830 20040311
4 -0.030195 0.261958 20040311
5 0.017220 0.260259 20040311
6 0.000524 0.023174 20040311
7 0.095678 0.162828 20040311
8 0.596265 1.066904 20040311
9 0.039318 0.227439 20040311
10 -0.001378 0.585122 20040311
11 0.555617 0.873221 20040311
12 0.137375 0.497456 20040311
13 0.171539 0.392599 20040311
14 -0.000011 0.059375 20040311
15 -0.096897 0.166572 20040311
16 0.464968 0.711977 20040311
17 0.340843 0.420729 20040311
18 0.088089 0.456646 20040311
19 0.140548 0.275125 20040311
20 0.089515 0.403607 20040311
21 -0.134105 0.096187 20040311
22 0.723416 0.939725 20040311
23 0.032601 0.395783 20040311
24 0.012578 0.340635 20040311
25 0.332823 0.605380 20040311
26 -0.001080 0.234192 20040311
27 0.326378 0.741731 20040311
28 0.335670 0.555139 20040311
29 -0.012607 0.283082 20040311
... ... ... ...
12406 -0.000011 0.018413 20040311
12407 0.464394 0.818202 20040311
12408 0.755970 1.197033 20040311
12409 1.150764 1.423545 20040311
12410 0.563586 0.950991 20040311
12411 0.717257 1.149077 20040311
12412 1.003577 1.252901 20040311
12413 0.880749 1.009107 20040311
12414 0.970065 1.239743 20040311
12415 1.025736 1.300231 20040311
12416 0.639852 1.020252 20040311
12417 1.060807 1.344102 20040311
12418 0.265722 0.233980 20040311
12419 0.346217 0.783476 20040311
12420 0.308296 0.701736 20040311
12421 0.523510 0.870813 20040311
12422 0.790631 1.154106 20040311
12423 0.323337 0.416176 20040311
12424 0.966071 1.187591 20040311
12425 1.141438 1.529655 20040311
12426 0.167278 0.512502 20040311
12427 1.149133 1.403339 20040311
12428 0.993601 1.221195 20040311
12429 0.164257 0.412455 20040311
12430 0.394474 0.625647 20040311
12431 0.824756 1.134066 20040311
12432 0.892190 1.036088 20040311
12433 0.920971 1.228680 20040311
12434 1.079565 1.408664 20040311
12435 1.019307 1.302540 20040311
[12436 rows x 92 columns],
'20040312': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.490 0.000 0.0
1 USA0011 -0.471 0.000 0.0
2 USA0031 -1.151 0.000 0.0
3 USA0062 -0.710 0.429 0.0
4 USA00E2 0.967 0.000 0.0
5 USA00F1 -0.589 0.000 0.0
6 USA00G2 -0.566 0.000 0.0
7 USA00H1 -0.683 0.000 0.0
8 USA00I1 -0.293 0.000 0.0
9 USA00J1 -0.868 0.000 0.0
10 USA00K1 -1.331 0.000 0.0
11 USA00P1 0.137 0.000 0.0
12 USA00R1 -0.342 0.000 0.0
13 USA00S1 0.634 0.000 0.0
14 USA00V1 -0.532 0.000 0.0
15 USA0131 -0.918 1.000 0.0
16 USA0161 -0.109 1.000 0.0
17 USA01I1 -0.249 0.000 0.0
18 USA01J2 1.870 0.000 0.0
19 USA01L1 -0.066 0.000 0.0
20 USA01P1 -2.292 0.000 0.0
21 USA01Q1 -1.156 0.000 0.0
22 USA0202 0.516 0.000 0.0
23 USA0231 -0.603 0.000 0.0
24 USA0281 -0.550 0.000 0.0
25 USA0291 -0.022 0.000 0.0
26 USA02A1 -0.339 0.000 0.0
27 USA02B1 -1.243 0.000 0.0
28 USA02H1 -0.128 0.000 0.0
29 USA02P1 1.302 0.000 0.0
... ... ... ... ...
12404 USAZY41 0.481 0.000 0.0
12405 USAZY51 -2.814 0.000 0.0
12406 USAZY61 1.063 0.000 0.0
12407 USAZY71 1.229 0.000 0.0
12408 USAZYI1 1.836 0.000 0.0
12409 USAZYJ1 0.882 0.000 0.0
12410 USAZYK1 2.151 0.000 0.0
12411 USAZYM1 1.042 0.000 0.0
12412 USAZYR1 1.282 0.000 0.0
12413 USAZYS1 1.357 0.000 0.0
12414 USAZYT1 -2.814 0.000 0.0
12415 USAZYV1 -2.814 0.000 0.0
12416 USAZYX1 1.478 0.000 0.0
12417 USAZZ41 2.752 0.000 0.0
12418 USAZZ51 0.390 0.000 0.0
12419 USAZZ61 -2.814 0.000 0.0
12420 USAZZ71 -2.814 0.000 0.0
12421 USAZZ81 0.940 0.000 0.0
12422 USAZZ91 1.745 0.000 0.0
12423 USAZZA1 1.431 0.000 0.0
12424 USAZZB1 0.557 0.000 0.0
12425 USAZZD1 1.910 0.000 0.0
12426 USAZZF1 -2.814 0.000 0.0
12427 USAZZI1 0.228 0.000 0.0
12428 USAZZJ1 2.376 0.000 0.0
12429 USAZZL1 -2.814 0.000 0.0
12430 USAZZP1 2.752 0.000 0.0
12431 USAZZR1 1.249 0.000 0.0
12432 USAZZX1 2.752 0.000 0.0
12433 USAZZY1 -2.569 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.026 0.000 ... NaN NaN
1 -2.026 0.000 ... NaN NaN
2 -2.291 0.000 ... NaN 4210.0
3 -2.075 0.000 ... NaN NaN
4 -2.457 0.000 ... NaN 750.0
5 -1.988 0.000 ... NaN NaN
6 -2.026 0.000 ... NaN NaN
7 -1.834 0.000 ... NaN NaN
8 -0.853 0.000 ... NaN NaN
9 -1.949 0.861 ... NaN NaN
10 -2.036 0.000 ... NaN NaN
11 -0.892 0.000 ... NaN NaN
12 -1.741 0.000 ... NaN NaN
13 -1.787 0.000 ... NaN 11163.0
14 -2.026 0.000 ... NaN NaN
15 -2.229 0.000 ... NaN NaN
16 -1.114 0.000 ... NaN NaN
17 -1.343 0.000 ... NaN 5250.0
18 -2.052 0.000 ... NaN 750.0
19 -1.754 0.000 ... NaN NaN
20 -1.733 0.000 ... NaN 42000.0
21 -2.297 1.000 ... NaN NaN
22 -0.582 0.000 ... NaN NaN
23 -1.959 0.000 ... NaN 37750.0
24 -2.003 0.000 ... NaN NaN
25 -1.366 0.000 ... NaN NaN
26 -2.029 0.000 ... NaN 3000.0
27 -1.300 0.000 ... NaN 740.0
28 -1.351 0.000 ... NaN 4080.0
29 -2.431 0.000 ... NaN 3000.0
... ... ... ... ... ...
12404 -2.026 0.000 ... NaN NaN
12405 -0.341 0.000 ... NaN 200.0
12406 -0.494 0.000 ... NaN NaN
12407 0.329 0.000 ... NaN 100.0
12408 -0.903 0.000 ... NaN 37500.0
12409 -0.574 0.000 ... NaN NaN
12410 0.025 0.000 ... NaN 20000.0
12411 -0.253 0.000 ... NaN NaN
12412 -0.075 0.000 ... NaN 275144.0
12413 0.064 0.000 ... NaN NaN
12414 -0.524 0.000 ... NaN 65313.0
12415 0.267 0.000 ... NaN 4500.0
12416 -1.515 0.000 ... NaN 1300.0
12417 -1.396 0.000 ... NaN 31200.0
12418 -1.410 0.000 ... NaN NaN
12419 -0.826 0.000 ... NaN 151600.0
12420 -0.232 0.000 ... NaN 2300.0
12421 -1.488 1.000 ... NaN 73800.0
12422 -0.053 0.000 ... NaN NaN
12423 0.304 0.000 ... NaN NaN
12424 -1.687 0.000 ... NaN NaN
12425 0.320 0.000 ... NaN 112000.0
12426 0.352 0.000 ... NaN 177198.0
12427 -1.733 1.000 ... NaN NaN
12428 -1.314 0.000 ... NaN 0.0
12429 -0.203 0.000 ... NaN 5200.0
12430 -0.701 1.000 ... NaN 733.0
12431 -0.146 0.000 ... NaN NaN
12432 -0.136 0.000 ... NaN 870665.0
12433 0.199 0.000 ... NaN 87600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.692599e+10 0.175009 16.043309 11.203703
1 NaN 5.043771e+09 0.000000 17.718737 12.439791
2 NaN 6.478535e+10 2.429907 23.111461 19.867179
3 NaN 2.844768e+10 2.139800 24.649297 22.227692
4 NaN 5.083500e+10 2.329114 31.199777 28.534461
5 NaN 1.867550e+11 0.351351 15.994880 12.150934
6 NaN 1.506288e+10 4.742886 22.986399 16.068027
7 NaN 7.854499e+10 0.000000 22.603968 18.003821
8 NaN 1.771898e+10 0.320641 33.416213 25.300605
9 NaN 4.308451e+10 1.653514 20.816643 18.225458
10 NaN 3.550810e+10 0.000000 34.577841 26.778759
11 NaN 2.500802e+10 1.319199 25.553187 21.178140
12 NaN 6.772903e+09 2.335490 17.309701 12.845841
13 NaN 1.714918e+10 1.586402 25.577257 23.157472
14 NaN 1.203674e+10 1.233299 14.860580 11.074938
15 NaN 3.224871e+10 1.567904 30.329403 26.963732
16 NaN 3.224871e+10 1.567904 33.217716 29.347906
17 NaN 2.889886e+10 0.183964 21.026577 18.397897
18 NaN 2.601872e+10 1.953795 26.226668 22.776604
19 NaN 9.454942e+10 3.305037 24.107063 20.614952
20 NaN 1.599503e+11 0.000000 36.364732 32.642651
21 NaN 1.187758e+11 2.001601 21.974710 19.152614
22 NaN 1.505272e+10 0.000000 30.515310 25.247879
23 NaN 8.488440e+10 0.000000 23.835948 20.528940
24 NaN 4.216366e+10 3.104901 20.709705 16.823691
25 NaN 3.176880e+10 0.000000 23.331445 19.410632
26 NaN 7.516833e+09 1.751927 12.847316 9.359479
27 NaN 7.516833e+09 1.751927 37.400401 34.511439
28 NaN 7.355517e+10 2.777036 24.935279 21.992053
29 NaN 3.120605e+11 2.460025 24.143018 21.118652
... ... ... ... ... ...
12404 NaN 5.056250e+06 NaN 21.595535 15.314865
12405 1132.41 7.504900e+06 0.000000 87.367109 84.083262
12406 NaN 2.231800e+06 0.000000 72.903110 68.633316
12407 310.18 2.452000e+05 0.000000 95.238390 90.805510
12408 11731.25 7.434700e+06 0.000000 80.892824 77.756019
12409 NaN 1.984620e+07 NaN 75.857660 71.937758
12410 8.53 6.832300e+04 NaN 75.864122 71.464876
12411 NaN 2.118760e+06 NaN 84.662087 81.424613
12412 1262134.28 3.152600e+07 0.000000 128.743130 126.036770
12413 NaN 5.030700e+01 0.000000 42.996621 33.362687
12414 31847.99 2.664900e+07 0.000000 84.648364 81.582013
12415 8410.00 2.696000e+06 0.000000 148.983677 146.492647
12416 26934.90 4.361280e+07 1.196172 29.182433 25.224561
12417 16914.70 5.293530e+06 NaN 70.318749 67.107919
12418 NaN 1.482800e+05 NaN 50.873898 46.160296
12419 2151.33 5.561000e+06 0.000000 134.784223 132.805633
12420 3606.23 1.013982e+07 0.000000 87.579254 83.612285
12421 1298299.52 3.028213e+10 4.416058 22.084100 19.015696
12422 NaN 4.774800e+05 NaN 59.251183 51.510972
12423 NaN 1.630650e+06 NaN 101.773247 97.490754
12424 NaN 1.251480e+06 0.000000 31.681046 24.805462
12425 1576.60 2.591100e+05 NaN 87.454599 83.271129
12426 60986.65 2.295930e+07 NaN 110.097081 106.292497
12427 NaN 5.875000e+05 0.000000 141.518504 140.244876
12428 NaN 1.099767e+07 0.000000 73.917046 69.793449
12429 29134.67 3.879800e+07 0.000000 64.449405 59.824128
12430 991.00 2.178800e+06 NaN 86.848809 83.802692
12431 NaN 8.280000e+04 NaN 53.355602 46.601351
12432 24094.07 2.031860e+06 0.000000 163.708503 161.438798
12433 3661135.90 1.008266e+09 0.562390 43.126765 32.703762
HistBeta PredBeta DataDate
0 -0.000135 0.101957 20040312
1 -0.000010 0.108535 20040312
2 -0.129673 0.079234 20040312
3 -0.024184 0.319391 20040312
4 -0.211449 0.147403 20040312
5 0.018414 0.253359 20040312
6 -0.000136 0.021937 20040312
7 0.094201 0.151573 20040312
8 0.575024 1.025308 20040312
9 0.037515 0.209274 20040312
10 -0.004728 0.534032 20040312
11 0.555888 0.881966 20040312
12 0.139862 0.490133 20040312
13 0.117282 0.374239 20040312
14 -0.000010 0.059763 20040312
15 -0.099261 0.147775 20040312
16 0.446932 0.679583 20040312
17 0.334929 0.435276 20040312
18 -0.012525 0.420090 20040312
19 0.133320 0.279846 20040312
20 0.143582 0.395572 20040312
21 -0.133051 0.075968 20040312
22 0.707750 0.937174 20040312
23 0.032626 0.384887 20040312
24 0.011440 0.329700 20040312
25 0.323548 0.602668 20040312
26 -0.001413 0.238466 20040312
27 0.355789 0.730960 20040312
28 0.330955 0.547893 20040312
29 -0.198700 0.184097 20040312
... ... ... ...
12404 -0.000010 0.051688 20040312
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12406 0.750738 1.215378 20040312
12407 1.154448 1.439612 20040312
12408 0.550272 0.898103 20040312
12409 0.711532 1.153278 20040312
12410 1.005379 1.309528 20040312
12411 0.868855 1.032618 20040312
12412 0.956058 1.236539 20040312
12413 1.024408 1.321440 20040312
12414 0.735976 1.018629 20040312
12415 1.123972 1.264651 20040312
12416 0.250452 0.268639 20040312
12417 0.308610 0.795949 20040312
12418 0.301995 0.694728 20040312
12419 0.588102 0.864846 20040312
12420 0.879400 1.155596 20040312
12421 0.263525 0.408534 20040312
12422 0.967184 1.238058 20040312
12423 1.141986 1.537001 20040312
12424 0.166054 0.537577 20040312
12425 1.149667 1.437748 20040312
12426 1.165402 1.345351 20040312
12427 0.143596 0.414276 20040312
12428 0.349085 0.645571 20040312
12429 0.893705 1.106331 20040312
12430 0.649578 0.892346 20040312
12431 0.921398 1.247875 20040312
12432 0.926202 1.322115 20040312
12433 1.090780 1.289683 20040312
[12434 rows x 92 columns],
'20040315': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 1.113 0.000 0.0
2 USA0031 0.850 0.000 0.0
3 USA0062 1.137 0.429 0.0
4 USA00E2 0.918 0.000 0.0
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7 USA00H1 0.199 0.000 0.0
8 USA00I1 0.109 0.000 0.0
9 USA00J1 0.253 0.000 0.0
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14 USA00V1 0.665 0.000 0.0
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16 USA0161 0.974 1.000 0.0
17 USA01I1 0.245 0.000 0.0
18 USA01J2 1.117 0.000 0.0
19 USA01L1 0.798 0.000 0.0
20 USA01P1 2.119 0.000 0.0
21 USA01Q1 0.392 0.000 0.0
22 USA0202 -0.674 0.000 0.0
23 USA0231 2.876 0.000 0.0
24 USA0281 0.216 0.000 0.0
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27 USA02B1 0.081 0.000 0.0
28 USA02H1 0.186 0.000 0.0
29 USA02P1 1.010 0.000 0.0
... ... ... ... ...
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12406 USAZY51 -1.955 0.000 0.0
12407 USAZY61 2.876 0.000 0.0
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12413 USAZYR1 2.876 0.000 0.0
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12419 USAZZ51 -1.006 0.000 0.0
12420 USAZZ61 -2.747 0.000 0.0
12421 USAZZ71 2.876 0.000 0.0
12422 USAZZ81 -0.793 0.000 0.0
12423 USAZZ91 -1.915 0.000 0.0
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12425 USAZZB1 -0.219 0.000 0.0
12426 USAZZD1 -2.469 0.000 0.0
12427 USAZZF1 -2.747 0.000 0.0
12428 USAZZI1 2.876 0.000 0.0
12429 USAZZJ1 -2.602 0.000 0.0
12430 USAZZL1 -1.974 0.000 0.0
12431 USAZZP1 -2.301 0.000 0.0
12432 USAZZR1 -2.114 0.000 0.0
12433 USAZZX1 -2.705 0.000 0.0
12434 USAZZY1 1.759 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
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29 0.0 0.0 0.0 0.0
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.987 0.000 ... NaN NaN
2 -2.235 0.000 ... NaN 4210.0
3 -2.019 0.000 ... NaN NaN
4 -2.381 0.000 ... NaN 750.0
5 -1.953 0.000 ... NaN NaN
6 -1.986 0.000 ... NaN NaN
7 -1.809 0.000 ... NaN NaN
8 -0.858 0.000 ... NaN NaN
9 -1.915 0.861 ... NaN NaN
10 -1.992 0.000 ... NaN NaN
11 -0.858 0.000 ... NaN NaN
12 -1.697 0.000 ... NaN NaN
13 -1.673 0.000 ... NaN 73740.0
14 -1.987 0.000 ... NaN NaN
15 -2.166 0.000 ... NaN NaN
16 -1.078 0.000 ... NaN 281.0
17 -1.331 0.000 ... NaN 5250.0
18 -2.007 0.000 ... NaN NaN
19 -1.723 0.000 ... NaN NaN
20 -1.601 0.000 ... NaN 100.0
21 -2.236 1.000 ... NaN NaN
22 -0.598 0.000 ... NaN NaN
23 -1.748 0.000 ... NaN 200.0
24 -1.962 0.000 ... NaN NaN
25 -1.357 0.000 ... NaN NaN
26 -1.989 0.000 ... NaN NaN
27 -1.288 0.000 ... NaN NaN
28 -1.331 0.000 ... NaN 4080.0
29 -2.365 0.000 ... NaN 3000.0
... ... ... ... ... ...
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12406 -0.345 0.000 ... NaN NaN
12407 -0.369 0.000 ... NaN 2400.0
12408 0.314 0.000 ... NaN NaN
12409 -0.756 0.000 ... NaN 20849.0
12410 -0.712 0.000 ... NaN 1982.0
12411 0.022 0.000 ... NaN 1500.0
12412 -0.260 0.000 ... NaN NaN
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12415 -0.338 0.000 ... NaN 98077.0
12416 0.319 0.000 ... NaN 38150.0
12417 -1.441 0.000 ... NaN 1000.0
12418 -1.302 0.000 ... NaN 36600.0
12419 -1.370 0.000 ... NaN NaN
12420 -0.946 0.000 ... NaN 1469730.0
12421 0.168 0.000 ... NaN 36500.0
12422 -1.486 1.000 ... NaN 41400.0
12423 -0.090 0.000 ... NaN NaN
12424 0.292 0.000 ... NaN NaN
12425 -1.664 0.000 ... NaN NaN
12426 0.300 0.000 ... NaN 30000.0
12427 0.328 0.000 ... NaN 184510.0
12428 -1.138 1.000 ... NaN 100.0
12429 -1.431 0.000 ... NaN 0.0
12430 -0.230 0.000 ... NaN 300.0
12431 -0.687 1.000 ... NaN 13334.0
12432 -0.149 0.000 ... NaN NaN
12433 -0.138 0.000 ... NaN 512275.0
12434 0.257 0.000 ... NaN 121500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.540796e+10 0.175009 16.236401 10.947520
1 NaN 5.043771e+09 0.000000 18.038094 12.379384
2 NaN 6.362847e+10 2.429907 22.864072 19.385632
3 NaN 2.809424e+10 2.139800 24.508769 21.703634
4 NaN 4.988942e+10 2.329114 30.903788 27.859347
5 NaN 1.827127e+11 0.351351 16.287530 11.878927
6 NaN 1.490490e+10 4.742886 22.982519 15.680266
7 NaN 7.670037e+10 0.000000 22.545692 17.620653
8 NaN 1.711659e+10 0.320641 33.981804 24.705272
9 NaN 4.238382e+10 1.653514 20.659094 17.800316
10 NaN 3.446032e+10 0.000000 34.665913 26.145167
11 NaN 2.445519e+10 1.319199 26.033922 20.698067
12 NaN 6.709936e+09 2.335490 17.690789 12.553552
13 NaN 1.686301e+10 1.586402 25.388692 22.673378
14 NaN 1.193516e+10 1.233299 14.983035 10.821735
15 NaN 3.183260e+10 1.567904 30.192228 26.464609
16 NaN 3.183260e+10 1.567904 33.259570 28.674196
17 NaN 2.852653e+10 0.183964 20.956395 17.924970
18 NaN 2.568884e+10 1.953795 26.193775 22.289415
19 NaN 9.370495e+10 3.305037 24.075639 20.152994
20 NaN 1.571890e+11 0.000000 36.245443 32.030674
21 NaN 1.169616e+11 2.001601 21.701613 18.673193
22 NaN 1.445434e+10 0.000000 30.902310 24.791005
23 NaN 8.452549e+10 0.000000 25.274749 20.971852
24 NaN 4.087782e+10 3.104901 20.744229 16.456393
25 NaN 3.058861e+10 0.000000 23.453003 18.936694
26 NaN 7.370681e+09 1.751927 13.140163 9.187728
27 NaN 7.370681e+09 1.751927 37.162206 33.823522
28 NaN 7.306934e+10 2.777036 24.850538 21.412800
29 NaN 3.090010e+11 2.460025 24.284783 20.583846
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 21.741229 15.041702
12406 NaN 7.504900e+06 0.000000 88.396928 84.889457
12407 1037.54 2.008620e+06 0.000000 72.379297 66.707057
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12409 11395.50 6.977180e+06 0.000000 80.386861 76.441600
12410 162.75 2.165040e+07 NaN 74.711022 70.412983
12411 8.26 6.832300e+04 NaN 75.181894 70.078642
12412 NaN 2.118760e+06 NaN 82.308450 78.424756
12413 1333819.80 2.651050e+07 0.000000 127.941916 124.195621
12414 NaN 5.030700e+01 0.000000 44.220568 33.334499
12415 33178.23 2.467500e+07 0.000000 83.842085 79.882554
12416 7852.62 2.561200e+06 0.000000 146.236007 143.163875
12417 24384.55 4.319744e+07 1.196172 28.879943 24.641113
12418 15899.89 5.165202e+06 NaN 69.268336 65.693561
12419 NaN 1.482800e+05 NaN 50.630568 45.455833
12420 3014.63 6.117100e+06 0.000000 132.624786 130.495731
12421 4012.60 8.052210e+06 0.000000 89.257666 83.613136
12422 1305803.65 3.060230e+10 4.416058 21.888645 18.621476
12423 NaN 4.774800e+05 NaN 59.184978 50.836081
12424 NaN 1.630650e+06 NaN 100.134679 95.132431
12425 NaN 1.251480e+06 0.000000 31.921626 24.416034
12426 1510.01 2.591100e+05 NaN 85.722900 80.891263
12427 82508.71 2.350595e+07 NaN 107.672583 103.155949
12428 542.43 3.525000e+05 0.000000 142.720317 141.023460
12429 NaN 1.140034e+07 0.000000 72.743397 68.456448
12430 27272.04 3.879800e+07 0.000000 64.057626 58.857637
12431 1079.89 2.178800e+06 NaN 83.684055 80.061393
12432 NaN 8.280000e+04 NaN 53.660458 46.134528
12433 25719.76 2.031860e+06 0.000000 160.153197 157.561992
12434 3587836.70 9.854143e+08 0.562390 44.709182 32.063997
HistBeta PredBeta DataDate
0 -0.000122 0.117116 20040315
1 -0.000009 0.136954 20040315
2 -0.123472 0.109083 20040315
3 -0.015803 0.348461 20040315
4 -0.196278 0.203115 20040315
5 0.017193 0.264093 20040315
6 0.000692 0.043472 20040315
7 0.088729 0.162232 20040315
8 0.562561 1.018816 20040315
9 0.035891 0.221638 20040315
10 -0.002340 0.578820 20040315
11 0.562736 0.874962 20040315
12 0.144550 0.503111 20040315
13 0.156631 0.401302 20040315
14 -0.000009 0.081939 20040315
15 -0.088977 0.197777 20040315
16 0.453380 0.705266 20040315
17 0.327144 0.438879 20040315
18 -0.009602 0.420175 20040315
19 0.131516 0.286655 20040315
20 0.192676 0.501708 20040315
21 -0.123899 0.098319 20040315
22 0.692430 0.906786 20040315
23 0.119237 0.504243 20040315
24 0.012642 0.337130 20040315
25 0.314212 0.599197 20040315
26 -0.000791 0.259916 20040315
27 0.348343 0.736479 20040315
28 0.327068 0.545744 20040315
29 -0.188299 0.231210 20040315
... ... ... ...
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12406 0.818555 0.985647 20040315
12407 0.806453 1.308635 20040315
12408 1.146837 1.340920 20040315
12409 0.613701 1.009940 20040315
12410 0.635335 1.031549 20040315
12411 1.001061 1.248986 20040315
12412 0.860584 0.957096 20040315
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12414 1.015643 1.246779 20040315
12415 0.821756 1.161596 20040315
12416 1.149072 1.379402 20040315
12417 0.272348 0.267635 20040315
12418 0.341612 0.771497 20040315
12419 0.307696 0.662920 20040315
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12424 1.135713 1.457015 20040315
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12428 0.423163 0.720500 20040315
12429 0.277313 0.499904 20040315
12430 0.875732 1.078198 20040315
12431 0.647885 0.891391 20040315
12432 0.915897 1.177105 20040315
12433 0.921479 1.217627 20040315
12434 1.118296 1.375170 20040315
[12435 rows x 92 columns],
'20040316': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.743 0.000 0.0
1 USA0011 0.040 0.000 0.0
2 USA0031 2.332 0.000 0.0
3 USA0062 2.230 0.429 0.0
4 USA00E2 0.173 0.000 0.0
5 USA00F1 -2.435 0.000 0.0
6 USA00G2 -0.421 0.000 0.0
7 USA00H1 -0.537 0.000 0.0
8 USA00I1 2.630 0.000 0.0
9 USA00J1 0.180 0.000 0.0
10 USA00K1 0.690 0.000 0.0
11 USA00P1 0.089 0.000 0.0
12 USA00R1 0.153 0.000 0.0
13 USA00S1 -0.552 0.000 0.0
14 USA00V1 -0.355 0.000 0.0
15 USA0131 -0.921 1.000 0.0
16 USA0161 0.805 1.000 0.0
17 USA01I1 0.244 0.000 0.0
18 USA01J2 0.490 0.000 0.0
19 USA01L1 0.200 0.000 0.0
20 USA01P1 -1.453 0.000 0.0
21 USA01Q1 2.768 0.000 0.0
22 USA0202 -0.405 0.000 0.0
23 USA0231 -1.032 0.000 0.0
24 USA0281 2.709 0.000 0.0
25 USA0291 -0.045 0.000 0.0
26 USA02A1 -0.182 0.000 0.0
27 USA02B1 1.196 0.000 0.0
28 USA02H1 0.541 0.000 0.0
29 USA02P1 0.935 0.000 0.0
... ... ... ... ...
12404 USAZY41 -0.832 0.000 0.0
12405 USAZY51 -0.604 0.000 0.0
12406 USAZY61 -0.384 0.000 0.0
12407 USAZY71 -0.627 0.000 0.0
12408 USAZYI1 1.642 0.000 0.0
12409 USAZYJ1 -0.954 0.000 0.0
12410 USAZYK1 -1.230 0.000 0.0
12411 USAZYM1 2.214 0.000 0.0
12412 USAZYR1 -2.848 0.000 0.0
12413 USAZYS1 -0.689 0.000 0.0
12414 USAZYT1 -1.918 0.000 0.0
12415 USAZYV1 -0.413 0.000 0.0
12416 USAZYX1 0.356 0.000 0.0
12417 USAZZ41 -2.848 0.000 0.0
12418 USAZZ51 -1.305 0.000 0.0
12419 USAZZ61 -0.852 0.000 0.0
12420 USAZZ71 1.626 0.000 0.0
12421 USAZZ81 -0.498 0.000 0.0
12422 USAZZ91 -0.823 0.000 0.0
12423 USAZZA1 -2.848 0.000 0.0
12424 USAZZB1 -1.236 0.000 0.0
12425 USAZZD1 -0.271 0.000 0.0
12426 USAZZF1 -2.848 0.000 0.0
12427 USAZZI1 -0.726 0.000 0.0
12428 USAZZJ1 -0.930 0.000 0.0
12429 USAZZL1 -0.413 0.000 0.0
12430 USAZZP1 -0.804 0.000 0.0
12431 USAZZR1 -0.948 0.000 0.0
12432 USAZZX1 -2.848 0.000 0.0
12433 USAZZY1 1.358 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12404 0.0 0.0 0.0 0.0
12405 0.0 0.0 0.0 0.0
12406 0.0 0.0 0.0 0.0
12407 0.0 0.0 0.0 0.0
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.990 0.000 ... NaN NaN
1 -1.989 0.000 ... NaN NaN
2 -2.277 0.000 ... NaN 4630.0
3 -2.080 0.000 ... NaN 15280.0
4 -2.393 0.000 ... NaN 4440.0
5 -1.641 0.000 ... NaN 197.0
6 -1.988 0.000 ... NaN NaN
7 -1.811 0.000 ... NaN NaN
8 -0.955 0.000 ... NaN 2610.0
9 -1.917 0.861 ... NaN NaN
10 -2.015 0.000 ... NaN 5450.0
11 -0.861 0.000 ... NaN NaN
12 -1.699 0.000 ... NaN NaN
13 -1.668 0.000 ... NaN 84121.0
14 -1.989 0.000 ... NaN NaN
15 -2.172 0.000 ... NaN NaN
16 -1.115 0.000 ... NaN 546.0
17 -1.339 0.000 ... NaN 4170.0
18 -2.011 0.000 ... NaN NaN
19 -1.731 0.000 ... NaN 15960.0
20 -1.585 0.000 ... NaN 21000.0
21 -2.289 1.000 ... NaN 11500.0
22 -0.602 0.000 ... NaN NaN
23 -1.727 0.000 ... NaN 14500.0
24 -2.010 0.000 ... NaN 4150.0
25 -1.360 0.000 ... NaN NaN
26 -1.991 0.000 ... NaN NaN
27 -1.306 0.000 ... NaN 1455.0
28 -1.336 0.000 ... NaN 8745.0
29 -2.379 0.000 ... NaN 10225.0
... ... ... ... ... ...
12404 -1.989 0.000 ... NaN NaN
12405 -0.348 0.000 ... NaN 500.0
12406 -0.371 0.000 ... NaN NaN
12407 0.316 0.000 ... NaN NaN
12408 -0.784 0.000 ... NaN 11500.0
12409 -0.714 0.000 ... NaN NaN
12410 0.021 0.000 ... NaN 12050.0
12411 -0.342 0.000 ... NaN 400.0
12412 0.272 0.000 ... NaN 307517.0
12413 0.052 0.000 ... NaN NaN
12414 -0.320 0.000 ... NaN 75600.0
12415 0.312 0.000 ... NaN 23000.0
12416 -1.464 0.000 ... NaN 1100.0
12417 -1.258 0.000 ... NaN 139500.0
12418 -1.375 0.000 ... NaN 52283.0
12419 -0.943 0.000 ... NaN 405500.0
12420 0.156 0.000 ... NaN 130000.0
12421 -1.482 1.000 ... NaN 35600.0
12422 -0.089 0.000 ... NaN NaN
12423 0.333 0.000 ... NaN 100.0
12424 -1.666 0.000 ... NaN NaN
12425 0.296 0.000 ... NaN NaN
12426 0.331 0.000 ... NaN 152747.0
12427 -1.144 1.000 ... NaN NaN
12428 -1.445 0.000 ... NaN 0.0
12429 -0.231 0.000 ... NaN NaN
12430 -0.692 1.000 ... NaN NaN
12431 -0.149 0.000 ... NaN NaN
12432 -0.082 0.000 ... NaN 30000.0
12433 0.218 0.000 ... NaN 109500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.570757e+10 0.175009 16.430449 10.978806
1 NaN 5.236804e+09 0.000000 17.893327 12.235078
2 NaN 6.497295e+10 2.429907 23.861939 20.223367
3 NaN 2.768045e+10 2.139800 26.151403 23.368309
4 NaN 5.047541e+10 2.329114 30.548481 27.520751
5 NaN 1.856336e+11 0.351351 25.561190 22.298024
6 NaN 1.500759e+10 4.742886 22.825183 15.508551
7 NaN 7.596510e+10 0.000000 22.374531 17.499178
8 NaN 1.696967e+10 0.320641 36.616467 28.389508
9 NaN 4.218013e+10 1.653514 20.474161 17.582802
10 NaN 3.515884e+10 0.000000 34.279780 25.950063
11 NaN 2.467513e+10 1.319199 25.495298 20.385317
12 NaN 6.704412e+09 2.335490 17.454677 12.423226
13 NaN 1.695997e+10 1.586402 25.042193 22.435543
14 NaN 1.197579e+10 1.233299 14.837600 10.713580
15 NaN 3.153652e+10 1.567904 29.919012 26.200341
16 NaN 3.153652e+10 1.567904 32.913842 28.427476
17 NaN 2.844860e+10 0.183964 20.627589 17.756633
18 NaN 2.616456e+10 1.953795 25.947222 22.142365
19 NaN 9.372633e+10 3.305037 23.817579 19.949791
20 NaN 1.593981e+11 0.000000 36.043274 31.974602
21 NaN 1.180648e+11 2.001601 23.150551 19.933286
22 NaN 1.414850e+10 0.000000 30.431875 24.535491
23 NaN 8.493568e+10 0.000000 24.645121 20.849775
24 NaN 4.120676e+10 3.104901 27.017297 23.236958
25 NaN 3.056453e+10 0.000000 23.086542 18.730653
26 NaN 7.296171e+09 1.751927 12.984092 9.078340
27 NaN 7.296171e+09 1.751927 36.951215 33.664196
28 NaN 7.355517e+10 2.777036 24.594769 21.221333
29 NaN 3.110406e+11 2.460025 24.322756 20.548254
... ... ... ... ... ...
12404 NaN 5.056250e+06 NaN 21.713344 15.033436
12405 1136.95 7.504900e+06 0.000000 87.473036 84.058787
12406 NaN 2.008620e+06 0.000000 71.187950 66.011535
12407 NaN 2.452000e+05 0.000000 91.359480 86.319990
12408 11175.47 6.519660e+06 0.000000 78.884391 75.017047
12409 NaN 2.165040e+07 NaN 77.481937 73.680876
12410 8.44 6.832300e+04 NaN 75.346318 70.459046
12411 220.00 1.513400e+06 NaN 81.674346 77.942524
12412 1284094.50 2.794350e+07 0.000000 126.538085 122.983932
12413 NaN 5.030700e+01 0.000000 43.550367 32.983413
12414 33422.67 2.516850e+07 0.000000 82.869266 79.149643
12415 7694.32 2.561200e+06 0.000000 144.584014 141.655752
12416 23691.95 4.257440e+07 1.196172 28.695455 24.443965
12417 16255.12 5.453940e+06 NaN 70.066448 66.568356
12418 52.98 1.482800e+05 NaN 50.487834 45.391982
12419 3080.35 6.117100e+06 0.000000 131.180239 129.129621
12420 4598.39 7.753980e+06 0.000000 87.983364 82.687699
12421 1299932.43 3.099699e+10 4.416058 21.567879 18.407847
12422 NaN 4.774800e+05 NaN 58.605972 50.357322
12423 5791.55 1.956780e+06 NaN 99.760762 94.901114
12424 NaN 1.251480e+06 0.000000 31.754721 24.273047
12425 NaN 2.591100e+05 NaN 85.485744 80.921452
12426 94727.32 2.514590e+07 NaN 106.745118 102.410209
12427 NaN 3.525000e+05 0.000000 141.177438 139.566943
12428 NaN 1.133703e+07 0.000000 71.975721 67.718813
12429 NaN 3.879800e+07 0.000000 63.252369 58.225535
12430 NaN 2.178800e+06 NaN 82.398743 78.806331
12431 NaN 8.280000e+04 NaN 52.959703 45.575066
12432 24584.78 2.539825e+06 0.000000 159.910809 157.377929
12433 3599616.67 9.613271e+08 0.562390 44.031700 31.881447
HistBeta PredBeta DataDate
0 -0.000122 0.131493 20040316
1 -0.000008 0.123957 20040316
2 -0.143263 0.149119 20040316
3 -0.045390 0.363515 20040316
4 -0.201231 0.191738 20040316
5 0.173360 0.490730 20040316
6 0.000529 0.029743 20040316
7 0.088685 0.164513 20040316
8 0.515282 1.040148 20040316
9 0.035861 0.224842 20040316
10 -0.012884 0.562294 20040316
11 0.562024 0.880864 20040316
12 0.144582 0.496714 20040316
13 0.160118 0.378572 20040316
14 -0.000008 0.066397 20040316
15 -0.090824 0.157040 20040316
16 0.435434 0.693885 20040316
17 0.324002 0.436049 20040316
18 -0.010580 0.410460 20040316
19 0.128520 0.275976 20040316
20 0.201449 0.453316 20040316
21 -0.149091 0.151451 20040316
22 0.690640 0.904879 20040316
23 0.130608 0.461703 20040316
24 -0.010520 0.472583 20040316
25 0.313498 0.591310 20040316
26 -0.000890 0.247777 20040316
27 0.340530 0.751870 20040316
28 0.325469 0.552700 20040316
29 -0.194078 0.226486 20040316
... ... ... ...
12404 -0.000008 0.036743 20040316
12405 0.817504 1.008968 20040316
12406 0.805981 1.239959 20040316
12407 1.148211 1.384463 20040316
12408 0.600281 1.005186 20040316
12409 0.635179 0.990729 20040316
12410 1.001317 1.248521 20040316
12411 0.820289 1.023841 20040316
12412 1.126175 1.358943 20040316
12413 1.016323 1.266085 20040316
12414 0.831235 1.099146 20040316
12415 1.146238 1.341586 20040316
12416 0.261416 0.268934 20040316
12417 0.364008 0.714016 20040316
12418 0.305844 0.668488 20040316
12419 0.520805 0.793080 20040316
12420 1.068266 1.414492 20040316
12421 0.252520 0.355702 20040316
12422 0.946331 1.158514 20040316
12423 1.156308 1.465960 20040316
12424 0.161097 0.511519 20040316
12425 1.138132 1.358710 20040316
12426 1.155574 1.346913 20040316
12427 0.420822 0.629712 20040316
12428 0.271287 0.502685 20040316
12429 0.875654 1.080610 20040316
12430 0.646284 0.918843 20040316
12431 0.916404 1.198798 20040316
12432 0.949731 1.207550 20040316
12433 1.099191 1.370694 20040316
[12434 rows x 92 columns],
'20040317': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.549 0.000 0.0
1 USA0011 -0.042 0.000 0.0
2 USA0031 -1.170 0.000 0.0
3 USA0062 -0.142 0.429 0.0
4 USA00E2 -0.956 0.000 0.0
5 USA00F1 0.012 0.000 0.0
6 USA00G2 -0.466 0.000 0.0
7 USA00H1 -0.161 0.000 0.0
8 USA00I1 0.025 0.000 0.0
9 USA00J1 0.158 0.000 0.0
10 USA00K1 -1.074 0.000 0.0
11 USA00P1 0.717 0.000 0.0
12 USA00R1 0.080 0.000 0.0
13 USA00S1 -0.337 0.000 0.0
14 USA00V1 -0.466 0.000 0.0
15 USA0131 -0.225 1.000 0.0
16 USA0161 0.011 1.000 0.0
17 USA01I1 0.323 0.000 0.0
18 USA01J2 -0.053 0.000 0.0
19 USA01L1 0.132 0.000 0.0
20 USA01P1 -0.385 0.000 0.0
21 USA01Q1 0.058 0.000 0.0
22 USA0202 0.602 0.000 0.0
23 USA0231 -0.445 0.000 0.0
24 USA0281 -0.414 0.000 0.0
25 USA0291 -0.159 0.000 0.0
26 USA02A1 -0.641 0.000 0.0
27 USA02B1 1.616 0.000 0.0
28 USA02H1 -0.016 0.000 0.0
29 USA02P1 -1.637 0.000 0.0
... ... ... ... ...
12408 USAZY41 -0.361 0.000 0.0
12409 USAZY51 1.190 0.000 0.0
12410 USAZY61 0.622 0.000 0.0
12411 USAZY71 0.991 0.000 0.0
12412 USAZYI1 0.646 0.000 0.0
12413 USAZYJ1 0.592 0.000 0.0
12414 USAZYK1 1.146 0.000 0.0
12415 USAZYM1 1.003 0.000 0.0
12416 USAZYR1 -2.672 0.000 0.0
12417 USAZYS1 0.657 0.000 0.0
12418 USAZYT1 2.517 0.000 0.0
12419 USAZYV1 -2.610 0.000 0.0
12420 USAZYX1 -1.759 0.000 0.0
12421 USAZZ41 0.678 0.000 0.0
12422 USAZZ51 0.669 0.000 0.0
12423 USAZZ61 -2.857 0.000 0.0
12424 USAZZ71 -0.959 0.000 0.0
12425 USAZZ81 0.046 0.000 0.0
12426 USAZZ91 0.990 0.000 0.0
12427 USAZZA1 1.038 0.000 0.0
12428 USAZZB1 -0.958 0.000 0.0
12429 USAZZD1 1.239 0.000 0.0
12430 USAZZF1 2.768 0.000 0.0
12431 USAZZI1 0.421 0.000 0.0
12432 USAZZJ1 1.439 0.000 0.0
12433 USAZZL1 1.359 0.000 0.0
12434 USAZZP1 1.391 0.000 0.0
12435 USAZZR1 1.521 0.000 0.0
12436 USAZZX1 0.930 0.000 0.0
12437 USAZZY1 -1.688 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12408 0.0 0.0 0.0 0.0
12409 0.0 0.0 0.0 0.0
12410 0.0 0.0 0.0 0.0
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.993 0.000 ... NaN NaN
1 -1.993 0.000 ... NaN NaN
2 -2.272 0.000 ... NaN 4630.0
3 -2.082 0.000 ... NaN NaN
4 -2.403 0.000 ... NaN 4440.0
5 -1.658 0.000 ... NaN 197.0
6 -1.993 0.000 ... NaN NaN
7 -1.817 0.000 ... NaN NaN
8 -0.985 0.000 ... NaN NaN
9 -1.921 0.861 ... NaN NaN
10 -2.018 0.000 ... NaN NaN
11 -0.860 0.000 ... NaN NaN
12 -1.696 0.000 ... NaN NaN
13 -1.630 0.000 ... NaN 31055.0
14 -1.993 0.000 ... NaN NaN
15 -2.176 0.000 ... NaN NaN
16 -1.130 0.000 ... NaN 1414.0
17 -1.357 0.000 ... NaN 4170.0
18 -2.014 0.000 ... NaN NaN
19 -1.746 0.000 ... NaN NaN
20 -1.597 0.000 ... NaN NaN
21 -2.282 1.000 ... NaN NaN
22 -0.634 0.000 ... NaN NaN
23 -1.733 0.000 ... NaN 14500.0
24 -2.008 0.000 ... NaN NaN
25 -1.378 0.000 ... NaN NaN
26 -1.995 0.000 ... NaN NaN
27 -1.389 0.000 ... NaN 125.0
28 -1.351 0.000 ... NaN 8745.0
29 -2.286 0.000 ... NaN 16200.0
... ... ... ... ... ...
12408 -1.993 0.000 ... NaN NaN
12409 -0.365 0.000 ... NaN NaN
12410 -0.370 0.000 ... NaN NaN
12411 0.311 0.000 ... NaN 555.0
12412 -0.776 0.000 ... NaN 8500.0
12413 -0.715 0.000 ... NaN NaN
12414 0.018 0.000 ... NaN 2000.0
12415 -0.349 0.000 ... NaN NaN
12416 0.335 0.000 ... NaN 319066.0
12417 0.048 0.000 ... NaN NaN
12418 -0.365 0.000 ... NaN 43400.0
12419 0.340 0.000 ... NaN 20000.0
12420 -1.342 0.000 ... NaN 4200.0
12421 -1.263 0.000 ... NaN 35357.0
12422 -1.356 0.000 ... NaN NaN
12423 -0.829 0.000 ... NaN 484982.0
12424 0.202 0.000 ... NaN 11000.0
12425 -1.473 1.000 ... NaN 19600.0
12426 -0.089 0.000 ... NaN NaN
12427 0.319 0.000 ... NaN NaN
12428 -1.670 0.000 ... NaN NaN
12429 0.288 0.000 ... NaN NaN
12430 0.262 0.000 ... NaN 112700.0
12431 -1.141 1.000 ... NaN 756.0
12432 -1.490 0.000 ... NaN 0.0
12433 -0.248 0.000 ... NaN NaN
12434 -0.697 1.000 ... NaN NaN
12435 -0.146 0.000 ... NaN NaN
12436 -0.090 0.000 ... NaN 295000.0
12437 0.218 0.000 ... NaN 63800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.688604e+10 0.175009 16.520587 11.071040
1 NaN 5.479653e+09 0.000000 18.094926 12.324370
2 NaN 6.351903e+10 2.429907 23.970415 20.381832
3 NaN 2.827527e+10 2.139800 26.089825 23.459445
4 NaN 4.992937e+10 2.329114 30.810958 27.707256
5 NaN 1.904061e+11 0.351351 25.310970 22.417124
6 NaN 1.528404e+10 4.742886 22.972039 15.612247
7 NaN 7.912547e+10 0.000000 22.504951 17.609798
8 NaN 1.731127e+10 0.320641 36.072130 28.668902
9 NaN 4.230234e+10 1.653514 20.644737 17.711920
10 NaN 3.542495e+10 0.000000 34.166549 26.111782
11 NaN 2.483563e+10 1.319199 25.249501 20.808710
12 NaN 6.727611e+09 2.335490 17.297213 12.556156
13 NaN 1.728872e+10 1.586402 25.076255 22.594413
14 NaN 1.206213e+10 1.233299 15.012432 10.815962
15 NaN 3.184860e+10 1.567904 30.058301 26.342275
16 NaN 3.184860e+10 1.567904 32.719387 28.628179
17 NaN 2.844427e+10 0.183964 20.596453 17.941896
18 NaN 2.681390e+10 1.953795 25.913584 22.284167
19 NaN 9.505183e+10 3.305037 23.997841 20.117828
20 NaN 1.622284e+11 0.000000 35.937585 32.057763
21 NaN 1.198299e+11 2.001601 23.113586 20.150554
22 NaN 1.457402e+10 0.000000 30.043090 24.853334
23 NaN 8.537151e+10 0.000000 24.377870 20.991190
24 NaN 4.160547e+10 3.104901 27.136017 23.397567
25 NaN 3.143161e+10 0.000000 22.817473 18.869352
26 NaN 7.407935e+09 1.751927 13.024138 9.168310
27 NaN 7.407935e+09 1.751927 37.061509 34.120489
28 NaN 7.340942e+10 2.777036 24.393169 21.361255
29 NaN 3.136921e+11 2.460025 24.538667 20.971002
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.870577 15.172368
12409 NaN 7.504900e+06 0.000000 88.847254 85.713568
12410 NaN 2.008620e+06 0.000000 71.776591 67.090211
12411 302.52 2.452000e+05 0.000000 92.249906 87.717049
12412 11395.70 6.519660e+06 0.000000 78.748471 75.055597
12413 NaN 2.165040e+07 NaN 77.946584 74.490036
12414 8.53 6.832300e+04 NaN 76.461221 71.988017
12415 NaN 1.513400e+06 NaN 78.125499 74.202130
12416 1296277.02 3.009300e+07 0.000000 127.737253 124.490063
12417 NaN 5.030700e+01 0.000000 43.006639 33.293417
12418 34409.04 2.467500e+07 0.000000 83.512230 80.106241
12419 7876.14 2.696000e+06 0.000000 146.231070 143.553847
12420 24235.86 4.408008e+07 1.196172 29.379400 25.158499
12421 16528.34 5.453940e+06 NaN 71.133745 68.056636
12422 NaN 1.482800e+05 NaN 50.976285 46.007829
12423 3344.89 6.673200e+06 0.000000 133.025686 130.951194
12424 4665.89 8.052210e+06 0.000000 88.824338 84.177844
12425 1272077.18 3.085435e+10 4.416058 21.584266 18.536079
12426 NaN 4.774800e+05 NaN 58.508175 50.604321
12427 NaN 1.956780e+06 NaN 103.271100 99.373680
12428 NaN 1.251480e+06 0.000000 31.736553 24.441358
12429 NaN 2.591100e+05 NaN 86.060832 81.887279
12430 105997.32 2.405260e+07 NaN 107.397225 103.514409
12431 569.32 3.525000e+05 0.000000 142.695426 141.158703
12432 NaN 1.124477e+07 0.000000 72.829088 68.618738
12433 NaN 3.879800e+07 0.000000 63.494638 58.814465
12434 NaN 2.178800e+06 NaN 83.116688 79.692718
12435 NaN 8.280000e+04 NaN 53.237498 46.238890
12436 24920.00 2.539825e+06 0.000000 161.674895 159.407593
12437 3545437.73 9.783117e+08 0.562390 43.280051 32.248598
HistBeta PredBeta DataDate
0 -0.000123 0.111731 20040317
1 -0.000008 0.118091 20040317
2 -0.139038 0.093085 20040317
3 -0.044459 0.355878 20040317
4 -0.204260 0.154653 20040317
5 0.166877 0.486932 20040317
6 -0.000032 0.022543 20040317
7 0.087798 0.165500 20040317
8 0.501935 1.022048 20040317
9 0.035857 0.228635 20040317
10 -0.012397 0.515811 20040317
11 0.563887 0.898423 20040317
12 0.147883 0.494250 20040317
13 0.180727 0.381946 20040317
14 -0.000008 0.059158 20040317
15 -0.091373 0.162195 20040317
16 0.429845 0.667793 20040317
17 0.316502 0.438411 20040317
18 -0.010260 0.396384 20040317
19 0.122752 0.275097 20040317
20 0.197248 0.451664 20040317
21 -0.144060 0.124626 20040317
22 0.676743 0.906226 20040317
23 0.129227 0.448490 20040317
24 -0.007264 0.469256 20040317
25 0.305995 0.575068 20040317
26 -0.001169 0.230636 20040317
27 0.300730 0.730244 20040317
28 0.319763 0.533701 20040317
29 -0.145866 0.211411 20040317
... ... ... ...
12408 -0.000008 0.045052 20040317
12409 0.810804 1.042120 20040317
12410 0.808238 1.258010 20040317
12411 1.147341 1.400897 20040317
12412 0.606089 1.015724 20040317
12413 0.636280 1.015116 20040317
12414 1.001314 1.300175 20040317
12415 0.818643 1.109700 20040317
12416 1.159135 1.379883 20040317
12417 1.016193 1.291063 20040317
12418 0.810555 1.149948 20040317
12419 1.161779 1.306618 20040317
12420 0.324183 0.280906 20040317
12421 0.363281 0.743108 20040317
12422 0.316931 0.702426 20040317
12423 0.579515 0.790889 20040317
12424 1.092985 1.377410 20040317
12425 0.258649 0.365738 20040317
12426 0.948094 1.204451 20040317
12427 1.151246 1.419343 20040317
12428 0.161041 0.495172 20040317
12429 1.135967 1.400653 20040317
12430 1.122805 1.424728 20040317
12431 0.424286 0.649300 20040317
12432 0.250548 0.538430 20040317
12433 0.869022 1.118283 20040317
12434 0.645135 0.957429 20040317
12435 0.919556 1.263580 20040317
12436 0.947335 1.277404 20040317
12437 1.100848 1.302708 20040317
[12438 rows x 92 columns],
'20040318': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.886 0.000 0.0
1 USA0011 0.190 0.000 0.0
2 USA0031 0.384 0.000 0.0
3 USA0062 0.427 0.429 0.0
4 USA00E2 1.562 0.000 0.0
5 USA00F1 0.916 0.000 0.0
6 USA00G2 0.533 0.000 0.0
7 USA00H1 0.583 0.000 0.0
8 USA00I1 -0.222 0.000 0.0
9 USA00J1 -0.521 0.000 0.0
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11 USA00P1 0.462 0.000 0.0
12 USA00R1 0.526 0.000 0.0
13 USA00S1 1.063 0.000 0.0
14 USA00V1 -0.052 0.000 0.0
15 USA0131 0.390 1.000 0.0
16 USA0161 -0.382 1.000 0.0
17 USA01I1 -0.118 0.000 0.0
18 USA01J2 0.876 0.000 0.0
19 USA01L1 0.901 0.000 0.0
20 USA01P1 -0.011 0.000 0.0
21 USA01Q1 -0.487 0.000 0.0
22 USA0202 -0.382 0.000 0.0
23 USA0231 0.449 0.000 0.0
24 USA0281 0.295 0.000 0.0
25 USA0291 0.128 0.000 0.0
26 USA02A1 0.406 0.000 0.0
27 USA02B1 0.038 0.000 0.0
28 USA02H1 0.252 0.000 0.0
29 USA02P1 1.078 0.000 0.0
... ... ... ... ...
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12413 USAZYI1 -2.742 0.000 0.0
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12415 USAZYK1 -0.883 0.000 0.0
12416 USAZYM1 -1.033 0.000 0.0
12417 USAZYR1 2.821 0.000 0.0
12418 USAZYS1 -0.501 0.000 0.0
12419 USAZYT1 2.821 0.000 0.0
12420 USAZYV1 2.449 0.000 0.0
12421 USAZYX1 -0.151 0.000 0.0
12422 USAZZ41 -0.378 0.000 0.0
12423 USAZZ51 -0.006 0.000 0.0
12424 USAZZ61 -0.402 0.000 0.0
12425 USAZZ71 2.754 0.000 0.0
12426 USAZZ81 -1.523 0.000 0.0
12427 USAZZ91 -0.340 0.000 0.0
12428 USAZZA1 -0.652 0.000 0.0
12429 USAZZB1 0.036 0.000 0.0
12430 USAZZD1 -0.885 0.000 0.0
12431 USAZZF1 1.196 0.000 0.0
12432 USAZZI1 -0.361 0.000 0.0
12433 USAZZJ1 -2.324 0.000 0.0
12434 USAZZL1 -0.757 0.000 0.0
12435 USAZZP1 -0.220 0.000 0.0
12436 USAZZR1 -0.352 0.000 0.0
12437 USAZZX1 2.821 0.000 0.0
12438 USAZZY1 -0.704 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
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26 0.0 0.0 0.0 0.0
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28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.985 0.000 ... NaN NaN
1 -1.985 0.000 ... NaN NaN
2 -2.264 0.000 ... NaN 4630.0
3 -2.073 0.000 ... NaN NaN
4 -2.385 0.000 ... NaN 152.0
5 -1.649 0.000 ... NaN 197.0
6 -1.985 0.000 ... NaN NaN
7 -1.810 0.000 ... NaN NaN
8 -0.978 0.000 ... NaN NaN
9 -1.924 0.861 ... NaN 27116.0
10 -2.009 0.000 ... NaN NaN
11 -0.854 0.000 ... NaN NaN
12 -1.689 0.000 ... NaN NaN
13 -1.605 0.000 ... NaN 16093.0
14 -1.985 0.000 ... NaN NaN
15 -2.166 0.000 ... NaN NaN
16 -1.131 0.000 ... NaN 390.0
17 -1.351 0.000 ... NaN 4170.0
18 -2.005 0.000 ... NaN NaN
19 -1.738 0.000 ... NaN NaN
20 -1.589 0.000 ... NaN NaN
21 -2.284 1.000 ... NaN 290.0
22 -0.628 0.000 ... NaN NaN
23 -1.726 0.000 ... NaN 14500.0
24 -1.998 0.000 ... NaN NaN
25 -1.371 0.000 ... NaN NaN
26 -1.987 0.000 ... NaN NaN
27 -1.383 0.000 ... NaN NaN
28 -1.345 0.000 ... NaN 8745.0
29 -2.277 0.000 ... NaN 16200.0
... ... ... ... ... ...
12409 -1.985 0.000 ... NaN NaN
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12411 -0.367 0.000 ... NaN NaN
12412 0.311 0.000 ... NaN 100.0
12413 -0.792 0.000 ... NaN 13640.0
12414 -0.711 0.000 ... NaN NaN
12415 0.020 0.000 ... NaN 2125.0
12416 -0.352 0.000 ... NaN NaN
12417 0.360 0.000 ... NaN 212907.0
12418 0.049 0.000 ... NaN NaN
12419 -0.343 0.000 ... NaN 17020.0
12420 0.366 0.000 ... NaN 15900.0
12421 -1.334 0.000 ... NaN 1500.0
12422 -1.250 0.000 ... NaN NaN
12423 -1.350 0.000 ... NaN NaN
12424 -0.823 0.000 ... NaN 1157137.0
12425 0.213 0.000 ... NaN 149551.0
12426 -1.488 1.000 ... NaN 50500.0
12427 -0.090 0.000 ... NaN NaN
12428 0.321 0.000 ... NaN NaN
12429 -1.663 0.000 ... NaN NaN
12430 0.301 0.000 ... NaN 41739070.0
12431 0.272 0.000 ... NaN 115493.0
12432 -1.134 1.000 ... NaN NaN
12433 -1.513 0.000 ... NaN 0.0
12434 -0.243 0.000 ... NaN NaN
12435 -0.692 1.000 ... NaN NaN
12436 -0.144 0.000 ... NaN NaN
12437 -0.051 0.000 ... NaN 120000.0
12438 0.208 0.000 ... NaN 80800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.694596e+10 0.175009 16.374752 10.804711
1 NaN 5.398703e+09 0.000000 17.657238 11.903618
2 NaN 6.267482e+10 2.429907 23.182831 19.680770
3 NaN 2.821492e+10 2.139800 25.409518 22.765184
4 NaN 4.992937e+10 2.329114 30.074484 26.906905
5 NaN 1.914493e+11 0.351351 24.799202 21.789898
6 NaN 1.546571e+10 4.742886 22.465185 15.132738
7 NaN 7.889328e+10 0.000000 21.954111 17.035110
8 NaN 1.692559e+10 0.320641 35.283697 27.708064
9 NaN 4.201717e+10 1.653514 20.131939 17.173299
10 NaN 3.515884e+10 0.000000 33.363929 25.259891
11 NaN 2.475241e+10 1.319199 24.787102 20.137003
12 NaN 6.872326e+09 2.335490 17.028285 12.142552
13 NaN 1.732420e+10 1.586402 24.507123 21.914558
14 NaN 1.210022e+10 1.233299 14.705763 10.443711
15 NaN 3.178458e+10 1.567904 29.195113 25.460457
16 NaN 3.178458e+10 1.567904 31.827528 27.664882
17 NaN 2.839665e+10 0.183964 19.999896 17.321865
18 NaN 2.680695e+10 1.953795 25.295435 21.547011
19 NaN 9.593907e+10 3.305037 23.498778 19.526718
20 NaN 1.598123e+11 0.000000 34.702983 30.757203
21 NaN 1.202221e+11 2.001601 22.435622 19.508998
22 NaN 1.446764e+10 0.000000 29.342008 23.981212
23 NaN 8.570479e+10 0.000000 23.735786 20.270308
24 NaN 4.123666e+10 3.104901 26.311319 22.592895
25 NaN 3.126301e+10 0.000000 22.237702 18.217085
26 NaN 7.327695e+09 1.751927 12.762084 8.896703
27 NaN 7.327695e+09 1.751927 35.954603 32.982592
28 NaN 7.302075e+10 2.777036 23.944090 20.856425
29 NaN 3.132842e+11 2.460025 24.054766 20.554433
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 21.390737 14.655654
12410 1225.40 5.195700e+06 0.000000 89.887341 86.523610
12411 NaN 2.008620e+06 0.000000 71.174823 66.495523
12412 278.30 2.452000e+05 0.000000 91.827003 87.378713
12413 10826.37 7.091560e+06 0.000000 77.450296 73.715026
12414 NaN 2.165040e+07 NaN 75.178601 71.578172
12415 6.53 6.832300e+04 NaN 73.707822 69.060094
12416 NaN 1.513400e+06 NaN 76.602299 72.741035
12417 1294815.78 2.830175e+07 0.000000 124.007189 120.474091
12418 NaN 5.030700e+01 0.000000 42.180348 32.111916
12419 32586.11 2.368800e+07 0.000000 81.173992 77.498511
12420 7828.49 2.291600e+06 0.000000 142.125074 139.281064
12421 22832.91 4.408008e+07 1.196172 28.475655 24.288720
12422 NaN 5.453940e+06 NaN 68.980930 65.800961
12423 NaN 1.482800e+05 NaN 49.416260 44.413285
12424 3906.32 6.673200e+06 0.000000 128.518300 126.473121
12425 5549.60 7.753980e+06 0.000000 87.671964 82.635013
12426 1297413.27 3.171862e+10 4.416058 21.241059 18.076505
12427 NaN 4.774800e+05 NaN 56.612440 48.648642
12428 NaN 1.956780e+06 NaN 99.917550 95.891220
12429 NaN 1.251480e+06 0.000000 30.860885 23.599745
12430 7108.18 2.591100e+05 NaN 83.269707 78.936578
12431 116615.95 2.350595e+07 NaN 103.731427 99.761437
12432 NaN 3.525000e+05 0.000000 136.355613 134.751315
12433 NaN 1.182130e+07 0.000000 70.627604 66.520218
12434 NaN 3.879800e+07 0.000000 61.597133 56.806322
12435 NaN 2.178800e+06 NaN 81.480788 78.116439
12436 NaN 8.280000e+04 NaN 51.643874 44.646787
12437 24767.89 2.031860e+06 0.000000 157.930504 155.468049
12438 3442645.91 9.900465e+08 0.562390 42.413089 31.171005
HistBeta PredBeta DataDate
0 -0.000121 0.131612 20040318
1 -0.000007 0.116887 20040318
2 -0.139205 0.105576 20040318
3 -0.043727 0.361460 20040318
4 -0.199494 0.195801 20040318
5 0.167684 0.494982 20040318
6 0.000116 0.034515 20040318
7 0.087521 0.175279 20040318
8 0.502753 1.017851 20040318
9 0.030302 0.211653 20040318
10 -0.012078 0.542743 20040318
11 0.564778 0.902313 20040318
12 0.147708 0.505237 20040318
13 0.189708 0.410040 20040318
14 -0.000007 0.059482 20040318
15 -0.090273 0.176431 20040318
16 0.426358 0.649079 20040318
17 0.316609 0.429019 20040318
18 -0.009956 0.413082 20040318
19 0.123341 0.284737 20040318
20 0.197680 0.453679 20040318
21 -0.149429 0.100179 20040318
22 0.677321 0.893902 20040318
23 0.129228 0.458411 20040318
24 -0.006466 0.471310 20040318
25 0.306468 0.576578 20040318
26 -0.001076 0.241980 20040318
27 0.300495 0.709941 20040318
28 0.319516 0.535941 20040318
29 -0.145643 0.249343 20040318
... ... ... ...
12409 -0.000007 0.043683 20040318
12410 0.874151 1.118760 20040318
12411 0.807612 1.236705 20040318
12412 1.146520 1.351850 20040318
12413 0.595636 0.942282 20040318
12414 0.636063 0.992946 20040318
12415 1.001042 1.274968 20040318
12416 0.815457 1.056917 20040318
12417 1.170665 1.486483 20040318
12418 1.015728 1.281633 20040318
12419 0.820015 1.194286 20040318
12420 1.173630 1.425168 20040318
12421 0.324845 0.291090 20040318
12422 0.366952 0.743772 20040318
12423 0.317137 0.698302 20040318
12424 0.580376 0.846078 20040318
12425 1.097159 1.462357 20040318
12426 0.248393 0.325288 20040318
12427 0.946303 1.175649 20040318
12428 1.151400 1.386908 20040318
12429 0.160914 0.507095 20040318
12430 1.141210 1.378988 20040318
12431 1.127048 1.406921 20040318
12432 0.425036 0.630176 20040318
12433 0.235692 0.466094 20040318
12434 0.869785 1.097637 20040318
12435 0.645349 0.930551 20040318
12436 0.918912 1.226381 20040318
12437 0.965803 1.348956 20040318
12438 1.094792 1.302261 20040318
[12439 rows x 92 columns],
'20040319': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.394 0.000 0.0
1 USA0011 0.276 0.000 0.0
2 USA0031 -0.281 0.000 0.0
3 USA0062 0.179 0.429 0.0
4 USA00E2 -0.038 0.000 0.0
5 USA00F1 -0.290 0.000 0.0
6 USA00G2 0.485 0.000 0.0
7 USA00H1 0.076 0.000 0.0
8 USA00I1 -0.913 0.000 0.0
9 USA00J1 -0.061 0.000 0.0
10 USA00K1 -0.470 0.000 0.0
11 USA00P1 -0.029 0.000 0.0
12 USA00R1 0.098 0.000 0.0
13 USA00S1 0.419 0.000 0.0
14 USA00V1 0.032 0.000 0.0
15 USA0131 0.182 1.000 0.0
16 USA0161 -0.066 1.000 0.0
17 USA01I1 -0.419 0.000 0.0
18 USA01J2 0.174 0.000 0.0
19 USA01L1 -0.580 0.000 0.0
20 USA01P1 -0.442 0.000 0.0
21 USA01Q1 0.868 0.000 0.0
22 USA0202 -0.358 0.000 0.0
23 USA0231 -0.258 0.000 0.0
24 USA0281 0.091 0.000 0.0
25 USA0291 -0.203 0.000 0.0
26 USA02A1 0.266 0.000 0.0
27 USA02B1 -1.823 0.000 0.0
28 USA02H1 -0.678 0.000 0.0
29 USA02P1 -0.135 0.000 0.0
... ... ... ... ...
12411 USAZY41 0.469 0.000 0.0
12412 USAZY51 0.018 0.000 0.0
12413 USAZY61 0.165 0.000 0.0
12414 USAZY71 -0.029 0.000 0.0
12415 USAZYI1 2.759 0.000 0.0
12416 USAZYJ1 0.250 0.000 0.0
12417 USAZYK1 -0.455 0.000 0.0
12418 USAZYM1 -0.287 0.000 0.0
12419 USAZYR1 2.759 0.000 0.0
12420 USAZYS1 0.223 0.000 0.0
12421 USAZYT1 -2.453 0.000 0.0
12422 USAZYV1 -2.620 0.000 0.0
12423 USAZYX1 0.422 0.000 0.0
12424 USAZZ41 2.759 0.000 0.0
12425 USAZZ51 1.058 0.000 0.0
12426 USAZZ61 2.759 0.000 0.0
12427 USAZZ71 0.432 0.000 0.0
12428 USAZZ81 -1.321 0.000 0.0
12429 USAZZ91 -0.622 0.000 0.0
12430 USAZZA1 0.075 0.000 0.0
12431 USAZZB1 0.417 0.000 0.0
12432 USAZZD1 -0.512 0.000 0.0
12433 USAZZF1 -1.940 0.000 0.0
12434 USAZZI1 0.121 0.000 0.0
12435 USAZZJ1 -0.644 0.000 0.0
12436 USAZZL1 0.009 0.000 0.0
12437 USAZZP1 0.306 0.000 0.0
12438 USAZZR1 0.542 0.000 0.0
12439 USAZZX1 -2.348 0.000 0.0
12440 USAZZY1 -0.516 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.000 0.000 ... NaN NaN
1 -2.000 0.000 ... NaN NaN
2 -2.276 0.000 ... NaN 4630.0
3 -2.078 0.000 ... NaN NaN
4 -2.380 0.000 ... NaN 152.0
5 -1.659 0.000 ... NaN 197.0
6 -1.998 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -0.988 0.000 ... NaN NaN
9 -1.938 0.861 ... NaN 27116.0
10 -2.017 0.000 ... NaN NaN
11 -0.866 0.000 ... NaN NaN
12 -1.705 0.000 ... NaN NaN
13 -1.592 0.000 ... NaN 25789.0
14 -2.000 0.000 ... NaN NaN
15 -2.168 0.000 ... NaN NaN
16 -1.139 0.000 ... NaN 7610.0
17 -1.364 0.000 ... NaN 4170.0
18 -2.015 0.000 ... NaN NaN
19 -1.749 0.000 ... NaN NaN
20 -1.599 0.000 ... NaN NaN
21 -2.251 1.000 ... NaN 26500.0
22 -0.639 0.000 ... NaN NaN
23 -1.741 0.000 ... NaN 14500.0
24 -2.014 0.000 ... NaN NaN
25 -1.386 0.000 ... NaN NaN
26 -2.001 0.000 ... NaN NaN
27 -1.465 0.000 ... NaN 960.0
28 -1.356 0.000 ... NaN 8745.0
29 -2.285 0.000 ... NaN 16200.0
... ... ... ... ... ...
12411 -2.000 0.000 ... NaN NaN
12412 -0.247 0.000 ... NaN NaN
12413 -0.374 0.000 ... NaN NaN
12414 0.297 0.000 ... NaN 1100.0
12415 -0.701 0.000 ... NaN 41000.0
12416 -0.707 0.000 ... NaN NaN
12417 0.017 0.000 ... NaN 2500.0
12418 -0.359 0.000 ... NaN NaN
12419 0.414 0.000 ... NaN 178905.0
12420 0.031 0.000 ... NaN NaN
12421 -0.426 0.000 ... NaN 112495.0
12422 0.238 0.000 ... NaN 147250.0
12423 -1.354 0.000 ... NaN 1500.0
12424 -1.143 0.000 ... NaN 32300.0
12425 -1.341 0.000 ... NaN NaN
12426 -0.731 0.000 ... NaN 285114.0
12427 0.183 0.000 ... NaN NaN
12428 -1.565 1.000 ... NaN 39900.0
12429 -0.099 0.000 ... NaN NaN
12430 0.308 0.000 ... NaN 100.0
12431 -1.678 0.000 ... NaN NaN
12432 0.288 0.000 ... NaN 20940000.0
12433 0.262 0.000 ... NaN 27597.0
12434 -1.121 1.000 ... NaN NaN
12435 -1.526 0.000 ... NaN 0.0
12436 -0.265 0.000 ... NaN 1000.0
12437 -0.690 1.000 ... NaN NaN
12438 -0.153 0.000 ... NaN NaN
12439 -0.155 0.000 ... NaN 168200.0
12440 0.183 0.000 ... NaN 98500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.582741e+10 0.175009 16.220934 10.833668
1 NaN 5.355115e+09 0.000000 17.489388 11.772271
2 NaN 6.286242e+10 2.429907 22.965263 19.472093
3 NaN 2.813734e+10 2.139800 25.148738 22.513633
4 NaN 4.954315e+10 2.329114 29.667437 26.588015
5 NaN 1.880329e+11 0.351351 24.560130 21.551225
6 NaN 1.552100e+10 4.742886 22.305297 14.984609
7 NaN 7.862239e+10 0.000000 21.736144 16.834181
8 NaN 1.656930e+10 0.320641 35.218322 27.597290
9 NaN 4.224531e+10 1.653514 19.857986 16.972886
10 NaN 3.391149e+10 0.000000 33.141589 25.057486
11 NaN 2.455030e+10 1.319199 24.642929 19.904520
12 NaN 6.850232e+09 2.335490 16.929346 12.008440
13 NaN 1.711134e+10 1.586402 24.279409 21.677123
14 NaN 1.214339e+10 1.233299 14.599054 10.336288
15 NaN 3.155252e+10 1.567904 28.880180 25.170433
16 NaN 3.155252e+10 1.567904 31.583102 27.379243
17 NaN 2.823213e+10 0.183964 19.848036 17.137097
18 NaN 2.649443e+10 1.953795 25.012287 21.306772
19 NaN 9.428218e+10 3.305037 23.298468 19.365552
20 NaN 1.553251e+11 0.000000 34.598647 30.661979
21 NaN 1.195848e+11 2.001601 22.372191 19.449151
22 NaN 1.405542e+10 0.000000 29.214813 23.741433
23 NaN 8.424348e+10 0.000000 23.499860 20.075075
24 NaN 4.141608e+10 3.104901 26.075610 22.375199
25 NaN 3.075721e+10 0.000000 22.265583 18.062758
26 NaN 7.362083e+09 1.751927 12.675580 8.791870
27 NaN 7.362083e+09 1.751927 35.870230 33.034840
28 NaN 7.292359e+10 2.777036 23.790834 20.687467
29 NaN 3.073693e+11 2.460025 23.705869 20.277492
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 21.276610 14.546103
12412 NaN 5.195700e+06 0.000000 86.128673 82.459515
12413 NaN 2.008620e+06 0.000000 72.381249 67.883079
12414 102.67 2.452000e+05 0.000000 91.650389 87.127057
12415 11243.37 6.519660e+06 0.000000 78.682815 74.961528
12416 NaN 2.165040e+07 NaN 74.800439 71.163099
12417 6.46 6.832300e+04 NaN 73.741674 69.059371
12418 NaN 1.513400e+06 NaN 76.571919 72.676742
12419 1296982.92 2.686875e+07 0.000000 123.493974 119.695444
12420 NaN 5.030700e+01 0.000000 41.948625 31.732600
12421 35005.37 2.467500e+07 0.000000 80.553533 77.047591
12422 9007.67 2.696000e+06 0.000000 141.724813 139.063229
12423 20327.91 4.413200e+07 1.196172 28.270116 24.082069
12424 13146.28 5.133120e+06 NaN 69.106727 65.651948
12425 NaN 1.482800e+05 NaN 48.774078 43.595675
12426 3901.81 6.117100e+06 0.000000 127.938230 125.766987
12427 NaN 7.753980e+06 0.000000 86.195350 81.330908
12428 1304150.00 3.225039e+10 4.416058 21.271729 18.126282
12429 NaN 4.774800e+05 NaN 56.279415 48.240520
12430 6003.73 1.956780e+06 NaN 99.099220 94.993346
12431 NaN 1.251480e+06 0.000000 30.593237 23.356270
12432 9322.64 2.591100e+05 NaN 83.658791 79.330950
12433 119081.33 2.405260e+07 NaN 104.396460 100.397372
12434 NaN 3.525000e+05 0.000000 135.252538 133.641165
12435 NaN 1.194284e+07 0.000000 70.002505 65.851382
12436 19299.16 3.879800e+07 0.000000 61.046155 56.206823
12437 NaN 2.178800e+06 NaN 80.617918 77.145150
12438 NaN 8.280000e+04 NaN 51.278671 44.012121
12439 24938.51 2.336639e+06 0.000000 157.186270 154.885467
12440 3342747.00 9.900465e+08 0.562390 42.222624 30.850957
HistBeta PredBeta DataDate
0 -0.000114 0.112956 20040319
1 -0.000007 0.118511 20040319
2 -0.136802 0.094729 20040319
3 -0.038745 0.354634 20040319
4 -0.188266 0.178251 20040319
5 0.168875 0.479172 20040319
6 0.000632 0.037819 20040319
7 0.085215 0.162721 20040319
8 0.501219 0.993515 20040319
9 0.030456 0.209876 20040319
10 -0.008856 0.520628 20040319
11 0.561393 0.887271 20040319
12 0.145843 0.495091 20040319
13 0.201683 0.413240 20040319
14 -0.000007 0.061041 20040319
15 -0.083637 0.177923 20040319
16 0.426480 0.651388 20040319
17 0.315065 0.420751 20040319
18 -0.007487 0.399429 20040319
19 0.124240 0.265393 20040319
20 0.198458 0.442918 20040319
21 -0.124502 0.136727 20040319
22 0.674230 0.886956 20040319
23 0.127986 0.442271 20040319
24 -0.007257 0.460027 20040319
25 0.304066 0.592371 20040319
26 -0.000724 0.241081 20040319
27 0.264839 0.632733 20040319
28 0.318735 0.508543 20040319
29 -0.141285 0.231222 20040319
... ... ... ...
12411 -0.000007 0.046919 20040319
12412 0.868162 1.167488 20040319
12413 0.805434 1.225675 20040319
12414 1.137566 1.367578 20040319
12415 0.643354 1.033766 20040319
12416 0.640269 1.007413 20040319
12417 0.999237 1.272881 20040319
12418 0.812848 1.066870 20040319
12419 1.195500 1.540153 20040319
12420 1.005904 1.281001 20040319
12421 0.779645 1.061262 20040319
12422 1.108377 1.248057 20040319
12423 0.320053 0.289584 20040319
12424 0.424140 0.853238 20040319
12425 0.326240 0.726253 20040319
12426 0.628396 0.954790 20040319
12427 1.081436 1.405762 20040319
12428 0.215153 0.293258 20040319
12429 0.941347 1.162601 20040319
12430 1.143154 1.395830 20040319
12431 0.159435 0.510213 20040319
12432 1.133126 1.369721 20040319
12433 1.120359 1.323645 20040319
12434 0.435119 0.654331 20040319
12435 0.234638 0.463618 20040319
12436 0.859332 1.093953 20040319
12437 0.648960 0.950960 20040319
12438 0.914892 1.244929 20040319
12439 0.913918 1.198949 20040319
12440 1.081343 1.293067 20040319
[12441 rows x 92 columns],
'20040322': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.002 0.000 0.0
1 USA0011 -0.218 0.000 0.0
2 USA0031 0.138 0.000 0.0
3 USA0062 -0.015 0.429 0.0
4 USA00E2 -0.240 0.000 0.0
5 USA00F1 -0.029 0.000 0.0
6 USA00G2 -0.532 0.000 0.0
7 USA00H1 -0.173 0.000 0.0
8 USA00I1 -0.109 0.000 0.0
9 USA00J1 -0.474 0.000 0.0
10 USA00K1 0.716 0.000 0.0
11 USA00P1 -0.960 0.000 0.0
12 USA00R1 -0.040 0.000 0.0
13 USA00S1 0.409 0.000 0.0
14 USA00V1 0.084 0.000 0.0
15 USA0131 0.223 1.000 0.0
16 USA0161 0.536 1.000 0.0
17 USA01I1 -0.267 0.000 0.0
18 USA01J2 1.021 0.000 0.0
19 USA01L1 -0.046 0.000 0.0
20 USA01P1 2.853 0.000 0.0
21 USA01Q1 -0.464 0.000 0.0
22 USA0202 -1.289 0.000 0.0
23 USA0231 0.335 0.000 0.0
24 USA0281 -0.219 0.000 0.0
25 USA0291 -0.103 0.000 0.0
26 USA02A1 0.328 0.000 0.0
27 USA02B1 -0.071 0.000 0.0
28 USA02H1 -0.045 0.000 0.0
29 USA02P1 -0.049 0.000 0.0
... ... ... ... ...
12411 USAZY41 0.078 0.000 0.0
12412 USAZY51 -1.613 0.000 0.0
12413 USAZY61 -1.508 0.000 0.0
12414 USAZY71 -1.379 0.000 0.0
12415 USAZYI1 2.709 0.000 0.0
12416 USAZYJ1 -1.427 0.000 0.0
12417 USAZYK1 -1.319 0.000 0.0
12418 USAZYM1 -1.429 0.000 0.0
12419 USAZYR1 -2.814 0.000 0.0
12420 USAZYS1 -1.633 0.000 0.0
12421 USAZYT1 -2.814 0.000 0.0
12422 USAZYV1 2.853 0.000 0.0
12423 USAZYX1 0.270 0.000 0.0
12424 USAZZ41 2.853 0.000 0.0
12425 USAZZ51 -1.556 0.000 0.0
12426 USAZZ61 -1.141 0.000 0.0
12427 USAZZ71 -2.157 0.000 0.0
12428 USAZZ81 0.039 0.000 0.0
12429 USAZZ91 -1.024 0.000 0.0
12430 USAZZA1 -1.750 0.000 0.0
12431 USAZZB1 0.052 0.000 0.0
12432 USAZZD1 -1.441 0.000 0.0
12433 USAZZF1 -1.681 0.000 0.0
12434 USAZZI1 -1.528 0.000 0.0
12435 USAZZJ1 -2.814 0.000 0.0
12436 USAZZL1 0.077 0.000 0.0
12437 USAZZP1 -2.293 0.000 0.0
12438 USAZZR1 -2.156 0.000 0.0
12439 USAZZX1 -2.814 0.000 0.0
12440 USAZZY1 2.746 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
14 0.0 0.0 0.0 0.0
15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
12411 0.0 0.0 0.0 0.0
12412 0.0 0.0 0.0 0.0
12413 0.0 0.0 0.0 0.0
12414 0.0 0.0 0.0 0.0
12415 0.0 0.0 0.0 0.0
12416 0.0 0.0 0.0 0.0
12417 0.0 0.0 0.0 0.0
12418 0.0 0.0 0.0 0.0
12419 0.0 0.0 0.0 0.0
12420 0.0 0.0 0.0 0.0
12421 0.0 0.0 0.0 0.0
12422 0.0 0.0 0.0 0.0
12423 0.0 0.0 0.0 0.0
12424 0.0 0.0 0.0 0.0
12425 0.0 0.0 0.0 0.0
12426 0.0 0.0 0.0 0.0
12427 0.0 0.0 0.0 0.0
12428 0.0 0.0 0.0 0.0
12429 0.0 0.0 0.0 0.0
12430 0.0 0.0 0.0 0.0
12431 0.0 0.0 0.0 0.0
12432 0.0 0.0 0.0 0.0
12433 0.0 0.0 0.0 0.0
12434 0.0 0.0 0.0 0.0
12435 0.0 0.0 0.0 0.0
12436 0.0 0.0 0.0 0.0
12437 0.0 0.0 0.0 0.0
12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.992 0.000 ... NaN NaN
1 -1.992 0.000 ... NaN NaN
2 -2.260 0.000 ... NaN 4630.0
3 -2.058 0.000 ... NaN NaN
4 -2.346 0.000 ... NaN 152.0
5 -1.657 0.000 ... NaN 197.0
6 -1.989 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -0.997 0.000 ... NaN NaN
9 -1.931 0.861 ... NaN 27116.0
10 -2.004 0.000 ... NaN NaN
11 -0.853 0.000 ... NaN NaN
12 -1.692 0.000 ... NaN NaN
13 -1.524 0.000 ... NaN 21489.0
14 -1.992 0.000 ... NaN NaN
15 -2.143 0.000 ... NaN NaN
16 -1.112 0.000 ... NaN 630.0
17 -1.365 0.000 ... NaN 4170.0
18 -1.926 0.000 ... NaN 350.0
19 -1.741 0.000 ... NaN NaN
20 -1.275 0.000 ... NaN 720.0
21 -2.239 1.000 ... NaN NaN
22 -0.647 0.000 ... NaN NaN
23 -1.742 0.000 ... NaN 14500.0
24 -2.015 0.000 ... NaN NaN
25 -1.392 0.000 ... NaN NaN
26 -1.993 0.000 ... NaN NaN
27 -1.467 0.000 ... NaN NaN
28 -1.361 0.000 ... NaN 8745.0
29 -2.264 0.000 ... NaN 16200.0
... ... ... ... ... ...
12411 -1.992 0.000 ... NaN NaN
12412 -0.262 0.000 ... NaN NaN
12413 -0.196 0.000 ... NaN NaN
12414 0.277 0.000 ... NaN 1000.0
12415 -0.605 0.000 ... NaN 18000.0
12416 -0.699 0.000 ... NaN NaN
12417 0.015 0.000 ... NaN 48500.0
12418 -0.394 0.000 ... NaN NaN
12419 0.182 0.000 ... NaN 247549.0
12420 0.020 0.000 ... NaN NaN
12421 -0.460 0.000 ... NaN 26210.0
12422 0.398 0.000 ... NaN 98281.0
12423 -1.305 0.000 ... NaN 100.0
12424 -0.889 0.000 ... NaN 187153.0
12425 -1.315 0.000 ... NaN NaN
12426 -0.714 0.000 ... NaN 47151.0
12427 0.159 0.000 ... NaN 40000.0
12428 -1.490 1.000 ... NaN 24700.0
12429 -0.120 0.000 ... NaN NaN
12430 0.310 0.000 ... NaN NaN
12431 -1.681 0.000 ... NaN NaN
12432 0.271 0.000 ... NaN 14520300.0
12433 0.265 0.000 ... NaN 16114.0
12434 -1.093 1.000 ... NaN NaN
12435 -1.599 0.000 ... NaN 0.0
12436 -0.238 0.000 ... NaN 5220.0
12437 -0.676 1.000 ... NaN NaN
12438 -0.158 0.000 ... NaN NaN
12439 -0.196 0.000 ... NaN 235000.0
12440 0.392 0.000 ... NaN 160700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.422949e+10 0.175009 15.944852 10.685308
1 NaN 5.162082e+09 0.000000 17.379817 11.756729
2 NaN 6.192441e+10 2.429907 22.547037 19.113531
3 NaN 2.737011e+10 2.139800 25.041704 22.383317
4 NaN 4.901042e+10 2.329114 29.234488 26.191857
5 NaN 1.843557e+11 0.351351 24.521839 21.217883
6 NaN 1.524455e+10 4.742886 21.942160 14.785172
7 NaN 7.743564e+10 0.000000 21.404181 16.581397
8 NaN 1.656930e+10 0.320641 35.410722 27.194858
9 NaN 4.156906e+10 1.653514 19.725018 16.831271
10 NaN 3.366201e+10 0.000000 32.833371 24.619193
11 NaN 2.418175e+10 1.319199 25.171393 19.735754
12 NaN 6.771799e+09 2.335490 17.221868 11.957816
13 NaN 1.692450e+10 1.586402 24.193211 21.278854
14 NaN 1.201388e+10 1.233299 14.357237 10.175949
15 NaN 3.095236e+10 1.567904 28.517156 24.723228
16 NaN 3.095236e+10 1.567904 31.550550 26.884281
17 NaN 2.814121e+10 0.183964 19.785898 16.844211
18 NaN 2.621664e+10 1.953795 24.760124 20.793140
19 NaN 9.332012e+10 3.305037 23.059540 19.062450
20 NaN 1.542896e+11 0.000000 35.540665 30.735769
21 NaN 1.182855e+11 2.001601 22.163791 19.311731
22 NaN 1.376287e+10 0.000000 29.717007 23.661462
23 NaN 8.462803e+10 0.000000 23.346621 19.722993
24 NaN 4.066850e+10 3.104901 25.882299 22.103982
25 NaN 2.960111e+10 0.000000 22.391359 17.772671
26 NaN 7.218797e+09 1.751927 12.675601 8.651938
27 NaN 7.218797e+09 1.751927 35.543979 32.596293
28 NaN 7.345800e+10 2.777036 23.771400 20.359623
29 NaN 2.999248e+11 2.460025 23.452058 19.997776
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 20.891101 14.298986
12412 NaN 5.195700e+06 0.000000 84.640464 80.667660
12413 NaN 2.008620e+06 0.000000 71.489576 65.927924
12414 106.60 2.452000e+05 0.000000 89.959191 84.866090
12415 10877.87 6.176520e+06 0.000000 76.174207 71.431477
12416 NaN 2.165040e+07 NaN 74.656040 70.681397
12417 8.90 6.832300e+04 NaN 73.087585 67.932569
12418 NaN 1.513400e+06 NaN 73.921040 69.578893
12419 1268910.87 2.901825e+07 0.000000 121.170763 117.567551
12420 NaN 5.030700e+01 0.000000 42.681236 31.647820
12421 36360.84 2.516850e+07 0.000000 79.627395 75.930195
12422 10055.63 2.291600e+06 0.000000 139.686369 136.365464
12423 18341.38 4.366472e+07 1.196172 27.917948 23.656680
12424 12455.87 4.651890e+06 NaN 68.869688 64.466187
12425 NaN 1.482800e+05 NaN 48.665563 43.327061
12426 3973.86 6.117100e+06 0.000000 125.338028 123.003036
12427 5517.39 7.753980e+06 0.000000 84.604824 79.338619
12428 1311088.00 3.190172e+10 4.416058 21.204290 17.799455
12429 NaN 4.774800e+05 NaN 56.224880 47.732120
12430 NaN 1.956780e+06 NaN 97.924446 93.301836
12431 NaN 1.251480e+06 0.000000 30.589720 23.058828
12432 11748.37 2.591100e+05 NaN 82.518059 77.676273
12433 123791.94 2.405260e+07 NaN 102.576658 98.155353
12434 NaN 3.525000e+05 0.000000 131.214753 129.442723
12435 NaN 1.237906e+07 0.000000 69.246768 65.047658
12436 17681.60 3.798120e+07 0.000000 60.553579 55.137769
12437 NaN 2.178800e+06 NaN 79.116789 75.347749
12438 NaN 8.280000e+04 NaN 51.534538 43.824276
12439 26273.86 2.438232e+06 0.000000 153.501177 150.953140
12440 3437189.76 9.387839e+08 0.562390 44.091020 30.855600
HistBeta PredBeta DataDate
0 -0.000103 0.125914 20040322
1 -0.000004 0.122990 20040322
2 -0.133263 0.117480 20040322
3 -0.032609 0.342587 20040322
4 -0.175543 0.181842 20040322
5 0.166293 0.494748 20040322
6 0.001355 0.038100 20040322
7 0.081715 0.170008 20040322
8 0.494479 0.998119 20040322
9 0.030229 0.212182 20040322
10 -0.006047 0.553658 20040322
11 0.565954 0.870504 20040322
12 0.148914 0.505751 20040322
13 0.232485 0.454820 20040322
14 -0.000004 0.072822 20040322
15 -0.074982 0.182749 20040322
16 0.437101 0.679684 20040322
17 0.311641 0.426324 20040322
18 0.032929 0.437333 20040322
19 0.124907 0.278464 20040322
20 0.356364 0.651215 20040322
21 -0.122640 0.127757 20040322
22 0.668018 0.868942 20040322
23 0.124494 0.448300 20040322
24 -0.011498 0.457739 20040322
25 0.298022 0.598109 20040322
26 -0.000226 0.254599 20040322
27 0.261019 0.653036 20040322
28 0.313742 0.518828 20040322
29 -0.135097 0.233845 20040322
... ... ... ...
12411 -0.000004 0.056757 20040322
12412 0.859706 1.129455 20040322
12413 0.892278 1.294021 20040322
12414 1.127247 1.356261 20040322
12415 0.688909 1.159720 20040322
12416 0.642406 0.990771 20040322
12417 0.997101 1.251622 20040322
12418 0.794123 1.043536 20040322
12419 1.079983 1.309745 20040322
12420 0.999343 1.252569 20040322
12421 0.760979 1.020229 20040322
12422 1.187536 1.445779 20040322
12423 0.341497 0.319964 20040322
12424 0.548013 1.014386 20040322
12425 0.336590 0.699607 20040322
12426 0.634912 0.898390 20040322
12427 1.068610 1.355468 20040322
12428 0.249558 0.352650 20040322
12429 0.930027 1.154850 20040322
12430 1.143527 1.374226 20040322
12431 0.154634 0.515327 20040322
12432 1.124135 1.344118 20040322
12433 1.121204 1.344272 20040322
12434 0.446602 0.643717 20040322
12435 0.195312 0.390693 20040322
12436 0.871245 1.111227 20040322
12437 0.653943 0.910681 20040322
12438 0.911231 1.193466 20040322
12439 0.892268 1.188149 20040322
12440 1.184334 1.431440 20040322
[12441 rows x 92 columns],
'20040323': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.370 0.000 0.0
1 USA0011 -0.209 0.000 0.0
2 USA0031 0.169 0.000 0.0
3 USA0062 0.095 0.429 0.0
4 USA00E2 0.213 0.000 0.0
5 USA00F1 -0.268 0.000 0.0
6 USA00G2 -0.579 0.000 0.0
7 USA00H1 -0.894 0.000 0.0
8 USA00I1 -0.167 0.000 0.0
9 USA00J1 -0.148 0.000 0.0
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11 USA00P1 0.079 0.000 0.0
12 USA00R1 0.127 0.000 0.0
13 USA00S1 -0.379 0.000 0.0
14 USA00V1 -0.017 0.000 0.0
15 USA0131 0.218 1.000 0.0
16 USA0161 -0.246 1.000 0.0
17 USA01I1 0.021 0.000 0.0
18 USA01J2 -0.221 0.000 0.0
19 USA01L1 -0.353 0.000 0.0
20 USA01P1 -2.875 0.000 0.0
21 USA01Q1 -0.197 0.000 0.0
22 USA0202 0.220 0.000 0.0
23 USA0231 -0.522 0.000 0.0
24 USA0281 0.109 0.000 0.0
25 USA0291 -0.325 0.000 0.0
26 USA02A1 -0.136 0.000 0.0
27 USA02B1 -0.021 0.000 0.0
28 USA02H1 -0.106 0.000 0.0
29 USA02P1 -0.153 0.000 0.0
... ... ... ... ...
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12416 USAZYI1 2.879 0.000 0.0
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12420 USAZYR1 2.879 0.000 0.0
12421 USAZYS1 0.126 0.000 0.0
12422 USAZYT1 1.841 0.000 0.0
12423 USAZYV1 -0.047 0.000 0.0
12424 USAZYX1 0.582 0.000 0.0
12425 USAZZ41 2.834 0.000 0.0
12426 USAZZ51 0.399 0.000 0.0
12427 USAZZ61 2.879 0.000 0.0
12428 USAZZ71 0.536 0.000 0.0
12429 USAZZ81 0.534 0.000 0.0
12430 USAZZ91 -2.875 0.000 0.0
12431 USAZZA1 0.324 0.000 0.0
12432 USAZZB1 -0.079 0.000 0.0
12433 USAZZD1 -2.672 0.000 0.0
12434 USAZZF1 2.879 0.000 0.0
12435 USAZZI1 0.128 0.000 0.0
12436 USAZZJ1 2.879 0.000 0.0
12437 USAZZL1 0.700 0.000 0.0
12438 USAZZP1 0.882 0.000 0.0
12439 USAZZR1 0.530 0.000 0.0
12440 USAZZX1 0.095 0.000 0.0
12441 USAZZY1 -1.942 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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2 0.0 0.0 0.0 0.0
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29 0.0 0.0 0.0 0.0
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.986 0.000 ... NaN NaN
2 -2.258 0.000 ... NaN 4630.0
3 -2.054 0.000 ... NaN NaN
4 -2.352 0.000 ... NaN 152.0
5 -1.667 0.000 ... NaN 197.0
6 -1.983 0.000 ... NaN NaN
7 -1.822 0.000 ... NaN NaN
8 -0.988 0.000 ... NaN NaN
9 -1.926 0.861 ... NaN 27116.0
10 -2.001 0.000 ... NaN NaN
11 -0.848 0.000 ... NaN NaN
12 -1.697 0.000 ... NaN NaN
13 -1.518 0.000 ... NaN 101068.0
14 -1.986 0.000 ... NaN NaN
15 -2.139 0.000 ... NaN NaN
16 -1.108 0.000 ... NaN 1500.0
17 -1.356 0.000 ... NaN 4170.0
18 -1.921 0.000 ... NaN NaN
19 -1.732 0.000 ... NaN NaN
20 -1.282 0.000 ... NaN 4000.0
21 -2.235 1.000 ... NaN NaN
22 -0.637 0.000 ... NaN NaN
23 -1.736 0.000 ... NaN 14500.0
24 -2.015 0.000 ... NaN NaN
25 -1.384 0.000 ... NaN NaN
26 -1.987 0.000 ... NaN NaN
27 -1.464 0.000 ... NaN NaN
28 -1.355 0.000 ... NaN 8745.0
29 -2.261 0.000 ... NaN 16200.0
... ... ... ... ... ...
12412 -1.986 0.000 ... NaN NaN
12413 -0.269 0.000 ... NaN NaN
12414 -0.215 0.000 ... NaN 2333.0
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12416 -0.594 0.000 ... NaN 24000.0
12417 -0.701 0.000 ... NaN NaN
12418 0.024 0.000 ... NaN NaN
12419 -0.444 0.000 ... NaN 2500.0
12420 0.197 0.000 ... NaN 284895.0
12421 0.024 0.000 ... NaN NaN
12422 -0.446 0.000 ... NaN 26520.0
12423 0.412 0.000 ... NaN 21150.0
12424 -1.311 0.000 ... NaN 100.0
12425 -0.861 0.000 ... NaN 63200.0
12426 -1.325 0.000 ... NaN NaN
12427 -0.697 0.000 ... NaN 567067.0
12428 0.165 0.000 ... NaN NaN
12429 -1.482 1.000 ... NaN 37700.0
12430 -0.166 0.000 ... NaN 10200.0
12431 0.318 0.000 ... NaN NaN
12432 -1.676 0.000 ... NaN NaN
12433 0.156 0.000 ... NaN 301442900.0
12434 0.281 0.000 ... NaN 43739.0
12435 -1.100 1.000 ... NaN NaN
12436 -1.573 0.000 ... NaN 0.0
12437 -0.228 0.000 ... NaN NaN
12438 -0.682 1.000 ... NaN NaN
12439 -0.158 0.000 ... NaN NaN
12440 -0.173 0.000 ... NaN NaN
12441 0.390 0.000 ... NaN 53900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.434934e+10 0.175009 15.655918 10.699539
1 NaN 5.099813e+09 0.000000 17.141069 11.839156
2 NaN 6.259665e+10 2.429907 22.311706 19.049010
3 NaN 2.750804e+10 2.139800 24.753829 22.273443
4 NaN 4.970296e+10 2.329114 29.011097 26.108170
5 NaN 1.825562e+11 0.351351 24.236182 21.153539
6 NaN 1.529984e+10 4.742886 21.632079 14.861867
7 NaN 7.457195e+10 0.000000 21.286670 16.687723
8 NaN 1.648850e+10 0.320641 34.752522 27.120220
9 NaN 4.099872e+10 1.653514 19.635774 16.740740
10 NaN 3.374517e+10 0.000000 32.244682 24.543100
11 NaN 2.438980e+10 1.319199 24.716490 19.664683
12 NaN 6.780636e+09 2.335490 16.878927 11.915540
13 NaN 1.678496e+10 1.586402 23.941368 21.244774
14 NaN 1.209260e+10 1.233299 14.121767 10.141716
15 NaN 3.129645e+10 1.567904 28.194924 24.616579
16 NaN 3.129645e+10 1.567904 31.147442 26.810157
17 NaN 2.789876e+10 0.183964 19.540504 16.773709
18 NaN 2.633818e+10 1.953795 24.350419 20.709190
19 NaN 9.350184e+10 3.305037 22.779308 19.012709
20 NaN 1.542896e+11 0.000000 35.343621 30.997734
21 NaN 1.179913e+11 2.001601 21.920720 19.246840
22 NaN 1.396233e+10 0.000000 29.252339 23.585245
23 NaN 8.501259e+10 0.000000 23.036561 19.694943
24 NaN 4.056882e+10 3.104901 25.502054 22.032403
25 NaN 3.005873e+10 0.000000 22.014732 17.728172
26 NaN 7.201602e+09 1.751927 12.395170 8.629798
27 NaN 7.201602e+09 1.751927 35.166049 32.460107
28 NaN 7.394384e+10 2.777036 23.473039 20.300852
29 NaN 2.977832e+11 2.460025 23.232052 20.054096
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 20.590158 14.342531
12413 NaN 5.195700e+06 0.000000 83.093149 79.152300
12414 996.06 2.008620e+06 0.000000 70.532511 65.434613
12415 NaN 2.452000e+05 0.000000 88.235166 83.318192
12416 10939.78 5.833380e+06 0.000000 75.719413 71.123882
12417 NaN 2.165040e+07 NaN 74.053892 70.339929
12418 NaN 6.832300e+04 NaN 72.695790 67.861469
12419 238.18 2.421440e+06 NaN 74.431376 70.536312
12420 1221204.43 2.758525e+07 0.000000 121.431415 118.001899
12421 NaN 5.030700e+01 0.000000 41.827937 31.531187
12422 35310.80 2.467500e+07 0.000000 79.368059 75.935972
12423 9761.99 2.291600e+06 0.000000 139.710428 136.770533
12424 17545.95 4.371664e+07 1.196172 27.725467 23.654043
12425 12291.87 4.491480e+06 NaN 68.791308 64.773469
12426 NaN 1.482800e+05 NaN 48.283895 43.190754
12427 4050.99 5.561000e+06 0.000000 125.973467 123.743434
12428 NaN 7.753980e+06 0.000000 83.566861 78.507183
12429 1338397.09 3.157591e+10 4.416058 21.008824 17.825168
12430 99.98 1.352860e+06 NaN 65.855546 59.481107
12431 NaN 1.956780e+06 NaN 97.075826 92.793363
12432 NaN 1.251480e+06 0.000000 30.120436 22.982712
12433 175637.76 1.036440e+06 NaN 82.685497 78.491629
12434 122240.72 2.241265e+07 NaN 102.150925 97.829670
12435 NaN 3.525000e+05 0.000000 129.735757 128.090942
12436 NaN 1.186070e+07 0.000000 69.385911 65.358661
12437 NaN 3.798120e+07 0.000000 60.128628 55.038716
12438 NaN 2.178800e+06 NaN 77.624737 73.918803
12439 NaN 8.280000e+04 NaN 51.093772 43.688539
12440 NaN 2.438232e+06 0.000000 154.007858 151.535418
12441 3389336.77 9.739883e+08 0.562390 42.684607 30.928771
HistBeta PredBeta DataDate
0 -0.000102 0.116809 20040323
1 -0.000003 0.120798 20040323
2 -0.135216 0.120965 20040323
3 -0.033807 0.342468 20040323
4 -0.181877 0.177375 20040323
5 0.159096 0.494305 20040323
6 0.001471 0.033173 20040323
7 0.081723 0.151593 20040323
8 0.497377 0.991366 20040323
9 0.030043 0.213953 20040323
10 -0.007289 0.538247 20040323
11 0.567043 0.879264 20040323
12 0.144242 0.508501 20040323
13 0.233224 0.444210 20040323
14 -0.000003 0.070462 20040323
15 -0.075776 0.188837 20040323
16 0.437199 0.667461 20040323
17 0.313766 0.433311 20040323
18 0.032431 0.420355 20040323
19 0.126467 0.274828 20040323
20 0.350919 0.570939 20040323
21 -0.123962 0.127409 20040323
22 0.671940 0.887453 20040323
23 0.124761 0.434865 20040323
24 -0.014168 0.455432 20040323
25 0.300048 0.590750 20040323
26 -0.000174 0.247464 20040323
27 0.260192 0.648403 20040323
28 0.314498 0.519603 20040323
29 -0.136930 0.231339 20040323
... ... ... ...
12412 -0.000003 0.067560 20040323
12413 0.855000 1.197387 20040323
12414 0.882115 1.292269 20040323
12415 1.129397 1.398004 20040323
12416 0.693260 1.186484 20040323
12417 0.640278 1.012010 20040323
12418 1.001075 1.280080 20040323
12419 0.767945 0.987342 20040323
12420 1.087111 1.380538 20040323
12421 1.001327 1.272730 20040323
12422 0.767234 1.087119 20040323
12423 1.194114 1.397968 20040323
12424 0.336285 0.334593 20040323
12425 0.560517 1.005492 20040323
12426 0.329109 0.726053 20040323
12427 0.642055 0.987651 20040323
12428 1.071399 1.414247 20040323
12429 0.251152 0.367885 20040323
12430 0.906380 1.094725 20040323
12431 1.147319 1.410876 20040323
12432 0.154426 0.520621 20040323
12433 1.067033 1.249657 20040323
12434 1.129035 1.446338 20040323
12435 0.441314 0.671188 20040323
12436 0.205767 0.538285 20040323
12437 0.875597 1.121090 20040323
12438 0.649442 0.987686 20040323
12439 0.910482 1.251860 20040323
12440 0.902892 1.212672 20040323
12441 1.183475 1.370451 20040323
[12442 rows x 92 columns],
'20040324': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.265 0.000 0.0
2 USA0031 -0.045 0.000 0.0
3 USA0062 0.539 0.429 0.0
4 USA00E2 -0.255 0.000 0.0
5 USA00F1 0.028 0.000 0.0
6 USA00G2 -0.424 0.000 0.0
7 USA00H1 0.547 0.000 0.0
8 USA00I1 1.826 0.000 0.0
9 USA00J1 0.385 0.000 0.0
10 USA00K1 2.478 0.000 0.0
11 USA00P1 0.092 0.000 0.0
12 USA00R1 0.218 0.000 0.0
13 USA00S1 -0.320 0.000 0.0
14 USA00V1 -0.147 0.000 0.0
15 USA0131 0.462 1.000 0.0
16 USA0161 1.085 1.000 0.0
17 USA01I1 0.107 0.000 0.0
18 USA01J2 0.089 0.000 0.0
19 USA01L1 -1.095 0.000 0.0
20 USA01P1 1.042 0.000 0.0
21 USA01Q1 0.342 0.000 0.0
22 USA0202 0.005 0.000 0.0
23 USA0231 0.803 0.000 0.0
24 USA0281 0.374 0.000 0.0
25 USA0291 0.683 0.000 0.0
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28 USA02H1 -0.173 0.000 0.0
29 USA02P1 -0.043 0.000 0.0
... ... ... ... ...
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12426 USAZZ61 2.791 0.000 0.0
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12431 USAZZB1 -0.028 0.000 0.0
12432 USAZZD1 -2.720 0.000 0.0
12433 USAZZF1 -0.214 0.000 0.0
12434 USAZZI1 -0.498 0.000 0.0
12435 USAZZJ1 -0.111 0.000 0.0
12436 USAZZL1 -2.061 0.000 0.0
12437 USAZZP1 -2.720 0.000 0.0
12438 USAZZR1 -0.140 0.000 0.0
12439 USAZZX1 2.791 0.000 0.0
12440 USAZZY1 -0.768 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
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26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.998 0.000 ... NaN NaN
1 -1.998 0.000 ... NaN NaN
2 -2.271 0.000 ... NaN 4630.0
3 -2.065 0.000 ... NaN NaN
4 -2.362 0.000 ... NaN 152.0
5 -1.675 0.000 ... NaN 197.0
6 -1.994 0.000 ... NaN NaN
7 -1.834 0.000 ... NaN NaN
8 -0.995 0.000 ... NaN NaN
9 -1.937 0.861 ... NaN 27116.0
10 -2.012 0.000 ... NaN NaN
11 -0.855 0.000 ... NaN NaN
12 -1.713 0.000 ... NaN NaN
13 -1.524 0.000 ... NaN 46360.0
14 -1.998 0.000 ... NaN NaN
15 -2.148 0.000 ... NaN NaN
16 -1.092 0.000 ... NaN 210.0
17 -1.364 0.000 ... NaN 4170.0
18 -1.932 0.000 ... NaN NaN
19 -1.742 0.000 ... NaN NaN
20 -1.287 0.000 ... NaN 6500.0
21 -2.247 1.000 ... NaN NaN
22 -0.643 0.000 ... NaN NaN
23 -1.749 0.000 ... NaN 14500.0
24 -2.027 0.000 ... NaN NaN
25 -1.395 0.000 ... NaN NaN
26 -1.998 0.000 ... NaN NaN
27 -1.486 0.000 ... NaN NaN
28 -1.369 0.000 ... NaN 8745.0
29 -2.273 0.000 ... NaN 16200.0
... ... ... ... ... ...
12411 -1.998 0.000 ... NaN NaN
12412 -0.274 0.000 ... NaN NaN
12413 -0.222 0.000 ... NaN NaN
12414 0.283 0.000 ... NaN NaN
12415 -0.601 0.000 ... NaN 8000.0
12416 -0.703 0.000 ... NaN NaN
12417 0.021 0.000 ... NaN 4250.0
12418 -0.325 0.000 ... NaN 2500.0
12419 0.226 0.000 ... NaN 198668.0
12420 0.019 0.000 ... NaN NaN
12421 -0.452 0.000 ... NaN 4000.0
12422 0.438 0.000 ... NaN 39900.0
12423 -1.326 0.000 ... NaN 3500.0
12424 -0.871 0.000 ... NaN 24280.0
12425 -1.333 0.000 ... NaN NaN
12426 -0.665 0.000 ... NaN 115335.0
12427 0.158 0.000 ... NaN 99500.0
12428 -1.479 1.000 ... NaN 23400.0
12429 -0.165 0.000 ... NaN NaN
12430 0.315 0.000 ... NaN NaN
12431 -1.692 0.000 ... NaN NaN
12432 0.089 0.000 ... NaN 259316300.0
12433 0.282 0.000 ... NaN 5992.0
12434 -1.111 1.000 ... NaN NaN
12435 -1.569 0.000 ... NaN 0.0
12436 -0.250 0.000 ... NaN 14200.0
12437 -0.728 1.000 ... NaN 8333.0
12438 -0.163 0.000 ... NaN NaN
12439 -0.145 0.000 ... NaN 65000.0
12440 0.386 0.000 ... NaN 69100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.363027e+10 0.175009 15.741691 10.544430
1 NaN 5.118494e+09 0.000000 17.436199 11.690721
2 NaN 6.151794e+10 2.429907 22.178988 18.752453
3 NaN 2.756838e+10 2.139800 24.504460 21.938858
4 NaN 4.898379e+10 2.329114 28.766492 25.719633
5 NaN 1.807828e+11 0.351351 23.954773 20.773419
6 NaN 1.533933e+10 4.742886 21.860148 14.650684
7 NaN 7.492024e+10 0.000000 21.265595 16.425632
8 NaN 1.692927e+10 0.320641 34.911300 26.925109
9 NaN 4.072985e+10 1.653514 19.499664 16.407417
10 NaN 3.442706e+10 0.000000 33.230531 24.648803
11 NaN 2.436602e+10 1.319199 24.294152 19.354250
12 NaN 6.751914e+09 2.335490 16.709899 11.728324
13 NaN 1.669036e+10 1.586402 23.613047 20.925656
14 NaN 1.221449e+10 1.233299 14.192478 10.011467
15 NaN 3.123243e+10 1.567904 28.002134 24.196049
16 NaN 3.123243e+10 1.567904 30.908132 26.451076
17 NaN 2.770827e+10 0.183964 19.276572 16.503218
18 NaN 2.650485e+10 1.953795 24.070654 20.378332
19 NaN 9.180220e+10 3.305037 22.964958 18.899025
20 NaN 1.560154e+11 0.000000 34.830028 30.558648
21 NaN 1.188738e+11 2.001601 21.659477 18.827689
22 NaN 1.370968e+10 0.000000 28.762599 23.217749
23 NaN 8.462803e+10 0.000000 22.934671 19.415081
24 NaN 4.101737e+10 3.104901 25.193037 21.685967
25 NaN 3.051636e+10 0.000000 21.823081 17.482849
26 NaN 7.107033e+09 1.751927 12.448399 8.504496
27 NaN 7.107033e+09 1.751927 34.588669 31.907397
28 NaN 7.216569e+10 2.777036 23.199838 19.974704
29 NaN 2.975792e+11 2.460025 23.308194 19.980982
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 20.695884 14.183665
12412 NaN 5.195700e+06 0.000000 80.991532 77.042583
12413 NaN 2.008620e+06 0.000000 70.152952 65.119685
12414 NaN 2.452000e+05 0.000000 87.773860 82.979253
12415 10256.69 5.833380e+06 0.000000 74.473090 70.113935
12416 NaN 2.165040e+07 NaN 73.610335 69.942994
12417 8.55 6.832300e+04 NaN 71.810976 67.033379
12418 195.00 1.513400e+06 NaN 78.063545 74.464198
12419 1192720.35 2.686875e+07 0.000000 119.564962 116.093638
12420 NaN 5.030700e+01 0.000000 41.243278 31.034008
12421 35050.44 2.467500e+07 0.000000 78.081501 74.715299
12422 10003.89 2.156800e+06 0.000000 137.670530 134.472844
12423 19002.77 4.387240e+07 1.196172 27.619801 23.449506
12424 11464.39 4.812300e+06 NaN 68.898691 65.193691
12425 NaN 1.482800e+05 NaN 47.676602 42.508298
12426 4090.81 5.004900e+06 0.000000 124.508090 122.108439
12427 4779.10 7.753980e+06 0.000000 82.287095 77.359762
12428 1323878.00 3.137985e+10 4.416058 20.847225 17.646651
12429 NaN 1.352860e+06 NaN 65.293732 58.846446
12430 NaN 1.956780e+06 NaN 95.261488 91.014655
12431 NaN 1.251480e+06 0.000000 29.998092 22.637358
12432 399587.27 1.641030e+06 NaN 84.236525 80.385697
12433 122314.29 2.241265e+07 NaN 101.161755 97.057075
12434 NaN 3.525000e+05 0.000000 125.498286 123.778710
12435 NaN 1.153162e+07 0.000000 68.532872 64.330797
12436 17456.41 3.920640e+07 0.000000 59.310516 54.359132
12437 1146.56 2.614560e+06 NaN 77.875092 74.336355
12438 NaN 8.280000e+04 NaN 50.279987 42.998657
12439 24983.23 2.031860e+06 0.000000 152.620247 149.995539
12440 3440819.36 9.804733e+08 0.562390 42.153151 30.515398
HistBeta PredBeta DataDate
0 -0.000099 0.117502 20040324
1 -0.000002 0.096182 20040324
2 -0.135467 0.111480 20040324
3 -0.033580 0.343733 20040324
4 -0.180638 0.155962 20040324
5 0.159785 0.466263 20040324
6 0.001660 0.021546 20040324
7 0.081230 0.169971 20040324
8 0.497264 1.025856 20040324
9 0.030096 0.223097 20040324
10 -0.007016 0.588270 20040324
11 0.566666 0.874235 20040324
12 0.141088 0.502458 20040324
13 0.234907 0.435647 20040324
14 -0.000002 0.065576 20040324
15 -0.074410 0.192930 20040324
16 0.448878 0.691953 20040324
17 0.314253 0.432736 20040324
18 0.032767 0.416273 20040324
19 0.126858 0.252630 20040324
20 0.352325 0.614697 20040324
21 -0.123604 0.130440 20040324
22 0.671446 0.885441 20040324
23 0.123161 0.450000 20040324
24 -0.014640 0.451487 20040324
25 0.298794 0.601312 20040324
26 -0.000082 0.249297 20040324
27 0.253579 0.642863 20040324
28 0.311523 0.509139 20040324
29 -0.136629 0.222006 20040324
... ... ... ...
12411 -0.000002 0.057928 20040324
12412 0.854287 1.195082 20040324
12413 0.880134 1.289269 20040324
12414 1.130722 1.387387 20040324
12415 0.692317 1.118021 20040324
12416 0.641806 0.997511 20040324
12417 1.000678 1.275646 20040324
12418 0.829109 1.036055 20040324
12419 1.102155 1.410622 20040324
12420 0.999794 1.264765 20040324
12421 0.766226 1.061680 20040324
12422 1.207378 1.523933 20040324
12423 0.332770 0.307834 20040324
12424 0.558770 0.883494 20040324
12425 0.329747 0.717935 20040324
12426 0.660536 1.068699 20040324
12427 1.068671 1.399700 20040324
12428 0.257029 0.379010 20040324
12429 0.908487 0.977588 20040324
12430 1.146621 1.401723 20040324
12431 0.151524 0.515605 20040324
12432 1.034402 1.187178 20040324
12433 1.130109 1.387500 20040324
12434 0.439712 0.651321 20040324
12435 0.212565 0.494897 20040324
12436 0.866439 1.063495 20040324
12437 0.629307 0.895042 20040324
12438 0.909417 1.236486 20040324
12439 0.918505 1.285250 20040324
12440 1.181798 1.366789 20040324
[12441 rows x 92 columns],
'20040325': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.120 0.000 0.0
1 USA0011 -0.654 0.000 0.0
2 USA0031 -0.995 0.000 0.0
3 USA0062 -0.287 0.429 0.0
4 USA00E2 -1.148 0.000 0.0
5 USA00F1 0.002 0.000 0.0
6 USA00G2 -0.638 0.000 0.0
7 USA00H1 -0.335 0.000 0.0
8 USA00I1 0.422 0.000 0.0
9 USA00J1 -0.112 0.000 0.0
10 USA00K1 -0.294 0.000 0.0
11 USA00P1 0.800 0.000 0.0
12 USA00R1 -0.019 0.000 0.0
13 USA00S1 -2.708 0.000 0.0
14 USA00V1 -0.732 0.000 0.0
15 USA0131 -0.549 1.000 0.0
16 USA0161 0.152 1.000 0.0
17 USA01I1 0.073 0.000 0.0
18 USA01J2 -0.433 0.000 0.0
19 USA01L1 -1.118 0.000 0.0
20 USA01P1 0.448 0.000 0.0
21 USA01Q1 -0.475 0.000 0.0
22 USA0202 0.727 0.000 0.0
23 USA0231 -0.032 0.000 0.0
24 USA0281 0.042 0.000 0.0
25 USA0291 0.009 0.000 0.0
26 USA02A1 -0.700 0.000 0.0
27 USA02B1 2.189 0.000 0.0
28 USA02H1 0.343 0.000 0.0
29 USA02P1 -0.357 0.000 0.0
... ... ... ... ...
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12413 USAZY61 0.980 0.000 0.0
12414 USAZY71 1.160 0.000 0.0
12415 USAZYI1 -2.708 0.000 0.0
12416 USAZYJ1 -0.500 0.000 0.0
12417 USAZYK1 0.739 0.000 0.0
12418 USAZYM1 1.991 0.000 0.0
12419 USAZYR1 1.348 0.000 0.0
12420 USAZYS1 1.209 0.000 0.0
12421 USAZYT1 -0.733 0.000 0.0
12422 USAZYV1 2.779 0.000 0.0
12423 USAZYX1 -0.265 0.000 0.0
12424 USAZZ41 2.779 0.000 0.0
12425 USAZZ51 0.017 0.000 0.0
12426 USAZZ61 -2.708 0.000 0.0
12427 USAZZ71 1.499 0.000 0.0
12428 USAZZ81 0.627 0.000 0.0
12429 USAZZ91 -0.055 0.000 0.0
12430 USAZZA1 1.610 0.000 0.0
12431 USAZZB1 -1.214 0.000 0.0
12432 USAZZD1 -2.708 0.000 0.0
12433 USAZZF1 -2.708 0.000 0.0
12434 USAZZI1 -2.708 0.000 0.0
12435 USAZZJ1 1.217 0.000 0.0
12436 USAZZL1 2.779 0.000 0.0
12437 USAZZP1 0.389 0.000 0.0
12438 USAZZR1 1.217 0.000 0.0
12439 USAZZX1 -2.708 0.000 0.0
12440 USAZZY1 -0.214 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
5 0.0 0.0 0.0 0.0
6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
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11 0.0 0.0 0.0 0.0
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13 0.0 0.0 0.0 0.0
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15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
18 0.0 0.0 0.0 0.0
19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.965 0.000 ... NaN NaN
1 -1.965 0.000 ... NaN NaN
2 -2.216 0.000 ... NaN 4630.0
3 -2.027 0.000 ... NaN NaN
4 -2.304 0.000 ... NaN 152.0
5 -1.677 0.000 ... NaN 197.0
6 -1.963 0.000 ... NaN NaN
7 -1.808 0.000 ... NaN NaN
8 -1.026 0.000 ... NaN NaN
9 -1.907 0.861 ... NaN 27116.0
10 -1.978 0.000 ... NaN NaN
11 -0.850 0.000 ... NaN NaN
12 -1.679 0.000 ... NaN NaN
13 -1.134 0.000 ... NaN 67890.0
14 -1.965 0.000 ... NaN NaN
15 -2.113 0.000 ... NaN NaN
16 -1.115 0.000 ... NaN NaN
17 -1.372 0.000 ... NaN 4170.0
18 -1.903 0.000 ... NaN NaN
19 -1.735 0.000 ... NaN NaN
20 -1.292 0.000 ... NaN NaN
21 -2.199 1.000 ... NaN NaN
22 -0.680 0.000 ... NaN NaN
23 -1.726 0.000 ... NaN 14500.0
24 -1.987 0.000 ... NaN NaN
25 -1.399 0.000 ... NaN NaN
26 -1.966 0.000 ... NaN NaN
27 -1.607 0.000 ... NaN 125.0
28 -1.367 0.000 ... NaN 8745.0
29 -2.221 0.000 ... NaN 16200.0
... ... ... ... ... ...
12411 -1.965 0.000 ... NaN NaN
12412 -0.084 0.000 ... NaN 100.0
12413 -0.228 0.000 ... NaN NaN
12414 0.267 0.000 ... NaN 2146.0
12415 -0.278 0.000 ... NaN 13600.0
12416 -0.707 0.000 ... NaN NaN
12417 0.008 0.000 ... NaN 5000.0
12418 -0.327 0.000 ... NaN NaN
12419 0.170 0.000 ... NaN 83383.0
12420 0.005 0.000 ... NaN NaN
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12422 0.324 0.000 ... NaN 7010.0
12423 -1.312 0.000 ... NaN 1000.0
12424 -1.051 0.000 ... NaN 29700.0
12425 -1.285 0.000 ... NaN NaN
12426 -0.335 0.000 ... NaN 206500.0
12427 0.141 0.000 ... NaN NaN
12428 -1.562 1.000 ... NaN 29700.0
12429 -0.193 0.000 ... NaN NaN
12430 0.283 0.000 ... NaN NaN
12431 -1.666 0.000 ... NaN NaN
12432 0.395 0.000 ... NaN 385301300.0
12433 0.338 0.000 ... NaN 120577.0
12434 -0.987 1.000 ... NaN 337.0
12435 -1.712 0.000 ... NaN 0.0
12436 -0.464 0.000 ... NaN 2485.0
12437 -0.747 1.000 ... NaN 5000.0
12438 -0.162 0.000 ... NaN NaN
12439 -0.053 0.000 ... NaN 30000.0
12440 0.306 0.000 ... NaN 60900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.568760e+10 0.175009 16.222825 10.609224
1 NaN 5.155855e+09 0.000000 17.948218 11.840277
2 NaN 6.223708e+10 2.429907 22.771770 19.048076
3 NaN 2.833561e+10 2.139800 24.694381 22.147958
4 NaN 4.931674e+10 2.329114 29.144453 25.889902
5 NaN 1.836255e+11 0.351351 23.994292 20.889889
6 NaN 1.565528e+10 4.742886 22.422457 14.764388
7 NaN 7.622309e+10 0.000000 21.578382 16.507698
8 NaN 1.774837e+10 0.320641 34.572532 27.280693
9 NaN 4.068911e+10 1.653514 19.787373 16.489391
10 NaN 3.614010e+10 0.000000 33.477568 24.950029
11 NaN 2.454435e+10 1.319199 24.215960 19.779227
12 NaN 6.821510e+09 2.335490 16.624586 11.778515
13 NaN 1.782086e+10 1.586402 25.592511 22.319931
14 NaN 1.223989e+10 1.233299 14.712532 10.162099
15 NaN 3.178458e+10 1.567904 28.349433 24.333987
16 NaN 3.178458e+10 1.567904 30.862844 26.636195
17 NaN 2.768662e+10 0.183964 19.293271 16.592541
18 NaN 2.678959e+10 1.953795 24.178728 20.481736
19 NaN 9.051945e+10 3.305037 23.673769 19.133334
20 NaN 1.632639e+11 0.000000 35.076441 30.901647
21 NaN 1.195357e+11 2.001601 22.045109 19.054222
22 NaN 1.450753e+10 0.000000 28.480267 23.494133
23 NaN 8.670464e+10 0.000000 23.006889 19.557352
24 NaN 4.182476e+10 3.104901 25.430141 21.879566
25 NaN 3.253954e+10 0.000000 21.677110 17.622489
26 NaN 7.324829e+09 1.751927 12.688275 8.572524
27 NaN 7.324829e+09 1.751927 35.045660 32.516473
28 NaN 7.241832e+10 2.777036 23.267715 20.090601
29 NaN 3.028822e+11 2.460025 23.604284 20.139161
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 21.426387 14.502764
12412 1224.81 5.888460e+06 0.000000 83.144302 79.346603
12413 NaN 2.008620e+06 0.000000 70.716691 66.067696
12414 100.40 2.452000e+05 0.000000 87.467101 82.881637
12415 10146.51 6.977180e+06 0.000000 77.519429 73.110536
12416 NaN 2.165040e+07 NaN 73.361840 69.884771
12417 8.77 6.832300e+04 NaN 71.803251 67.336342
12418 NaN 1.513400e+06 NaN 75.522159 71.585823
12419 1174178.69 2.686875e+07 0.000000 119.959103 116.734713
12420 NaN 5.030700e+01 0.000000 41.071138 31.381110
12421 40287.35 2.516850e+07 0.000000 78.228807 75.029988
12422 9673.26 2.022000e+06 0.000000 138.348441 135.358708
12423 19198.00 4.413200e+07 1.196172 27.906837 23.609431
12424 10010.94 4.491480e+06 NaN 68.657548 65.081818
12425 NaN 1.482800e+05 NaN 47.663908 42.423999
12426 3843.16 6.117100e+06 0.000000 126.826071 124.271107
12427 NaN 7.753980e+06 0.000000 81.476963 76.760299
12428 1938467.00 3.081765e+10 4.416058 21.126372 17.989840
12429 NaN 1.352860e+06 NaN 65.296992 58.953426
12430 NaN 1.956780e+06 NaN 95.915601 91.967833
12431 NaN 1.251480e+06 0.000000 30.235677 22.737408
12432 399579.09 2.936580e+06 NaN 87.248269 83.380494
12433 133907.35 2.459925e+07 NaN 102.989939 99.100510
12434 523.09 3.995000e+05 0.000000 126.786350 124.933334
12435 NaN 1.116733e+07 0.000000 69.076211 64.832385
12436 16546.52 3.675600e+07 0.000000 60.440734 55.994681
12437 1186.56 2.614560e+06 NaN 80.250992 77.014336
12438 NaN 8.280000e+04 NaN 50.403995 43.419218
12439 14047.77 2.235046e+06 0.000000 153.323335 150.948040
12440 3457183.45 9.906641e+08 0.562390 41.631731 30.643142
HistBeta PredBeta DataDate
0 -0.000100 0.123793 20040325
1 -0.000002 0.081980 20040325
2 -0.127170 0.086731 20040325
3 -0.031578 0.327549 20040325
4 -0.171437 0.133757 20040325
5 0.145916 0.455893 20040325
6 0.000862 0.012038 20040325
7 0.079297 0.158156 20040325
8 0.475213 0.976060 20040325
9 0.029194 0.217145 20040325
10 -0.006328 0.540546 20040325
11 0.564165 0.879357 20040325
12 0.144657 0.490060 20040325
13 0.420479 0.531328 20040325
14 -0.000002 0.051763 20040325
15 -0.074652 0.173114 20040325
16 0.430092 0.663325 20040325
17 0.300291 0.420670 20040325
18 0.031639 0.392877 20040325
19 0.116639 0.231738 20040325
20 0.340613 0.600142 20040325
21 -0.118317 0.114503 20040325
22 0.650240 0.869480 20040325
23 0.120787 0.430666 20040325
24 -0.011156 0.442023 20040325
25 0.286618 0.571795 20040325
26 -0.000476 0.224867 20040325
27 0.181369 0.609779 20040325
28 0.302690 0.505617 20040325
29 -0.129546 0.215534 20040325
... ... ... ...
12411 -0.000002 0.018767 20040325
12412 0.951837 1.202656 20040325
12413 0.879346 1.279588 20040325
12414 1.129658 1.395633 20040325
12415 0.853617 1.183885 20040325
12416 0.636897 0.981201 20040325
12417 0.998408 1.275801 20040325
12418 0.829237 1.120816 20040325
12419 1.080749 1.392513 20040325
12420 0.996953 1.281521 20040325
12421 0.778471 1.050538 20040325
12422 1.158474 1.476354 20040325
12423 0.330483 0.302826 20040325
12424 0.462644 0.903122 20040325
12425 0.344335 0.705078 20040325
12426 0.824897 1.116484 20040325
12427 1.065802 1.437598 20040325
12428 0.204027 0.355823 20040325
12429 0.896985 1.007142 20040325
12430 1.137709 1.409331 20040325
12431 0.151270 0.474130 20040325
12432 1.194571 1.312124 20040325
12433 1.165565 1.340172 20040325
12434 0.495063 0.645188 20040325
12435 0.128314 0.437704 20040325
12436 0.759939 1.041473 20040325
12437 0.616228 0.823866 20040325
12438 0.912616 1.246931 20040325
12439 0.967617 1.208331 20040325
12440 1.149419 1.318107 20040325
[12441 rows x 92 columns],
'20040326': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.526 0.000 0.0
1 USA0011 -0.399 0.000 0.0
2 USA0031 -0.176 0.000 0.0
3 USA0062 0.310 0.429 0.0
4 USA00E2 0.107 0.000 0.0
5 USA00F1 -0.005 0.000 0.0
6 USA00G2 0.035 0.000 0.0
7 USA00H1 -1.073 0.000 0.0
8 USA00I1 -0.031 0.000 0.0
9 USA00J1 0.132 0.000 0.0
10 USA00K1 -0.006 0.000 0.0
11 USA00P1 0.437 0.000 0.0
12 USA00R1 0.064 0.000 0.0
13 USA00S1 1.081 0.000 0.0
14 USA00V1 -0.413 0.000 0.0
15 USA0131 0.448 1.000 0.0
16 USA0161 -0.857 1.000 0.0
17 USA01I1 0.262 0.000 0.0
18 USA01J2 0.606 0.000 0.0
19 USA01L1 2.913 0.000 0.0
20 USA01P1 -2.894 0.000 0.0
21 USA01Q1 0.247 0.000 0.0
22 USA0202 0.650 0.000 0.0
23 USA0231 -0.394 0.000 0.0
24 USA0281 0.063 0.000 0.0
25 USA0291 0.023 0.000 0.0
26 USA02A1 -0.395 0.000 0.0
27 USA02B1 0.215 0.000 0.0
28 USA02H1 -0.255 0.000 0.0
29 USA02P1 0.344 0.000 0.0
... ... ... ... ...
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12419 USAZYR1 0.928 0.000 0.0
12420 USAZYS1 0.500 0.000 0.0
12421 USAZYT1 0.812 0.000 0.0
12422 USAZYV1 -2.341 0.000 0.0
12423 USAZYX1 -0.606 0.000 0.0
12424 USAZZ41 2.913 0.000 0.0
12425 USAZZ51 0.884 0.000 0.0
12426 USAZZ61 2.913 0.000 0.0
12427 USAZZ71 0.261 0.000 0.0
12428 USAZZ81 0.599 0.000 0.0
12429 USAZZ91 0.880 0.000 0.0
12430 USAZZA1 0.301 0.000 0.0
12431 USAZZB1 -0.098 0.000 0.0
12432 USAZZD1 2.913 0.000 0.0
12433 USAZZF1 2.913 0.000 0.0
12434 USAZZI1 0.771 0.000 0.0
12435 USAZZJ1 -1.832 0.000 0.0
12436 USAZZL1 -2.541 0.000 0.0
12437 USAZZP1 -0.745 0.000 0.0
12438 USAZZR1 0.170 0.000 0.0
12439 USAZZX1 -2.282 0.000 0.0
12440 USAZZY1 -2.244 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
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27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.968 0.000 ... NaN NaN
1 -1.968 0.000 ... NaN NaN
2 -2.220 0.000 ... NaN 4630.0
3 -2.030 0.000 ... NaN NaN
4 -2.308 0.000 ... NaN 152.0
5 -1.680 0.000 ... NaN 197.0
6 -1.966 0.000 ... NaN NaN
7 -1.811 0.000 ... NaN NaN
8 -1.027 0.000 ... NaN NaN
9 -1.910 0.861 ... NaN 27116.0
10 -1.981 0.000 ... NaN NaN
11 -0.851 0.000 ... NaN NaN
12 -1.682 0.000 ... NaN NaN
13 -1.130 0.000 ... NaN 13281.0
14 -1.968 0.000 ... NaN NaN
15 -2.115 0.000 ... NaN NaN
16 -1.122 0.000 ... NaN 1940.0
17 -1.375 0.000 ... NaN 4170.0
18 -1.906 0.000 ... NaN NaN
19 -1.723 0.000 ... NaN 1104.0
20 -1.300 0.000 ... NaN 8800.0
21 -2.202 1.000 ... NaN NaN
22 -0.682 0.000 ... NaN NaN
23 -1.729 0.000 ... NaN 14500.0
24 -1.991 0.000 ... NaN NaN
25 -1.401 0.000 ... NaN NaN
26 -1.969 0.000 ... NaN NaN
27 -1.610 0.000 ... NaN NaN
28 -1.372 0.000 ... NaN 8745.0
29 -2.223 0.000 ... NaN 9000.0
... ... ... ... ... ...
12411 -1.968 0.000 ... NaN NaN
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12415 -0.268 0.000 ... NaN 23200.0
12416 -0.708 0.000 ... NaN NaN
12417 0.009 0.000 ... NaN 725.0
12418 -0.326 0.000 ... NaN NaN
12419 0.172 0.000 ... NaN 262470.0
12420 0.005 0.000 ... NaN NaN
12421 -0.425 0.000 ... NaN 92200.0
12422 0.321 0.000 ... NaN 22950.0
12423 -1.314 0.000 ... NaN 2000.0
12424 -1.042 0.000 ... NaN 43500.0
12425 -1.288 0.000 ... NaN NaN
12426 -0.313 0.000 ... NaN 117950.0
12427 0.141 0.000 ... NaN NaN
12428 -1.565 1.000 ... NaN 18700.0
12429 -0.193 0.000 ... NaN NaN
12430 0.284 0.000 ... NaN 120.0
12431 -1.669 0.000 ... NaN NaN
12432 0.400 0.000 ... NaN 203413300.0
12433 0.343 0.000 ... NaN 49543.0
12434 -0.989 1.000 ... NaN NaN
12435 -1.721 0.000 ... NaN 0.0
12436 -0.471 0.000 ... NaN 2600.0
12437 -0.750 1.000 ... NaN 18500.0
12438 -0.162 0.000 ... NaN NaN
12439 -0.058 0.000 ... NaN 399000.0
12440 0.296 0.000 ... NaN 116600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.476879e+10 0.175009 16.188900 10.780973
1 NaN 5.137174e+09 0.000000 17.839541 11.938133
2 NaN 6.275299e+10 2.429907 22.605863 19.031981
3 NaN 2.853388e+10 2.139800 24.608824 22.171067
4 NaN 4.895715e+10 2.329114 28.964285 25.862154
5 NaN 1.830517e+11 0.351351 23.881456 20.958672
6 NaN 1.578956e+10 4.742886 22.199533 14.738783
7 NaN 7.488154e+10 0.000000 21.670111 16.655497
8 NaN 1.715333e+10 0.320641 34.304011 27.257903
9 NaN 4.089280e+10 1.653514 19.651156 16.436447
10 NaN 3.559126e+10 0.000000 33.196585 24.930136
11 NaN 2.447897e+10 1.319199 24.069867 19.778706
12 NaN 6.780636e+09 2.335490 16.389508 11.776218
13 NaN 1.767659e+10 1.586402 25.382672 22.369838
14 NaN 1.212562e+10 1.233299 14.697515 10.250071
15 NaN 3.148850e+10 1.567904 28.171733 24.267864
16 NaN 3.148850e+10 1.567904 30.750495 26.721201
17 NaN 2.915862e+10 0.183964 19.166769 16.577229
18 NaN 2.689029e+10 1.953795 24.028696 20.416437
19 NaN 9.122496e+10 3.305037 24.683168 20.063230
20 NaN 1.613310e+11 0.000000 35.919446 31.780588
21 NaN 1.195848e+11 2.001601 22.014211 19.033264
22 NaN 1.470699e+10 0.000000 28.334220 23.536638
23 NaN 8.562788e+10 0.000000 22.888030 19.585414
24 NaN 4.160547e+10 3.104901 25.222517 21.853067
25 NaN 3.229869e+10 0.000000 21.482158 17.600091
26 NaN 7.319097e+09 1.751927 12.622707 8.736497
27 NaN 7.319097e+09 1.751927 34.873628 32.427341
28 NaN 7.142722e+10 2.777036 23.103430 20.098927
29 NaN 3.069614e+11 2.460025 23.569196 20.234927
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 21.229224 14.500878
12412 1195.38 6.061650e+06 0.000000 86.891257 83.605541
12413 NaN 2.008620e+06 0.000000 70.614207 66.181225
12414 NaN 2.452000e+05 0.000000 88.291909 84.028031
12415 10508.33 6.290900e+06 0.000000 82.417834 78.700845
12416 NaN 2.165040e+07 NaN 73.031786 69.660486
12417 8.61 6.832300e+04 NaN 71.881922 67.579541
12418 NaN 1.513400e+06 NaN 75.604117 71.933133
12419 1180175.18 2.686875e+07 0.000000 119.714868 116.603714
12420 NaN 5.030700e+01 0.000000 40.778095 31.369116
12421 41169.03 2.516850e+07 0.000000 78.006476 74.917201
12422 8788.41 2.156800e+06 0.000000 137.920340 135.219153
12423 19283.45 4.413200e+07 1.196172 27.741895 23.569919
12424 8046.11 4.202742e+06 NaN 68.974985 65.482262
12425 NaN 1.482800e+05 NaN 47.696108 42.587569
12426 3876.43 5.004900e+06 0.000000 127.924625 125.633994
12427 NaN 7.753980e+06 0.000000 80.793965 76.238434
12428 1905981.00 3.085435e+10 4.416058 21.016844 17.941192
12429 NaN 1.352860e+06 NaN 64.995303 58.849788
12430 6860.48 1.956780e+06 NaN 95.043471 91.235683
12431 NaN 1.251480e+06 0.000000 29.906090 22.755595
12432 658437.25 2.418360e+06 NaN 87.568810 83.743481
12433 138469.23 2.350595e+07 NaN 103.389370 99.603860
12434 NaN 3.995000e+05 0.000000 126.120428 124.428578
12435 NaN 1.171966e+07 0.000000 69.034385 64.862379
12436 16791.98 3.920640e+07 0.000000 61.095910 56.889227
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12438 NaN 8.280000e+04 NaN 49.423493 43.429470
12439 11845.02 2.438232e+06 0.000000 153.279713 150.931404
12440 3607399.00 1.030192e+09 0.562390 41.529635 31.156696
HistBeta PredBeta DataDate
0 -0.000100 0.113117 20040326
1 -0.000002 0.075307 20040326
2 -0.127249 0.085170 20040326
3 -0.031494 0.330989 20040326
4 -0.171546 0.141214 20040326
5 0.145416 0.456866 20040326
6 0.000896 0.019381 20040326
7 0.079079 0.137176 20040326
8 0.475171 0.969785 20040326
9 0.029154 0.213923 20040326
10 -0.006396 0.538721 20040326
11 0.564245 0.885400 20040326
12 0.144344 0.482445 20040326
13 0.423365 0.575394 20040326
14 -0.000002 0.046896 20040326
15 -0.074466 0.186398 20040326
16 0.427372 0.637807 20040326
17 0.299746 0.412827 20040326
18 0.031443 0.403650 20040326
19 0.123787 0.309171 20040326
20 0.337396 0.534462 20040326
21 -0.118293 0.111565 20040326
22 0.649593 0.870349 20040326
23 0.120704 0.416663 20040326
24 -0.011822 0.432691 20040326
25 0.286647 0.561424 20040326
26 -0.000456 0.219730 20040326
27 0.181090 0.590494 20040326
28 0.301150 0.490109 20040326
29 -0.128831 0.222087 20040326
... ... ... ...
12411 -0.000002 0.019929 20040326
12412 0.950390 1.146256 20040326
12413 0.878636 1.281411 20040326
12414 1.129393 1.370695 20040326
12415 0.858992 1.183467 20040326
12416 0.636537 1.023779 20040326
12417 0.998612 1.280299 20040326
12418 0.829372 1.087301 20040326
12419 1.081208 1.393255 20040326
12420 0.996790 1.285186 20040326
12421 0.779409 1.079600 20040326
12422 1.156598 1.385712 20040326
12423 0.330211 0.285918 20040326
12424 0.468018 0.910835 20040326
12425 0.343628 0.726514 20040326
12426 0.836110 1.119654 20040326
12427 1.065498 1.425555 20040326
12428 0.203781 0.359348 20040326
12429 0.896743 1.029858 20040326
12430 1.137858 1.400517 20040326
12431 0.151097 0.477230 20040326
12432 1.196590 1.422946 20040326
12433 1.167478 1.452657 20040326
12434 0.494654 0.706465 20040326
12435 0.124531 0.387136 20040326
12436 0.756087 0.993325 20040326
12437 0.615385 0.795806 20040326
12438 0.912327 1.216565 20040326
12439 0.964824 1.203927 20040326
12440 1.144066 1.276839 20040326
[12441 rows x 92 columns],
'20040329': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.178 0.000 0.0
1 USA0011 -0.175 0.000 0.0
2 USA0031 0.195 0.000 0.0
3 USA0062 0.006 0.429 0.0
4 USA00E2 0.181 0.000 0.0
5 USA00F1 0.191 0.000 0.0
6 USA00G2 -0.028 0.000 0.0
7 USA00H1 0.408 0.000 0.0
8 USA00I1 0.121 0.000 0.0
9 USA00J1 0.531 0.000 0.0
10 USA00K1 -1.011 0.000 0.0
11 USA00P1 0.628 0.000 0.0
12 USA00R1 0.305 0.000 0.0
13 USA00S1 0.296 0.000 0.0
14 USA00V1 0.208 0.000 0.0
15 USA0131 -0.382 1.000 0.0
16 USA0161 -0.135 1.000 0.0
17 USA01I1 0.415 0.000 0.0
18 USA01J2 0.386 0.000 0.0
19 USA01L1 0.364 0.000 0.0
20 USA01P1 -0.853 0.000 0.0
21 USA01Q1 0.500 0.000 0.0
22 USA0202 0.769 0.000 0.0
23 USA0231 -0.076 0.000 0.0
24 USA0281 0.690 0.000 0.0
25 USA0291 0.206 0.000 0.0
26 USA02A1 0.067 0.000 0.0
27 USA02B1 0.356 0.000 0.0
28 USA02H1 0.240 0.000 0.0
29 USA02P1 0.031 0.000 0.0
... ... ... ... ...
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12412 USAZY51 1.279 0.000 0.0
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12419 USAZYR1 -0.821 0.000 0.0
12420 USAZYS1 0.728 0.000 0.0
12421 USAZYT1 2.839 0.000 0.0
12422 USAZYV1 2.839 0.000 0.0
12423 USAZYX1 -1.567 0.000 0.0
12424 USAZZ41 -2.853 0.000 0.0
12425 USAZZ51 0.155 0.000 0.0
12426 USAZZ61 0.822 0.000 0.0
12427 USAZZ71 0.993 0.000 0.0
12428 USAZZ81 0.296 0.000 0.0
12429 USAZZ91 1.109 0.000 0.0
12430 USAZZA1 0.996 0.000 0.0
12431 USAZZB1 0.033 0.000 0.0
12432 USAZZD1 2.839 0.000 0.0
12433 USAZZF1 -1.789 0.000 0.0
12434 USAZZI1 1.127 0.000 0.0
12435 USAZZJ1 2.471 0.000 0.0
12436 USAZZL1 2.762 0.000 0.0
12437 USAZZP1 2.839 0.000 0.0
12438 USAZZR1 0.711 0.000 0.0
12439 USAZZX1 -2.723 0.000 0.0
12440 USAZZY1 -1.383 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
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24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12438 0.0 0.0 0.0 0.0
12439 0.0 0.0 0.0 0.0
12440 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.981 0.000 ... NaN NaN
1 -1.981 0.000 ... NaN NaN
2 -2.224 0.000 ... NaN 4630.0
3 -2.043 0.000 ... NaN NaN
4 -2.305 0.000 ... NaN 152.0
5 -1.702 0.000 ... NaN 197.0
6 -1.980 0.000 ... NaN NaN
7 -1.825 0.000 ... NaN NaN
8 -1.062 0.000 ... NaN NaN
9 -1.924 0.861 ... NaN 27116.0
10 -1.992 0.000 ... NaN NaN
11 -0.866 0.000 ... NaN NaN
12 -1.686 0.000 ... NaN NaN
13 -1.157 0.000 ... NaN 20544.0
14 -1.981 0.000 ... NaN NaN
15 -2.131 0.000 ... NaN NaN
16 -1.138 0.000 ... NaN 80.0
17 -1.399 0.000 ... NaN 4170.0
18 -1.919 0.000 ... NaN NaN
19 -1.744 0.000 ... NaN NaN
20 -1.269 0.000 ... NaN 1750.0
21 -2.211 1.000 ... NaN NaN
22 -0.713 0.000 ... NaN NaN
23 -1.744 0.000 ... NaN 14500.0
24 -1.996 0.000 ... NaN NaN
25 -1.425 0.000 ... NaN NaN
26 -1.983 0.000 ... NaN NaN
27 -1.614 0.000 ... NaN NaN
28 -1.386 0.000 ... NaN 8745.0
29 -2.229 0.000 ... NaN 9000.0
... ... ... ... ... ...
12411 -1.981 0.000 ... NaN NaN
12412 -0.106 0.000 ... NaN 200.0
12413 -0.236 0.000 ... NaN NaN
12414 0.530 0.000 ... NaN 32000.0
12415 -0.107 0.000 ... NaN 17500.0
12416 -0.713 0.000 ... NaN NaN
12417 0.005 0.000 ... NaN NaN
12418 -0.334 0.000 ... NaN NaN
12419 0.176 0.000 ... NaN 133525.0
12420 -0.006 0.000 ... NaN NaN
12421 -0.530 0.000 ... NaN 224300.0
12422 0.073 0.000 ... NaN 24188.0
12423 -1.230 0.000 ... NaN 8000.0
12424 -0.766 0.000 ... NaN 215700.0
12425 -1.276 0.000 ... NaN NaN
12426 -0.320 0.000 ... NaN 128206.0
12427 0.130 0.000 ... NaN NaN
12428 -1.560 1.000 ... NaN 26600.0
12429 -0.204 0.000 ... NaN NaN
12430 0.266 0.000 ... NaN 100.0
12431 -1.681 0.000 ... NaN NaN
12432 0.306 0.000 ... NaN 1329408.0
12433 0.348 0.000 ... NaN 40399.0
12434 -0.985 1.000 ... NaN NaN
12435 -1.855 0.000 ... NaN 0.0
12436 -0.533 0.000 ... NaN 5100.0
12437 -0.779 1.000 ... NaN 37000.0
12438 -0.163 0.000 ... NaN NaN
12439 0.002 0.000 ... NaN 42000.0
12440 0.298 0.000 ... NaN 123000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.600718e+10 0.175009 15.867677 10.679341
1 NaN 5.193216e+09 0.000000 17.443033 11.799254
2 NaN 6.342523e+10 2.429907 22.328736 18.805177
3 NaN 2.883560e+10 2.139800 24.176147 21.891471
4 NaN 5.043546e+10 2.329114 28.597390 25.615079
5 NaN 1.866246e+11 0.351351 23.571145 20.711177
6 NaN 1.567108e+10 4.742886 21.780079 14.560103
7 NaN 7.689386e+10 0.000000 21.440745 16.513420
8 NaN 1.764919e+10 0.320641 33.522194 26.958741
9 NaN 4.164238e+10 1.653514 19.453764 16.304843
10 NaN 3.584073e+10 0.000000 32.503255 24.615789
11 NaN 2.496046e+10 1.319199 23.719437 19.705962
12 NaN 6.832557e+09 2.335490 16.114310 11.646355
13 NaN 1.774755e+10 1.586402 24.881680 22.110029
14 NaN 1.236686e+10 1.233299 14.462419 10.139936
15 NaN 3.195263e+10 1.567904 27.701195 23.977937
16 NaN 3.195263e+10 1.567904 30.155412 26.405435
17 NaN 2.972145e+10 0.183964 18.918374 16.438590
18 NaN 2.759866e+10 1.953795 23.688443 20.238240
19 NaN 9.126772e+10 3.305037 23.965209 19.932530
20 NaN 1.645756e+11 0.000000 35.396537 31.603100
21 NaN 1.211047e+11 2.001601 21.762664 18.873704
22 NaN 1.494635e+10 0.000000 27.771878 23.354264
23 NaN 8.670464e+10 0.000000 22.505417 19.344692
24 NaN 4.222347e+10 3.104901 25.117968 21.732196
25 NaN 3.328619e+10 0.000000 21.105935 17.428130
26 NaN 7.362083e+09 1.751927 12.413940 8.651807
27 NaN 7.362083e+09 1.751927 34.362844 32.026193
28 NaN 7.294302e+10 2.777036 22.746523 19.860886
29 NaN 3.108367e+11 2.460025 23.157803 19.929415
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 20.944516 14.432284
12412 175.35 6.061650e+06 0.000000 85.605807 82.546186
12413 NaN 2.008620e+06 0.000000 69.539741 65.329752
12414 114.54 4.904000e+05 0.000000 92.209144 88.126262
12415 10777.73 7.205940e+06 0.000000 80.813158 76.948175
12416 NaN 2.165040e+07 NaN 70.942379 67.686977
12417 NaN 6.832300e+04 NaN 70.628582 66.609716
12418 NaN 1.513400e+06 NaN 74.408446 70.920070
12419 1115891.27 2.758525e+07 0.000000 118.276934 115.411647
12420 NaN 5.030700e+01 0.000000 39.957902 31.059327
12421 45250.87 2.418150e+07 0.000000 77.558025 74.594072
12422 6045.98 1.617600e+06 0.000000 138.489045 136.064399
12423 21899.05 4.543000e+07 1.196172 27.537461 23.470329
12424 8972.25 4.812300e+06 NaN 71.222802 67.914490
12425 NaN 1.482800e+05 NaN 46.398139 42.135500
12426 4098.39 5.004900e+06 0.000000 126.736276 124.421587
12427 NaN 7.753980e+06 0.000000 80.253246 76.046685
12428 1960397.00 3.115844e+10 4.416058 20.765663 17.781998
12429 NaN 1.352860e+06 NaN 64.084505 58.243535
12430 6052.70 1.956780e+06 NaN 93.183704 89.601277
12431 NaN 1.251480e+06 0.000000 29.407706 22.551739
12432 841652.57 2.072880e+06 NaN 84.151679 80.592396
12433 148639.40 2.448992e+07 NaN 102.564483 99.083457
12434 NaN 3.995000e+05 0.000000 124.443654 122.830426
12435 NaN 1.127063e+07 0.000000 68.671158 64.690409
12436 16674.45 3.838960e+07 0.000000 60.417231 56.454263
12437 1633.64 2.614560e+06 NaN 79.193712 76.152314
12438 NaN 8.280000e+04 NaN 48.633798 42.928202
12439 7388.27 2.641418e+06 0.000000 151.858587 149.620353
12440 3799482.52 1.050265e+09 0.562390 40.906677 30.949049
HistBeta PredBeta DataDate
0 -0.000103 0.141172 20040329
1 -0.000003 0.086192 20040329
2 -0.122166 0.096510 20040329
3 -0.031225 0.333262 20040329
4 -0.163022 0.152481 20040329
5 0.140299 0.455170 20040329
6 0.000346 0.030897 20040329
7 0.078398 0.161401 20040329
8 0.462404 0.946006 20040329
9 0.028983 0.225100 20040329
10 -0.005652 0.508995 20040329
11 0.560678 0.889879 20040329
12 0.148472 0.486294 20040329
13 0.414504 0.563300 20040329
14 -0.000003 0.067283 20040329
15 -0.075359 0.173120 20040329
16 0.423936 0.634388 20040329
17 0.292818 0.414659 20040329
18 0.031303 0.398486 20040329
19 0.118996 0.295165 20040329
20 0.357834 0.548278 20040329
21 -0.115380 0.120484 20040329
22 0.637408 0.854605 20040329
23 0.119479 0.415698 20040329
24 -0.007682 0.452083 20040329
25 0.279623 0.547640 20040329
26 -0.000737 0.232599 20040329
27 0.184800 0.592004 20040329
28 0.299023 0.493955 20040329
29 -0.124632 0.220038 20040329
... ... ... ...
12411 -0.000003 0.050613 20040329
12412 0.942586 1.167771 20040329
12413 0.877460 1.286830 20040329
12414 1.262719 1.408081 20040329
12415 0.942566 1.219767 20040329
12416 0.637847 1.027131 20040329
12417 0.998497 1.282381 20040329
12418 0.828027 1.088219 20040329
12419 1.084774 1.348505 20040329
12420 0.993051 1.284230 20040329
12421 0.729765 1.076967 20040329
12422 1.032911 1.362011 20040329
12423 0.377720 0.303731 20040329
12424 0.610771 0.918070 20040329
12425 0.354615 0.711407 20040329
12426 0.835376 1.185088 20040329
12427 1.061496 1.421070 20040329
12428 0.211762 0.367347 20040329
12429 0.893791 1.040444 20040329
12430 1.129900 1.410898 20040329
12431 0.151165 0.478916 20040329
12432 1.150216 1.374908 20040329
12433 1.170965 1.358948 20040329
12434 0.500709 0.722440 20040329
12435 0.063681 0.394161 20040329
12436 0.727902 1.024502 20040329
12437 0.604280 0.849687 20040329
12438 0.914278 1.228032 20040329
12439 0.997243 1.191780 20040329
12440 1.145932 1.258673 20040329
[12441 rows x 92 columns],
'20040330': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.186 0.000 0.0
1 USA0011 0.394 0.000 0.0
2 USA0031 -0.397 0.000 0.0
3 USA0062 0.397 0.429 0.0
4 USA00E2 -0.009 0.000 0.0
5 USA00F1 0.285 0.000 0.0
6 USA00G2 0.089 0.000 0.0
7 USA00H1 -0.245 0.000 0.0
8 USA00I1 0.209 0.000 0.0
9 USA00J1 0.331 0.000 0.0
10 USA00K1 -0.290 0.000 0.0
11 USA00P1 0.723 0.000 0.0
12 USA00R1 0.306 0.000 0.0
13 USA00S1 0.218 0.000 0.0
14 USA00V1 -0.089 0.000 0.0
15 USA0131 0.377 1.000 0.0
16 USA0161 -2.058 1.000 0.0
17 USA01I1 0.262 0.000 0.0
18 USA01J2 0.708 0.000 0.0
19 USA01L1 0.947 0.000 0.0
20 USA01P1 1.261 0.000 0.0
21 USA01Q1 0.395 0.000 0.0
22 USA0202 0.390 0.000 0.0
23 USA0231 0.195 0.000 0.0
24 USA0281 0.037 0.000 0.0
25 USA0291 0.284 0.000 0.0
26 USA02A1 0.029 0.000 0.0
27 USA02B1 0.122 0.000 0.0
28 USA02H1 0.085 0.000 0.0
29 USA02P1 0.489 0.000 0.0
... ... ... ... ...
12411 USAZY41 0.421 0.000 0.0
12412 USAZY51 -2.453 0.000 0.0
12413 USAZY61 -0.278 0.000 0.0
12414 USAZY71 0.368 0.000 0.0
12415 USAZYI1 2.898 0.000 0.0
12416 USAZYJ1 0.623 0.000 0.0
12417 USAZYK1 0.519 0.000 0.0
12418 USAZYM1 0.472 0.000 0.0
12419 USAZYR1 2.898 0.000 0.0
12420 USAZYS1 0.837 0.000 0.0
12421 USAZYT1 2.689 0.000 0.0
12422 USAZYV1 -2.451 0.000 0.0
12423 USAZYX1 -2.075 0.000 0.0
12424 USAZZ41 2.898 0.000 0.0
12425 USAZZ51 0.620 0.000 0.0
12426 USAZZ61 0.735 0.000 0.0
12427 USAZZ71 1.091 0.000 0.0
12428 USAZZ81 0.154 0.000 0.0
12429 USAZZ91 1.412 0.000 0.0
12430 USAZZA1 1.003 0.000 0.0
12431 USAZZB1 0.451 0.000 0.0
12432 USAZZD1 2.898 0.000 0.0
12433 USAZZF1 0.730 0.000 0.0
12434 USAZZI1 -2.584 0.000 0.0
12435 USAZZJ1 -0.426 0.000 0.0
12436 USAZZL1 0.170 0.000 0.0
12437 USAZZP1 1.376 0.000 0.0
12438 USAZZR1 0.705 0.000 0.0
12439 USAZZX1 2.898 0.000 0.0
12440 USAZZY1 -0.419 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
4 0.0 0.0 0.0 0.0
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6 0.0 0.0 0.0 0.0
7 0.0 0.0 0.0 0.0
8 0.0 0.0 0.0 0.0
9 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 0.0
11 0.0 0.0 0.0 0.0
12 0.0 0.0 0.0 0.0
13 0.0 0.0 0.0 0.0
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15 0.0 0.0 0.0 0.0
16 0.0 0.0 0.0 0.0
17 0.0 0.0 0.0 0.0
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19 0.0 0.0 0.0 0.0
20 0.0 0.0 0.0 0.0
21 0.0 0.0 0.0 0.0
22 0.0 0.0 0.0 0.0
23 0.0 0.0 0.0 0.0
24 0.0 0.0 0.0 0.0
25 0.0 0.0 0.0 0.0
26 0.0 0.0 0.0 0.0
27 0.0 0.0 0.0 0.0
28 0.0 0.0 0.0 1.0
29 0.0 0.0 0.0 0.0
... ... ... ... ...
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12440 0.0 0.0 0.0 0.0
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.980 0.000 ... NaN NaN
1 -1.980 0.000 ... NaN NaN
2 -2.222 0.000 ... NaN 4630.0
3 -2.044 0.000 ... NaN NaN
4 -2.309 0.000 ... NaN 152.0
5 -1.704 0.000 ... NaN 197.0
6 -1.973 0.000 ... NaN NaN
7 -1.823 0.000 ... NaN NaN
8 -1.066 0.000 ... NaN NaN
9 -1.923 0.861 ... NaN 27116.0
10 -1.993 0.000 ... NaN NaN
11 -0.866 0.000 ... NaN NaN
12 -1.683 0.000 ... NaN NaN
13 -1.157 0.000 ... NaN 29858.0
14 -1.980 0.000 ... NaN NaN
15 -2.133 0.000 ... NaN NaN
16 -1.097 0.000 ... NaN 4730.0
17 -1.399 0.000 ... NaN 4170.0
18 -1.919 0.000 ... NaN NaN
19 -1.746 0.000 ... NaN NaN
20 -1.294 0.000 ... NaN 2000.0
21 -2.210 1.000 ... NaN NaN
22 -0.717 0.000 ... NaN NaN
23 -1.742 0.000 ... NaN 14500.0
24 -1.994 0.000 ... NaN NaN
25 -1.426 0.000 ... NaN NaN
26 -1.982 0.000 ... NaN NaN
27 -1.612 0.000 ... NaN NaN
28 -1.388 0.000 ... NaN 8745.0
29 -2.228 0.000 ... NaN 9000.0
... ... ... ... ... ...
12411 -1.980 0.000 ... NaN NaN
12412 -0.084 0.000 ... NaN 800.0
12413 -0.279 0.000 ... NaN NaN
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12416 -0.714 0.000 ... NaN NaN
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12420 -0.003 0.000 ... NaN NaN
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12423 -1.161 0.000 ... NaN 3700.0
12424 -0.828 0.000 ... NaN 215465.0
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12427 0.136 0.000 ... NaN 5000.0
12428 -1.553 1.000 ... NaN 16100.0
12429 -0.200 0.000 ... NaN NaN
12430 0.268 0.000 ... NaN NaN
12431 -1.679 0.000 ... NaN NaN
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12433 0.344 0.000 ... NaN 20976.0
12434 -0.954 1.000 ... NaN 1200.0
12435 -1.835 0.000 ... NaN 0.0
12436 -0.535 0.000 ... NaN 2000.0
12437 -0.772 1.000 ... NaN NaN
12438 -0.160 0.000 ... NaN NaN
12439 -0.090 0.000 ... NaN 303800.0
12440 0.340 0.000 ... NaN 75100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.702586e+10 0.175009 15.537196 10.516103
1 NaN 5.299073e+09 0.000000 17.014131 11.619906
2 NaN 6.403494e+10 2.429907 21.936832 18.516254
3 NaN 2.910284e+10 2.139800 23.822172 21.588758
4 NaN 4.986278e+10 2.329114 28.098497 25.208125
5 NaN 1.870419e+11 0.351351 23.140715 20.350370
6 NaN 1.564738e+10 4.742886 21.291203 14.328867
7 NaN 7.613279e+10 0.000000 20.992798 16.262877
8 NaN 1.757940e+10 0.320641 32.943302 26.541223
9 NaN 4.167497e+10 1.653514 19.123280 16.057560
10 NaN 3.559126e+10 0.000000 31.785295 24.224814
11 NaN 2.496640e+10 1.319199 23.586927 19.550466
12 NaN 6.857965e+09 2.335490 15.826193 11.436693
13 NaN 1.782559e+10 1.586402 24.450490 21.761659
14 NaN 1.237702e+10 1.233299 14.163028 9.988553
15 NaN 3.227272e+10 1.567904 27.128211 23.545791
16 NaN 3.227272e+10 1.567904 30.032985 26.362516
17 NaN 2.947467e+10 0.183964 18.585576 16.162210
18 NaN 2.777922e+10 1.953795 23.392117 19.997002
19 NaN 9.308495e+10 3.305037 23.693154 19.742527
20 NaN 1.651969e+11 0.000000 34.832758 31.189104
21 NaN 1.231394e+11 2.001601 21.403127 18.591303
22 NaN 1.498624e+10 0.000000 27.334060 22.998186
23 NaN 8.693537e+10 0.000000 22.124616 19.055949
24 NaN 4.234308e+10 3.104901 24.663700 21.387874
25 NaN 3.362339e+10 0.000000 20.775657 17.174877
26 NaN 7.430861e+09 1.751927 12.165053 8.520527
27 NaN 7.430861e+09 1.751927 33.718155 31.473043
28 NaN 7.309849e+10 2.777036 22.335201 19.540737
29 NaN 3.129783e+11 2.460025 22.730013 19.580906
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 20.533333 14.268418
12412 207.38 6.350300e+06 0.000000 84.401157 81.372668
12413 NaN 2.008620e+06 0.000000 68.294530 64.196848
12414 285.11 4.904000e+05 0.000000 94.770952 91.223077
12415 10828.63 5.947760e+06 0.000000 82.547172 79.122882
12416 NaN 2.165040e+07 NaN 69.402192 66.197627
12417 NaN 6.832300e+04 NaN 69.090510 65.084192
12418 NaN 1.513400e+06 NaN 73.089356 69.675278
12419 1071055.06 2.615225e+07 0.000000 116.825521 113.867073
12420 NaN 5.030700e+01 0.000000 39.426671 30.656583
12421 46332.55 2.368800e+07 0.000000 76.588038 73.566761
12422 5908.01 1.887200e+06 0.000000 136.602381 134.300481
12423 22434.09 4.724720e+07 1.196172 27.704675 23.707358
12424 9935.57 4.491480e+06 NaN 69.766618 66.574079
12425 NaN 1.482800e+05 NaN 45.706715 41.437136
12426 4011.33 5.004900e+06 0.000000 124.535198 122.264422
12427 3267.73 7.753980e+06 0.000000 79.304788 75.179871
12428 1898877.59 3.122127e+10 4.416058 20.437808 17.508172
12429 NaN 1.352860e+06 NaN 62.809446 57.058877
12430 NaN 1.956780e+06 NaN 91.668435 88.109011
12431 NaN 1.251480e+06 0.000000 28.946474 22.292936
12432 911365.26 1.468290e+06 NaN 84.060641 80.604230
12433 144028.34 2.459925e+07 NaN 100.462777 97.065588
12434 258.72 4.700000e+05 0.000000 123.475693 121.820194
12435 NaN 1.164572e+07 0.000000 67.322278 63.612241
12436 16348.34 3.879800e+07 0.000000 59.316302 55.529653
12437 NaN 5.116080e+06 NaN 77.983389 75.092983
12438 NaN 8.280000e+04 NaN 47.921731 42.274681
12439 7328.62 2.031860e+06 0.000000 150.813447 148.676696
12440 3785592.86 1.085469e+09 0.562390 40.376472 30.459777
HistBeta PredBeta DataDate
0 -0.000106 0.146328 20040330
1 -0.000005 0.099143 20040330
2 -0.121897 0.088728 20040330
3 -0.032408 0.341283 20040330
4 -0.165522 0.151005 20040330
5 0.138601 0.465114 20040330
6 0.003289 0.034824 20040330
7 0.078715 0.153367 20040330
8 0.459536 0.944278 20040330
9 0.028707 0.228992 20040330
10 -0.006649 0.511824 20040330
11 0.560167 0.902361 20040330
12 0.149150 0.491440 20040330
13 0.414042 0.566582 20040330
14 -0.000005 0.063323 20040330
15 -0.077202 0.187922 20040330
16 0.444254 0.624921 20040330
17 0.291944 0.419874 20040330
18 0.030748 0.410230 20040330
19 0.117848 0.309838 20040330
20 0.344756 0.575071 20040330
21 -0.115902 0.124104 20040330
22 0.635337 0.851668 20040330
23 0.119388 0.424710 20040330
24 -0.007097 0.447880 20040330
25 0.278657 0.542783 20040330
26 -0.000881 0.235931 20040330
27 0.185146 0.592878 20040330
28 0.297690 0.493251 20040330
29 -0.124994 0.229754 20040330
... ... ... ...
12411 -0.000005 0.062387 20040330
12412 0.953415 1.126195 20040330
12413 0.855475 1.249233 20040330
12414 1.264753 1.363685 20040330
12415 0.901546 1.213261 20040330
12416 0.636447 1.041827 20040330
12417 0.998990 1.293439 20040330
12418 0.823644 1.086374 20040330
12419 1.079539 1.421227 20040330
12420 0.994171 1.303627 20040330
12421 0.748053 1.124514 20040330
12422 1.056552 1.268968 20040330
12423 0.412057 0.314942 20040330
12424 0.579208 0.988591 20040330
12425 0.352365 0.730342 20040330
12426 0.832998 1.183150 20040330
12427 1.063990 1.428125 20040330
12428 0.214627 0.379054 20040330
12429 0.894912 1.048487 20040330
12430 1.130331 1.424466 20040330
12431 0.151281 0.493983 20040330
12432 1.123046 1.361098 20040330
12433 1.168856 1.414529 20040330
12434 0.515714 0.666504 20040330
12435 0.072875 0.396906 20040330
12436 0.726919 1.008261 20040330
12437 0.607617 0.862792 20040330
12438 0.915162 1.236142 20040330
12439 0.950651 1.224206 20040330
12440 1.166924 1.292294 20040330
[12441 rows x 92 columns],
'20040331': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.099 0.000 0.0
1 USA0011 -0.026 0.000 0.0
2 USA0031 0.782 0.000 0.0
3 USA0062 0.596 0.434 0.0
4 USA00E2 0.617 0.000 0.0
5 USA00F1 0.265 0.000 0.0
6 USA00G2 0.501 0.000 0.0
7 USA00H1 -0.112 0.000 0.0
8 USA00I1 0.565 0.000 0.0
9 USA00J1 0.478 0.000 0.0
10 USA00K1 0.339 0.000 0.0
11 USA00P1 0.236 0.000 0.0
12 USA00R1 0.579 0.000 0.0
13 USA00S1 0.170 0.000 0.0
14 USA00V1 0.252 0.000 0.0
15 USA0131 0.833 1.000 0.0
16 USA0161 2.658 1.000 0.0
17 USA01I1 0.639 0.000 0.0
18 USA01J2 -0.014 0.000 0.0
19 USA01L1 0.796 0.000 0.0
20 USA01P1 -0.074 0.000 0.0
21 USA01Q1 0.530 0.000 0.0
22 USA0202 0.528 0.000 0.0
23 USA0231 -0.464 0.000 0.0
24 USA0281 0.452 0.000 0.0
25 USA0291 -0.039 0.000 0.0
26 USA02A1 0.117 0.000 0.0
27 USA02B1 -1.173 0.000 0.0
28 USA02H1 0.109 0.000 0.0
29 USA02P1 0.502 0.145 0.0
... ... ... ... ...
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12428 USAZYI1 0.713 0.000 0.0
12429 USAZYJ1 0.369 0.000 0.0
12430 USAZYK1 0.278 0.000 0.0
12431 USAZYM1 0.340 0.000 0.0
12432 USAZYR1 -2.850 0.000 0.0
12433 USAZYS1 0.116 0.000 0.0
12434 USAZYT1 0.655 0.000 0.0
12435 USAZYV1 -2.850 0.000 0.0
12436 USAZYX1 -2.425 0.000 0.0
12437 USAZZ41 -2.032 0.000 0.0
12438 USAZZ51 -2.850 0.000 0.0
12439 USAZZ61 -2.716 0.000 0.0
12440 USAZZ71 -2.850 0.000 0.0
12441 USAZZ81 0.042 0.000 0.0
12442 USAZZ91 1.451 0.000 0.0
12443 USAZZA1 0.169 0.000 0.0
12444 USAZZB1 -0.065 0.000 0.0
12445 USAZZD1 -2.850 0.000 0.0
12446 USAZZF1 1.696 0.000 0.0
12447 USAZZI1 0.744 0.000 0.0
12448 USAZZJ1 0.164 0.000 0.0
12449 USAZZL1 0.579 0.000 0.0
12450 USAZZP1 1.069 0.000 0.0
12451 USAZZR1 0.065 0.000 0.0
12452 USAZZX1 -2.817 0.000 0.0
12453 USAZZY1 -0.040 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.000
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.982 0.000 ... NaN 0.0
2 -2.225 0.000 ... NaN 4630.0
3 -2.048 0.000 ... NaN 15280.0
4 -2.312 0.000 ... NaN 152.0
5 -1.707 0.000 ... NaN 197.0
6 -1.975 0.000 ... NaN 0.0
7 -1.825 0.000 ... NaN 0.0
8 -1.065 0.000 ... NaN 2610.0
9 -1.924 0.866 ... NaN 27116.0
10 -1.995 0.000 ... NaN 0.0
11 -0.865 0.000 ... NaN NaN
12 -1.699 0.000 ... NaN NaN
13 -1.164 0.000 ... NaN 33040.0
14 -1.982 0.000 ... NaN NaN
15 -2.135 0.000 ... NaN NaN
16 -1.090 0.000 ... NaN 2640.0
17 -1.399 0.000 ... NaN 4170.0
18 -1.918 0.000 ... NaN 3250.0
19 -1.747 0.000 ... NaN 34128.0
20 -1.296 0.000 ... NaN 1500.0
21 -2.212 1.000 ... NaN 38290.0
22 -0.719 0.000 ... NaN NaN
23 -1.747 0.000 ... NaN 14500.0
24 -1.996 0.000 ... NaN NaN
25 -1.430 0.000 ... NaN 0.0
26 -1.983 0.000 ... NaN 3950.0
27 -1.611 0.000 ... NaN 200.0
28 -1.092 0.000 ... NaN 8745.0
29 -2.233 0.000 ... NaN 9000.0
... ... ... ... ... ...
12424 -1.982 0.000 ... NaN NaN
12425 -0.082 0.000 ... NaN NaN
12426 -0.278 0.000 ... NaN NaN
12427 0.517 0.000 ... NaN 30000.0
12428 -0.186 0.000 ... NaN 12700.0
12429 -0.669 0.000 ... NaN NaN
12430 0.007 0.000 ... NaN 126000.0
12431 -0.329 0.000 ... NaN NaN
12432 0.175 0.000 ... NaN 95725.0
12433 -0.001 0.000 ... NaN NaN
12434 -0.476 0.000 ... NaN 28500.0
12435 0.121 0.000 ... NaN 11800.0
12436 -1.139 0.000 ... NaN 20400.0
12437 -0.853 0.000 ... NaN 256512.0
12438 -1.164 0.000 ... NaN 8700.0
12439 -0.320 0.000 ... NaN 1141269.0
12440 0.133 0.000 ... NaN 2000.0
12441 -1.545 1.000 ... NaN 20900.0
12442 -0.200 0.000 ... NaN NaN
12443 0.270 0.000 ... NaN NaN
12444 -1.686 0.000 ... NaN NaN
12445 0.240 0.000 ... NaN 97783370.0
12446 0.348 0.000 ... NaN 46385.0
12447 -0.952 1.000 ... NaN NaN
12448 -1.842 0.000 ... NaN 0.0
12449 -0.533 0.000 ... NaN NaN
12450 -0.770 1.000 ... NaN NaN
12451 -0.160 0.000 ... NaN NaN
12452 -0.090 0.000 ... NaN 41500.0
12453 0.347 0.000 ... NaN 115900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.722560e+10 0.174520 15.259231 10.263743
1 NaN 5.311527e+09 0.000000 16.768182 11.359425
2 NaN 6.425381e+10 2.530414 21.569147 18.174893
3 NaN 2.918042e+10 2.215657 23.421944 21.159822
4 NaN 5.000928e+10 2.450067 27.610528 24.672918
5 NaN 1.860769e+11 0.364401 22.666936 19.850040
6 NaN 1.545781e+10 4.854369 20.990499 14.060746
7 NaN 7.503633e+10 0.000000 20.575783 15.871589
8 NaN 1.763450e+10 0.333264 32.466874 25.946675
9 NaN 4.155276e+10 1.725490 18.855790 15.751155
10 NaN 3.555800e+10 0.000000 31.186957 23.681889
11 NaN 2.496640e+10 1.333333 23.264650 19.119532
12 NaN 6.872326e+09 2.379039 15.761413 11.303186
13 NaN 1.794385e+10 1.476209 23.990548 21.245550
14 NaN 1.231099e+10 1.237624 13.937397 9.774194
15 NaN 3.286488e+10 1.655710 26.686270 23.120087
16 NaN 3.286488e+10 1.655710 30.025730 26.235444
17 NaN 2.982968e+10 0.174165 18.296015 15.833610
18 NaN 2.745629e+10 1.871759 22.861676 19.511437
19 NaN 9.383322e+10 3.326498 23.458235 19.452947
20 NaN 1.623665e+11 0.000000 34.279335 30.663104
21 NaN 1.233111e+11 1.988072 21.041892 18.240766
22 NaN 1.486656e+10 0.000000 26.951624 22.487740
23 NaN 8.619190e+10 0.000000 21.809342 18.663987
24 NaN 4.208392e+10 3.315964 24.231301 20.891482
25 NaN 3.278040e+10 0.000000 20.530432 16.772224
26 NaN 7.499639e+09 1.910585 11.956607 8.318649
27 NaN 7.499639e+09 1.910585 33.128980 30.858274
28 NaN 7.224342e+10 2.797579 22.194236 19.102946
29 NaN 3.112446e+11 2.621232 22.365813 19.176929
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 20.216783 13.933282
12425 NaN 6.350300e+06 0.000000 84.139739 81.125820
12426 NaN 2.008620e+06 NaN 69.461010 65.542087
12427 311.56 7.356000e+05 0.000000 96.098499 92.568173
12428 10754.42 5.947760e+06 0.000000 78.687963 74.764173
12429 NaN 2.165040e+07 NaN 68.523179 65.225988
12430 13.70 6.832300e+04 NaN 68.582116 64.518316
12431 NaN 1.513400e+06 NaN 74.236654 70.929103
12432 1042598.90 2.722700e+07 0.000000 115.760191 112.940989
12433 NaN 5.030700e+01 0.000000 38.861740 29.919853
12434 43975.47 2.368800e+07 0.000000 75.373395 72.343031
12435 5547.84 2.022000e+06 0.000000 136.378893 133.929685
12436 27953.64 5.347760e+07 0.970874 34.993288 31.571072
12437 11409.95 4.651890e+06 NaN 68.390759 65.209628
12438 63.35 2.965600e+05 0.000000 57.652719 53.763529
12439 4568.89 6.117100e+06 0.000000 125.454851 123.208003
12440 3271.37 8.350440e+06 0.000000 79.197382 75.118214
12441 1886316.77 3.162348e+10 4.740379 20.077849 17.102174
12442 NaN 1.352860e+06 NaN 61.869121 56.015452
12443 NaN 1.956780e+06 NaN 91.596841 87.930700
12444 NaN 1.251480e+06 0.000000 28.620675 21.774073
12445 1025260.77 1.986510e+06 NaN 86.105674 82.778912
12446 148331.64 2.405260e+07 NaN 98.795796 95.244838
12447 NaN 4.700000e+05 NaN 122.661019 121.097404
12448 NaN 1.190153e+07 0.000000 66.419435 62.412686
12449 NaN 3.879800e+07 0.000000 58.316793 54.407356
12450 NaN 5.116080e+06 NaN 76.556193 73.623295
12451 NaN 8.280000e+04 NaN 47.092799 41.301236
12452 7116.41 2.133453e+06 0.000000 150.822410 148.613710
12453 3761661.55 1.083616e+09 0.455970 39.841921 29.723774
HistBeta PredBeta DataDate
0 -0.000105 0.137227 20040331
1 -0.000004 0.085091 20040331
2 -0.122195 0.107577 20040331
3 -0.033145 0.342724 20040331
4 -0.166006 0.161465 20040331
5 0.138130 0.468144 20040331
6 0.003343 0.035850 20040331
7 0.078742 0.150047 20040331
8 0.460475 0.961719 20040331
9 0.028686 0.231065 20040331
10 -0.006593 0.522880 20040331
11 0.561114 0.896932 20040331
12 0.142051 0.495227 20040331
13 0.410868 0.563754 20040331
14 -0.000004 0.061180 20040331
15 -0.076884 0.199045 20040331
16 0.447659 0.700543 20040331
17 0.292836 0.426813 20040331
18 0.031885 0.404573 20040331
19 0.117942 0.311686 20040331
20 0.344286 0.562697 20040331
21 -0.115938 0.126355 20040331
22 0.634464 0.856021 20040331
23 0.117736 0.413324 20040331
24 -0.007192 0.455756 20040331
25 0.277064 0.542748 20040331
26 -0.000853 0.229612 20040331
27 0.185969 0.567402 20040331
28 0.446754 0.608122 20040331
29 -0.126421 0.229223 20040331
... ... ... ...
12424 -0.000004 0.049924 20040331
12425 0.954047 1.165196 20040331
12426 0.855959 1.257165 20040331
12427 1.255369 1.300163 20040331
12428 0.902275 1.292552 20040331
12429 0.659574 1.064009 20040331
12430 0.998926 1.290783 20040331
12431 0.829965 1.078180 20040331
12432 1.083314 1.303106 20040331
12433 0.994759 1.293332 20040331
12434 0.756460 1.095748 20040331
12435 1.056034 1.307691 20040331
12436 0.423352 0.378848 20040331
12437 0.567039 0.901787 20040331
12438 0.410760 0.732512 20040331
12439 0.834473 1.120300 20040331
12440 1.062346 1.349454 20040331
12441 0.219204 0.377936 20040331
12442 0.894913 1.040642 20040331
12443 1.131045 1.428912 20040331
12444 0.148367 0.493940 20040331
12445 1.116270 1.227473 20040331
12446 1.170453 1.438279 20040331
12447 0.517465 0.730390 20040331
12448 0.069963 0.410204 20040331
12449 0.727551 1.020232 20040331
12450 0.608500 0.874535 20040331
12451 0.915218 1.235964 20040331
12452 0.950405 1.200483 20040331
12453 1.169587 1.308479 20040331
[12454 rows x 92 columns],
'20040401': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.651 0.000 0.0
1 USA0011 0.279 0.000 0.0
2 USA0031 0.425 0.000 0.0
3 USA0062 -0.056 0.434 0.0
4 USA00E2 0.269 0.000 0.0
5 USA00F1 0.292 0.000 0.0
6 USA00G2 -0.589 0.000 0.0
7 USA00H1 0.246 0.000 0.0
8 USA00I1 0.286 0.000 0.0
9 USA00J1 0.477 0.000 0.0
10 USA00K1 -0.093 0.000 0.0
11 USA00P1 0.539 0.000 0.0
12 USA00R1 0.352 0.000 0.0
13 USA00S1 -1.623 0.000 0.0
14 USA00V1 0.078 0.000 0.0
15 USA0131 -0.093 1.000 0.0
16 USA0161 0.166 1.000 0.0
17 USA01I1 0.299 0.000 0.0
18 USA01J2 0.083 0.000 0.0
19 USA01L1 -0.945 0.000 0.0
20 USA01P1 -0.166 0.000 0.0
21 USA01Q1 0.431 0.000 0.0
22 USA0202 0.536 0.000 0.0
23 USA0231 -0.101 0.000 0.0
24 USA0281 -0.142 0.000 0.0
25 USA0291 0.155 0.000 0.0
26 USA02A1 -0.369 0.000 0.0
27 USA02B1 -0.132 0.000 0.0
28 USA02H1 0.157 0.000 0.0
29 USA02P1 -0.317 0.145 0.0
... ... ... ... ...
12424 USAZY41 -0.092 0.000 0.0
12425 USAZY51 0.702 0.000 0.0
12426 USAZY61 -2.800 0.000 0.0
12427 USAZY71 0.762 0.000 0.0
12428 USAZYI1 0.608 0.000 0.0
12429 USAZYJ1 0.251 0.000 0.0
12430 USAZYK1 0.489 0.000 0.0
12431 USAZYM1 0.396 0.000 0.0
12432 USAZYR1 -0.186 0.000 0.0
12433 USAZYS1 0.564 0.000 0.0
12434 USAZYT1 0.704 0.000 0.0
12435 USAZYV1 2.743 0.000 0.0
12436 USAZYX1 1.177 0.000 0.0
12437 USAZZ41 -0.111 0.000 0.0
12438 USAZZ51 0.299 0.000 0.0
12439 USAZZ61 0.611 0.000 0.0
12440 USAZZ71 0.754 0.000 0.0
12441 USAZZ81 -0.109 0.000 0.0
12442 USAZZ91 -0.610 0.000 0.0
12443 USAZZA1 0.866 0.000 0.0
12444 USAZZB1 -0.392 0.000 0.0
12445 USAZZD1 -2.800 0.000 0.0
12446 USAZZF1 -2.163 0.000 0.0
12447 USAZZI1 0.506 0.000 0.0
12448 USAZZJ1 -2.714 0.000 0.0
12449 USAZZL1 0.868 0.000 0.0
12450 USAZZP1 1.113 0.000 0.0
12451 USAZZR1 0.629 0.000 0.0
12452 USAZZX1 1.220 0.000 0.0
12453 USAZZY1 -2.800 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
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12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.983 0.000 ... NaN NaN
1 -1.982 0.000 ... NaN NaN
2 -2.224 0.000 ... NaN 4630.0
3 -2.050 0.000 ... NaN NaN
4 -2.313 0.000 ... NaN 152.0
5 -1.717 0.000 ... NaN 197.0
6 -1.976 0.000 ... NaN NaN
7 -1.826 0.000 ... NaN NaN
8 -1.072 0.000 ... NaN NaN
9 -1.926 0.866 ... NaN 27116.0
10 -1.997 0.000 ... NaN NaN
11 -0.861 0.000 ... NaN NaN
12 -1.711 0.000 ... NaN NaN
13 -1.111 0.000 ... NaN 17275.0
14 -1.982 0.000 ... NaN NaN
15 -2.138 0.000 ... NaN NaN
16 -1.095 0.000 ... NaN NaN
17 -1.403 0.000 ... NaN 4170.0
18 -1.920 0.000 ... NaN NaN
19 -1.751 0.000 ... NaN NaN
20 -1.288 0.000 ... NaN 2000.0
21 -2.213 1.000 ... NaN NaN
22 -0.725 0.000 ... NaN NaN
23 -1.748 0.000 ... NaN 14500.0
24 -1.995 0.000 ... NaN NaN
25 -1.434 0.000 ... NaN NaN
26 -1.984 0.000 ... NaN NaN
27 -1.618 0.000 ... NaN 20.0
28 -1.094 0.000 ... NaN 8745.0
29 -2.234 0.000 ... NaN 9000.0
... ... ... ... ... ...
12424 -1.982 0.000 ... NaN NaN
12425 -0.083 0.000 ... NaN NaN
12426 0.038 0.000 ... NaN 3500.0
12427 0.519 0.000 ... NaN 21700.0
12428 -0.183 0.000 ... NaN 2500.0
12429 -0.670 0.000 ... NaN NaN
12430 0.009 0.000 ... NaN 3200.0
12431 -0.336 0.000 ... NaN NaN
12432 0.175 0.000 ... NaN 119568.0
12433 0.002 0.000 ... NaN NaN
12434 -0.473 0.000 ... NaN 89720.0
12435 0.095 0.000 ... NaN 500.0
12436 -1.166 0.000 ... NaN 8700.0
12437 -0.852 0.000 ... NaN 172114.0
12438 -1.166 0.000 ... NaN NaN
12439 -0.320 0.000 ... NaN 158342.0
12440 0.138 0.000 ... NaN NaN
12441 -1.534 1.000 ... NaN 24100.0
12442 -0.206 0.000 ... NaN NaN
12443 0.270 0.000 ... NaN NaN
12444 -1.686 0.000 ... NaN NaN
12445 0.262 0.000 ... NaN 54127320.0
12446 0.355 0.000 ... NaN 66194.0
12447 -0.956 1.000 ... NaN NaN
12448 -1.826 0.000 ... NaN 0.0
12449 -0.530 0.000 ... NaN 11500.0
12450 -0.775 1.000 ... NaN NaN
12451 -0.157 0.000 ... NaN NaN
12452 -0.087 0.000 ... NaN 23900.0
12453 0.438 0.000 ... NaN 146000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.746528e+10 0.174520 15.634206 10.572738
1 NaN 5.280393e+09 0.000000 17.177950 11.688058
2 NaN 6.542632e+10 2.530414 22.085766 18.609255
3 NaN 2.919766e+10 2.215657 24.038917 21.800767
4 NaN 5.120790e+10 2.450067 28.281724 25.272665
5 NaN 1.912146e+11 0.364401 23.197807 20.390146
6 NaN 1.524455e+10 4.854369 21.444495 14.404095
7 NaN 7.566841e+10 0.000000 21.012622 16.238722
8 NaN 1.799446e+10 0.333264 33.039204 26.575901
9 NaN 4.188681e+10 1.725490 19.376446 16.197729
10 NaN 3.610683e+10 0.000000 31.796791 24.223741
11 NaN 2.504963e+10 1.333333 23.787008 19.613111
12 NaN 6.964016e+09 2.379039 16.109332 11.606147
13 NaN 1.799588e+10 1.476209 24.837071 22.021431
14 NaN 1.264111e+10 1.237624 14.202886 9.995384
15 NaN 3.262481e+10 1.655710 27.150875 23.553263
16 NaN 3.262481e+10 1.655710 30.496365 26.843024
17 NaN 2.993359e+10 0.174165 18.699468 16.167848
18 NaN 2.743198e+10 1.871759 23.295819 19.929022
19 NaN 9.402563e+10 3.326498 24.007581 19.935942
20 NaN 1.638852e+11 0.000000 35.004909 31.362259
21 NaN 1.239975e+11 1.988072 21.550925 18.677555
22 NaN 1.533197e+10 0.000000 27.419763 23.007267
23 NaN 8.724302e+10 0.000000 22.222715 19.068337
24 NaN 4.270192e+10 3.315964 24.657170 21.349335
25 NaN 3.251546e+10 0.000000 20.894646 17.137528
26 NaN 7.193005e+09 1.910585 12.269407 8.509667
27 NaN 7.193005e+09 1.910585 33.698715 31.497423
28 NaN 7.320537e+10 2.797579 22.598739 19.501799
29 NaN 3.122644e+11 2.621232 22.753990 19.528334
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 20.612213 14.250538
12425 NaN 6.350300e+06 0.000000 85.801132 82.779031
12426 442.43 4.463600e+06 NaN 76.139129 72.146506
12427 317.56 7.356000e+05 0.000000 98.259151 94.755388
12428 9903.74 5.947760e+06 0.000000 79.700859 75.720915
12429 NaN 2.165040e+07 NaN 69.784397 66.447811
12430 13.34 6.832300e+04 NaN 69.765146 65.622028
12431 NaN 1.513400e+06 NaN 75.885319 72.584105
12432 1001813.57 2.758525e+07 0.000000 118.720255 115.892618
12433 NaN 5.030700e+01 0.000000 39.561506 30.583200
12434 45907.23 2.368800e+07 0.000000 77.077574 74.084570
12435 5374.06 1.887200e+06 0.000000 140.295706 137.768568
12436 32197.27 5.295840e+07 0.970874 35.820435 32.448210
12437 11947.88 4.651890e+06 NaN 69.862552 66.688972
12438 NaN 2.965600e+05 0.000000 58.734919 54.963848
12439 4594.73 6.117100e+06 0.000000 128.551941 126.500438
12440 NaN 8.350440e+06 0.000000 81.730315 77.877658
12441 1807482.05 3.188177e+10 4.740379 20.485072 17.473735
12442 NaN 1.352860e+06 NaN 63.082597 57.153763
12443 NaN 1.956780e+06 NaN 93.675748 90.006143
12444 NaN 1.251480e+06 0.000000 29.190596 22.241335
12445 1089102.52 2.245620e+06 NaN 88.796346 85.498750
12446 155015.61 2.492724e+07 NaN 102.000578 98.502093
12447 NaN 4.700000e+05 NaN 124.696455 123.114471
12448 NaN 1.231935e+07 0.000000 68.268003 64.032557
12449 18831.30 4.063625e+07 0.000000 59.553302 55.678371
12450 NaN 5.116080e+06 NaN 79.035268 75.831504
12451 NaN 8.280000e+04 NaN 48.044731 42.234752
12452 6323.75 2.133453e+06 0.000000 154.994107 152.816506
12453 3834622.55 1.148157e+09 0.455970 41.631338 31.653473
HistBeta PredBeta DataDate
0 -0.000105 0.122955 20040401
1 -0.000003 0.094026 20040401
2 -0.121244 0.108494 20040401
3 -0.033913 0.333122 20040401
4 -0.166222 0.161201 20040401
5 0.133467 0.467067 20040401
6 0.003118 0.019420 20040401
7 0.078815 0.156853 20040401
8 0.457045 0.952001 20040401
9 0.028532 0.235133 20040401
10 -0.007155 0.513439 20040401
11 0.562982 0.905324 20040401
12 0.136533 0.488840 20040401
13 0.437520 0.552114 20040401
14 -0.000003 0.062725 20040401
15 -0.078207 0.187672 20040401
16 0.445645 0.668451 20040401
17 0.291119 0.425422 20040401
18 0.031328 0.403522 20040401
19 0.116215 0.275482 20040401
20 0.348903 0.565660 20040401
21 -0.115780 0.128121 20040401
22 0.631637 0.853341 20040401
23 0.117634 0.414581 20040401
24 -0.006315 0.442767 20040401
25 0.275572 0.544036 20040401
26 -0.000998 0.221630 20040401
27 0.183095 0.570167 20040401
28 0.446401 0.608282 20040401
29 -0.126129 0.217067 20040401
... ... ... ...
12424 -0.000003 0.049196 20040401
12425 0.954134 1.177302 20040401
12426 1.014892 1.325848 20040401
12427 1.256191 1.364501 20040401
12428 0.903865 1.293979 20040401
12429 0.658986 1.068367 20040401
12430 1.000257 1.303955 20040401
12431 0.826620 1.076712 20040401
12432 1.083382 1.354979 20040401
12433 0.996456 1.301851 20040401
12434 0.758197 1.105973 20040401
12435 1.043462 1.405591 20040401
12436 0.409929 0.427653 20040401
12437 0.567606 0.939439 20040401
12438 0.409950 0.725407 20040401
12439 0.835046 1.070083 20040401
12440 1.064979 1.374748 20040401
12441 0.225281 0.380419 20040401
12442 0.892353 0.991630 20040401
12443 1.131417 1.435242 20040401
12444 0.148690 0.486110 20040401
12445 1.127339 1.233546 20040401
12446 1.174072 1.360363 20040401
12447 0.515474 0.724692 20040401
12448 0.078736 0.361638 20040401
12449 0.729253 1.021561 20040401
12450 0.606359 0.897875 20040401
12451 0.916641 1.241277 20040401
12452 0.951773 1.288874 20040401
12453 1.215443 1.299650 20040401
[12454 rows x 92 columns],
'20040402': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.172 0.000 0.0
1 USA0011 -1.059 0.000 0.0
2 USA0031 0.120 0.000 0.0
3 USA0062 0.210 0.434 0.0
4 USA00E2 -0.279 0.000 0.0
5 USA00F1 -0.018 0.000 0.0
6 USA00G2 -0.203 0.000 0.0
7 USA00H1 0.181 0.000 0.0
8 USA00I1 0.783 0.000 0.0
9 USA00J1 -0.321 0.000 0.0
10 USA00K1 0.872 0.000 0.0
11 USA00P1 0.838 0.000 0.0
12 USA00R1 0.152 0.000 0.0
13 USA00S1 2.546 0.000 0.0
14 USA00V1 0.161 0.000 0.0
15 USA0131 0.366 1.000 0.0
16 USA0161 -1.864 1.000 0.0
17 USA01I1 0.823 0.000 0.0
18 USA01J2 0.208 0.000 0.0
19 USA01L1 -0.026 0.000 0.0
20 USA01P1 0.271 0.000 0.0
21 USA01Q1 -0.486 0.000 0.0
22 USA0202 1.428 0.000 0.0
23 USA0231 -0.387 0.000 0.0
24 USA0281 0.405 0.000 0.0
25 USA0291 0.355 0.000 0.0
26 USA02A1 -0.380 0.000 0.0
27 USA02B1 2.236 0.000 0.0
28 USA02H1 -0.794 0.000 0.0
29 USA02P1 -0.213 0.145 0.0
... ... ... ... ...
12418 USAZY41 -0.506 0.000 0.0
12419 USAZY51 0.370 0.000 0.0
12420 USAZY61 1.382 0.000 0.0
12421 USAZY71 -2.374 0.000 0.0
12422 USAZYI1 1.968 0.000 0.0
12423 USAZYJ1 -0.430 0.000 0.0
12424 USAZYK1 1.638 0.000 0.0
12425 USAZYM1 1.021 0.000 0.0
12426 USAZYR1 1.331 0.000 0.0
12427 USAZYS1 1.758 0.000 0.0
12428 USAZYT1 -2.522 0.000 0.0
12429 USAZYV1 2.882 0.000 0.0
12430 USAZYX1 -1.567 0.000 0.0
12431 USAZZ41 2.663 0.000 0.0
12432 USAZZ51 1.118 0.000 0.0
12433 USAZZ61 2.882 0.000 0.0
12434 USAZZ71 1.837 0.000 0.0
12435 USAZZ81 0.211 0.000 0.0
12436 USAZZ91 1.510 0.000 0.0
12437 USAZZA1 1.933 0.000 0.0
12438 USAZZB1 -0.238 0.000 0.0
12439 USAZZD1 1.467 0.000 0.0
12440 USAZZF1 2.882 0.000 0.0
12441 USAZZI1 0.689 0.000 0.0
12442 USAZZJ1 0.327 0.000 0.0
12443 USAZZL1 1.249 0.000 0.0
12444 USAZZP1 0.815 0.000 0.0
12445 USAZZR1 1.569 0.000 0.0
12446 USAZZX1 2.882 0.000 0.0
12447 USAZZY1 -1.946 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
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12433 0.0 0.0 0.0 0.000
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12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.952 0.000 ... NaN NaN
1 -1.952 0.000 ... NaN NaN
2 -2.186 0.000 ... NaN 4630.0
3 -2.020 0.000 ... NaN NaN
4 -2.277 0.000 ... NaN 152.0
5 -1.700 0.000 ... NaN 197.0
6 -1.947 0.000 ... NaN NaN
7 -1.799 0.000 ... NaN NaN
8 -1.072 0.000 ... NaN NaN
9 -1.898 0.866 ... NaN 27116.0
10 -1.968 0.000 ... NaN NaN
11 -0.844 0.000 ... NaN NaN
12 -1.696 0.000 ... NaN NaN
13 -1.194 0.000 ... NaN 13381.0
14 -1.952 0.000 ... NaN NaN
15 -2.109 0.000 ... NaN NaN
16 -0.961 0.000 ... NaN 330.0
17 -1.391 0.000 ... NaN 4170.0
18 -1.893 0.000 ... NaN NaN
19 -1.730 0.000 ... NaN NaN
20 -1.253 0.000 ... NaN 500.0
21 -2.178 1.000 ... NaN NaN
22 -0.730 0.000 ... NaN NaN
23 -1.723 0.000 ... NaN 14500.0
24 -1.965 0.000 ... NaN NaN
25 -1.419 0.000 ... NaN NaN
26 -1.955 0.000 ... NaN NaN
27 -1.638 0.000 ... NaN 25.0
28 -1.181 0.000 ... NaN 8745.0
29 -2.197 0.000 ... NaN 9000.0
... ... ... ... ... ...
12418 -1.952 0.000 ... NaN NaN
12419 -0.077 0.000 ... NaN 2000.0
12420 0.027 0.000 ... NaN NaN
12421 0.575 0.000 ... NaN 15000.0
12422 -0.179 0.000 ... NaN 9500.0
12423 -0.679 0.000 ... NaN NaN
12424 0.007 0.000 ... NaN 102942.0
12425 -0.342 0.000 ... NaN NaN
12426 0.162 0.000 ... NaN 152710.0
12427 0.002 0.000 ... NaN NaN
12428 -0.348 0.000 ... NaN 182750.0
12429 0.051 0.000 ... NaN 93455.0
12430 -1.139 0.000 ... NaN 4100.0
12431 -0.882 0.000 ... NaN 17700.0
12432 -1.154 0.000 ... NaN NaN
12433 -0.447 0.000 ... NaN 507000.0
12434 0.139 0.000 ... NaN NaN
12435 -1.533 1.000 ... NaN 23800.0
12436 -0.213 0.000 ... NaN NaN
12437 0.261 0.000 ... NaN NaN
12438 -1.661 0.000 ... NaN NaN
12439 0.244 0.000 ... NaN 76003670.0
12440 0.315 0.000 ... NaN 46200.0
12441 -0.957 1.000 ... NaN 1000.0
12442 -1.833 0.000 ... NaN 0.0
12443 -0.524 0.000 ... NaN NaN
12444 -0.791 1.000 ... NaN NaN
12445 -0.156 0.000 ... NaN NaN
12446 -0.110 0.000 ... NaN 20200.0
12447 0.390 0.000 ... NaN 261400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.836412e+10 0.174520 16.340322 10.752877
1 NaN 5.398703e+09 0.000000 18.175466 11.961044
2 NaN 6.623927e+10 2.530414 22.661762 18.811229
3 NaN 2.951662e+10 2.215657 24.540848 22.095520
4 NaN 5.160744e+10 2.450067 28.865510 25.525655
5 NaN 1.937704e+11 0.364401 23.614137 20.616690
6 NaN 1.548151e+10 4.854369 22.310321 14.573430
7 NaN 7.685516e+10 0.000000 21.696657 16.417292
8 NaN 1.863358e+10 0.333264 33.876768 27.187987
9 NaN 4.155276e+10 1.725490 20.012619 16.542065
10 NaN 3.752051e+10 0.000000 33.354761 24.966743
11 NaN 2.630389e+10 1.333333 24.312476 20.164155
12 NaN 6.983901e+09 2.379039 16.527079 11.769302
13 NaN 1.797932e+10 1.476209 26.426745 23.443585
14 NaN 1.265635e+10 1.237624 14.825833 10.133255
15 NaN 3.348104e+10 1.655710 28.060676 24.049184
16 NaN 3.348104e+10 1.655710 31.600799 27.540038
17 NaN 3.026262e+10 0.174165 19.168298 16.453233
18 NaN 2.819591e+10 1.871759 23.852526 20.181310
19 NaN 9.410046e+10 3.326498 24.680823 20.201823
20 NaN 1.687866e+11 0.000000 35.753761 31.923431
21 NaN 1.248555e+11 1.988072 22.122320 18.906034
22 NaN 1.578409e+10 0.000000 28.227439 23.683468
23 NaN 8.885815e+10 0.000000 22.711335 19.299056
24 NaN 4.356912e+10 3.315964 25.271181 21.710026
25 NaN 3.157612e+10 0.000000 21.463269 17.490622
26 NaN 7.213065e+09 1.910585 12.779797 8.718399
27 NaN 7.213065e+09 1.910585 34.775841 32.386190
28 NaN 7.307905e+10 2.797579 23.478185 20.283493
29 NaN 3.167516e+11 2.621232 23.190472 19.713088
... ... ... ... ... ...
12418 NaN 5.056250e+06 NaN 21.609379 14.445059
12419 309.20 6.465760e+06 0.000000 87.136298 83.951807
12420 NaN 4.463600e+06 NaN 79.955296 76.222483
12421 344.84 9.808000e+05 0.000000 102.755036 99.054645
12422 9469.20 5.947760e+06 0.000000 81.425462 77.150610
12423 NaN 2.165040e+07 NaN 70.255960 66.757720
12424 16.34 6.832300e+04 NaN 69.680069 65.280495
12425 NaN 1.513400e+06 NaN 77.581881 74.086652
12426 947531.49 2.758525e+07 0.000000 120.661843 117.681592
12427 NaN 5.030700e+01 0.000000 41.029521 31.595781
12428 43306.97 2.615550e+07 0.000000 79.089831 75.853556
12429 5673.26 1.752400e+06 0.000000 142.871453 140.306986
12430 34027.09 5.399680e+07 0.970874 37.434232 33.652113
12431 11748.03 4.523562e+06 NaN 70.966791 67.502886
12432 NaN 2.965600e+05 0.000000 60.193043 55.999624
12433 4788.01 5.004900e+06 0.000000 132.627559 130.499492
12434 NaN 8.350440e+06 0.000000 83.100261 78.997767
12435 1720041.32 3.196222e+10 4.740379 21.056694 17.730949
12436 NaN 1.352860e+06 NaN 64.585130 58.111006
12437 NaN 1.956780e+06 NaN 94.995760 91.095676
12438 NaN 1.251480e+06 0.000000 30.435852 22.770856
12439 1178918.23 2.245620e+06 NaN 88.904078 85.426425
12440 159292.44 2.405260e+07 NaN 104.235812 100.450035
12441 349.63 4.700000e+05 NaN 126.657353 124.921678
12442 NaN 1.233679e+07 0.000000 69.850888 65.068213
12443 NaN 4.063625e+07 0.000000 60.670425 56.482953
12444 NaN 5.116080e+06 NaN 79.602180 76.155730
12445 NaN 8.280000e+04 NaN 49.426572 43.354140
12446 6037.25 2.031860e+06 0.000000 157.799458 155.420741
12447 4134605.05 1.148157e+09 0.455970 43.246024 32.387909
HistBeta PredBeta DataDate
0 -0.000107 0.134483 20040402
1 -0.000003 0.068022 20040402
2 -0.119399 0.107945 20040402
3 -0.034907 0.338915 20040402
4 -0.166267 0.152423 20040402
5 0.128921 0.463733 20040402
6 0.002769 0.021426 20040402
7 0.078648 0.161712 20040402
8 0.450340 0.954390 20040402
9 0.027976 0.218708 20040402
10 -0.008284 0.539688 20040402
11 0.566900 0.918650 20040402
12 0.130988 0.483872 20040402
13 0.388139 0.592974 20040402
14 -0.000003 0.071526 20040402
15 -0.079982 0.198080 20040402
16 0.507241 0.678651 20040402
17 0.287324 0.433564 20040402
18 0.030336 0.406965 20040402
19 0.113727 0.279396 20040402
20 0.357535 0.575517 20040402
21 -0.115282 0.120824 20040402
22 0.625474 0.867880 20040402
23 0.117211 0.406002 20040402
24 -0.006739 0.452940 20040402
25 0.272618 0.549248 20040402
26 -0.001179 0.216509 20040402
27 0.160858 0.594524 20040402
28 0.394786 0.542775 20040402
29 -0.125221 0.219691 20040402
... ... ... ...
12418 -0.000003 0.040199 20040402
12419 0.959610 1.181683 20040402
12420 1.012421 1.297114 20040402
12421 1.293184 1.337884 20040402
12422 0.907167 1.326560 20040402
12423 0.651427 1.044868 20040402
12424 1.002471 1.327675 20040402
12425 0.824016 1.086118 20040402
12426 1.081845 1.379978 20040402
12427 0.999731 1.334095 20040402
12428 0.820769 1.098019 20040402
12429 1.024669 1.401135 20040402
12430 0.416302 0.357913 20040402
12431 0.547556 0.967996 20040402
12432 0.408504 0.747215 20040402
12433 0.769865 1.059041 20040402
12434 1.069748 1.402125 20040402
12435 0.214503 0.376409 20040402
12436 0.889771 1.032380 20040402
12437 1.132584 1.460932 20040402
12438 0.148932 0.496216 20040402
12439 1.123432 1.311788 20040402
12440 1.160164 1.423143 20040402
12441 0.509075 0.720325 20040402
12442 0.061159 0.389763 20040402
12443 0.730486 1.039637 20040402
12444 0.593881 0.889943 20040402
12445 0.918987 1.258686 20040402
12446 0.942432 1.307003 20040402
12447 1.198380 1.260622 20040402
[12448 rows x 92 columns],
'20040405': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.230 0.000 0.0
1 USA0011 -0.138 0.000 0.0
2 USA0031 0.336 0.000 0.0
3 USA0062 0.412 0.434 0.0
4 USA00E2 -0.001 0.000 0.0
5 USA00F1 0.652 0.000 0.0
6 USA00G2 -0.026 0.000 0.0
7 USA00H1 0.700 0.000 0.0
8 USA00I1 0.377 0.000 0.0
9 USA00J1 0.171 0.000 0.0
10 USA00K1 0.034 0.000 0.0
11 USA00P1 0.089 0.000 0.0
12 USA00R1 -0.111 0.000 0.0
13 USA00S1 0.028 0.000 0.0
14 USA00V1 0.522 0.000 0.0
15 USA0131 0.684 1.000 0.0
16 USA0161 -1.189 1.000 0.0
17 USA01I1 0.819 0.000 0.0
18 USA01J2 0.619 0.000 0.0
19 USA01L1 0.359 0.000 0.0
20 USA01P1 0.404 0.000 0.0
21 USA01Q1 0.003 0.000 0.0
22 USA0202 0.612 0.000 0.0
23 USA0231 0.405 0.000 0.0
24 USA0281 -0.240 0.000 0.0
25 USA0291 0.473 0.000 0.0
26 USA02A1 0.240 0.000 0.0
27 USA02B1 0.362 0.000 0.0
28 USA02H1 -0.105 0.000 0.0
29 USA02P1 0.386 0.145 0.0
... ... ... ... ...
12419 USAZY41 -0.553 0.000 0.0
12420 USAZY51 0.823 0.000 0.0
12421 USAZY61 1.365 0.000 0.0
12422 USAZY71 0.130 0.000 0.0
12423 USAZYI1 2.794 0.000 0.0
12424 USAZYJ1 -0.223 0.000 0.0
12425 USAZYK1 0.658 0.000 0.0
12426 USAZYM1 -0.220 0.000 0.0
12427 USAZYR1 -2.771 0.000 0.0
12428 USAZYS1 0.317 0.000 0.0
12429 USAZYT1 1.598 0.000 0.0
12430 USAZYV1 -2.771 0.000 0.0
12431 USAZYX1 -1.696 0.000 0.0
12432 USAZZ41 -2.771 0.000 0.0
12433 USAZZ51 0.124 0.000 0.0
12434 USAZZ61 -2.771 0.000 0.0
12435 USAZZ71 0.515 0.000 0.0
12436 USAZZ81 0.990 0.000 0.0
12437 USAZZ91 0.337 0.000 0.0
12438 USAZZA1 -2.771 0.000 0.0
12439 USAZZB1 -0.089 0.000 0.0
12440 USAZZD1 2.794 0.000 0.0
12441 USAZZF1 -2.771 0.000 0.0
12442 USAZZI1 -0.093 0.000 0.0
12443 USAZZJ1 2.794 0.000 0.0
12444 USAZZL1 2.794 0.000 0.0
12445 USAZZP1 0.241 0.000 0.0
12446 USAZZR1 0.305 0.000 0.0
12447 USAZZX1 0.234 0.000 0.0
12448 USAZZY1 -1.236 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
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12434 0.0 0.0 0.0 0.000
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12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.942 0.000 ... NaN NaN
1 -1.942 0.000 ... NaN NaN
2 -2.170 0.000 ... NaN 4630.0
3 -2.011 0.000 ... NaN NaN
4 -2.260 0.000 ... NaN 152.0
5 -1.697 0.000 ... NaN 197.0
6 -1.937 0.000 ... NaN NaN
7 -1.789 0.000 ... NaN NaN
8 -1.074 0.000 ... NaN NaN
9 -1.887 0.866 ... NaN 27116.0
10 -1.957 0.000 ... NaN NaN
11 -0.846 0.000 ... NaN NaN
12 -1.698 0.000 ... NaN NaN
13 -1.195 0.000 ... NaN NaN
14 -1.942 0.000 ... NaN NaN
15 -2.099 0.000 ... NaN NaN
16 -0.902 0.000 ... NaN 3660.0
17 -1.389 0.000 ... NaN 4170.0
18 -1.883 0.000 ... NaN NaN
19 -1.725 0.000 ... NaN NaN
20 -1.254 0.000 ... NaN NaN
21 -2.164 1.000 ... NaN NaN
22 -0.735 0.000 ... NaN NaN
23 -1.714 0.000 ... NaN 14500.0
24 -1.953 0.000 ... NaN NaN
25 -1.416 0.000 ... NaN NaN
26 -1.944 0.000 ... NaN NaN
27 -1.629 0.000 ... NaN NaN
28 -1.311 0.000 ... NaN 8745.0
29 -2.184 0.000 ... NaN 9000.0
... ... ... ... ... ...
12419 -1.942 0.000 ... NaN NaN
12420 -0.092 0.000 ... NaN 1400.0
12421 0.022 0.000 ... NaN 5000.0
12422 0.564 0.000 ... NaN NaN
12423 -0.206 0.000 ... NaN 18500.0
12424 -0.678 0.000 ... NaN NaN
12425 0.006 0.000 ... NaN 19400.0
12426 -0.343 0.000 ... NaN NaN
12427 0.212 0.000 ... NaN 755875.0
12428 -0.002 0.000 ... NaN NaN
12429 -0.373 0.000 ... NaN 82795.0
12430 0.073 0.000 ... NaN 25840.0
12431 -1.183 0.000 ... NaN 5400.0
12432 -0.819 0.000 ... NaN 247198.0
12433 -1.145 0.000 ... NaN NaN
12434 -0.387 0.000 ... NaN 219000.0
12435 0.134 0.000 ... NaN NaN
12436 -1.558 1.000 ... NaN 52600.0
12437 -0.215 0.000 ... NaN NaN
12438 0.344 0.000 ... NaN 16300.0
12439 -1.651 0.000 ... NaN NaN
12440 0.214 0.000 ... NaN 61906070.0
12441 0.329 0.000 ... NaN 48267.0
12442 -0.954 1.000 ... NaN NaN
12443 -1.897 0.000 ... NaN 0.0
12444 -0.583 0.000 ... NaN 3100.0
12445 -0.793 1.000 ... NaN NaN
12446 -0.155 0.000 ... NaN NaN
12447 -0.114 0.000 ... NaN 25000.0
12448 0.367 0.000 ... NaN 120500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.898331e+10 0.174520 16.707659 10.837102
1 NaN 5.417384e+09 0.000000 18.445742 11.992289
2 NaN 6.705221e+10 2.530414 22.840446 18.830588
3 NaN 3.017178e+10 2.215657 24.857879 22.260236
4 NaN 5.107472e+10 2.450067 29.008961 25.451257
5 NaN 1.981778e+11 0.364401 23.757549 20.726263
6 NaN 1.539462e+10 4.854369 22.774749 14.586057
7 NaN 7.702285e+10 0.000000 22.196908 16.573917
8 NaN 1.862623e+10 0.333264 34.120562 27.275796
9 NaN 4.124315e+10 1.725490 20.087489 16.564786
10 NaN 3.772008e+10 0.000000 33.821113 25.011635
11 NaN 2.679133e+10 1.333333 24.233896 20.205186
12 NaN 7.018146e+09 2.379039 16.627906 11.788379
13 NaN 1.807393e+10 1.476209 26.340675 23.494285
14 NaN 1.282903e+10 1.237624 15.368627 10.327468
15 NaN 3.404119e+10 1.655710 28.472368 24.138136
16 NaN 3.404119e+10 1.655710 31.917325 27.710890
17 NaN 3.076484e+10 0.174165 19.469549 16.638553
18 NaN 2.861607e+10 1.871759 24.131281 20.274718
19 NaN 9.520149e+10 3.326498 24.960243 20.263503
20 NaN 1.713408e+11 0.000000 35.904138 31.899820
21 NaN 1.239975e+11 1.988072 22.263261 18.918877
22 NaN 1.570430e+10 0.000000 28.299085 23.816801
23 NaN 8.970418e+10 0.000000 22.962552 19.398064
24 NaN 4.383825e+10 3.315964 25.436844 21.749409
25 NaN 3.220234e+10 0.000000 21.742159 17.640091
26 NaN 7.221662e+09 1.910585 13.047382 8.774365
27 NaN 7.221662e+09 1.910585 34.907608 32.381702
28 NaN 7.292359e+10 2.797579 23.504440 20.323267
29 NaN 3.220545e+11 2.621232 23.539289 19.858900
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 22.086902 14.363406
12420 397.92 6.408030e+06 0.000000 88.427056 85.193919
12421 494.11 4.463600e+06 NaN 81.871514 78.202223
12422 NaN 9.808000e+05 0.000000 104.507024 100.854432
12423 9656.30 5.719000e+06 0.000000 82.468380 78.118161
12424 NaN 2.165040e+07 NaN 70.350241 66.757848
12425 17.16 6.832300e+04 NaN 73.505751 69.294336
12426 NaN 1.513400e+06 NaN 77.858439 74.308562
12427 526258.53 3.045125e+07 0.000000 120.938540 117.915862
12428 NaN 5.030700e+01 0.000000 41.276804 31.593741
12429 44823.35 2.566200e+07 0.000000 79.022639 75.863750
12430 5425.96 1.887200e+06 0.000000 142.870139 140.302718
12431 38610.29 5.347760e+07 0.970874 38.721639 34.028256
12432 13328.78 4.812300e+06 NaN 72.389073 68.772305
12433 NaN 2.965600e+05 0.000000 60.351306 55.939332
12434 4992.22 5.561000e+06 0.000000 133.177656 130.762945
12435 NaN 8.350440e+06 0.000000 83.148118 78.949513
12436 1783832.71 3.137594e+10 4.740379 21.432913 17.854266
12437 NaN 1.352860e+06 NaN 64.637337 57.863455
12438 7471.70 2.500330e+06 NaN 97.949522 93.976027
12439 NaN 1.251480e+06 0.000000 30.737832 22.784285
12440 1305637.84 2.072880e+06 NaN 90.382186 86.878437
12441 166852.93 2.569255e+07 NaN 104.100972 100.251462
12442 NaN 4.700000e+05 NaN 125.841712 124.002383
12443 NaN 1.171551e+07 0.000000 70.807595 65.609540
12444 18725.38 3.849750e+07 0.000000 61.687208 57.309274
12445 NaN 5.116080e+06 NaN 80.643552 77.106617
12446 NaN 8.280000e+04 NaN 49.473112 43.244714
12447 4944.12 2.031860e+06 0.000000 157.525157 155.167664
12448 4334541.24 1.152172e+09 0.455970 43.796967 32.581213
HistBeta PredBeta DataDate
0 -0.000108 0.145167 20040405
1 -0.000003 0.075126 20040405
2 -0.117901 0.101897 20040405
3 -0.035546 0.336929 20040405
4 -0.164033 0.150827 20040405
5 0.126138 0.477079 20040405
6 0.002518 0.018195 20040405
7 0.078715 0.182885 20040405
8 0.446780 0.944220 20040405
9 0.027891 0.233549 20040405
10 -0.008126 0.528704 20040405
11 0.564278 0.902268 20040405
12 0.125559 0.468573 20040405
13 0.384427 0.566272 20040405
14 -0.000003 0.081240 20040405
15 -0.080934 0.210385 20040405
16 0.535448 0.693292 20040405
17 0.284714 0.436457 20040405
18 0.030110 0.421837 20040405
19 0.111318 0.279909 20040405
20 0.354293 0.586259 20040405
21 -0.114740 0.127762 20040405
22 0.621639 0.849425 20040405
23 0.117111 0.423529 20040405
24 -0.005765 0.441906 20040405
25 0.270740 0.554616 20040405
26 -0.001321 0.223921 20040405
27 0.161211 0.581253 20040405
28 0.324996 0.461818 20040405
29 -0.124888 0.229167 20040405
... ... ... ...
12419 -0.000003 0.027343 20040405
12420 0.952812 1.183233 20040405
12421 1.011456 1.272420 20040405
12422 1.290559 1.372465 20040405
12423 0.894126 1.327956 20040405
12424 0.651050 1.038678 20040405
12425 1.003192 1.303970 20040405
12426 0.823329 1.059410 20040405
12427 1.109381 1.322748 20040405
12428 0.999147 1.317238 20040405
12429 0.808153 1.113364 20040405
12430 1.037941 1.294623 20040405
12431 0.390612 0.305852 20040405
12432 0.578224 0.900623 20040405
12433 0.410446 0.731311 20040405
12434 0.800615 1.083058 20040405
12435 1.069322 1.391519 20040405
12436 0.197383 0.381303 20040405
12437 0.889476 1.007476 20040405
12438 1.177205 1.417322 20040405
12439 0.149415 0.499049 20040405
12440 1.110445 1.314002 20040405
12441 1.169743 1.353005 20040405
12442 0.508825 0.702279 20040405
12443 0.023084 0.409602 20040405
12444 0.699806 1.043228 20040405
12445 0.591445 0.876621 20040405
12446 0.920144 1.247270 20040405
12447 0.941462 1.254483 20040405
12448 1.188950 1.252704 20040405
[12449 rows x 92 columns],
'20040406': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.311 0.000 0.0
1 USA0011 0.622 0.000 0.0
2 USA0031 0.195 0.000 0.0
3 USA0062 0.429 0.434 0.0
4 USA00E2 0.550 0.000 0.0
5 USA00F1 0.273 0.000 0.0
6 USA00G2 0.731 0.000 0.0
7 USA00H1 -0.532 0.000 0.0
8 USA00I1 -0.885 0.000 0.0
9 USA00J1 0.434 0.000 0.0
10 USA00K1 -0.267 0.000 0.0
11 USA00P1 -0.225 0.000 0.0
12 USA00R1 0.289 0.000 0.0
13 USA00S1 -0.494 0.000 0.0
14 USA00V1 0.275 0.000 0.0
15 USA0131 0.746 1.000 0.0
16 USA0161 1.613 1.000 0.0
17 USA01I1 -0.506 0.000 0.0
18 USA01J2 0.884 0.000 0.0
19 USA01L1 0.022 0.000 0.0
20 USA01P1 -0.747 0.000 0.0
21 USA01Q1 0.456 0.000 0.0
22 USA0202 -0.759 0.000 0.0
23 USA0231 0.257 0.000 0.0
24 USA0281 0.548 0.000 0.0
25 USA0291 -0.357 0.000 0.0
26 USA02A1 0.876 0.000 0.0
27 USA02B1 -2.488 0.000 0.0
28 USA02H1 0.501 0.000 0.0
29 USA02P1 0.337 0.145 0.0
... ... ... ... ...
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12421 USAZY51 -2.729 0.000 0.0
12422 USAZY61 -0.897 0.000 0.0
12423 USAZY71 2.143 0.000 0.0
12424 USAZYI1 -1.578 0.000 0.0
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12426 USAZYK1 -1.083 0.000 0.0
12427 USAZYM1 -0.657 0.000 0.0
12428 USAZYR1 -2.729 0.000 0.0
12429 USAZYS1 -1.571 0.000 0.0
12430 USAZYT1 2.641 0.000 0.0
12431 USAZYV1 2.402 0.000 0.0
12432 USAZYX1 -2.729 0.000 0.0
12433 USAZZ41 -0.228 0.000 0.0
12434 USAZZ51 -1.229 0.000 0.0
12435 USAZZ61 -1.478 0.000 0.0
12436 USAZZ71 2.454 0.000 0.0
12437 USAZZ81 -0.663 0.000 0.0
12438 USAZZ91 -1.473 0.000 0.0
12439 USAZZA1 -1.775 0.000 0.0
12440 USAZZB1 -0.395 0.000 0.0
12441 USAZZD1 1.704 0.000 0.0
12442 USAZZF1 -2.052 0.000 0.0
12443 USAZZI1 -1.524 0.000 0.0
12444 USAZZJ1 -2.729 0.000 0.0
12445 USAZZL1 -1.634 0.000 0.0
12446 USAZZP1 -1.050 0.000 0.0
12447 USAZZR1 -1.518 0.000 0.0
12448 USAZZX1 -1.433 0.000 0.0
12449 USAZZY1 1.529 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
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11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
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12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
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12438 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.938 0.000 ... NaN NaN
1 -1.938 0.000 ... NaN NaN
2 -2.167 0.000 ... NaN 4630.0
3 -2.006 0.000 ... NaN NaN
4 -2.255 0.000 ... NaN 152.0
5 -1.692 0.000 ... NaN 197.0
6 -1.933 0.000 ... NaN NaN
7 -1.787 0.000 ... NaN NaN
8 -1.071 0.000 ... NaN NaN
9 -1.885 0.866 ... NaN 27116.0
10 -1.954 0.000 ... NaN NaN
11 -0.839 0.000 ... NaN NaN
12 -1.695 0.000 ... NaN NaN
13 -1.211 0.000 ... NaN 16001.0
14 -1.938 0.000 ... NaN NaN
15 -2.093 0.000 ... NaN NaN
16 -0.874 0.000 ... NaN 1200.0
17 -1.385 0.000 ... NaN 4170.0
18 -1.881 0.000 ... NaN NaN
19 -1.721 0.000 ... NaN NaN
20 -1.251 0.000 ... NaN NaN
21 -2.160 1.000 ... NaN NaN
22 -0.732 0.000 ... NaN NaN
23 -1.712 0.000 ... NaN 14500.0
24 -1.951 0.000 ... NaN NaN
25 -1.413 0.000 ... NaN NaN
26 -1.941 0.000 ... NaN NaN
27 -1.670 0.000 ... NaN 300.0
28 -1.312 0.000 ... NaN 8745.0
29 -2.180 0.000 ... NaN 9000.0
... ... ... ... ... ...
12420 -1.938 0.000 ... NaN NaN
12421 -0.125 0.000 ... NaN 100.0
12422 0.029 0.000 ... NaN NaN
12423 0.587 0.000 ... NaN 125.0
12424 -0.208 0.000 ... NaN 14525.0
12425 -0.677 0.000 ... NaN NaN
12426 0.009 0.000 ... NaN 4000.0
12427 -0.345 0.000 ... NaN NaN
12428 0.211 0.000 ... NaN 341211.0
12429 0.001 0.000 ... NaN NaN
12430 -0.305 0.000 ... NaN 25990.0
12431 0.120 0.000 ... NaN 35136.0
12432 -1.179 0.000 ... NaN 3300.0
12433 -0.823 0.000 ... NaN 123050.0
12434 -1.141 0.000 ... NaN NaN
12435 -0.383 0.000 ... NaN 20325.0
12436 0.170 0.000 ... NaN 21000.0
12437 -1.570 1.000 ... NaN 29600.0
12438 -0.213 0.000 ... NaN NaN
12439 0.348 0.000 ... NaN NaN
12440 -1.650 0.000 ... NaN NaN
12441 0.226 0.000 ... NaN 35746571.0
12442 0.336 0.000 ... NaN 62275.0
12443 -0.955 1.000 ... NaN 1000.0
12444 -1.919 0.000 ... NaN 0.0
12445 -0.582 0.000 ... NaN 16000.0
12446 -0.792 1.000 ... NaN NaN
12447 -0.154 0.000 ... NaN NaN
12448 -0.112 0.000 ... NaN 280000.0
12449 0.396 0.000 ... NaN 93200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.828422e+10 0.174520 16.523224 10.614887
1 NaN 5.479653e+09 0.000000 18.260276 11.808289
2 NaN 6.752122e+10 2.530414 22.462239 18.421910
3 NaN 3.020626e+10 2.215657 24.518114 21.905149
4 NaN 5.146095e+10 2.450067 28.535042 24.906767
5 NaN 1.977345e+11 0.364401 23.365500 20.271136
6 NaN 1.558419e+10 4.854369 22.599184 14.404006
7 NaN 7.590060e+10 0.000000 21.925274 16.290713
8 NaN 1.823689e+10 0.333264 33.825955 26.810222
9 NaN 4.157720e+10 1.725490 19.748090 16.169041
10 NaN 3.715461e+10 0.000000 33.495881 24.510599
11 NaN 2.640494e+10 1.333333 23.929861 19.779101
12 NaN 6.958493e+09 2.379039 16.448853 11.539049
13 NaN 1.848308e+10 1.476209 25.949991 23.024210
14 NaN 1.257001e+10 1.237624 15.181620 10.103742
15 NaN 3.389715e+10 1.655710 28.059531 23.657956
16 NaN 3.389715e+10 1.655710 31.516835 27.243258
17 NaN 3.059599e+10 0.174165 19.134369 16.303839
18 NaN 2.878969e+10 1.871759 23.868507 19.889777
19 NaN 9.519080e+10 3.326498 24.533544 19.827208
20 NaN 1.700292e+11 0.000000 35.501377 31.390090
21 NaN 1.247084e+11 1.988072 21.899986 18.499982
22 NaN 1.523889e+10 0.000000 28.043385 23.411041
23 NaN 8.921707e+10 0.000000 22.574083 18.972811
24 NaN 4.401767e+10 3.315964 25.003251 21.281687
25 NaN 3.121484e+10 0.000000 21.445559 17.292325
26 NaN 7.321963e+09 1.910585 13.105737 8.719231
27 NaN 7.321963e+09 1.910585 35.511993 32.829203
28 NaN 7.198107e+10 2.797579 23.200817 19.900831
29 NaN 3.214427e+11 2.621232 23.160641 19.466754
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 21.947671 14.135819
12421 385.29 7.010400e+06 0.000000 87.842669 84.466802
12422 NaN 4.463600e+06 NaN 80.385952 76.544482
12423 305.38 8.582000e+05 0.000000 98.628389 94.604471
12424 9547.49 5.719000e+06 0.000000 82.255060 77.951232
12425 NaN 2.165040e+07 NaN 70.083005 66.436399
12426 16.56 6.832300e+04 NaN 73.054702 68.753555
12427 NaN 1.513400e+06 NaN 76.966562 73.323463
12428 515831.03 3.116775e+07 0.000000 118.805925 115.724669
12429 NaN 5.030700e+01 0.000000 41.263059 31.321615
12430 43341.16 2.319450e+07 0.000000 78.526973 75.114761
12431 5370.98 1.617600e+06 0.000000 140.816541 138.075570
12432 38447.09 5.347760e+07 0.970874 39.784799 34.342184
12433 13561.91 4.812300e+06 NaN 72.257752 68.893242
12434 NaN 2.965600e+05 0.000000 59.615862 55.001333
12435 4774.54 5.561000e+06 0.000000 130.698091 128.302606
12436 2951.82 7.753980e+06 0.000000 82.112654 77.610760
12437 1748995.23 3.174330e+10 4.740379 21.055847 17.505756
12438 NaN 1.352860e+06 NaN 63.880725 56.888786
12439 NaN 2.500330e+06 NaN 102.026539 98.265066
12440 NaN 1.251480e+06 0.000000 30.518143 22.446269
12441 1283662.08 1.986510e+06 NaN 87.912801 84.283776
12442 165977.43 2.591121e+07 NaN 105.163662 101.316999
12443 441.45 4.747000e+05 NaN 125.348847 123.321198
12444 NaN 1.209057e+07 0.000000 69.789857 64.669589
12445 21154.23 3.858305e+07 0.000000 60.696302 56.320904
12446 NaN 5.116080e+06 NaN 80.250005 76.663406
12447 NaN 8.280000e+04 NaN 49.087455 42.672838
12448 4973.94 2.031860e+06 0.000000 154.629427 152.284212
12449 4336259.59 1.131790e+09 0.455970 43.611563 32.034449
HistBeta PredBeta DataDate
0 -0.000106 0.140630 20040406
1 -0.000003 0.084366 20040406
2 -0.117887 0.092514 20040406
3 -0.035015 0.330415 20040406
4 -0.163138 0.156364 20040406
5 0.126847 0.470405 20040406
6 0.002679 0.024450 20040406
7 0.078096 0.157174 20040406
8 0.446573 0.919712 20040406
9 0.027624 0.231033 20040406
10 -0.008030 0.521008 20040406
11 0.566304 0.895165 20040406
12 0.125218 0.468721 20040406
13 0.374850 0.540525 20040406
14 -0.000003 0.074055 20040406
15 -0.079661 0.212030 20040406
16 0.548157 0.748571 20040406
17 0.284823 0.409711 20040406
18 0.029565 0.421599 20040406
19 0.111719 0.268664 20040406
20 0.354122 0.564550 20040406
21 -0.114275 0.127253 20040406
22 0.621690 0.825970 20040406
23 0.116543 0.419197 20040406
24 -0.006730 0.439493 20040406
25 0.270390 0.536355 20040406
26 -0.001219 0.233589 20040406
27 0.138036 0.501472 20040406
28 0.322388 0.468721 20040406
29 -0.124515 0.224168 20040406
... ... ... ...
12420 -0.000003 0.029746 20040406
12421 0.933999 1.113446 20040406
12422 1.013448 1.241478 20040406
12423 1.300843 1.436857 20040406
12424 0.891584 1.246156 20040406
12425 0.649840 1.032883 20040406
12426 1.003100 1.273405 20040406
12427 0.820937 1.050629 20040406
12428 1.107354 1.248773 20040406
12429 0.998938 1.283445 20040406
12430 0.841340 1.180153 20040406
12431 1.060235 1.414443 20040406
12432 0.390940 0.291817 20040406
12433 0.574474 0.898659 20040406
12434 0.410727 0.709217 20040406
12435 0.801123 1.089882 20040406
12436 1.086014 1.450292 20040406
12437 0.189480 0.340600 20040406
12438 0.888767 0.974789 20040406
12439 1.177855 1.331147 20040406
12440 0.148420 0.486614 20040406
12441 1.114801 1.299646 20040406
12442 1.171540 1.331908 20040406
12443 0.506719 0.656450 20040406
12444 0.010155 0.323208 20040406
12445 0.698584 0.981363 20040406
12446 0.590414 0.850149 20040406
12447 0.919255 1.216438 20040406
12448 0.940698 1.242408 20040406
12449 1.202391 1.321479 20040406
[12450 rows x 92 columns],
'20040407': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.814 0.000 0.0
1 USA0011 -0.486 0.000 0.0
2 USA0031 0.197 0.000 0.0
3 USA0062 -2.795 0.434 0.0
4 USA00E2 0.169 0.000 0.0
5 USA00F1 -0.294 0.000 0.0
6 USA00G2 -1.182 0.000 0.0
7 USA00H1 -0.286 0.000 0.0
8 USA00I1 0.170 0.000 0.0
9 USA00J1 0.059 0.000 0.0
10 USA00K1 0.041 0.000 0.0
11 USA00P1 -0.139 0.000 0.0
12 USA00R1 0.339 0.000 0.0
13 USA00S1 0.813 0.000 0.0
14 USA00V1 -0.235 0.000 0.0
15 USA0131 0.067 1.000 0.0
16 USA0161 0.688 1.000 0.0
17 USA01I1 -0.100 0.000 0.0
18 USA01J2 -0.405 0.000 0.0
19 USA01L1 0.082 0.000 0.0
20 USA01P1 -0.017 0.000 0.0
21 USA01Q1 0.032 0.000 0.0
22 USA0202 -0.063 0.000 0.0
23 USA0231 -0.372 0.000 0.0
24 USA0281 -0.778 0.000 0.0
25 USA0291 -0.362 0.000 0.0
26 USA02A1 -0.403 0.000 0.0
27 USA02B1 2.820 0.000 0.0
28 USA02H1 -0.288 0.000 0.0
29 USA02P1 -0.244 0.145 0.0
... ... ... ... ...
12420 USAZY41 0.864 0.000 0.0
12421 USAZY51 1.115 0.000 0.0
12422 USAZY61 0.471 0.000 0.0
12423 USAZY71 0.685 0.000 0.0
12424 USAZYI1 -2.253 0.000 0.0
12425 USAZYJ1 0.947 0.000 0.0
12426 USAZYK1 0.991 0.000 0.0
12427 USAZYM1 -2.139 0.000 0.0
12428 USAZYR1 -0.148 0.000 0.0
12429 USAZYS1 0.752 0.000 0.0
12430 USAZYT1 2.820 0.000 0.0
12431 USAZYV1 2.820 0.000 0.0
12432 USAZYX1 2.820 0.000 0.0
12433 USAZZ41 2.820 0.000 0.0
12434 USAZZ51 0.925 0.000 0.0
12435 USAZZ61 0.899 0.000 0.0
12436 USAZZ71 0.928 0.000 0.0
12437 USAZZ81 1.079 0.000 0.0
12438 USAZZ91 1.727 0.000 0.0
12439 USAZZA1 2.820 0.000 0.0
12440 USAZZB1 0.524 0.000 0.0
12441 USAZZD1 -2.027 0.000 0.0
12442 USAZZF1 0.605 0.000 0.0
12443 USAZZI1 1.139 0.000 0.0
12444 USAZZJ1 0.733 0.000 0.0
12445 USAZZL1 -1.703 0.000 0.0
12446 USAZZP1 2.820 0.000 0.0
12447 USAZZR1 0.957 0.000 0.0
12448 USAZZX1 0.768 0.000 0.0
12449 USAZZY1 -2.084 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.947 0.000 ... NaN NaN
1 -1.946 0.000 ... NaN NaN
2 -2.175 0.000 ... NaN 4630.0
3 -2.097 0.000 ... NaN 1720.0
4 -2.259 0.000 ... NaN 152.0
5 -1.697 0.000 ... NaN 197.0
6 -1.941 0.000 ... NaN NaN
7 -1.796 0.000 ... NaN NaN
8 -1.075 0.000 ... NaN NaN
9 -1.892 0.866 ... NaN 27116.0
10 -2.047 0.000 ... NaN NaN
11 -0.842 0.000 ... NaN NaN
12 -1.708 0.000 ... NaN NaN
13 -1.198 0.000 ... NaN 28681.0
14 -1.946 0.000 ... NaN NaN
15 -2.097 0.000 ... NaN NaN
16 -0.861 0.000 ... NaN 380.0
17 -1.392 0.000 ... NaN 4170.0
18 -1.887 0.000 ... NaN NaN
19 -1.728 0.000 ... NaN NaN
20 -1.255 0.000 ... NaN NaN
21 -2.167 1.000 ... NaN NaN
22 -0.735 0.000 ... NaN NaN
23 -1.720 0.000 ... NaN 14500.0
24 -1.961 0.000 ... NaN NaN
25 -1.420 0.000 ... NaN NaN
26 -1.948 0.000 ... NaN NaN
27 -1.588 0.000 ... NaN 20.0
28 -1.319 0.000 ... NaN 8745.0
29 -2.187 0.000 ... NaN 9000.0
... ... ... ... ... ...
12420 -1.946 0.000 ... NaN NaN
12421 -0.129 0.000 ... NaN 1000.0
12422 0.031 0.000 ... NaN NaN
12423 0.585 0.000 ... NaN 1300.0
12424 -0.236 0.000 ... NaN 14756.0
12425 -0.676 0.000 ... NaN NaN
12426 0.008 0.000 ... NaN 500.0
12427 -0.385 0.000 ... NaN 968.0
12428 0.208 0.000 ... NaN 204842.0
12429 -0.003 0.000 ... NaN NaN
12430 -0.277 0.000 ... NaN 43238.0
12431 0.150 0.000 ... NaN 18390.0
12432 -1.144 0.000 ... NaN 3500.0
12433 -0.757 0.000 ... NaN 170400.0
12434 -1.137 0.000 ... NaN NaN
12435 -0.384 0.000 ... NaN 218050.0
12436 0.163 0.000 ... NaN NaN
12437 -1.538 1.000 ... NaN 37700.0
12438 -0.216 0.000 ... NaN NaN
12439 0.457 0.000 ... NaN 86300.0
12440 -1.658 0.000 ... NaN NaN
12441 0.214 0.000 ... NaN 34385594.0
12442 0.341 0.000 ... NaN 5489.0
12443 -0.950 1.000 ... NaN NaN
12444 -1.944 0.000 ... NaN 0.0
12445 -0.641 0.000 ... NaN 3500.0
12446 -0.687 1.000 ... NaN 225.0
12447 -0.156 0.000 ... NaN NaN
12448 -0.113 0.000 ... NaN 22500.0
12449 0.344 0.000 ... NaN 130900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.714570e+10 0.174520 16.055694 10.501994
1 NaN 5.479653e+09 0.000000 17.695603 11.539910
2 NaN 6.683334e+10 2.530414 21.789287 17.953598
3 NaN 2.984420e+10 2.215657 25.414458 22.835546
4 NaN 5.147426e+10 2.450067 27.756044 24.281126
5 NaN 1.988559e+11 0.364401 22.761716 19.768144
6 NaN 1.541832e+10 4.854369 21.990062 14.210720
7 NaN 7.481704e+10 0.000000 21.277342 15.940890
8 NaN 1.817077e+10 0.333264 32.925909 26.120921
9 NaN 4.125945e+10 1.725490 19.111698 15.715294
10 NaN 3.695504e+10 0.000000 32.364223 23.911920
11 NaN 2.610178e+10 1.333333 23.565785 19.373611
12 NaN 6.897734e+09 2.379039 15.993053 11.232449
13 NaN 1.837429e+10 1.476209 25.400916 22.479678
14 NaN 1.255477e+10 1.237624 14.670636 9.875617
15 NaN 3.341702e+10 1.655710 27.193977 23.021240
16 NaN 3.341702e+10 1.655710 30.748817 26.577980
17 NaN 3.054404e+10 0.174165 18.638521 15.913285
18 NaN 2.850843e+10 1.871759 23.234817 19.478638
19 NaN 9.593907e+10 3.326498 23.860159 19.324948
20 NaN 1.673369e+11 0.000000 34.422519 30.485451
21 NaN 1.252232e+11 1.988072 21.209623 18.042048
22 NaN 1.494635e+10 0.000000 27.399369 22.858944
23 NaN 8.908889e+10 0.000000 21.975809 18.534866
24 NaN 4.345947e+10 3.315964 24.445566 20.886046
25 NaN 3.070904e+10 0.000000 20.955607 16.936189
26 NaN 7.304769e+09 1.910585 12.673443 8.575545
27 NaN 7.304769e+09 1.910585 34.866937 32.427873
28 NaN 7.188390e+10 2.797579 22.576425 19.447183
29 NaN 3.310617e+11 2.621232 22.517380 19.073830
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 21.504413 14.036644
12421 439.83 7.010400e+06 0.000000 86.603889 83.361739
12422 NaN 4.463600e+06 NaN 78.499867 74.659196
12423 307.45 8.582000e+05 0.000000 98.521696 94.635634
12424 9764.45 5.947760e+06 0.000000 79.523076 75.210856
12425 NaN 2.165040e+07 NaN 68.703673 65.143728
12426 16.47 6.832300e+04 NaN 71.595714 67.320959
12427 131.66 1.664740e+06 NaN 75.078844 71.481040
12428 353524.53 3.152600e+07 0.000000 116.127119 113.116802
12429 NaN 5.030700e+01 0.000000 40.220120 30.530844
12430 41170.33 2.220750e+07 0.000000 77.404583 73.783786
12431 5284.81 1.482800e+06 0.000000 138.144252 135.288432
12432 39067.09 5.243920e+07 0.970874 39.757588 34.373295
12433 14436.04 4.559520e+06 NaN 71.877900 68.429115
12434 NaN 2.965600e+05 0.000000 57.933446 53.509251
12435 4630.92 5.561000e+06 0.000000 127.775659 125.450247
12436 NaN 7.753980e+06 0.000000 80.273987 75.684125
12437 1778301.27 3.115191e+10 4.740379 20.669415 17.172262
12438 NaN 1.352860e+06 NaN 62.413221 55.588070
12439 7629.80 1.848070e+06 NaN 100.130105 96.281227
12440 NaN 1.251480e+06 0.000000 29.667848 21.919446
12441 1321169.66 2.116065e+06 NaN 86.873589 83.269387
12442 158827.42 2.591121e+07 NaN 103.302058 99.526595
12443 NaN 4.747000e+05 NaN 122.238375 120.251236
12444 NaN 1.230007e+07 0.000000 68.081970 63.126051
12445 18801.50 4.063625e+07 0.000000 59.565069 55.363852
12446 649.03 4.263400e+06 NaN 79.811101 76.123947
12447 NaN 8.280000e+04 NaN 47.924783 41.609922
12448 4994.39 2.031860e+06 0.000000 151.118372 148.764225
12449 4439118.55 1.158966e+09 0.455970 42.415458 31.375053
HistBeta PredBeta DataDate
0 -0.000104 0.122629 20040407
1 -0.000003 0.071164 20040407
2 -0.117457 0.095470 20040407
3 -0.077048 0.237264 20040407
4 -0.160052 0.160155 20040407
5 0.127871 0.459971 20040407
6 0.002896 -0.000824 20040407
7 0.077293 0.156705 20040407
8 0.446976 0.929544 20040407
9 0.027664 0.226812 20040407
10 -0.051428 0.485315 20040407
11 0.566266 0.893628 20040407
12 0.122424 0.469087 20040407
13 0.383728 0.565130 20040407
14 -0.000003 0.065706 20040407
15 -0.077103 0.206049 20040407
16 0.556371 0.753868 20040407
17 0.284361 0.409638 20040407
18 0.030267 0.401751 20040407
19 0.112098 0.271155 20040407
20 0.354299 0.573354 20040407
21 -0.113037 0.117076 20040407
22 0.621392 0.828786 20040407
23 0.116118 0.406232 20040407
24 -0.007407 0.417439 20040407
25 0.270000 0.532990 20040407
26 -0.001054 0.220089 20040407
27 0.183997 0.607482 20040407
28 0.321869 0.461171 20040407
29 -0.123250 0.220263 20040407
... ... ... ...
12420 -0.000003 0.044927 20040407
12421 0.931925 1.141584 20040407
12422 1.014024 1.271810 20040407
12423 1.298086 1.408670 20040407
12424 0.877066 1.219763 20040407
12425 0.651214 1.054907 20040407
12426 1.002290 1.298714 20040407
12427 0.800824 0.998116 20040407
12428 1.104561 1.268903 20040407
12429 0.996536 1.308115 20040407
12430 0.855964 1.240015 20040407
12431 1.074883 1.436540 20040407
12432 0.411519 0.410603 20040407
12433 0.609882 0.984429 20040407
12434 0.415104 0.756052 20040407
12435 0.801188 1.122418 20040407
12436 1.081474 1.450089 20040407
12437 0.209286 0.383109 20040407
12438 0.887199 1.030093 20040407
12439 1.232624 1.481555 20040407
12440 0.147755 0.500329 20040407
12441 1.107763 1.227897 20040407
12442 1.172771 1.373103 20040407
12443 0.510717 0.696583 20040407
12444 0.001194 0.345115 20040407
12445 0.669124 0.943103 20040407
12446 0.645834 0.952891 20040407
12447 0.917893 1.245650 20040407
12448 0.940037 1.280936 20040407
12449 1.174239 1.245112 20040407
[12450 rows x 92 columns],
'20040408': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.227 0.000 0.0
1 USA0011 -0.196 0.000 0.0
2 USA0031 -0.439 0.000 0.0
3 USA0062 0.208 0.434 0.0
4 USA00E2 -0.094 0.000 0.0
5 USA00F1 0.494 0.000 0.0
6 USA00G2 -0.401 0.000 0.0
7 USA00H1 -0.041 0.000 0.0
8 USA00I1 0.925 0.000 0.0
9 USA00J1 0.290 0.000 0.0
10 USA00K1 1.363 0.000 0.0
11 USA00P1 0.654 0.000 0.0
12 USA00R1 0.011 0.000 0.0
13 USA00S1 -0.255 0.000 0.0
14 USA00V1 -0.300 0.000 0.0
15 USA0131 -0.147 1.000 0.0
16 USA0161 -0.328 1.000 0.0
17 USA01I1 0.136 0.000 0.0
18 USA01J2 0.223 0.000 0.0
19 USA01L1 1.192 0.000 0.0
20 USA01P1 0.666 0.000 0.0
21 USA01Q1 0.430 0.000 0.0
22 USA0202 0.046 0.000 0.0
23 USA0231 0.999 0.000 0.0
24 USA0281 0.051 0.000 0.0
25 USA0291 0.861 0.000 0.0
26 USA02A1 0.022 0.000 0.0
27 USA02B1 -0.142 0.000 0.0
28 USA02H1 0.021 0.000 0.0
29 USA02P1 0.344 0.145 0.0
... ... ... ... ...
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12422 USAZY51 -0.347 0.000 0.0
12423 USAZY61 -1.296 0.000 0.0
12424 USAZY71 -0.487 0.000 0.0
12425 USAZYI1 2.751 0.000 0.0
12426 USAZYJ1 -0.716 0.000 0.0
12427 USAZYK1 -0.585 0.000 0.0
12428 USAZYM1 -0.900 0.000 0.0
12429 USAZYR1 -2.488 0.000 0.0
12430 USAZYS1 0.103 0.000 0.0
12431 USAZYT1 -2.822 0.000 0.0
12432 USAZYV1 -2.487 0.000 0.0
12433 USAZYX1 -1.267 0.000 0.0
12434 USAZZ41 -0.403 0.000 0.0
12435 USAZZ51 0.101 0.000 0.0
12436 USAZZ61 -0.018 0.000 0.0
12437 USAZZ71 -2.703 0.000 0.0
12438 USAZZ81 0.248 0.000 0.0
12439 USAZZ91 -0.056 0.000 0.0
12440 USAZZA1 0.138 0.000 0.0
12441 USAZZB1 -0.154 0.000 0.0
12442 USAZZD1 2.751 0.000 0.0
12443 USAZZF1 2.751 0.000 0.0
12444 USAZZI1 -0.072 0.000 0.0
12445 USAZZJ1 0.774 0.000 0.0
12446 USAZZL1 -0.342 0.000 0.0
12447 USAZZP1 -0.194 0.000 0.0
12448 USAZZR1 0.129 0.000 0.0
12449 USAZZX1 0.494 0.000 0.0
12450 USAZZY1 1.319 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
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21 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
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12441 0.0 0.0 0.0 0.000
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12446 0.0 0.0 0.0 0.000
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12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.947 0.000 ... NaN NaN
1 -1.947 0.000 ... NaN NaN
2 -2.177 0.000 ... NaN 4630.0
3 -2.135 0.000 ... NaN NaN
4 -2.261 0.000 ... NaN 152.0
5 -1.694 0.000 ... NaN 197.0
6 -1.941 0.000 ... NaN NaN
7 -1.797 0.000 ... NaN NaN
8 -1.074 0.000 ... NaN NaN
9 -1.893 0.866 ... NaN 27116.0
10 -2.047 0.000 ... NaN NaN
11 -0.848 0.000 ... NaN NaN
12 -1.712 0.000 ... NaN NaN
13 -1.193 0.000 ... NaN NaN
14 -1.947 0.000 ... NaN NaN
15 -2.097 0.000 ... NaN NaN
16 -0.861 0.000 ... NaN 20.0
17 -1.384 0.000 ... NaN 4170.0
18 -1.888 0.000 ... NaN NaN
19 -1.728 0.000 ... NaN NaN
20 -1.255 0.000 ... NaN NaN
21 -2.175 1.000 ... NaN NaN
22 -0.734 0.000 ... NaN NaN
23 -1.724 0.000 ... NaN 14500.0
24 -1.964 0.000 ... NaN NaN
25 -1.423 0.000 ... NaN NaN
26 -1.949 0.000 ... NaN NaN
27 -1.598 0.000 ... NaN 125.0
28 -1.320 0.000 ... NaN 8745.0
29 -2.188 0.000 ... NaN 9000.0
... ... ... ... ... ...
12421 -1.947 0.000 ... NaN NaN
12422 -0.130 0.000 ... NaN NaN
12423 0.032 0.000 ... NaN NaN
12424 0.584 0.000 ... NaN 600.0
12425 -0.220 0.000 ... NaN 44786.0
12426 -0.677 0.000 ... NaN NaN
12427 0.007 0.000 ... NaN 4075.0
12428 -0.385 0.000 ... NaN NaN
12429 0.188 0.000 ... NaN 190850.0
12430 -0.009 0.000 ... NaN NaN
12431 -0.323 0.000 ... NaN 26145.0
12432 0.117 0.000 ... NaN 44740.0
12433 -1.133 0.000 ... NaN 600.0
12434 -0.746 0.000 ... NaN 210164.0
12435 -1.142 0.000 ... NaN NaN
12436 -0.370 0.000 ... NaN 282530.0
12437 0.134 0.000 ... NaN 32200.0
12438 -1.539 1.000 ... NaN 27700.0
12439 -0.218 0.000 ... NaN NaN
12440 0.454 0.000 ... NaN NaN
12441 -1.664 0.000 ... NaN NaN
12442 0.238 0.000 ... NaN 41712172.0
12443 0.357 0.000 ... NaN 23101.0
12444 -0.953 1.000 ... NaN NaN
12445 -1.955 0.000 ... NaN 0.0
12446 -0.648 0.000 ... NaN 1000.0
12447 -0.688 1.000 ... NaN NaN
12448 -0.160 0.000 ... NaN NaN
12449 -0.123 0.000 ... NaN NaN
12450 0.370 0.000 ... NaN 123900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.730549e+10 0.174520 16.187949 10.436716
1 NaN 5.348888e+09 0.000000 17.870735 11.555474
2 NaN 6.616110e+10 2.530414 22.012783 17.980156
3 NaN 2.987868e+10 2.215657 25.274338 22.821687
4 NaN 5.074177e+10 2.450067 27.831159 24.160727
5 NaN 1.989080e+11 0.364401 22.818202 19.661871
6 NaN 1.518926e+10 4.854369 22.133192 14.160343
7 NaN 7.516533e+10 0.000000 21.415271 15.856917
8 NaN 1.831035e+10 0.333264 33.215552 26.047441
9 NaN 4.157720e+10 1.725490 19.167993 15.606022
10 NaN 3.745398e+10 0.000000 32.722959 23.889920
11 NaN 2.633956e+10 1.333333 23.901337 19.365502
12 NaN 6.807149e+09 2.379039 16.219970 11.332123
13 NaN 1.836247e+10 1.476209 25.424764 22.380804
14 NaN 1.244050e+10 1.237624 14.847832 9.893493
15 NaN 3.308894e+10 1.655710 27.244723 22.895936
16 NaN 3.308894e+10 1.655710 30.847118 26.492970
17 NaN 3.034921e+10 0.174165 18.616529 15.777673
18 NaN 2.846676e+10 1.871759 23.293308 19.371896
19 NaN 9.614217e+10 3.326498 24.185075 19.291840
20 NaN 1.667156e+11 0.000000 34.473085 30.391507
21 NaN 1.256155e+11 1.988072 21.275288 17.926671
22 NaN 1.513251e+10 0.000000 27.478608 22.758517
23 NaN 9.134495e+10 0.000000 22.233322 18.517637
24 NaN 4.329002e+10 3.315964 24.439035 20.800998
25 NaN 3.121484e+10 0.000000 21.178588 16.883777
26 NaN 7.290440e+09 1.910585 12.812634 8.571626
27 NaN 7.290440e+09 1.910585 34.812782 32.324436
28 NaN 7.162155e+10 2.797579 22.611951 19.354320
29 NaN 3.311672e+11 2.621232 22.544252 18.927909
... ... ... ... ... ...
12421 NaN 5.056250e+06 NaN 21.617389 13.990964
12422 NaN 7.010400e+06 0.000000 85.394639 81.938078
12423 NaN 4.463600e+06 NaN 77.486068 73.306343
12424 308.40 8.582000e+05 0.000000 98.713012 94.578508
12425 10541.53 5.032720e+06 0.000000 81.213432 76.602767
12426 NaN 2.165040e+07 NaN 67.552769 63.736600
12427 16.31 6.832300e+04 NaN 67.632019 62.805401
12428 NaN 1.664740e+06 NaN 78.026877 74.569031
12429 254666.12 3.260075e+07 0.000000 115.737042 112.464208
12430 NaN 5.030700e+01 0.000000 40.626914 30.327916
12431 39784.10 2.516850e+07 0.000000 79.591571 76.126793
12432 5530.37 1.752400e+06 0.000000 138.294298 135.446977
12433 38803.45 5.217960e+07 0.970874 39.753788 34.215626
12434 15700.83 4.526952e+06 NaN 70.216541 66.381763
12435 NaN 2.965600e+05 0.000000 58.006856 53.191750
12436 4746.27 5.561000e+06 0.000000 127.266110 124.762174
12437 3156.73 8.350440e+06 0.000000 81.301285 76.529419
12438 1772447.68 3.130526e+10 4.740379 20.691353 17.119786
12439 NaN 1.352860e+06 NaN 62.383139 55.214292
12440 NaN 1.848070e+06 NaN 96.047479 91.524158
12441 NaN 1.251480e+06 0.000000 30.065050 21.872464
12442 1324847.13 2.159250e+05 NaN 87.382559 83.519505
12443 154778.21 2.350595e+07 NaN 102.855102 98.717714
12444 NaN 4.747000e+05 NaN 121.465914 119.385706
12445 NaN 1.224306e+07 0.000000 68.014797 62.801001
12446 18098.77 4.063625e+07 0.000000 59.378198 55.039975
12447 NaN 4.263400e+06 NaN 78.023572 74.139624
12448 NaN 8.280000e+04 NaN 47.901670 41.049775
12449 NaN 2.031860e+06 0.000000 150.350914 147.830168
12450 4570598.14 1.121909e+09 0.455970 43.090890 31.352147
HistBeta PredBeta DataDate
0 -0.000105 0.134034 20040408
1 -0.000005 0.074123 20040408
2 -0.117806 0.081188 20040408
3 -0.096299 0.237411 20040408
4 -0.160997 0.151992 20040408
5 0.129918 0.471946 20040408
6 0.002960 0.003050 20040408
7 0.077148 0.157356 20040408
8 0.447614 0.942238 20040408
9 0.027604 0.230040 20040408
10 -0.051453 0.514840 20040408
11 0.563426 0.903049 20040408
12 0.120445 0.463310 20040408
13 0.386696 0.554142 20040408
14 -0.000005 0.061137 20040408
15 -0.076791 0.197944 20040408
16 0.556876 0.737648 20040408
17 0.288896 0.412067 20040408
18 0.030214 0.407345 20040408
19 0.112233 0.289505 20040408
20 0.354886 0.585202 20040408
21 -0.116842 0.122296 20040408
22 0.622175 0.824213 20040408
23 0.114565 0.426131 20040408
24 -0.008444 0.419667 20040408
25 0.268506 0.550036 20040408
26 -0.001041 0.225546 20040408
27 0.179131 0.576583 20040408
28 0.321774 0.463841 20040408
29 -0.123448 0.228436 20040408
... ... ... ...
12421 -0.000005 0.027728 20040408
12422 0.931907 1.112805 20040408
12423 1.015098 1.239637 20040408
12424 1.297721 1.378125 20040408
12425 0.885412 1.319409 20040408
12426 0.651257 1.030835 20040408
12427 1.002124 1.293518 20040408
12428 0.800862 0.956530 20040408
12429 1.094724 1.222651 20040408
12430 0.993608 1.298747 20040408
12431 0.832660 1.109877 20040408
12432 1.058374 1.339625 20040408
12433 0.417259 0.341110 20040408
12434 0.615910 0.977614 20040408
12435 0.412617 0.734550 20040408
12436 0.808602 1.102275 20040408
12437 1.067130 1.366924 20040408
12438 0.209099 0.373076 20040408
12439 0.886821 0.994139 20040408
12440 1.231181 1.533765 20040408
12441 0.144991 0.498676 20040408
12442 1.120392 1.325916 20040408
12443 1.181754 1.436453 20040408
12444 0.509763 0.686767 20040408
12445 -0.003985 0.348775 20040408
12446 0.665983 0.940416 20040408
12447 0.645663 0.931870 20040408
12448 0.916175 1.232346 20040408
12449 0.935588 1.270728 20040408
12450 1.188163 1.335751 20040408
[12451 rows x 92 columns],
'20040412': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.196 0.000 0.0
1 USA0011 -1.735 0.000 0.0
2 USA0031 2.655 0.000 0.0
3 USA0062 -0.132 0.434 0.0
4 USA00E2 -0.573 0.000 0.0
5 USA00F1 -0.014 0.000 0.0
6 USA00G2 -0.085 0.000 0.0
7 USA00H1 0.012 0.000 0.0
8 USA00I1 -0.286 0.000 0.0
9 USA00J1 -0.390 0.000 0.0
10 USA00K1 -0.414 0.000 0.0
11 USA00P1 -0.183 0.000 0.0
12 USA00R1 -0.338 0.000 0.0
13 USA00S1 -0.505 0.000 0.0
14 USA00V1 -0.050 0.000 0.0
15 USA0131 0.077 1.000 0.0
16 USA0161 0.679 1.000 0.0
17 USA01I1 0.514 0.000 0.0
18 USA01J2 0.106 0.000 0.0
19 USA01L1 0.994 0.000 0.0
20 USA01P1 -0.348 0.000 0.0
21 USA01Q1 -0.413 0.000 0.0
22 USA0202 -0.046 0.000 0.0
23 USA0231 -0.478 0.000 0.0
24 USA0281 0.289 0.000 0.0
25 USA0291 -0.100 0.000 0.0
26 USA02A1 -0.409 0.000 0.0
27 USA02B1 0.063 0.000 0.0
28 USA02H1 -0.145 0.000 0.0
29 USA02P1 0.202 0.145 0.0
... ... ... ... ...
12420 USAZY41 -0.048 0.000 0.0
12421 USAZY51 0.721 0.000 0.0
12422 USAZY61 0.195 0.000 0.0
12423 USAZY71 -2.669 0.000 0.0
12424 USAZYI1 2.655 0.000 0.0
12425 USAZYJ1 -2.669 0.000 0.0
12426 USAZYK1 1.090 0.000 0.0
12427 USAZYM1 0.483 0.000 0.0
12428 USAZYR1 2.655 0.000 0.0
12429 USAZYS1 0.222 0.000 0.0
12430 USAZYT1 2.655 0.000 0.0
12431 USAZYV1 2.655 0.000 0.0
12432 USAZYX1 -2.669 0.000 0.0
12433 USAZZ41 -2.669 0.000 0.0
12434 USAZZ51 -0.003 0.000 0.0
12435 USAZZ61 0.535 0.000 0.0
12436 USAZZ71 0.311 0.000 0.0
12437 USAZZ81 0.071 0.000 0.0
12438 USAZZ91 1.770 0.000 0.0
12439 USAZZA1 2.655 0.000 0.0
12440 USAZZB1 -0.519 0.000 0.0
12441 USAZZD1 -2.669 0.000 0.0
12442 USAZZF1 1.873 0.000 0.0
12443 USAZZI1 -0.150 0.000 0.0
12444 USAZZJ1 0.643 0.000 0.0
12445 USAZZL1 2.655 0.000 0.0
12446 USAZZP1 0.198 0.000 0.0
12447 USAZZR1 0.212 0.000 0.0
12448 USAZZX1 0.520 0.000 0.0
12449 USAZZY1 2.270 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.938 0.000 ... NaN NaN
1 -1.937 0.000 ... NaN NaN
2 -2.210 0.000 ... NaN 1200.0
3 -2.125 0.000 ... NaN NaN
4 -2.249 0.000 ... NaN 152.0
5 -1.687 0.000 ... NaN 197.0
6 -1.932 0.000 ... NaN NaN
7 -1.788 0.000 ... NaN NaN
8 -1.074 0.000 ... NaN NaN
9 -1.884 0.866 ... NaN 27116.0
10 -2.038 0.000 ... NaN NaN
11 -0.847 0.000 ... NaN NaN
12 -1.702 0.000 ... NaN NaN
13 -1.179 0.000 ... NaN 38813.0
14 -1.937 0.000 ... NaN NaN
15 -2.088 0.000 ... NaN NaN
16 -0.859 0.000 ... NaN NaN
17 -1.379 0.000 ... NaN 4170.0
18 -1.879 0.000 ... NaN NaN
19 -1.722 0.000 ... NaN NaN
20 -1.253 0.000 ... NaN NaN
21 -2.164 1.000 ... NaN NaN
22 -0.736 0.000 ... NaN NaN
23 -1.716 0.000 ... NaN 14500.0
24 -1.953 0.000 ... NaN NaN
25 -1.419 0.000 ... NaN NaN
26 -1.940 0.000 ... NaN NaN
27 -1.590 0.000 ... NaN NaN
28 -1.316 0.000 ... NaN 8745.0
29 -2.176 0.000 ... NaN 9000.0
... ... ... ... ... ...
12420 -1.937 0.000 ... NaN NaN
12421 -0.133 0.000 ... NaN 100.0
12422 0.016 0.000 ... NaN NaN
12423 0.606 0.000 ... NaN 5000.0
12424 -0.300 0.000 ... NaN 97950.0
12425 -0.422 0.000 ... NaN 100.0
12426 0.006 0.000 ... NaN 304595.0
12427 -0.385 0.000 ... NaN NaN
12428 0.049 0.000 ... NaN 1776038.0
12429 -0.012 0.000 ... NaN NaN
12430 -0.386 0.000 ... NaN 3243.0
12431 0.071 0.000 ... NaN 11800.0
12432 -1.122 0.000 ... NaN 1000.0
12433 -0.714 0.000 ... NaN 42500.0
12434 -1.140 0.000 ... NaN NaN
12435 -0.366 0.000 ... NaN 282343.0
12436 0.131 0.000 ... NaN NaN
12437 -1.542 1.000 ... NaN 65200.0
12438 -0.216 0.000 ... NaN NaN
12439 0.397 0.000 ... NaN 100.0
12440 -1.656 0.000 ... NaN NaN
12441 0.289 0.000 ... NaN 91626720.0
12442 0.342 0.000 ... NaN 53825.0
12443 -0.951 1.000 ... NaN NaN
12444 -1.945 0.000 ... NaN 0.0
12445 -0.682 0.000 ... NaN 1450.0
12446 -0.690 1.000 ... NaN NaN
12447 -0.160 0.000 ... NaN NaN
12448 -0.128 0.000 ... NaN 275000.0
12449 0.271 0.000 ... NaN 268700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.814440e+10 0.174520 16.370770 10.455429
1 NaN 5.292846e+09 0.000000 18.671940 11.857542
2 NaN 6.441014e+10 2.530414 23.116570 18.850925
3 NaN 3.018040e+10 2.215657 25.146148 22.627887
4 NaN 5.100813e+10 2.450067 27.793293 24.157051
5 NaN 2.002120e+11 0.364401 22.527356 19.405534
6 NaN 1.508657e+10 4.854369 22.362799 14.043805
7 NaN 7.591350e+10 0.000000 21.473052 15.761666
8 NaN 1.837646e+10 0.333264 32.981203 25.862834
9 NaN 4.151202e+10 1.725490 19.125308 15.455470
10 NaN 3.796955e+10 0.000000 32.714788 23.708869
11 NaN 2.645250e+10 1.333333 23.489839 19.170249
12 NaN 6.866803e+09 2.379039 16.234762 11.361765
13 NaN 1.852093e+10 1.476209 25.210555 22.244176
14 NaN 1.259286e+10 1.237624 14.984719 9.817204
15 NaN 3.372911e+10 1.655710 27.174749 22.651058
16 NaN 3.372911e+10 1.655710 30.626279 26.310168
17 NaN 3.079081e+10 0.174165 18.371755 15.689711
18 NaN 2.908138e+10 1.871759 23.208811 19.201406
19 NaN 9.777768e+10 3.326498 24.440360 19.282683
20 NaN 1.666466e+11 0.000000 34.240303 30.052867
21 NaN 1.246594e+11 1.988072 21.182027 17.666165
22 NaN 1.518570e+10 0.000000 27.246321 22.574885
23 NaN 9.175515e+10 0.000000 22.135234 18.370385
24 NaN 4.391799e+10 3.315964 24.396708 20.641309
25 NaN 3.150386e+10 0.000000 21.038480 16.775105
26 NaN 7.290440e+09 1.910585 13.030571 8.646887
27 NaN 7.290440e+09 1.910585 34.500048 32.015780
28 NaN 7.102884e+10 2.797579 22.556157 19.200255
29 NaN 3.333813e+11 2.621232 22.548413 18.701788
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 21.802685 13.906775
12421 442.11 7.010400e+06 0.000000 86.095155 82.574501
12422 NaN 4.463600e+06 NaN 78.128914 74.105904
12423 333.47 1.103400e+06 0.000000 98.589109 94.332069
12424 10425.73 4.232060e+06 0.000000 82.205207 77.788852
12425 61.39 3.608400e+07 NaN 73.180341 69.404136
12426 30.64 6.832300e+04 NaN 68.161171 63.406756
12427 NaN 1.664740e+06 NaN 78.184150 74.711822
12428 250253.98 2.436100e+07 0.000000 118.518580 115.450819
12429 NaN 5.030700e+01 0.000000 40.462275 30.090289
12430 38958.60 2.270100e+07 0.000000 80.103830 76.814780
12431 5526.46 1.482800e+06 0.000000 138.188003 135.241221
12432 40443.55 5.295840e+07 0.970874 41.837591 35.319362
12433 15819.29 4.722360e+06 NaN 71.259327 67.392149
12434 NaN 2.965600e+05 0.000000 57.687965 52.711876
12435 4116.56 5.561000e+06 0.000000 126.353068 123.827666
12436 NaN 8.350440e+06 0.000000 81.616309 77.201990
12437 1793261.15 3.130526e+10 4.740379 20.655242 17.065051
12438 NaN 1.352860e+06 NaN 62.453782 54.988151
12439 5354.17 1.521940e+06 NaN 95.984300 91.462362
12440 NaN 1.251480e+06 0.000000 30.080225 21.685398
12441 1492503.91 2.072880e+06 NaN 80.815935 76.359476
12442 130975.05 2.295930e+07 NaN 99.498522 95.191425
12443 NaN 4.747000e+05 NaN 119.068350 116.921183
12444 NaN 1.230569e+07 0.000000 67.902603 62.384817
12445 15446.45 3.849750e+07 0.000000 59.959887 55.517149
12446 NaN 4.263400e+06 NaN 75.545256 71.742500
12447 NaN 8.280000e+04 NaN 47.419429 40.591584
12448 2990.98 2.031860e+06 0.000000 149.252011 146.766913
12449 5028874.15 1.053353e+09 0.455970 44.052702 32.567268
HistBeta PredBeta DataDate
0 -0.000105 0.140002 20040412
1 -0.000004 0.042857 20040412
2 -0.140734 0.132818 20040412
3 -0.096846 0.245369 20040412
4 -0.160985 0.148046 20040412
5 0.129109 0.469301 20040412
6 0.002818 0.005224 20040412
7 0.077232 0.157021 20040412
8 0.445533 0.925450 20040412
9 0.027417 0.216792 20040412
10 -0.051865 0.497527 20040412
11 0.562224 0.894611 20040412
12 0.121294 0.470557 20040412
13 0.391014 0.548137 20040412
14 -0.000004 0.066014 20040412
15 -0.077516 0.205434 20040412
16 0.556252 0.754348 20040412
17 0.287810 0.402473 20040412
18 0.029861 0.412867 20040412
19 0.111245 0.295087 20040412
20 0.353146 0.569515 20040412
21 -0.116836 0.111891 20040412
22 0.619706 0.822271 20040412
23 0.114335 0.405825 20040412
24 -0.007880 0.427555 20040412
25 0.267383 0.538064 20040412
26 -0.001123 0.218757 20040412
27 0.179293 0.581569 20040412
28 0.320573 0.461591 20040412
29 -0.123239 0.237610 20040412
... ... ... ...
12420 -0.000004 0.037968 20040412
12421 0.930817 1.133174 20040412
12422 1.007594 1.256148 20040412
12423 1.311772 1.353884 20040412
12424 0.844411 1.284976 20040412
12425 0.781426 1.090429 20040412
12426 1.002417 1.319861 20040412
12427 0.800495 0.976819 20040412
12428 1.024271 1.254171 20040412
12429 0.993145 1.305969 20040412
12430 0.800291 1.134551 20040412
12431 1.035940 1.417509 20040412
12432 0.420571 0.295203 20040412
12433 0.630907 0.941070 20040412
12434 0.411382 0.734410 20040412
12435 0.810556 1.117742 20040412
12436 1.066922 1.371674 20040412
12437 0.203792 0.364919 20040412
12438 0.887570 1.032703 20040412
12439 1.203789 1.558789 20040412
12440 0.144900 0.478468 20040412
12441 1.148532 1.367021 20040412
12442 1.175745 1.512177 20040412
12443 0.508725 0.691027 20040412
12444 -0.003869 0.363287 20040412
12445 0.647407 0.971327 20040412
12446 0.643520 0.968215 20040412
12447 0.916450 1.231427 20040412
12448 0.933150 1.288305 20040412
12449 1.139023 1.332763 20040412
[12450 rows x 92 columns],
'20040413': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.182 0.000 0.0
1 USA0011 -0.589 0.000 0.0
2 USA0031 0.425 0.000 0.0
3 USA0062 0.644 0.434 0.0
4 USA00E2 0.474 0.000 0.0
5 USA00F1 0.179 0.000 0.0
6 USA00G2 0.487 0.000 0.0
7 USA00H1 0.237 0.000 0.0
8 USA00I1 0.459 0.000 0.0
9 USA00J1 0.513 0.000 0.0
10 USA00K1 1.151 0.000 0.0
11 USA00P1 -0.296 0.000 0.0
12 USA00R1 0.397 0.000 0.0
13 USA00S1 -0.275 0.000 0.0
14 USA00V1 -0.098 0.000 0.0
15 USA0131 0.635 1.000 0.0
16 USA0161 -1.815 1.000 0.0
17 USA01I1 0.005 0.000 0.0
18 USA01J2 0.274 0.000 0.0
19 USA01L1 0.066 0.000 0.0
20 USA01P1 0.075 0.000 0.0
21 USA01Q1 0.650 0.000 0.0
22 USA0202 -0.596 0.000 0.0
23 USA0231 0.467 0.000 0.0
24 USA0281 0.521 0.000 0.0
25 USA0291 0.232 0.000 0.0
26 USA02A1 0.364 0.000 0.0
27 USA02B1 0.528 0.000 0.0
28 USA02H1 -0.579 0.000 0.0
29 USA02P1 0.531 0.145 0.0
... ... ... ... ...
12419 USAZY41 -0.188 0.000 0.0
12420 USAZY51 -1.215 0.000 0.0
12421 USAZY61 -0.824 0.000 0.0
12422 USAZY71 2.818 0.000 0.0
12423 USAZYI1 -2.367 0.000 0.0
12424 USAZYJ1 -1.598 0.000 0.0
12425 USAZYK1 -1.263 0.000 0.0
12426 USAZYM1 -2.631 0.000 0.0
12427 USAZYR1 2.818 0.000 0.0
12428 USAZYS1 -0.732 0.000 0.0
12429 USAZYT1 -0.989 0.000 0.0
12430 USAZYV1 -1.211 0.000 0.0
12431 USAZYX1 -2.185 0.000 0.0
12432 USAZZ41 -1.971 0.000 0.0
12433 USAZZ51 0.028 0.000 0.0
12434 USAZZ61 2.818 0.000 0.0
12435 USAZZ71 -0.861 0.000 0.0
12436 USAZZ81 0.782 0.000 0.0
12437 USAZZ91 -0.766 0.000 0.0
12438 USAZZA1 -1.121 0.000 0.0
12439 USAZZB1 0.214 0.000 0.0
12440 USAZZD1 2.818 0.000 0.0
12441 USAZZF1 2.165 0.000 0.0
12442 USAZZI1 -0.550 0.000 0.0
12443 USAZZJ1 -2.192 0.000 0.0
12444 USAZZL1 -0.719 0.000 0.0
12445 USAZZP1 -2.679 0.000 0.0
12446 USAZZR1 -0.692 0.000 0.0
12447 USAZZX1 -1.054 0.000 0.0
12448 USAZZY1 -0.587 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.952 0.000 ... NaN NaN
1 -1.952 0.000 ... NaN NaN
2 -2.241 0.000 ... NaN 1200.0
3 -2.121 0.000 ... NaN NaN
4 -2.250 0.000 ... NaN 152.0
5 -1.699 0.000 ... NaN 197.0
6 -1.946 0.000 ... NaN NaN
7 -1.809 0.000 ... NaN NaN
8 -1.106 0.000 ... NaN NaN
9 -1.900 0.866 ... NaN 27116.0
10 -2.045 0.000 ... NaN NaN
11 -0.855 0.000 ... NaN NaN
12 -1.711 0.000 ... NaN NaN
13 -1.221 0.000 ... NaN 49172.0
14 -1.952 0.000 ... NaN NaN
15 -2.088 0.000 ... NaN NaN
16 -1.044 0.000 ... NaN 1636.0
17 -1.401 0.000 ... NaN 4170.0
18 -1.893 0.000 ... NaN NaN
19 -1.739 0.000 ... NaN NaN
20 -1.280 0.000 ... NaN NaN
21 -2.168 1.000 ... NaN NaN
22 -0.764 0.000 ... NaN NaN
23 -1.737 0.000 ... NaN 14500.0
24 -1.967 0.000 ... NaN NaN
25 -1.445 0.000 ... NaN NaN
26 -1.953 0.000 ... NaN NaN
27 -1.606 0.000 ... NaN NaN
28 -1.333 0.000 ... NaN 8745.0
29 -2.165 0.000 ... NaN 4000.0
... ... ... ... ... ...
12419 -1.952 0.000 ... NaN NaN
12420 -0.156 0.000 ... NaN NaN
12421 0.009 0.000 ... NaN NaN
12422 0.671 0.000 ... NaN 11120.0
12423 -0.356 0.000 ... NaN 66297.0
12424 -0.402 0.000 ... NaN NaN
12425 0.003 0.000 ... NaN 6000.0
12426 -0.660 0.000 ... NaN 13600.0
12427 0.224 0.000 ... NaN 845551.0
12428 -0.035 0.000 ... NaN NaN
12429 -0.419 0.000 ... NaN 4568.0
12430 0.056 0.000 ... NaN 17500.0
12431 -1.252 0.000 ... NaN 2000.0
12432 -1.443 0.000 ... NaN 1277277.0
12433 -1.143 0.000 ... NaN NaN
12434 -0.220 0.000 ... NaN 87245.0
12435 0.096 0.000 ... NaN NaN
12436 -1.510 1.000 ... NaN 22500.0
12437 -0.231 0.000 ... NaN NaN
12438 0.380 0.000 ... NaN NaN
12439 -1.680 0.000 ... NaN NaN
12440 0.344 0.000 ... NaN 45416360.0
12441 0.400 0.000 ... NaN 11370.0
12442 -0.963 1.000 ... NaN NaN
12443 -2.101 0.000 ... NaN 0.0
12444 -0.707 0.000 ... NaN 4600.0
12445 -0.838 1.000 ... NaN 21433.0
12446 -0.175 0.000 ... NaN NaN
12447 -0.141 0.000 ... NaN 20000.0
12448 0.267 0.000 ... NaN 315900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.680614e+10 0.174520 16.048909 10.286001
1 NaN 5.211897e+09 0.000000 18.163426 11.739067
2 NaN 6.292496e+10 2.530414 22.465317 18.528142
3 NaN 2.982696e+10 2.215657 24.785788 22.265027
4 NaN 5.052868e+10 2.450067 27.201527 23.626777
5 NaN 1.965087e+11 0.364401 22.176389 19.003359
6 NaN 1.494440e+10 4.854369 21.904916 13.821365
7 NaN 7.561681e+10 0.000000 21.061493 15.497245
8 NaN 1.808629e+10 0.333264 32.746090 25.393355
9 NaN 4.135722e+10 1.725490 18.808505 15.182992
10 NaN 3.740409e+10 0.000000 32.124616 23.289840
11 NaN 2.622067e+10 1.333333 23.670154 18.893981
12 NaN 6.835871e+09 2.379039 16.119600 11.125861
13 NaN 1.844761e+10 1.476209 24.916856 21.875721
14 NaN 1.232369e+10 1.237624 14.704441 9.695205
15 NaN 3.343303e+10 1.655710 26.624788 22.183762
16 NaN 3.343303e+10 1.655710 30.651914 26.247386
17 NaN 3.066959e+10 0.174165 18.154320 15.429379
18 NaN 2.848065e+10 1.871759 22.924661 18.938859
19 NaN 9.701872e+10 3.326498 23.936830 18.946938
20 NaN 1.630568e+11 0.000000 33.857467 29.688459
21 NaN 1.247574e+11 1.988072 20.760207 17.345916
22 NaN 1.468040e+10 0.000000 27.293968 22.331121
23 NaN 9.052456e+10 0.000000 21.831015 18.059283
24 NaN 4.354918e+10 3.315964 24.054823 20.286935
25 NaN 3.179289e+10 0.000000 20.833777 16.511363
26 NaN 7.172945e+09 1.910585 12.781209 8.494745
27 NaN 7.172945e+09 1.910585 33.924675 31.375129
28 NaN 7.032924e+10 2.797579 22.367328 18.956689
29 NaN 3.268444e+11 2.621232 22.240712 18.458309
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 21.408706 13.721876
12420 NaN 7.010400e+06 0.000000 85.544971 81.907547
12421 NaN 4.463600e+06 NaN 76.752413 72.411693
12422 338.53 9.808000e+05 0.000000 96.246798 91.543950
12423 11096.96 4.346440e+06 0.000000 81.513460 77.020712
12424 NaN 3.608400e+07 NaN 76.101754 72.285860
12425 29.52 6.832300e+04 NaN 69.252183 64.384208
12426 122.75 2.118760e+06 NaN 76.430393 72.983570
12427 262323.63 2.185325e+07 0.000000 117.659315 114.040576
12428 NaN 5.030700e+01 0.000000 40.479309 29.761942
12429 37283.26 2.270100e+07 0.000000 79.063759 75.609352
12430 5362.75 1.482800e+06 0.000000 136.073996 133.109728
12431 39707.38 5.404872e+07 0.970874 41.122774 34.920364
12432 26886.01 6.611304e+06 NaN 76.262134 73.336956
12433 NaN 2.965600e+05 0.000000 56.692247 51.677754
12434 3965.14 5.004900e+06 0.000000 125.012932 122.170767
12435 NaN 8.350440e+06 0.000000 80.678716 75.996247
12436 1744024.62 3.108305e+10 4.740379 20.516810 16.784395
12437 NaN 1.352860e+06 NaN 61.619536 54.136053
12438 NaN 1.521940e+06 NaN 95.415597 90.801828
12439 NaN 1.251480e+06 0.000000 29.597261 21.368716
12440 1465950.42 1.727400e+06 NaN 80.761279 75.721857
12441 126055.28 2.186600e+07 NaN 97.851388 93.090100
12442 NaN 4.747000e+05 NaN 116.499030 114.462863
12443 NaN 1.288700e+07 0.000000 67.401131 62.082254
12444 15685.25 3.849750e+07 0.000000 59.197691 54.645530
12445 801.32 4.689740e+06 NaN 74.865899 71.093732
12446 NaN 8.280000e+04 NaN 47.277539 40.111716
12447 2873.20 2.031860e+06 0.000000 147.036465 144.458283
12448 5393898.81 1.040383e+09 0.455970 43.478012 32.014671
HistBeta PredBeta DataDate
0 -0.000097 0.143711 20040413
1 -0.000005 0.059119 20040413
2 -0.147550 0.114244 20040413
3 -0.086288 0.271825 20040413
4 -0.152235 0.178124 20040413
5 0.129436 0.466841 20040413
6 0.003276 0.028325 20040413
7 0.072887 0.164495 20040413
8 0.432377 0.917784 20040413
9 0.026371 0.227892 20040413
10 -0.047760 0.517482 20040413
11 0.560930 0.883724 20040413
12 0.123034 0.476100 20040413
13 0.373392 0.532449 20040413
14 -0.000005 0.071894 20040413
15 -0.069382 0.224157 20040413
16 0.464293 0.648963 20040413
17 0.281531 0.392866 20040413
18 0.030088 0.413493 20040413
19 0.109096 0.282753 20040413
20 0.343624 0.571274 20040413
21 -0.110583 0.128895 20040413
22 0.607349 0.805775 20040413
23 0.110023 0.409742 20040413
24 -0.007823 0.423190 20040413
25 0.258999 0.531214 20040413
26 -0.000663 0.232323 20040413
27 0.176927 0.584721 20040413
28 0.316220 0.456280 20040413
29 -0.108861 0.259053 20040413
... ... ... ...
12419 -0.000005 0.039970 20040413
12420 0.918100 1.100119 20040413
12421 1.002524 1.238615 20040413
12422 1.340536 1.490400 20040413
12423 0.815655 1.168681 20040413
12424 0.792234 1.078440 20040413
12425 0.999404 1.273715 20040413
12426 0.660136 0.816734 20040413
12427 1.112277 1.451874 20040413
12428 0.979680 1.272796 20040413
12429 0.783420 1.112320 20040413
12430 1.026246 1.334446 20040413
12431 0.357926 0.285126 20040413
12432 0.260090 0.612749 20040413
12433 0.413461 0.741931 20040413
12434 0.885382 1.232501 20040413
12435 1.046966 1.328518 20040413
12436 0.225758 0.395449 20040413
12437 0.879830 0.982133 20040413
12438 1.192129 1.475188 20040413
12439 0.139244 0.483002 20040413
12440 1.173538 1.482042 20040413
12441 1.202018 1.549458 20040413
12442 0.505594 0.683614 20040413
12443 -0.075986 0.260566 20040413
12444 0.636469 0.950380 20040413
12445 0.569342 0.853037 20040413
12446 0.908475 1.210333 20040413
12447 0.925568 1.251020 20040413
12448 1.134016 1.318856 20040413
[12449 rows x 92 columns],
'20040414': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.018 0.000 0.0
1 USA0011 -0.241 0.000 0.0
2 USA0031 0.764 0.000 0.0
3 USA0062 0.063 0.434 0.0
4 USA00E2 0.347 0.000 0.0
5 USA00F1 -0.166 0.000 0.0
6 USA00G2 -0.208 0.000 0.0
7 USA00H1 0.774 0.000 0.0
8 USA00I1 -0.504 0.000 0.0
9 USA00J1 0.383 0.000 0.0
10 USA00K1 -0.451 0.000 0.0
11 USA00P1 -0.210 0.000 0.0
12 USA00R1 0.148 0.000 0.0
13 USA00S1 0.494 0.000 0.0
14 USA00V1 0.401 0.000 0.0
15 USA0131 0.112 1.000 0.0
16 USA0161 1.332 1.000 0.0
17 USA01I1 -0.003 0.000 0.0
18 USA01J2 -0.257 0.000 0.0
19 USA01L1 -0.086 0.000 0.0
20 USA01P1 -0.079 0.000 0.0
21 USA01Q1 0.317 0.000 0.0
22 USA0202 -0.339 0.000 0.0
23 USA0231 0.088 0.000 0.0
24 USA0281 0.518 0.000 0.0
25 USA0291 -0.298 0.000 0.0
26 USA02A1 -0.121 0.000 0.0
27 USA02B1 -1.047 0.000 0.0
28 USA02H1 -0.656 0.000 0.0
29 USA02P1 -0.197 0.145 0.0
... ... ... ... ...
12420 USAZY41 -0.493 0.000 0.0
12421 USAZY51 -0.748 0.000 0.0
12422 USAZY61 2.838 0.000 0.0
12423 USAZY71 0.090 0.000 0.0
12424 USAZYI1 -0.193 0.000 0.0
12425 USAZYJ1 -1.794 0.000 0.0
12426 USAZYK1 -0.544 0.000 0.0
12427 USAZYM1 0.202 0.000 0.0
12428 USAZYR1 -2.760 0.000 0.0
12429 USAZYS1 -0.138 0.000 0.0
12430 USAZYT1 0.954 0.000 0.0
12431 USAZYV1 -2.760 0.000 0.0
12432 USAZYX1 -0.739 0.000 0.0
12433 USAZZ41 2.838 0.000 0.0
12434 USAZZ51 -0.001 0.000 0.0
12435 USAZZ61 -0.069 0.000 0.0
12436 USAZZ71 -0.011 0.000 0.0
12437 USAZZ81 -0.035 0.000 0.0
12438 USAZZ91 -0.209 0.000 0.0
12439 USAZZA1 -0.289 0.000 0.0
12440 USAZZB1 -0.679 0.000 0.0
12441 USAZZD1 2.838 0.000 0.0
12442 USAZZF1 -2.760 0.000 0.0
12443 USAZZI1 -0.509 0.000 0.0
12444 USAZZJ1 2.397 0.000 0.0
12445 USAZZL1 -0.460 0.000 0.0
12446 USAZZP1 -0.718 0.000 0.0
12447 USAZZR1 0.030 0.000 0.0
12448 USAZZX1 -0.535 0.000 0.0
12449 USAZZY1 0.905 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.950 0.000 ... NaN NaN
1 -1.950 0.000 ... NaN NaN
2 -2.242 0.000 ... NaN 1200.0
3 -2.109 0.000 ... NaN NaN
4 -2.261 0.000 ... NaN 152.0
5 -1.695 0.000 ... NaN 197.0
6 -1.943 0.000 ... NaN NaN
7 -1.808 0.000 ... NaN NaN
8 -1.100 0.000 ... NaN NaN
9 -1.898 0.866 ... NaN 27116.0
10 -2.043 0.000 ... NaN NaN
11 -0.852 0.000 ... NaN NaN
12 -1.712 0.000 ... NaN NaN
13 -1.221 0.000 ... NaN NaN
14 -1.950 0.000 ... NaN NaN
15 -2.084 0.000 ... NaN NaN
16 -1.026 0.000 ... NaN 40.0
17 -1.401 0.000 ... NaN 4170.0
18 -1.891 0.000 ... NaN NaN
19 -1.735 0.000 ... NaN NaN
20 -1.275 0.000 ... NaN NaN
21 -2.164 1.000 ... NaN NaN
22 -0.758 0.000 ... NaN NaN
23 -1.734 0.000 ... NaN 14500.0
24 -1.970 0.000 ... NaN NaN
25 -1.436 0.000 ... NaN NaN
26 -1.951 0.000 ... NaN NaN
27 -1.615 0.000 ... NaN 90.0
28 -1.358 0.000 ... NaN 8745.0
29 -2.164 0.000 ... NaN 4000.0
... ... ... ... ... ...
12420 -1.950 0.000 ... NaN NaN
12421 -0.153 0.000 ... NaN NaN
12422 0.101 0.000 ... NaN 1000.0
12423 0.674 0.000 ... NaN NaN
12424 -0.336 0.000 ... NaN 31000.0
12425 -0.396 0.000 ... NaN NaN
12426 -0.011 0.000 ... NaN 5290.0
12427 -0.636 0.000 ... NaN NaN
12428 0.183 0.000 ... NaN 1961465.0
12429 -0.034 0.000 ... NaN NaN
12430 -0.398 0.000 ... NaN 50585.0
12431 0.052 0.000 ... NaN 4000.0
12432 -1.239 0.000 ... NaN 4500.0
12433 -1.436 0.000 ... NaN 1048205.0
12434 -1.142 0.000 ... NaN NaN
12435 -0.240 0.000 ... NaN 100860.0
12436 0.097 0.000 ... NaN NaN
12437 -1.512 1.000 ... NaN 17700.0
12438 -0.228 0.000 ... NaN NaN
12439 0.383 0.000 ... NaN 45300.0
12440 -1.678 0.000 ... NaN NaN
12441 0.349 0.000 ... NaN 76103990.0
12442 0.377 0.000 ... NaN 42629.0
12443 -0.959 1.000 ... NaN NaN
12444 -2.015 0.000 ... NaN 0.0
12445 -0.703 0.000 ... NaN 700.0
12446 -0.836 1.000 ... NaN NaN
12447 -0.175 0.000 ... NaN NaN
12448 -0.122 0.000 ... NaN NaN
12449 0.293 0.000 ... NaN 169600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.682612e+10 0.174520 16.265208 10.751529
1 NaN 5.224351e+09 0.000000 18.448675 12.289192
2 NaN 6.559829e+10 2.530414 23.218632 19.408732
3 NaN 2.972351e+10 2.215657 25.545325 23.263048
4 NaN 5.115463e+10 2.450067 28.106491 24.714294
5 NaN 1.957263e+11 0.364401 22.696637 19.860641
6 NaN 1.487331e+10 4.854369 22.168248 14.448800
7 NaN 7.639078e+10 0.000000 21.636050 16.285946
8 NaN 1.808262e+10 0.333264 33.215267 26.659072
9 NaN 4.130018e+10 1.725490 19.279943 15.864484
10 NaN 3.725440e+10 0.000000 32.687416 24.382675
11 NaN 2.636333e+10 1.333333 23.751888 19.632572
12 NaN 6.927561e+09 2.379039 16.228520 11.642910
13 NaN 1.864627e+10 1.476209 25.639372 22.890033
14 NaN 1.248113e+10 1.237624 14.994653 10.174499
15 NaN 3.326498e+10 1.655710 27.325198 23.174468
16 NaN 3.326498e+10 1.655710 31.462748 27.571746
17 NaN 3.058733e+10 0.174165 18.591990 16.098893
18 NaN 2.813688e+10 1.871759 23.526135 19.862014
19 NaN 9.727527e+10 3.326498 24.427068 19.819688
20 NaN 1.605716e+11 0.000000 34.875289 31.068463
21 NaN 1.254929e+11 1.988072 21.327025 18.040317
22 NaN 1.450753e+10 0.000000 27.772745 23.379110
23 NaN 9.111422e+10 0.000000 22.339060 18.877779
24 NaN 4.485496e+10 3.315964 24.820877 21.212230
25 NaN 3.179289e+10 0.000000 21.207416 17.304236
26 NaN 7.158616e+09 1.910585 12.932944 8.927892
27 NaN 7.158616e+09 1.910585 35.417433 33.106841
28 NaN 7.073734e+10 2.797579 23.104506 19.935915
29 NaN 3.213618e+11 2.621232 22.841305 19.317149
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 21.707291 14.382915
12421 NaN 7.010400e+06 0.000000 88.993917 85.729266
12422 91.82 2.454980e+06 NaN 81.081152 77.022033
12423 NaN 9.808000e+05 0.000000 102.414044 98.475570
12424 11054.33 4.346440e+06 0.000000 84.019061 79.948818
12425 NaN 3.608400e+07 NaN 79.820794 76.365521
12426 29.69 6.832300e+04 NaN 73.498407 69.369769
12427 NaN 2.118760e+06 NaN 80.781964 77.705519
12428 296519.42 2.471925e+07 0.000000 123.766275 120.765382
12429 NaN 5.030700e+01 0.000000 40.862362 31.119431
12430 36088.93 2.220750e+07 0.000000 82.370058 79.208010
12431 5055.09 1.617600e+06 0.000000 142.895098 140.249432
12432 41627.62 5.373720e+07 0.970874 42.295780 36.512710
12433 35826.30 6.187920e+06 NaN 81.273641 78.655911
12434 NaN 2.965600e+05 0.000000 58.704288 54.057781
12435 3271.53 5.004900e+06 0.000000 130.806260 128.304381
12436 NaN 8.350440e+06 0.000000 84.061668 79.939426
12437 1710954.52 3.068100e+10 4.740379 21.008329 17.651395
12438 NaN 1.352860e+06 NaN 63.482729 56.598634
12439 6982.03 1.521940e+06 NaN 99.492035 95.454270
12440 NaN 1.251480e+06 0.000000 30.271372 22.427178
12441 1528213.24 1.554660e+06 NaN 83.481081 78.962899
12442 112344.65 2.438059e+07 NaN 102.457552 98.419217
12443 NaN 4.747000e+05 NaN 122.037019 120.173441
12444 NaN 1.201069e+07 0.000000 70.850124 65.722688
12445 15763.66 3.849750e+07 0.000000 61.249179 57.190790
12446 NaN 4.689740e+06 NaN 78.761381 75.507603
12447 NaN 8.280000e+04 NaN 48.310159 41.916882
12448 NaN 2.031860e+06 0.000000 154.058872 151.742345
12449 5529386.00 1.023398e+09 0.455970 44.112205 33.510462
HistBeta PredBeta DataDate
0 -0.000094 0.148189 20040414
1 -0.000004 0.070784 20040414
2 -0.149275 0.117209 20040414
3 -0.081335 0.273156 20040414
4 -0.158954 0.171465 20040414
5 0.130275 0.463928 20040414
6 0.003420 0.024654 20040414
7 0.072695 0.178007 20040414
8 0.434356 0.893184 20040414
9 0.026332 0.228418 20040414
10 -0.047517 0.492833 20040414
11 0.561246 0.877410 20040414
12 0.121692 0.473661 20040414
13 0.372530 0.545171 20040414
14 -0.000004 0.087142 20040414
15 -0.068724 0.222008 20040414
16 0.472390 0.698389 20040414
17 0.280839 0.388878 20040414
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12439 1.192649 1.480367 20040414
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12442 1.189947 1.443529 20040414
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12445 0.637426 0.936058 20040414
12446 0.569457 0.846336 20040414
12447 0.907727 1.209161 20040414
12448 0.934368 1.256446 20040414
12449 1.146710 1.345066 20040414
[12450 rows x 92 columns],
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2 USA0031 2.116 0.000 0.0
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12445 USAZZY1 -0.818 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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2 -2.236 0.000 ... NaN 1200.0
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5 -1.688 0.000 ... NaN 197.0
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7 -1.798 0.000 ... NaN NaN
8 -1.095 0.000 ... NaN NaN
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17 -1.387 0.000 ... NaN 4170.0
18 -1.881 0.000 ... NaN NaN
19 -1.726 0.000 ... NaN NaN
20 -1.227 0.000 ... NaN 10000.0
21 -2.154 1.000 ... NaN NaN
22 -0.755 0.000 ... NaN NaN
23 -1.727 0.000 ... NaN 14500.0
24 -1.966 0.000 ... NaN NaN
25 -1.429 0.000 ... NaN NaN
26 -1.941 0.000 ... NaN NaN
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12419 0.682 0.000 ... NaN 800.0
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12421 -0.367 0.000 ... NaN NaN
12422 -0.005 0.000 ... NaN 4000.0
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12428 -1.222 0.000 ... NaN 700.0
12429 -1.436 0.000 ... NaN 699485.0
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.043771e+09 0.000000 18.949695 12.627110
2 NaN 6.874063e+10 2.530414 25.258960 20.532683
3 NaN 2.974075e+10 2.215657 26.202603 23.817212
4 NaN 5.335211e+10 2.450067 29.965724 25.772760
5 NaN 1.947614e+11 0.364401 23.238773 20.288830
6 NaN 1.472323e+10 4.854369 22.883620 14.778120
7 NaN 7.780972e+10 0.000000 22.218206 16.663441
8 NaN 1.750594e+10 0.333264 34.776903 27.673369
9 NaN 4.123500e+10 1.725490 19.764653 16.188041
10 NaN 3.570768e+10 0.000000 34.746124 25.481057
11 NaN 2.724310e+10 1.333333 24.147254 19.961890
12 NaN 6.931980e+09 2.379039 16.659963 11.900663
13 NaN 1.877162e+10 1.476209 26.279173 23.445361
14 NaN 1.241511e+10 1.237624 15.505475 10.446885
15 NaN 3.323297e+10 1.655710 27.958341 23.602696
16 NaN 3.323297e+10 1.655710 32.447164 28.401848
17 NaN 3.061331e+10 0.174165 19.138242 16.504188
18 NaN 2.805702e+10 1.871759 24.080888 20.269081
19 NaN 9.780975e+10 3.326498 25.664895 20.532752
20 NaN 1.573271e+11 0.000000 36.938166 32.754549
21 NaN 1.255174e+11 1.988072 21.822067 18.364812
22 NaN 1.436126e+10 0.000000 28.636612 24.032985
23 NaN 9.034511e+10 0.000000 23.001617 19.300628
24 NaN 4.492473e+10 3.315964 25.624176 21.746963
25 NaN 3.135935e+10 0.000000 21.756634 17.665291
26 NaN 7.150019e+09 1.910585 13.525097 9.311723
27 NaN 7.150019e+09 1.910585 36.050778 33.662526
28 NaN 7.059159e+10 2.797579 23.707009 20.393330
29 NaN 3.243140e+11 2.621232 24.940637 20.976790
... ... ... ... ... ...
12416 NaN 5.056250e+06 NaN 22.620387 14.907826
12417 406.10 7.010400e+06 0.000000 93.373127 90.373279
12418 96.36 4.463600e+06 NaN 78.745903 73.975897
12419 339.80 8.582000e+05 0.000000 104.738384 100.549976
12420 11025.46 4.232060e+06 0.000000 86.589305 82.371323
12421 NaN 3.608400e+07 NaN 80.603545 76.930914
12422 29.32 6.832300e+04 NaN 78.109045 73.985008
12423 NaN 2.118760e+06 NaN 83.129353 79.936182
12424 303641.03 2.578100e+07 0.000000 126.586146 123.476949
12425 NaN 5.030700e+01 0.000000 41.878521 31.734338
12426 36401.74 2.418150e+07 0.000000 85.340613 82.122218
12427 4889.18 1.617600e+06 0.000000 146.238336 143.483713
12428 42174.05 5.269880e+07 0.970874 44.162632 37.833463
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12430 NaN 2.965600e+05 0.000000 59.942732 55.117788
12431 3245.26 5.004900e+06 0.000000 133.823169 131.221342
12432 2407.71 8.350440e+06 0.000000 86.225581 81.935712
12433 1732771.52 3.072446e+10 4.740379 21.426428 17.933424
12434 NaN 1.352860e+06 NaN 65.420841 57.946365
12435 NaN 1.521940e+06 NaN 101.839145 97.623663
12436 NaN 1.251480e+06 0.000000 31.161231 22.928865
12437 1558488.10 1.468290e+06 NaN 84.905579 80.181248
12438 100051.34 2.405260e+07 NaN 108.896908 105.007132
12439 NaN 4.747000e+05 NaN 123.890641 121.947523
12440 NaN 1.238147e+07 0.000000 72.524525 67.106498
12441 NaN 3.849750e+07 0.000000 62.277651 58.366806
12442 NaN 4.689740e+06 NaN 81.616123 78.256922
12443 NaN 8.280000e+04 NaN 49.305901 42.636178
12444 2391.59 2.031860e+06 0.000000 157.385767 154.996631
12445 5582532.86 1.034515e+09 0.455970 45.048912 34.235642
HistBeta PredBeta DataDate
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1 -0.000003 0.090276 20040415
2 -0.151713 0.138250 20040415
3 -0.081505 0.275931 20040415
4 -0.178868 0.189713 20040415
5 0.129171 0.463554 20040415
6 0.003470 0.024011 20040415
7 0.072576 0.180957 20040415
8 0.432991 0.866232 20040415
9 0.026317 0.222987 20040415
10 -0.047711 0.462044 20040415
11 0.561596 0.874415 20040415
12 0.121839 0.473803 20040415
13 0.370941 0.530188 20040415
14 -0.000003 0.090042 20040415
15 -0.068441 0.222092 20040415
16 0.469963 0.662092 20040415
17 0.283388 0.377445 20040415
18 0.030166 0.412515 20040415
19 0.109824 0.300350 20040415
20 0.365242 0.639482 20040415
21 -0.109521 0.128244 20040415
22 0.606791 0.798043 20040415
23 0.109097 0.390727 20040415
24 -0.013432 0.430767 20040415
25 0.261597 0.514112 20040415
26 -0.000568 0.234292 20040415
27 0.168203 0.558362 20040415
28 0.299865 0.443460 20040415
29 -0.096430 0.321650 20040415
... ... ... ...
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12417 0.918746 1.072616 20040415
12418 1.028376 1.358429 20040415
12419 1.343419 1.491158 20040415
12420 0.822074 1.252880 20040415
12421 0.806026 1.133145 20040415
12422 0.991191 1.260348 20040415
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12424 1.092618 1.339590 20040415
12425 0.979574 1.266467 20040415
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12428 0.367926 0.377935 20040415
12429 0.258051 0.540691 20040415
12430 0.412863 0.765868 20040415
12431 0.876267 1.183540 20040415
12432 1.046471 1.325614 20040415
12433 0.224247 0.378226 20040415
12434 0.879887 1.038610 20040415
12435 1.196481 1.483761 20040415
12436 0.137297 0.475798 20040415
12437 1.177489 1.492163 20040415
12438 1.191586 1.418498 20040415
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12442 0.566476 0.849615 20040415
12443 0.907454 1.201737 20040415
12444 0.934258 1.256759 20040415
12445 1.145163 1.322394 20040415
[12446 rows x 92 columns],
'20040416': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.450 0.000 0.0
2 USA0031 -0.006 0.000 0.0
3 USA0062 -0.065 0.434 0.0
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15 USA0131 0.139 1.000 0.0
16 USA0161 -0.100 1.000 0.0
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19 USA01L1 0.487 0.000 0.0
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21 USA01Q1 0.153 0.000 0.0
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23 USA0231 -0.792 0.000 0.0
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27 USA02B1 -0.711 0.000 0.0
28 USA02H1 0.640 0.000 0.0
29 USA02P1 0.555 0.145 0.0
... ... ... ... ...
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12431 USAZZ81 -1.436 0.000 0.0
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12443 USAZZY1 -0.996 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.958 0.000 ... NaN NaN
1 -1.958 0.000 ... NaN NaN
2 -2.255 0.000 ... NaN 1200.0
3 -2.122 0.000 ... NaN NaN
4 -2.308 0.000 ... NaN 152.0
5 -1.706 0.000 ... NaN 197.0
6 -1.951 0.000 ... NaN NaN
7 -1.814 0.000 ... NaN NaN
8 -1.107 0.000 ... NaN NaN
9 -1.905 0.866 ... NaN 27116.0
10 -2.053 0.000 ... NaN NaN
11 -0.859 0.000 ... NaN NaN
12 -1.725 0.000 ... NaN NaN
13 -1.235 0.000 ... NaN 14399.0
14 -1.958 0.000 ... NaN NaN
15 -2.094 0.000 ... NaN NaN
16 -1.033 0.000 ... NaN NaN
17 -1.402 0.000 ... NaN 4170.0
18 -1.898 0.000 ... NaN NaN
19 -1.743 0.000 ... NaN NaN
20 -1.259 0.000 ... NaN 2500.0
21 -2.190 1.000 ... NaN NaN
22 -0.776 0.000 ... NaN NaN
23 -1.747 0.000 ... NaN 14500.0
24 -1.983 0.000 ... NaN NaN
25 -1.449 0.000 ... NaN NaN
26 -1.959 0.000 ... NaN NaN
27 -1.635 0.000 ... NaN 100.0
28 -1.378 0.000 ... NaN 8745.0
29 -2.147 0.000 ... NaN 1500.0
... ... ... ... ... ...
12414 -1.958 0.000 ... NaN NaN
12415 -0.148 0.000 ... NaN NaN
12416 0.071 0.000 ... NaN NaN
12417 0.688 0.000 ... NaN 500.0
12418 -0.311 0.000 ... NaN 60250.0
12419 -0.368 0.000 ... NaN NaN
12420 -0.001 0.000 ... NaN NaN
12421 -0.634 0.000 ... NaN NaN
12422 0.138 0.000 ... NaN 284492.0
12423 -0.028 0.000 ... NaN NaN
12424 -0.450 0.000 ... NaN 27095.0
12425 0.046 0.000 ... NaN 7800.0
12426 -1.234 0.000 ... NaN 1000.0
12427 -1.409 0.000 ... NaN 438011.0
12428 -1.139 0.000 ... NaN NaN
12429 -0.234 0.000 ... NaN 830010.0
12430 0.164 0.000 ... NaN 91000.0
12431 -1.479 1.000 ... NaN 70300.0
12432 -0.220 0.000 ... NaN NaN
12433 0.404 0.000 ... NaN NaN
12434 -1.694 0.000 ... NaN NaN
12435 0.358 0.000 ... NaN 76337210.0
12436 0.370 0.000 ... NaN 28088.0
12437 -0.957 1.000 ... NaN NaN
12438 -1.924 0.000 ... NaN 0.0
12439 -0.686 0.000 ... NaN 4900.0
12440 -0.840 1.000 ... NaN NaN
12441 -0.166 0.000 ... NaN NaN
12442 -0.124 0.000 ... NaN 124000.0
12443 0.338 0.000 ... NaN 137500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.724557e+10 0.174520 17.355696 11.257566
1 NaN 5.006410e+09 0.000000 19.246168 12.675597
2 NaN 6.899077e+10 2.530414 25.386906 20.510402
3 NaN 3.022350e+10 2.215657 26.324959 23.805477
4 NaN 5.377829e+10 2.450067 30.026071 25.737955
5 NaN 1.960654e+11 0.364401 23.499192 20.390708
6 NaN 1.487331e+10 4.854369 23.311293 14.815992
7 NaN 7.752593e+10 0.000000 22.499079 16.703340
8 NaN 1.748390e+10 0.333264 35.331878 27.785007
9 NaN 4.116168e+10 1.725490 19.896483 16.181226
10 NaN 3.465990e+10 0.000000 36.683831 26.178523
11 NaN 2.711827e+10 1.333333 24.084522 19.946719
12 NaN 7.003785e+09 2.379039 16.724723 11.911334
13 NaN 1.868648e+10 1.476209 26.311524 23.448264
14 NaN 1.260810e+10 1.237624 16.323470 10.956268
15 NaN 3.320897e+10 1.655710 28.054582 23.519440
16 NaN 3.320897e+10 1.655710 32.341251 28.350370
17 NaN 3.080380e+10 0.174165 19.346518 16.599556
18 NaN 2.846329e+10 1.871759 24.445247 20.406924
19 NaN 9.805561e+10 3.326498 25.853415 20.541520
20 NaN 1.557393e+11 0.000000 37.015446 32.640725
21 NaN 1.273070e+11 1.988072 21.947792 18.358721
22 NaN 1.393574e+10 0.000000 28.674585 23.988254
23 NaN 9.062711e+10 0.000000 23.322053 19.353424
24 NaN 4.483502e+10 3.315964 25.726403 21.728343
25 NaN 3.022733e+10 0.000000 22.065875 17.742777
26 NaN 7.264648e+09 1.910585 13.703235 9.333370
27 NaN 7.264648e+09 1.910585 36.357086 33.885237
28 NaN 7.210739e+10 2.797579 23.982031 20.463628
29 NaN 3.292693e+11 2.621232 25.043859 20.963803
... ... ... ... ... ...
12414 NaN 5.056250e+06 NaN 23.147353 15.105206
12415 NaN 7.010400e+06 0.000000 93.118728 90.166802
12416 NaN 4.463600e+06 NaN 84.952924 80.888458
12417 340.35 8.582000e+05 0.000000 109.221797 105.234231
12418 11873.31 4.460820e+06 0.000000 89.853419 85.641308
12419 NaN 3.608400e+07 NaN 81.382258 77.666961
12420 NaN 6.832300e+04 NaN 76.560254 72.173906
12421 NaN 2.118760e+06 NaN 84.550383 81.308614
12422 299734.64 2.357120e+07 0.000000 128.034449 124.846579
12423 NaN 5.030700e+01 0.000000 42.196138 31.845985
12424 35969.59 2.220750e+07 0.000000 86.523618 83.447499
12425 4749.91 1.617600e+06 0.000000 147.372351 144.665057
12426 40959.38 5.269880e+07 0.970874 44.265322 37.877766
12427 44915.55 6.676440e+06 NaN 85.331623 82.448442
12428 NaN 2.965600e+05 0.000000 60.670375 55.637755
12429 3320.28 5.004900e+06 0.000000 134.862891 132.201207
12430 3002.03 9.543360e+06 0.000000 90.127646 85.776670
12431 1800982.38 3.174662e+10 4.740379 21.915519 18.283941
12432 NaN 1.352860e+06 NaN 65.511201 57.854966
12433 NaN 1.521940e+06 NaN 103.178743 98.959246
12434 NaN 1.248480e+06 0.000000 31.724471 23.023761
12435 1614006.07 6.209632e+06 NaN 85.874076 81.223978
12436 91488.00 2.317796e+07 NaN 109.218854 105.205573
12437 NaN 4.747000e+05 NaN 124.633903 122.652523
12438 NaN 1.335824e+07 0.000000 73.623973 67.834996
12439 16788.20 3.935300e+07 0.000000 62.675548 58.621332
12440 NaN 4.689740e+06 NaN 82.443129 79.036610
12441 NaN 8.280000e+04 NaN 49.542537 42.764138
12442 2169.09 2.031860e+06 0.000000 158.854061 156.417694
12443 5744294.14 1.065087e+09 0.455970 45.276224 34.289726
HistBeta PredBeta DataDate
0 -0.000096 0.157338 20040416
1 -0.000004 0.092103 20040416
2 -0.150554 0.108349 20040416
3 -0.083216 0.266065 20040416
4 -0.177439 0.168432 20040416
5 0.127777 0.473267 20040416
6 0.003288 0.017085 20040416
7 0.072906 0.177834 20040416
8 0.431160 0.845115 20040416
9 0.026620 0.219449 20040416
10 -0.048043 0.431847 20040416
11 0.556767 0.869258 20040416
12 0.117893 0.465563 20040416
13 0.366187 0.533586 20040416
14 -0.000004 0.101539 20040416
15 -0.069198 0.219000 20040416
16 0.468776 0.666787 20040416
17 0.281751 0.381674 20040416
18 0.030115 0.424550 20040416
19 0.109015 0.294233 20040416
20 0.354313 0.597381 20040416
21 -0.117630 0.115219 20040416
22 0.599251 0.790294 20040416
23 0.106904 0.372814 20040416
24 -0.012721 0.421510 20040416
25 0.258018 0.495733 20040416
26 -0.000708 0.228200 20040416
27 0.163449 0.533462 20040416
28 0.293863 0.458612 20040416
29 -0.095887 0.321898 20040416
... ... ... ...
12414 -0.000004 0.058354 20040416
12415 0.917161 1.074374 20040416
12416 1.028172 1.320868 20040416
12417 1.341070 1.415480 20040416
12418 0.834585 1.171793 20040416
12419 0.806096 1.162156 20040416
12420 0.991982 1.295762 20040416
12421 0.670804 0.838248 20040416
12422 1.062447 1.389033 20040416
12423 0.978479 1.243222 20040416
12424 0.764479 1.107330 20040416
12425 1.015991 1.329136 20040416
12426 0.367101 0.329627 20040416
12427 0.278258 0.569293 20040416
12428 0.415015 0.752356 20040416
12429 0.873618 1.172340 20040416
12430 1.075794 1.289440 20040416
12431 0.242833 0.352553 20040416
12432 0.881015 1.031726 20040416
12433 1.197307 1.480991 20040416
12434 0.133863 0.453835 20040416
12435 1.174088 1.507000 20040416
12436 1.180109 1.451367 20040416
12437 0.507560 0.707431 20040416
12438 0.017339 0.331297 20040416
12439 0.644687 0.878404 20040416
12440 0.566729 0.849234 20040416
12441 0.908304 1.187176 20040416
12442 0.929819 1.225204 20040416
12443 1.163911 1.324462 20040416
[12444 rows x 92 columns],
'20040419': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.368 0.000 0.0
1 USA0011 -0.769 0.000 0.0
2 USA0031 -0.301 0.000 0.0
3 USA0062 -0.170 0.434 0.0
4 USA00E2 -0.256 0.000 0.0
5 USA00F1 -0.187 0.000 0.0
6 USA00G2 -0.293 0.000 0.0
7 USA00H1 0.782 0.000 0.0
8 USA00I1 0.390 0.000 0.0
9 USA00J1 0.695 0.000 0.0
10 USA00K1 0.456 0.000 0.0
11 USA00P1 0.390 0.000 0.0
12 USA00R1 0.123 0.000 0.0
13 USA00S1 0.537 0.000 0.0
14 USA00V1 -0.199 0.000 0.0
15 USA0131 -0.413 1.000 0.0
16 USA0161 1.547 1.000 0.0
17 USA01I1 -0.012 0.000 0.0
18 USA01J2 0.033 0.000 0.0
19 USA01L1 0.063 0.000 0.0
20 USA01P1 0.432 0.000 0.0
21 USA01Q1 0.565 0.000 0.0
22 USA0202 0.245 0.000 0.0
23 USA0231 0.114 0.000 0.0
24 USA0281 -0.388 0.000 0.0
25 USA0291 -0.142 0.000 0.0
26 USA02A1 -0.585 0.000 0.0
27 USA02B1 -0.450 0.000 0.0
28 USA02H1 -0.377 0.000 0.0
29 USA02P1 -0.139 0.145 0.0
... ... ... ... ...
12416 USAZY41 -0.518 0.000 0.0
12417 USAZY51 0.334 0.000 0.0
12418 USAZY61 0.960 0.000 0.0
12419 USAZY71 0.192 0.000 0.0
12420 USAZYI1 2.832 0.000 0.0
12421 USAZYJ1 2.350 0.000 0.0
12422 USAZYK1 0.126 0.000 0.0
12423 USAZYM1 -0.199 0.000 0.0
12424 USAZYR1 2.863 0.000 0.0
12425 USAZYS1 0.260 0.000 0.0
12426 USAZYT1 0.544 0.000 0.0
12427 USAZYV1 0.600 0.000 0.0
12428 USAZYX1 0.244 0.000 0.0
12429 USAZZ41 -2.836 0.000 0.0
12430 USAZZ51 0.200 0.000 0.0
12431 USAZZ61 0.291 0.000 0.0
12432 USAZZ71 0.636 0.000 0.0
12433 USAZZ81 -1.072 0.000 0.0
12434 USAZZ91 0.114 0.000 0.0
12435 USAZZA1 -2.573 0.000 0.0
12436 USAZZB1 -0.747 0.000 0.0
12437 USAZZD1 -2.836 0.000 0.0
12438 USAZZF1 0.643 0.000 0.0
12439 USAZZI1 0.521 0.000 0.0
12440 USAZZJ1 -2.836 0.000 0.0
12441 USAZZL1 2.230 0.000 0.0
12442 USAZZP1 1.006 0.000 0.0
12443 USAZZR1 0.487 0.000 0.0
12444 USAZZX1 2.863 0.000 0.0
12445 USAZZY1 0.815 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.956 0.000 ... NaN NaN
1 -1.956 0.000 ... NaN NaN
2 -2.253 0.000 ... NaN 1200.0
3 -2.122 0.000 ... NaN NaN
4 -2.308 0.000 ... NaN 152.0
5 -1.706 0.000 ... NaN 197.0
6 -1.950 0.000 ... NaN NaN
7 -1.813 0.000 ... NaN NaN
8 -1.108 0.000 ... NaN NaN
9 -1.904 0.866 ... NaN 27116.0
10 -2.052 0.000 ... NaN NaN
11 -0.865 0.000 ... NaN NaN
12 -1.724 0.000 ... NaN NaN
13 -1.238 0.000 ... NaN 25299.0
14 -1.956 0.000 ... NaN NaN
15 -2.094 0.000 ... NaN NaN
16 -1.035 0.000 ... NaN 40.0
17 -1.402 0.000 ... NaN 4170.0
18 -1.897 0.000 ... NaN NaN
19 -1.741 0.000 ... NaN NaN
20 -1.260 0.000 ... NaN NaN
21 -2.189 1.000 ... NaN NaN
22 -0.778 0.000 ... NaN NaN
23 -1.745 0.000 ... NaN 14500.0
24 -1.982 0.000 ... NaN NaN
25 -1.447 0.000 ... NaN NaN
26 -1.957 0.000 ... NaN NaN
27 -1.633 0.000 ... NaN NaN
28 -1.383 0.000 ... NaN 8745.0
29 -2.146 0.000 ... NaN 1500.0
... ... ... ... ... ...
12416 -1.956 0.000 ... NaN NaN
12417 -0.147 0.000 ... NaN NaN
12418 0.069 0.000 ... NaN NaN
12419 0.687 0.000 ... NaN 2475.0
12420 -0.303 0.000 ... NaN 7000.0
12421 -0.407 0.000 ... NaN 199.0
12422 -0.003 0.000 ... NaN 104600.0
12423 -0.637 0.000 ... NaN NaN
12424 0.116 0.000 ... NaN 78575.0
12425 -0.028 0.000 ... NaN NaN
12426 -0.442 0.000 ... NaN 34470.0
12427 0.027 0.000 ... NaN 40475.0
12428 -1.233 0.000 ... NaN 2500.0
12429 -1.433 0.000 ... NaN 584950.0
12430 -1.143 0.000 ... NaN NaN
12431 -0.235 0.000 ... NaN 35266.0
12432 0.164 0.000 ... NaN 34051.0
12433 -1.465 1.000 ... NaN 212500.0
12434 -0.222 0.000 ... NaN NaN
12435 0.411 0.000 ... NaN 4000.0
12436 -1.692 0.000 ... NaN NaN
12437 0.359 0.000 ... NaN 27968110.0
12438 0.368 0.000 ... NaN 2500.0
12439 -0.959 1.000 ... NaN NaN
12440 -1.876 0.000 ... NaN 0.0
12441 -0.696 0.000 ... NaN 1000.0
12442 -0.842 1.000 ... NaN NaN
12443 -0.168 0.000 ... NaN NaN
12444 -0.152 0.000 ... NaN 452000.0
12445 0.316 0.000 ... NaN 106600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.748526e+10 0.174520 16.958006 11.119048
1 NaN 4.913007e+09 0.000000 19.022882 12.626104
2 NaN 6.910020e+10 2.530414 24.829869 20.184231
3 NaN 2.985282e+10 2.215657 25.814328 23.348063
4 NaN 5.300584e+10 2.450067 29.409684 25.261549
5 NaN 1.955438e+11 0.364401 23.017280 20.005418
6 NaN 1.488911e+10 4.854369 22.711730 14.522857
7 NaN 7.790002e+10 0.000000 22.295626 16.506821
8 NaN 1.764185e+10 0.333264 34.598227 27.261915
9 NaN 4.170756e+10 1.725490 19.672722 15.936663
10 NaN 3.524200e+10 0.000000 35.647333 25.699246
11 NaN 2.672000e+10 1.333333 23.884237 19.609369
12 NaN 6.998262e+09 2.379039 16.420333 11.665460
13 NaN 1.869594e+10 1.476209 25.956926 23.108900
14 NaN 1.278586e+10 1.237624 15.891618 10.753504
15 NaN 3.320097e+10 1.655710 27.426445 23.036825
16 NaN 3.320097e+10 1.655710 32.016527 28.028049
17 NaN 3.098131e+10 0.174165 18.953783 16.271908
18 NaN 2.812646e+10 1.871759 23.919649 19.987590
19 NaN 9.820526e+10 3.326498 25.255981 20.143583
20 NaN 1.580174e+11 0.000000 36.208620 31.959129
21 NaN 1.299301e+11 1.988072 21.597287 18.041087
22 NaN 1.398893e+10 0.000000 28.229344 23.519693
23 NaN 9.162696e+10 0.000000 22.789622 18.974561
24 NaN 4.484499e+10 3.315964 25.207747 21.356483
25 NaN 3.042002e+10 0.000000 21.509996 17.416271
26 NaN 7.227394e+09 1.910585 13.497699 9.255769
27 NaN 7.227394e+09 1.910585 35.707356 33.373562
28 NaN 7.173815e+10 2.797579 23.461372 20.069045
29 NaN 3.278987e+11 2.621232 24.439846 20.531207
... ... ... ... ... ...
12416 NaN 5.056250e+06 NaN 22.649695 14.898563
12417 NaN 7.010400e+06 0.000000 90.917044 87.965494
12418 NaN 4.463600e+06 NaN 84.311115 80.257344
12419 360.11 8.582000e+05 0.000000 109.419354 105.517622
12420 11043.14 4.117680e+06 0.000000 88.200457 83.900141
12421 9.97 1.984620e+07 NaN 82.225984 78.582052
12422 35.38 6.832300e+04 NaN 75.402365 70.988717
12423 NaN 2.118760e+06 NaN 83.277153 80.106155
12424 301891.31 2.246630e+07 0.000000 126.465768 123.212194
12425 NaN 5.030700e+01 0.000000 41.407353 31.215353
12426 35353.59 2.220750e+07 0.000000 85.072190 81.957416
12427 3676.29 1.617600e+06 0.000000 145.294535 142.545578
12428 43204.85 5.269880e+07 0.970874 43.268252 37.125703
12429 52936.34 7.164960e+06 NaN 84.450727 81.555607
12430 NaN 2.965600e+05 0.000000 59.464118 54.578073
12431 2682.93 5.004900e+06 0.000000 132.797319 130.175452
12432 2478.63 9.543360e+06 0.000000 88.890526 84.687974
12433 2070930.95 3.202606e+10 4.740379 21.839409 18.201885
12434 NaN 1.352860e+06 NaN 63.899693 56.363564
12435 7791.93 1.630650e+06 NaN 101.611328 97.336475
12436 NaN 1.248480e+06 0.000000 31.075034 22.699517
12437 1704550.20 6.597734e+06 NaN 86.425387 82.086048
12438 81380.37 2.306863e+07 NaN 107.099049 103.120559
12439 NaN 4.747000e+05 NaN 122.324868 120.390693
12440 NaN 1.403193e+07 0.000000 72.760360 66.965094
12441 17575.74 3.849750e+07 0.000000 61.788135 57.697475
12442 NaN 4.689740e+06 NaN 81.018511 77.623192
12443 NaN 8.280000e+04 NaN 48.621803 41.905451
12444 2339.78 1.727081e+06 0.000000 157.757303 155.312803
12445 5934913.75 1.042544e+09 0.455970 44.800839 33.698705
HistBeta PredBeta DataDate
0 -0.000095 0.135307 20040419
1 -0.000003 0.064703 20040419
2 -0.150851 0.091214 20040419
3 -0.084445 0.264175 20040419
4 -0.178807 0.156219 20040419
5 0.126950 0.459369 20040419
6 0.003266 0.007310 20040419
7 0.072735 0.180684 20040419
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12442 0.565942 0.858111 20040419
12443 0.908438 1.205809 20040419
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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2 NaN 6.758375e+10 2.530414 25.078617 20.410477
3 NaN 2.930973e+10 2.215657 26.079031 23.547192
4 NaN 5.194040e+10 2.450067 29.958153 25.759472
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6 NaN 1.445468e+10 4.854369 22.984020 14.733178
7 NaN 7.552651e+10 0.000000 22.508458 16.672357
8 NaN 1.687784e+10 0.333264 35.222244 27.743873
9 NaN 4.160979e+10 1.725490 19.908013 16.091973
10 NaN 3.362875e+10 0.000000 36.037113 26.051905
11 NaN 2.651194e+10 1.333333 24.668862 20.202791
12 NaN 6.844709e+09 2.379039 16.695868 11.832763
13 NaN 1.832935e+10 1.476209 26.362351 23.445505
14 NaN 1.284934e+10 1.237624 16.156020 10.892589
15 NaN 3.244876e+10 1.655710 27.857377 23.402994
16 NaN 3.244876e+10 1.655710 32.580719 28.473408
17 NaN 3.064361e+10 0.174165 19.236391 16.430159
18 NaN 2.777228e+10 1.871759 24.273194 20.241709
19 NaN 9.622769e+10 3.326498 25.780642 20.511398
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26 NaN 7.175810e+09 1.910585 13.765102 9.376897
27 NaN 7.175810e+09 1.910585 35.993037 33.605938
28 NaN 6.995029e+10 2.797579 23.805184 20.276194
29 NaN 3.212564e+11 2.621232 25.010248 21.140353
... ... ... ... ... ...
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12429 NaN 5.030700e+01 0.000000 42.247141 31.766891
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12442 78040.82 2.306863e+07 NaN 108.277614 104.137903
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12447 NaN 8.280000e+04 NaN 49.673831 42.763168
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HistBeta PredBeta DataDate
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1 -0.000003 0.073899 20040420
2 -0.145325 0.098979 20040420
3 -0.073150 0.280966 20040420
4 -0.162809 0.170588 20040420
5 0.127406 0.462274 20040420
6 0.003688 0.023458 20040420
7 0.068684 0.173118 20040420
8 0.421701 0.854746 20040420
9 0.025891 0.216524 20040420
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11 0.556482 0.862769 20040420
12 0.120204 0.454895 20040420
13 0.336166 0.499683 20040420
14 -0.000003 0.089044 20040420
15 -0.061163 0.209871 20040420
16 0.437632 0.653170 20040420
17 0.273646 0.368177 20040420
18 0.030778 0.406898 20040420
19 0.107249 0.272111 20040420
20 0.374112 0.625084 20040420
21 -0.111062 0.112386 20040420
22 0.587927 0.773944 20040420
23 0.104033 0.380731 20040420
24 -0.011966 0.407307 20040420
25 0.251328 0.488632 20040420
26 -0.000298 0.228834 20040420
27 0.161181 0.535549 20040420
28 0.288038 0.439652 20040420
29 -0.141134 0.237118 20040420
... ... ... ...
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12423 1.330972 1.382393 20040420
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12446 0.406101 0.662535 20040420
12447 0.903405 1.181916 20040420
12448 0.943211 1.326793 20040420
12449 1.259734 1.449925 20040420
[12450 rows x 92 columns],
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
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12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.983 0.000 ... NaN NaN
1 -1.983 0.000 ... NaN NaN
2 -2.272 0.000 ... NaN 1200.0
3 -2.131 0.000 ... NaN NaN
4 -2.312 0.000 ... NaN 152.0
5 -1.728 0.000 ... NaN 197.0
6 -1.976 0.000 ... NaN NaN
7 -1.846 0.000 ... NaN NaN
8 -1.145 0.000 ... NaN NaN
9 -1.812 0.866 ... NaN 27116.0
10 -2.071 0.000 ... NaN NaN
11 -0.876 0.000 ... NaN NaN
12 -1.757 0.000 ... NaN NaN
13 -1.322 0.000 ... NaN 15210.0
14 -1.983 0.000 ... NaN NaN
15 -2.108 0.000 ... NaN NaN
16 -1.128 0.000 ... NaN 950.0
17 -1.448 0.000 ... NaN 4170.0
18 -1.923 0.000 ... NaN NaN
19 -1.771 0.000 ... NaN NaN
20 -1.239 0.000 ... NaN NaN
21 -2.205 1.000 ... NaN NaN
22 -0.816 0.000 ... NaN NaN
23 -1.775 0.000 ... NaN 14500.0
24 -1.979 0.000 ... NaN NaN
25 -1.482 0.000 ... NaN NaN
26 -1.984 0.000 ... NaN NaN
27 -1.572 0.000 ... NaN 585.0
28 -1.419 0.000 ... NaN 8745.0
29 -2.265 0.000 ... NaN 11500.0
... ... ... ... ... ...
12424 -1.983 0.000 ... NaN NaN
12425 -0.172 0.000 ... NaN NaN
12426 0.054 0.000 ... NaN NaN
12427 0.726 0.000 ... NaN 25000.0
12428 -0.342 0.000 ... NaN 31944.0
12429 -0.382 0.000 ... NaN 1000.0
12430 -0.010 0.000 ... NaN 2200.0
12431 -0.640 0.000 ... NaN NaN
12432 0.120 0.000 ... NaN 130094.0
12433 -0.048 0.000 ... NaN NaN
12434 -0.491 0.000 ... NaN 67190.0
12435 -0.064 0.000 ... NaN 52536.0
12436 -1.266 0.000 ... NaN NaN
12437 -1.689 0.000 ... NaN 1098487.0
12438 -1.217 0.000 ... NaN 500.0
12439 -0.249 0.000 ... NaN 375850.0
12440 -0.264 0.000 ... NaN NaN
12441 -1.464 1.000 ... NaN 36100.0
12442 -0.229 0.000 ... NaN NaN
12443 0.394 0.000 ... NaN NaN
12444 -1.721 0.000 ... NaN NaN
12445 0.362 0.000 ... NaN 26791020.0
12446 0.342 0.000 ... NaN 5071.0
12447 -0.965 1.000 ... NaN NaN
12448 -1.968 0.000 ... NaN 0.0
12449 -0.654 0.000 ... NaN 9000.0
12450 -1.183 1.000 ... NaN NaN
12451 -0.179 0.000 ... NaN NaN
12452 -0.067 0.000 ... NaN 650.0
12453 0.614 0.000 ... NaN 231800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.724557e+10 0.174520 17.677993 11.786895
1 NaN 4.788469e+09 0.000000 19.831261 13.443040
2 NaN 6.741178e+10 2.530414 26.091930 21.370858
3 NaN 2.928387e+10 2.215657 27.223930 24.720489
4 NaN 5.364511e+10 2.450067 31.254209 27.027877
5 NaN 1.909016e+11 0.364401 24.492126 21.388996
6 NaN 1.468374e+10 4.854369 23.644680 15.399986
7 NaN 7.347550e+10 0.000000 23.274931 17.458437
8 NaN 1.689621e+10 0.333264 36.329689 29.114815
9 NaN 4.155276e+10 1.725490 20.679396 16.890662
10 NaN 3.364538e+10 0.000000 37.502457 27.590232
11 NaN 2.682700e+10 1.333333 25.281651 21.153176
12 NaN 6.904362e+09 2.379039 17.250114 12.387469
13 NaN 1.832699e+10 1.476209 27.339942 24.569021
14 NaN 1.322263e+10 1.237624 17.040807 11.531728
15 NaN 3.268883e+10 1.655710 29.030055 24.598860
16 NaN 3.268883e+10 1.655710 33.777150 29.892665
17 NaN 3.125406e+10 0.174165 20.097285 17.207771
18 NaN 2.815424e+10 1.871759 25.233023 21.279767
19 NaN 9.606735e+10 3.326498 27.038583 21.785190
20 NaN 1.544277e+11 0.000000 38.267601 33.822958
21 NaN 1.277973e+11 1.988072 22.774736 19.171869
22 NaN 1.356341e+10 0.000000 29.909056 25.131673
23 NaN 8.929398e+10 0.000000 23.998537 20.195169
24 NaN 4.405754e+10 3.315964 26.673787 22.828933
25 NaN 3.025142e+10 0.000000 22.519009 18.399140
26 NaN 7.364949e+09 1.910585 14.100558 9.814803
27 NaN 7.364949e+09 1.910585 38.854890 36.285557
28 NaN 6.869684e+10 2.797579 24.877168 21.382974
29 NaN 3.236814e+11 2.621232 26.048912 22.282541
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 24.110922 16.177796
12425 NaN 7.010400e+06 0.000000 96.230856 93.340559
12426 NaN 4.463600e+06 NaN 89.238552 85.391611
12427 394.74 1.103400e+06 0.000000 119.626272 115.800897
12428 10934.83 4.003300e+06 0.000000 92.812801 88.666123
12429 36.79 2.165040e+07 NaN 79.936890 75.704508
12430 31.68 6.832300e+04 NaN 77.600280 73.115704
12431 NaN 2.118760e+06 NaN 91.120603 88.080604
12432 283993.52 2.172970e+07 0.000000 133.744460 130.647654
12433 NaN 5.030700e+01 0.000000 43.255261 33.260796
12434 35506.42 2.220750e+07 0.000000 89.825155 86.797301
12435 3336.82 1.280600e+06 0.000000 155.715597 153.135032
12436 NaN 5.269880e+07 0.970874 45.878499 39.456897
12437 65546.70 6.513600e+06 NaN 89.111772 86.528408
12438 16.27 1.482800e+05 0.000000 74.009017 70.010862
12439 2700.27 5.004900e+06 0.000000 140.539478 138.009737
12440 NaN 1.192920e+07 0.000000 94.252469 90.613639
12441 2975076.67 3.162223e+10 4.740379 22.924199 19.367331
12442 NaN 1.352860e+06 NaN 67.217017 59.643629
12443 NaN 1.630650e+06 NaN 107.673755 103.647237
12444 NaN 1.248480e+06 0.000000 32.556268 24.240408
12445 1661003.08 5.433428e+06 NaN 96.004094 91.719514
12446 76833.32 2.186600e+07 NaN 113.563599 109.594346
12447 NaN 4.747000e+05 NaN 129.228389 127.325127
12448 NaN 1.039559e+07 0.000000 87.964685 82.979962
12449 17704.66 4.132065e+07 0.000000 66.114445 62.150480
12450 NaN 5.968760e+06 NaN 87.898964 84.786358
12451 NaN 8.280000e+04 NaN 50.991888 44.431634
12452 2057.60 1.828674e+06 0.000000 167.875189 165.423699
12453 6126540.52 1.036677e+09 0.455970 47.602488 36.363744
HistBeta PredBeta DataDate
0 -0.000085 0.149312 20040421
1 -0.000001 0.069993 20040421
2 -0.144853 0.089005 20040421
3 -0.074456 0.265119 20040421
4 -0.164842 0.156941 20040421
5 0.127741 0.445709 20040421
6 0.003542 0.012949 20040421
7 0.068815 0.163650 20040421
8 0.419661 0.849289 20040421
9 0.085848 0.197536 20040421
10 -0.044110 0.433134 20040421
11 0.554690 0.864463 20040421
12 0.113125 0.452676 20040421
13 0.330937 0.505794 20040421
14 -0.000001 0.095328 20040421
15 -0.062554 0.201390 20040421
16 0.428429 0.648586 20040421
17 0.267981 0.364885 20040421
18 0.030174 0.395465 20040421
19 0.106359 0.250457 20040421
20 0.372707 0.614840 20040421
21 -0.111490 0.097414 20040421
22 0.584544 0.779570 20040421
23 0.104143 0.370568 20040421
24 0.001976 0.392539 20040421
25 0.250857 0.474185 20040421
26 -0.000388 0.219994 20040421
27 0.205756 0.501540 20040421
28 0.282742 0.430384 20040421
29 -0.141292 0.232566 20040421
... ... ... ...
12424 -0.000001 0.063258 20040421
12425 0.907486 1.088769 20040421
12426 1.020437 1.275054 20040421
12427 1.357403 1.366447 20040421
12428 0.822382 1.235157 20040421
12429 0.801983 1.196070 20040421
12430 0.988778 1.290737 20040421
12431 0.672840 0.820143 20040421
12432 1.053628 1.366501 20040421
12433 0.969720 1.241397 20040421
12434 0.747429 1.095424 20040421
12435 0.961740 1.310336 20040421
12436 0.359431 0.338417 20040421
12437 0.147143 0.530022 20040421
12438 0.383827 0.781258 20040421
12439 0.868685 1.156963 20040421
12440 0.861080 1.135889 20040421
12441 0.260195 0.380424 20040421
12442 0.879023 1.070987 20040421
12443 1.191165 1.472594 20040421
12444 0.130998 0.446200 20040421
12445 1.175029 1.455531 20040421
12446 1.164779 1.451204 20040421
12447 0.510082 0.715798 20040421
12448 0.007311 0.359613 20040421
12449 0.665788 0.851214 20040421
12450 0.400689 0.637006 20040421
12451 0.903713 1.191909 20040421
12452 0.959976 1.225159 20040421
12453 1.301516 1.436753 20040421
[12454 rows x 92 columns],
'20040422': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.417 0.000 0.0
1 USA0011 0.207 0.000 0.0
2 USA0031 -0.718 0.000 0.0
3 USA0062 -0.092 0.434 0.0
4 USA00E2 -0.789 0.000 0.0
5 USA00F1 0.239 0.000 0.0
6 USA00G2 -0.169 0.000 0.0
7 USA00H1 -0.190 0.000 0.0
8 USA00I1 -1.069 0.000 0.0
9 USA00J1 -0.106 0.000 0.0
10 USA00K1 -2.785 0.000 0.0
11 USA00P1 0.397 0.000 0.0
12 USA00R1 0.140 0.000 0.0
13 USA00S1 -0.284 0.000 0.0
14 USA00V1 -0.057 0.000 0.0
15 USA0131 0.504 1.000 0.0
16 USA0161 -1.027 1.000 0.0
17 USA01I1 0.298 0.000 0.0
18 USA01J2 -2.863 0.000 0.0
19 USA01L1 0.366 0.000 0.0
20 USA01P1 -2.185 0.000 0.0
21 USA01Q1 -0.453 0.000 0.0
22 USA0202 -0.095 0.000 0.0
23 USA0231 -0.860 0.000 0.0
24 USA0281 -2.863 0.000 0.0
25 USA0291 -0.903 0.000 0.0
26 USA02A1 -0.328 0.000 0.0
27 USA02B1 1.206 0.000 0.0
28 USA02H1 0.370 0.000 0.0
29 USA02P1 -1.363 0.145 0.0
... ... ... ... ...
12425 USAZY41 -0.245 0.000 0.0
12426 USAZY51 0.079 0.000 0.0
12427 USAZY61 1.647 0.000 0.0
12428 USAZY71 1.898 0.000 0.0
12429 USAZYI1 -0.560 0.000 0.0
12430 USAZYJ1 -0.241 0.000 0.0
12431 USAZYK1 -0.435 0.000 0.0
12432 USAZYM1 -0.017 0.000 0.0
12433 USAZYR1 -2.863 0.000 0.0
12434 USAZYS1 -0.146 0.000 0.0
12435 USAZYT1 0.079 0.000 0.0
12436 USAZYV1 0.205 0.000 0.0
12437 USAZYX1 -0.134 0.000 0.0
12438 USAZZ41 0.713 0.000 0.0
12439 USAZZ51 -0.450 0.000 0.0
12440 USAZZ61 -0.152 0.000 0.0
12441 USAZZ71 -0.116 0.000 0.0
12442 USAZZ81 -0.821 0.000 0.0
12443 USAZZ91 -0.616 0.000 0.0
12444 USAZZA1 0.201 0.000 0.0
12445 USAZZB1 -1.982 0.000 0.0
12446 USAZZD1 -2.863 0.000 0.0
12447 USAZZF1 0.752 0.000 0.0
12448 USAZZI1 -0.832 0.000 0.0
12449 USAZZJ1 -0.482 0.000 0.0
12450 USAZZL1 0.167 0.000 0.0
12451 USAZZP1 0.929 0.000 0.0
12452 USAZZR1 -0.084 0.000 0.0
12453 USAZZX1 -2.863 0.000 0.0
12454 USAZZY1 0.706 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
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18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
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25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
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12435 0.0 0.0 0.0 0.000
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12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
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12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.053 0.000 ... NaN NaN
1 -2.053 0.000 ... NaN NaN
2 -2.337 0.000 ... NaN 1200.0
3 -2.206 0.000 ... NaN NaN
4 -2.378 0.000 ... NaN 152.0
5 -1.801 0.000 ... NaN 197.0
6 -2.046 0.000 ... NaN NaN
7 -1.913 0.000 ... NaN NaN
8 -1.216 0.000 ... NaN NaN
9 -1.882 0.866 ... NaN 27116.0
10 -2.142 0.000 ... NaN NaN
11 -0.913 0.000 ... NaN NaN
12 -1.811 0.000 ... NaN NaN
13 -1.310 0.000 ... NaN 6687.0
14 -2.053 0.000 ... NaN NaN
15 -2.181 0.000 ... NaN NaN
16 -1.057 0.000 ... NaN 3535.0
17 -1.516 0.000 ... NaN 4170.0
18 -1.356 0.000 ... NaN 205.0
19 -1.843 0.000 ... NaN NaN
20 -1.158 0.000 ... NaN 3000.0
21 -2.276 1.000 ... NaN NaN
22 -0.875 0.000 ... NaN NaN
23 -1.847 0.000 ... NaN 14500.0
24 -1.692 0.000 ... NaN 390.0
25 -1.559 0.000 ... NaN NaN
26 -2.054 0.000 ... NaN 665.0
27 -1.783 0.000 ... NaN 205.0
28 -1.476 0.000 ... NaN 8745.0
29 -2.221 0.000 ... NaN 565.0
... ... ... ... ... ...
12425 -2.053 0.000 ... NaN NaN
12426 -0.198 0.000 ... NaN NaN
12427 -0.416 0.000 ... NaN 200.0
12428 0.586 0.000 ... NaN 20000.0
12429 -0.339 0.000 ... NaN 10000.0
12430 -0.402 0.000 ... NaN NaN
12431 -0.017 0.000 ... NaN NaN
12432 -0.663 0.000 ... NaN NaN
12433 0.274 0.000 ... NaN 1548364.0
12434 -0.051 0.000 ... NaN NaN
12435 -0.508 0.000 ... NaN 13445.0
12436 -0.068 0.000 ... NaN 16820.0
12437 -1.323 0.000 ... NaN 800.0
12438 -1.886 0.000 ... NaN 246436.0
12439 -1.225 0.000 ... NaN NaN
12440 -0.256 0.000 ... NaN 44328.0
12441 -0.271 0.000 ... NaN NaN
12442 -1.476 1.000 ... NaN 38700.0
12443 -0.244 0.000 ... NaN NaN
12444 0.395 0.000 ... NaN NaN
12445 -1.794 0.000 ... NaN NaN
12446 0.465 0.000 ... NaN 98160400.0
12447 0.276 0.000 ... NaN 32495.0
12448 -1.001 1.000 ... NaN NaN
12449 -2.045 0.000 ... NaN 0.0
12450 -0.685 0.000 ... NaN 10400.0
12451 -1.278 1.000 ... NaN 4000.0
12452 -0.180 0.000 ... NaN NaN
12453 -0.022 0.000 ... NaN 339675.0
12454 0.633 0.000 ... NaN 196100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.872365e+10 0.174520 18.967076 13.033713
1 NaN 4.937914e+09 0.000000 20.824092 14.450817
2 NaN 6.917837e+10 2.530414 27.501984 22.635756
3 NaN 2.982696e+10 2.215657 28.755119 26.206601
4 NaN 5.347197e+10 2.450067 32.840427 28.468728
5 NaN 1.922056e+11 0.364401 25.829099 22.755158
6 NaN 1.424141e+10 4.854369 24.685442 16.270442
7 NaN 7.370769e+10 0.000000 24.334041 18.440157
8 NaN 1.697334e+10 0.333264 37.917699 30.795499
9 NaN 4.187866e+10 1.725490 21.669549 17.776681
10 NaN 3.288034e+10 0.000000 40.722282 29.872030
11 NaN 2.680916e+10 1.333333 26.557977 22.654586
12 NaN 7.113150e+09 2.379039 17.935265 13.148123
13 NaN 1.874088e+10 1.476209 28.723159 25.984757
14 NaN 1.352228e+10 1.237624 17.857599 12.287275
15 NaN 3.382513e+10 1.655710 30.816267 26.283906
16 NaN 3.382513e+10 1.655710 35.634461 31.687476
17 NaN 3.128004e+10 0.174165 21.039315 18.222654
18 NaN 2.920291e+10 1.871759 33.266113 29.785798
19 NaN 9.813044e+10 3.326498 28.427821 23.097632
20 NaN 1.598123e+11 0.000000 40.713608 36.155750
21 NaN 1.261548e+11 1.988072 24.045846 20.337897
22 NaN 1.362990e+10 0.000000 31.028947 26.588741
23 NaN 9.075530e+10 0.000000 25.348551 21.389842
24 NaN 4.468551e+10 3.315964 30.139691 26.214075
25 NaN 2.996239e+10 0.000000 23.750758 19.556823
26 NaN 7.479579e+09 1.910585 14.710292 10.398486
27 NaN 7.479579e+09 1.910585 41.173242 39.147030
28 NaN 6.916324e+10 2.797579 26.289007 22.780553
29 NaN 3.252629e+11 2.621232 27.819447 24.095880
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 25.129011 17.255596
12426 NaN 7.010400e+06 0.000000 100.375038 97.633314
12427 87.82 2.454980e+06 NaN 89.763322 86.344394
12428 426.56 8.582000e+05 0.000000 123.846208 120.357266
12429 10537.56 4.003300e+06 0.000000 98.810469 95.014537
12430 NaN 2.165040e+07 NaN 85.006426 81.221385
12431 NaN 6.832300e+04 NaN 81.398200 77.183612
12432 NaN 2.118760e+06 NaN 92.836267 89.792396
12433 320473.11 2.430780e+07 0.000000 142.264968 139.341380
12434 NaN 5.030700e+01 0.000000 44.833104 35.189917
12435 35178.71 2.220750e+07 0.000000 94.732335 91.916233
12436 3246.02 1.409620e+07 0.000000 165.358859 162.961813
12437 41601.62 5.295840e+07 0.970874 47.989167 41.686796
12438 67216.82 6.025080e+06 NaN 93.479509 90.933705
12439 NaN 1.482800e+05 0.000000 77.573411 73.527619
12440 2460.65 5.004900e+06 0.000000 149.121311 146.719075
12441 NaN 1.192920e+07 0.000000 100.179461 96.717539
12442 2944068.67 3.203293e+10 4.740379 24.157553 20.646885
12443 NaN 1.352860e+06 NaN 70.121740 62.721292
12444 NaN 1.630650e+06 NaN 114.428881 110.684649
12445 NaN 1.248480e+06 0.000000 34.674913 25.896122
12446 1590278.23 8.150142e+06 NaN 107.029369 103.293197
12447 75637.88 2.131935e+07 NaN 117.493985 113.771885
12448 NaN 4.747000e+05 NaN 136.671064 134.811872
12449 NaN 1.033107e+07 0.000000 92.530851 87.847080
12450 19987.93 4.132065e+07 0.000000 69.457217 65.746058
12451 826.82 5.755590e+06 NaN 95.378212 92.562063
12452 NaN 8.280000e+04 NaN 53.280100 46.976540
12453 2350.95 1.930267e+06 0.000000 178.602144 176.247529
12454 6358119.86 1.059220e+09 0.455970 49.479358 38.601010
HistBeta PredBeta DataDate
0 -0.000085 0.193178 20040422
1 0.000000 0.107782 20040422
2 -0.137854 0.072411 20040422
3 -0.074318 0.267862 20040422
4 -0.157938 0.142708 20040422
5 0.122222 0.455784 20040422
6 0.002998 0.033098 20040422
7 0.067887 0.168557 20040422
8 0.405964 0.797117 20040422
9 0.082722 0.200846 20040422
10 -0.043299 0.364356 20040422
11 0.552930 0.900333 20040422
12 0.117188 0.448671 20040422
13 0.360067 0.520337 20040422
14 0.000000 0.115757 20040422
15 -0.062336 0.226377 20040422
16 0.482879 0.669302 20040422
17 0.260562 0.368721 20040422
18 0.338047 0.595668 20040422
19 0.101597 0.272346 20040422
20 0.434108 0.609510 20040422
21 -0.108269 0.091790 20040422
22 0.571281 0.791987 20040422
23 0.099537 0.347322 20040422
24 0.174996 0.506226 20040422
25 0.239474 0.439098 20040422
26 -0.000664 0.225920 20040422
27 0.131020 0.464396 20040422
28 0.279829 0.447867 20040422
29 -0.081512 0.261395 20040422
... ... ... ...
12425 0.000000 0.085915 20040422
12426 0.900035 1.061666 20040422
12427 0.794217 1.097973 20040422
12428 1.280221 1.354380 20040422
12429 0.831171 1.156528 20040422
12430 0.800693 1.193247 20040422
12431 0.987420 1.227219 20040422
12432 0.674276 0.822652 20040422
12433 1.128654 1.318744 20040422
12434 0.971335 1.208062 20040422
12435 0.749194 1.052395 20040422
12436 0.962862 1.269983 20040422
12437 0.354111 0.364283 20040422
12438 0.080814 0.447056 20040422
12439 0.401337 0.812469 20040422
12440 0.871832 1.112959 20040422
12441 0.864374 1.103675 20040422
12442 0.279685 0.372765 20040422
12443 0.877386 1.026052 20040422
12444 1.187421 1.424444 20040422
12445 0.125298 0.395264 20040422
12446 1.221545 1.362930 20040422
12447 1.129809 1.369609 20040422
12448 0.510339 0.687111 20040422
12449 0.003776 0.397041 20040422
12450 0.663375 0.846759 20040422
12451 0.375740 0.589935 20040422
12452 0.908507 1.156987 20040422
12453 0.985274 1.224142 20040422
12454 1.303092 1.449618 20040422
[12455 rows x 92 columns],
'20040423': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.022 0.000 0.0
3 USA0062 0.290 0.434 0.0
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6 USA00G2 0.580 0.000 0.0
7 USA00H1 0.282 0.000 0.0
8 USA00I1 1.607 0.000 0.0
9 USA00J1 -0.164 0.000 0.0
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16 USA0161 -0.410 1.000 0.0
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18 USA01J2 -0.543 0.000 0.0
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23 USA0231 0.550 0.000 0.0
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25 USA0291 0.630 0.000 0.0
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12451 USAZZP1 2.839 0.000 0.0
12452 USAZZR1 -0.117 0.000 0.0
12453 USAZZX1 -0.427 0.000 0.0
12454 USAZZY1 0.920 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.053 0.000 ... NaN NaN
2 -2.338 0.000 ... NaN 1200.0
3 -2.207 0.000 ... NaN NaN
4 -2.379 0.000 ... NaN 152.0
5 -1.800 0.000 ... NaN 197.0
6 -2.047 0.000 ... NaN NaN
7 -1.913 0.000 ... NaN NaN
8 -1.219 0.000 ... NaN NaN
9 -1.883 0.866 ... NaN 27116.0
10 -2.143 0.000 ... NaN NaN
11 -0.916 0.000 ... NaN NaN
12 -1.814 0.000 ... NaN NaN
13 -1.314 0.000 ... NaN 128.0
14 -2.053 0.000 ... NaN NaN
15 -2.182 0.000 ... NaN NaN
16 -1.060 0.000 ... NaN 2097.0
17 -1.516 0.000 ... NaN 4170.0
18 -1.358 0.000 ... NaN NaN
19 -1.844 0.000 ... NaN NaN
20 -1.159 0.000 ... NaN NaN
21 -2.277 1.000 ... NaN NaN
22 -0.876 0.000 ... NaN NaN
23 -1.848 0.000 ... NaN 14500.0
24 -1.693 0.000 ... NaN NaN
25 -1.560 0.000 ... NaN NaN
26 -2.055 0.000 ... NaN NaN
27 -1.772 0.000 ... NaN 340.0
28 -1.480 0.000 ... NaN 8745.0
29 -2.222 0.000 ... NaN 565.0
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12427 -0.416 0.000 ... NaN NaN
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12429 -0.341 0.000 ... NaN NaN
12430 -0.403 0.000 ... NaN NaN
12431 -0.018 0.000 ... NaN 11100.0
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12433 0.272 0.000 ... NaN 474358.0
12434 -0.052 0.000 ... NaN NaN
12435 -0.510 0.000 ... NaN 101007.0
12436 -0.068 0.000 ... NaN NaN
12437 -1.325 0.000 ... NaN 2300.0
12438 -1.873 0.000 ... NaN 111067.0
12439 -1.228 0.000 ... NaN NaN
12440 -0.268 0.000 ... NaN 737900.0
12441 -0.272 0.000 ... NaN 5000.0
12442 -1.471 1.000 ... NaN 67200.0
12443 -0.245 0.000 ... NaN NaN
12444 0.394 0.000 ... NaN NaN
12445 -1.796 0.000 ... NaN NaN
12446 0.466 0.000 ... NaN 42783820.0
12447 0.273 0.000 ... NaN 20391.0
12448 -1.002 1.000 ... NaN NaN
12449 -2.064 0.000 ... NaN 0.0
12450 -0.684 0.000 ... NaN 10601.0
12451 -1.247 1.000 ... NaN 42000.0
12452 -0.181 0.000 ... NaN NaN
12453 -0.023 0.000 ... NaN NaN
12454 0.644 0.000 ... NaN 90400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.906321e+10 0.174520 19.105128 13.569303
1 NaN 4.900553e+09 0.000000 21.113202 15.107544
2 NaN 6.895950e+10 2.530414 27.910779 23.486422
3 NaN 3.006833e+10 2.215657 29.497020 27.162198
4 NaN 5.299252e+10 2.450067 33.519369 29.578566
5 NaN 1.928837e+11 0.364401 26.390748 23.587361
6 NaN 1.448627e+10 4.854369 24.865322 16.922292
7 NaN 7.521693e+10 0.000000 24.558006 19.099763
8 NaN 1.749125e+10 0.333264 38.991246 32.308956
9 NaN 4.257936e+10 1.725490 22.005031 18.466366
10 NaN 3.326286e+10 0.000000 40.997199 31.182638
11 NaN 2.694588e+10 1.333333 26.971837 23.461414
12 NaN 7.173909e+09 2.379039 18.067675 13.680442
13 NaN 1.861553e+10 1.476209 29.438537 26.960318
14 NaN 1.341055e+10 1.237624 17.899444 12.737048
15 NaN 3.396917e+10 1.655710 31.463934 27.282880
16 NaN 3.396917e+10 1.655710 36.512680 32.965348
17 NaN 3.109820e+10 0.174165 21.457707 18.892423
18 NaN 2.845981e+10 1.871759 34.237000 31.190127
19 NaN 9.801285e+10 3.326498 28.807462 23.949909
20 NaN 1.610549e+11 0.000000 41.591477 37.623634
21 NaN 1.251497e+11 1.988072 24.567514 21.098234
22 NaN 1.612982e+10 0.000000 31.559196 27.631499
23 NaN 9.219098e+10 0.000000 25.814463 22.169494
24 NaN 4.450609e+10 3.315964 30.509597 27.206120
25 NaN 2.993830e+10 0.000000 24.022600 20.293327
26 NaN 7.620000e+09 1.910585 14.699620 10.795264
27 NaN 7.620000e+09 1.910585 43.923400 41.907249
28 NaN 6.791950e+10 2.797579 26.942260 23.691664
29 NaN 3.235759e+11 2.621232 28.411421 25.077914
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 25.243672 17.926839
12426 322.66 6.426200e+06 0.000000 104.827235 102.254014
12427 NaN 2.454980e+06 NaN 84.818491 81.144411
12428 430.19 6.130000e+05 0.000000 128.894549 125.739868
12429 NaN 4.003300e+06 0.000000 102.233342 98.830077
12430 NaN 2.165040e+07 NaN 87.724176 84.358757
12431 31.99 6.832300e+04 NaN 83.824132 80.035548
12432 NaN 2.118760e+06 NaN 95.536472 92.782349
12433 328146.70 2.467610e+07 0.000000 147.419139 144.859025
12434 NaN 5.030700e+01 0.000000 45.272659 36.458183
12435 37245.67 2.319450e+07 0.000000 98.313777 95.724177
12436 NaN 1.409620e+07 0.000000 171.695475 169.558980
12437 40778.29 5.399680e+07 0.970874 49.293456 43.522558
12438 67985.25 6.025080e+06 NaN 95.379725 93.036450
12439 NaN 1.482800e+05 0.000000 79.893051 76.213859
12440 2715.34 5.004900e+06 0.000000 154.696809 152.558127
12441 2334.83 1.192920e+07 0.000000 103.349378 100.227863
12442 3012105.95 3.154966e+10 4.740379 24.765568 21.525080
12443 NaN 1.352860e+06 NaN 70.994059 64.219711
12444 NaN 1.630650e+06 NaN 116.705334 113.276972
12445 NaN 1.248480e+06 0.000000 34.659170 26.849227
12446 1405217.62 7.762040e+06 NaN 107.595956 103.958813
12447 76840.58 2.077270e+07 NaN 120.495157 117.066869
12448 NaN 4.747000e+05 NaN 140.287275 138.580890
12449 NaN 1.085348e+07 0.000000 95.863446 91.585192
12450 19202.70 4.106400e+07 0.000000 71.493529 68.147324
12451 1075.16 4.796325e+06 NaN 100.073911 97.523493
12452 NaN 8.280000e+04 NaN 54.378236 48.667885
12453 NaN 1.930267e+06 0.000000 185.606748 183.516196
12454 6292219.86 1.027104e+09 0.455970 50.175687 40.113984
HistBeta PredBeta DataDate
0 -0.000086 0.192013 20040423
1 -0.000001 0.111789 20040423
2 -0.138033 0.068714 20040423
3 -0.074494 0.269356 20040423
4 -0.158152 0.139863 20040423
5 0.123014 0.443660 20040423
6 0.003010 0.037368 20040423
7 0.067905 0.165993 20040423
8 0.404615 0.835949 20040423
9 0.082766 0.189601 20040423
10 -0.043404 0.420390 20040423
11 0.551885 0.892408 20040423
12 0.116004 0.438905 20040423
13 0.358558 0.517750 20040423
14 -0.000001 0.110501 20040423
15 -0.062365 0.220389 20040423
16 0.481823 0.669009 20040423
17 0.260758 0.358505 20040423
18 0.337161 0.582061 20040423
19 0.101668 0.262438 20040423
20 0.434133 0.630471 20040423
21 -0.108397 0.090969 20040423
22 0.571094 0.778027 20040423
23 0.099372 0.359803 20040423
24 0.174700 0.522416 20040423
25 0.239418 0.492350 20040423
26 -0.000670 0.220986 20040423
27 0.136530 0.424428 20040423
28 0.278157 0.439713 20040423
29 -0.081672 0.269869 20040423
... ... ... ...
12425 -0.000001 0.088340 20040423
12426 0.905171 1.109089 20040423
12427 0.794272 1.159249 20040423
12428 1.281433 1.363294 20040423
12429 0.831009 1.152805 20040423
12430 0.800644 1.174086 20040423
12431 0.987466 1.228505 20040423
12432 0.674030 0.817479 20040423
12433 1.128291 1.305730 20040423
12434 0.971375 1.206786 20040423
12435 0.749044 1.001846 20040423
12436 0.963283 1.266574 20040423
12437 0.353485 0.335715 20040423
12438 0.087333 0.462735 20040423
12439 0.400627 0.817909 20040423
12440 0.866386 1.114253 20040423
12441 0.864355 1.104078 20040423
12442 0.282419 0.398707 20040423
12443 0.877578 1.019029 20040423
12444 1.187726 1.424044 20040423
12445 0.124963 0.416566 20040423
12446 1.222288 1.454745 20040423
12447 1.128852 1.385246 20040423
12448 0.510174 0.681294 20040423
12449 -0.005394 0.345896 20040423
12450 0.664494 0.851040 20040423
12451 0.391471 0.624525 20040423
12452 0.908377 1.155117 20040423
12453 0.985352 1.230543 20040423
12454 1.308660 1.462662 20040423
[12455 rows x 92 columns],
'20040426': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.097 0.000 0.0
1 USA0011 0.239 0.000 0.0
2 USA0031 0.461 0.000 0.0
3 USA0062 0.345 0.434 0.0
4 USA00E2 0.515 0.000 0.0
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7 USA00H1 1.623 0.000 0.0
8 USA00I1 -1.094 0.000 0.0
9 USA00J1 -0.407 0.000 0.0
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15 USA0131 0.918 1.000 0.0
16 USA0161 0.471 1.000 0.0
17 USA01I1 -0.033 0.000 0.0
18 USA01J2 -0.330 0.000 0.0
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25 USA0291 -0.234 0.000 0.0
26 USA02A1 -0.380 0.000 0.0
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29 USA02P1 0.012 0.145 0.0
... ... ... ... ...
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12434 USAZYS1 -0.439 0.000 0.0
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12444 USAZZA1 -0.700 0.000 0.0
12445 USAZZB1 -0.308 0.000 0.0
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12447 USAZZF1 -0.112 0.000 0.0
12448 USAZZI1 0.154 0.000 0.0
12449 USAZZJ1 1.425 0.000 0.0
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12451 USAZZP1 2.728 0.000 0.0
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12453 USAZZX1 -0.385 0.000 0.0
12454 USAZZY1 2.728 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.046 0.000 ... NaN NaN
1 -2.046 0.000 ... NaN NaN
2 -2.330 0.000 ... NaN 1200.0
3 -2.199 0.000 ... NaN NaN
4 -2.371 0.000 ... NaN 152.0
5 -1.792 0.000 ... NaN 197.0
6 -2.039 0.000 ... NaN NaN
7 -1.911 0.000 ... NaN NaN
8 -1.213 0.000 ... NaN NaN
9 -1.875 0.866 ... NaN 27116.0
10 -2.134 0.000 ... NaN NaN
11 -0.911 0.000 ... NaN NaN
12 -1.812 0.000 ... NaN NaN
13 -1.304 0.000 ... NaN 16821.0
14 -2.046 0.000 ... NaN NaN
15 -2.173 0.000 ... NaN NaN
16 -1.061 0.000 ... NaN 795.0
17 -1.508 0.000 ... NaN 4170.0
18 -1.351 0.000 ... NaN NaN
19 -1.836 0.000 ... NaN NaN
20 -1.154 0.000 ... NaN NaN
21 -2.268 1.000 ... NaN NaN
22 -0.870 0.000 ... NaN NaN
23 -1.842 0.000 ... NaN 14500.0
24 -1.688 0.000 ... NaN NaN
25 -1.554 0.000 ... NaN NaN
26 -2.047 0.000 ... NaN NaN
27 -1.771 0.000 ... NaN NaN
28 -1.475 0.000 ... NaN 8745.0
29 -2.214 0.000 ... NaN 565.0
... ... ... ... ... ...
12425 -2.046 0.000 ... NaN NaN
12426 -0.184 0.000 ... NaN NaN
12427 -0.413 0.000 ... NaN NaN
12428 0.587 0.000 ... NaN 100.0
12429 -0.338 0.000 ... NaN NaN
12430 -0.397 0.000 ... NaN NaN
12431 -0.016 0.000 ... NaN 12300.0
12432 -0.662 0.000 ... NaN NaN
12433 0.315 0.000 ... NaN 308253.0
12434 -0.048 0.000 ... NaN NaN
12435 -0.464 0.000 ... NaN 55050.0
12436 -0.096 0.000 ... NaN 13240.0
12437 -1.297 0.000 ... NaN 1300.0
12438 -1.821 0.000 ... NaN 204244.0
12439 -1.224 0.000 ... NaN NaN
12440 -0.263 0.000 ... NaN 80990.0
12441 -0.267 0.000 ... NaN NaN
12442 -1.494 1.000 ... NaN 43900.0
12443 -0.244 0.000 ... NaN NaN
12444 0.397 0.000 ... NaN NaN
12445 -1.791 0.000 ... NaN NaN
12446 0.477 0.000 ... NaN 37895340.0
12447 0.280 0.000 ... NaN 10571.0
12448 -0.996 1.000 ... NaN NaN
12449 -2.050 0.000 ... NaN 0.0
12450 -0.676 0.000 ... NaN NaN
12451 -1.188 1.000 ... NaN 23334.0
12452 -0.179 0.000 ... NaN NaN
12453 -0.027 0.000 ... NaN NaN
12454 0.706 0.000 ... NaN 155800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.786476e+10 0.174520 18.865891 13.276077
1 NaN 4.832057e+09 0.000000 20.830923 14.705206
2 NaN 6.878753e+10 2.530414 27.444860 22.868177
3 NaN 2.996489e+10 2.215657 28.988993 26.631304
4 NaN 5.260630e+10 2.450067 32.940797 28.858252
5 NaN 1.904583e+11 0.364401 25.912513 22.907497
6 NaN 1.446257e+10 4.854369 24.803709 16.458859
7 NaN 7.617149e+10 0.000000 27.559456 20.737538
8 NaN 1.691825e+10 0.333264 38.608754 31.502893
9 NaN 4.232678e+10 1.725490 21.591821 17.957298
10 NaN 3.233150e+10 0.000000 41.070756 30.606040
11 NaN 2.647628e+10 1.333333 26.609775 22.768036
12 NaN 7.165071e+09 2.379039 17.918131 13.373156
13 NaN 1.866283e+10 1.476209 28.933939 26.318899
14 NaN 1.303726e+10 1.237624 17.864429 12.404344
15 NaN 3.460134e+10 1.655710 31.241982 26.880264
16 NaN 3.460134e+10 1.655710 35.860284 32.156019
17 NaN 3.108521e+10 0.174165 20.947977 18.268981
18 NaN 2.809174e+10 1.871759 33.511456 30.434685
19 NaN 9.861147e+10 3.326498 28.391969 23.353116
20 NaN 1.597432e+11 0.000000 40.877239 36.672243
21 NaN 1.242671e+11 1.988072 24.074128 20.535515
22 NaN 1.602344e+10 0.000000 31.075569 26.923884
23 NaN 9.126804e+10 0.000000 25.415895 21.634284
24 NaN 4.484499e+10 3.315964 30.005347 26.565159
25 NaN 2.887854e+10 0.000000 23.587893 19.737650
26 NaN 7.574148e+09 1.910585 14.615348 10.583547
27 NaN 7.574148e+09 1.910585 42.848882 40.894939
28 NaN 6.764744e+10 2.797579 26.442125 23.068524
29 NaN 3.242085e+11 2.621232 27.982391 24.553208
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 25.182028 17.815544
12426 NaN 6.426200e+06 0.000000 97.816909 94.955061
12427 NaN 2.454980e+06 NaN 84.024388 80.176682
12428 449.78 6.130000e+05 0.000000 111.928890 107.961634
12429 NaN 4.003300e+06 0.000000 98.045390 94.314974
12430 NaN 2.165040e+07 NaN 86.859802 83.345572
12431 33.83 6.832300e+04 NaN 83.696576 79.759186
12432 NaN 2.118760e+06 NaN 93.501448 90.643271
12433 340521.64 2.283460e+07 0.000000 144.122634 141.312609
12434 NaN 5.030700e+01 0.000000 44.804774 35.486781
12435 30949.75 2.171400e+07 0.000000 96.464529 93.741773
12436 2937.86 1.558000e+07 0.000000 167.765537 165.458795
12437 42209.75 5.332184e+07 0.970874 48.644772 42.724219
12438 72503.95 5.862240e+06 NaN 94.182472 91.760104
12439 NaN 1.482800e+05 0.000000 78.021122 74.166555
12440 2720.63 5.004900e+06 0.000000 150.583488 148.311947
12441 NaN 1.192920e+07 0.000000 101.101354 97.776691
12442 2469488.80 3.218132e+10 4.740379 24.149779 20.775201
12443 NaN 1.352860e+06 NaN 69.927746 62.902475
12444 NaN 1.630650e+06 NaN 115.561272 111.972585
12445 NaN 1.248480e+06 0.000000 34.232376 26.126893
12446 1231592.20 6.597734e+06 NaN 108.443053 104.667468
12447 63464.85 2.077270e+07 NaN 118.879332 115.342930
12448 NaN 4.747000e+05 NaN 136.457377 134.648383
12449 NaN 1.075591e+07 0.000000 93.582553 89.154064
12450 NaN 4.106400e+07 0.000000 69.799586 66.266549
12451 1039.64 4.263400e+06 NaN 93.640096 90.845386
12452 NaN 8.280000e+04 NaN 53.442494 47.372949
12453 NaN 1.930267e+06 0.000000 180.603812 178.387019
12454 6494048.05 9.866495e+08 0.455970 50.909304 40.190058
HistBeta PredBeta DataDate
0 -0.000086 0.177315 20040426
1 -0.000002 0.101397 20040426
2 -0.138449 0.075047 20040426
3 -0.074519 0.282752 20040426
4 -0.158313 0.155373 20040426
5 0.123398 0.441715 20040426
6 0.003120 0.027543 20040426
7 0.065317 0.189139 20040426
8 0.404943 0.817843 20040426
9 0.082789 0.179162 20040426
10 -0.043156 0.383968 20040426
11 0.551775 0.895065 20040426
12 0.113629 0.428308 20040426
13 0.360746 0.517645 20040426
14 -0.000002 0.105271 20040426
15 -0.061905 0.226711 20040426
16 0.478811 0.662973 20040426
17 0.261347 0.356021 20040426
18 0.337642 0.607509 20040426
19 0.101926 0.269081 20040426
20 0.433961 0.632965 20040426
21 -0.108160 0.082006 20040426
22 0.571890 0.786322 20040426
23 0.098800 0.343109 20040426
24 0.174162 0.524155 20040426
25 0.239125 0.481849 20040426
26 -0.000611 0.208399 20040426
27 0.133629 0.422419 20040426
28 0.277702 0.434288 20040426
29 -0.081722 0.264928 20040426
... ... ... ...
12425 -0.000002 0.074362 20040426
12426 0.905805 1.120663 20040426
12427 0.794354 1.166763 20040426
12428 1.280805 1.428509 20040426
12429 0.830551 1.176533 20040426
12430 0.801798 1.188652 20040426
12431 0.987143 1.225005 20040426
12432 0.672863 0.820458 20040426
12433 1.148517 1.390247 20040426
12434 0.971614 1.207151 20040426
12435 0.769565 1.082689 20040426
12436 0.948266 1.217143 20040426
12437 0.364317 0.376076 20040426
12438 0.109405 0.514639 20040426
12439 0.399704 0.814577 20040426
12440 0.866946 1.100874 20040426
12441 0.865017 1.093425 20040426
12442 0.268345 0.369545 20040426
12443 0.876280 1.028112 20040426
12444 1.188463 1.417059 20040426
12445 0.123893 0.404730 20040426
12446 1.227103 1.472995 20040426
12447 1.131437 1.369147 20040426
12448 0.510626 0.683382 20040426
12449 -0.002301 0.419147 20040426
12450 0.666490 0.850352 20040426
12451 0.417368 0.726486 20040426
12452 0.907838 1.147676 20040426
12453 0.981856 1.228207 20040426
12454 1.338511 1.528648 20040426
[12455 rows x 92 columns],
'20040427': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.061 0.000 0.0
1 USA0011 0.084 0.000 0.0
2 USA0031 0.062 0.000 0.0
3 USA0062 -0.174 0.434 0.0
4 USA00E2 -0.485 0.000 0.0
5 USA00F1 0.010 0.000 0.0
6 USA00G2 -0.407 0.000 0.0
7 USA00H1 0.286 0.000 0.0
8 USA00I1 -1.399 0.000 0.0
9 USA00J1 0.217 0.000 0.0
10 USA00K1 -1.646 0.000 0.0
11 USA00P1 -0.617 0.000 0.0
12 USA00R1 -0.053 0.000 0.0
13 USA00S1 -0.563 0.000 0.0
14 USA00V1 -0.037 0.000 0.0
15 USA0131 0.034 1.000 0.0
16 USA0161 -0.645 1.000 0.0
17 USA01I1 -0.105 0.000 0.0
18 USA01J2 -0.078 0.000 0.0
19 USA01L1 0.656 0.000 0.0
20 USA01P1 -1.098 0.000 0.0
21 USA01Q1 0.158 0.000 0.0
22 USA0202 -1.109 0.000 0.0
23 USA0231 -0.499 0.000 0.0
24 USA0281 0.167 0.000 0.0
25 USA0291 -0.668 0.000 0.0
26 USA02A1 -0.168 0.000 0.0
27 USA02B1 1.967 0.000 0.0
28 USA02H1 0.215 0.000 0.0
29 USA02P1 -0.166 0.145 0.0
... ... ... ... ...
12426 USAZY41 0.497 0.000 0.0
12427 USAZY51 0.115 0.000 0.0
12428 USAZY61 0.321 0.000 0.0
12429 USAZY71 0.718 0.000 0.0
12430 USAZYI1 -0.084 0.000 0.0
12431 USAZYJ1 -0.060 0.000 0.0
12432 USAZYK1 0.145 0.000 0.0
12433 USAZYM1 2.771 0.000 0.0
12434 USAZYR1 -0.478 0.000 0.0
12435 USAZYS1 0.034 0.000 0.0
12436 USAZYT1 -2.777 0.000 0.0
12437 USAZYV1 -0.038 0.000 0.0
12438 USAZYX1 0.650 0.000 0.0
12439 USAZZ41 -0.041 0.000 0.0
12440 USAZZ51 0.111 0.000 0.0
12441 USAZZ61 -2.777 0.000 0.0
12442 USAZZ71 0.111 0.000 0.0
12443 USAZZ81 -0.731 0.000 0.0
12444 USAZZ91 1.392 0.000 0.0
12445 USAZZA1 0.001 0.000 0.0
12446 USAZZB1 -0.341 0.000 0.0
12447 USAZZD1 2.550 0.000 0.0
12448 USAZZF1 -2.777 0.000 0.0
12449 USAZZI1 -0.238 0.000 0.0
12450 USAZZJ1 1.180 0.000 0.0
12451 USAZZL1 -0.108 0.000 0.0
12452 USAZZP1 2.667 0.000 0.0
12453 USAZZR1 0.167 0.000 0.0
12454 USAZZX1 0.024 0.000 0.0
12455 USAZZY1 0.098 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.047 0.000 ... NaN NaN
1 -2.047 0.000 ... NaN NaN
2 -2.333 0.000 ... NaN 1200.0
3 -2.202 0.000 ... NaN NaN
4 -2.376 0.000 ... NaN 152.0
5 -1.792 0.000 ... NaN 197.0
6 -2.041 0.000 ... NaN NaN
7 -1.912 0.000 ... NaN NaN
8 -1.213 0.000 ... NaN NaN
9 -1.876 0.866 ... NaN 27116.0
10 -2.137 0.000 ... NaN NaN
11 -0.911 0.000 ... NaN NaN
12 -1.813 0.000 ... NaN NaN
13 -1.310 0.000 ... NaN 88764.0
14 -2.047 0.000 ... NaN NaN
15 -2.175 0.000 ... NaN NaN
16 -1.052 0.000 ... NaN 815.0
17 -1.508 0.000 ... NaN 4170.0
18 -1.350 0.000 ... NaN NaN
19 -1.837 0.000 ... NaN NaN
20 -1.154 0.000 ... NaN NaN
21 -2.271 1.000 ... NaN NaN
22 -0.872 0.000 ... NaN NaN
23 -1.843 0.000 ... NaN 14500.0
24 -1.688 0.000 ... NaN NaN
25 -1.554 0.000 ... NaN NaN
26 -2.048 0.000 ... NaN NaN
27 -1.774 0.000 ... NaN 70.0
28 -1.477 0.000 ... NaN 8745.0
29 -2.216 0.000 ... NaN 565.0
... ... ... ... ... ...
12426 -2.047 0.000 ... NaN NaN
12427 -0.180 0.000 ... NaN NaN
12428 -0.412 0.000 ... NaN NaN
12429 0.602 0.000 ... NaN 250.0
12430 -0.336 0.000 ... NaN 88867.0
12431 -0.395 0.000 ... NaN NaN
12432 0.003 0.000 ... NaN 11000.0
12433 -0.667 0.000 ... NaN 10000.0
12434 0.322 0.000 ... NaN 157645.0
12435 -0.044 0.000 ... NaN NaN
12436 -0.459 0.000 ... NaN 161000.0
12437 -0.093 0.000 ... NaN 74380.0
12438 -1.295 0.000 ... NaN 1000.0
12439 -1.801 0.000 ... NaN 86027.0
12440 -1.228 0.000 ... NaN NaN
12441 -0.210 0.000 ... NaN 1734286.0
12442 -0.264 0.000 ... NaN NaN
12443 -1.489 1.000 ... NaN 46800.0
12444 -0.240 0.000 ... NaN NaN
12445 0.404 0.000 ... NaN NaN
12446 -1.792 0.000 ... NaN NaN
12447 0.482 0.000 ... NaN 43039190.0
12448 0.290 0.000 ... NaN 8285.0
12449 -0.998 1.000 ... NaN NaN
12450 -2.049 0.000 ... NaN 0.0
12451 -0.686 0.000 ... NaN 5520.0
12452 -1.159 1.000 ... NaN 56000.0
12453 -0.177 0.000 ... NaN NaN
12454 -0.023 0.000 ... NaN NaN
12455 0.724 0.000 ... NaN 130200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.808448e+10 0.174520 18.458237 12.956580
1 NaN 4.794696e+09 0.000000 20.415330 14.348578
2 NaN 6.944414e+10 2.530414 26.788044 22.287511
3 NaN 3.055108e+10 2.215657 28.294252 25.938142
4 NaN 5.229998e+10 2.450067 32.094566 28.280216
5 NaN 1.894934e+11 0.364401 25.263339 22.327864
6 NaN 1.432830e+10 4.854369 24.348942 16.063177
7 NaN 7.729374e+10 0.000000 26.748404 20.218696
8 NaN 1.668684e+10 0.333264 38.348309 31.106640
9 NaN 4.235122e+10 1.725490 21.110459 17.497725
10 NaN 3.201550e+10 0.000000 40.989853 30.405905
11 NaN 2.644061e+10 1.333333 26.310604 22.446891
12 NaN 7.155129e+09 2.379039 17.520057 13.046872
13 NaN 1.868412e+10 1.476209 28.372120 25.741385
14 NaN 1.284934e+10 1.237624 17.455520 12.091322
15 NaN 3.484941e+10 1.655710 30.522553 26.219806
16 NaN 3.484941e+10 1.655710 35.236875 31.454209
17 NaN 3.113717e+10 0.174165 20.375354 17.698066
18 NaN 2.840426e+10 1.871759 32.715907 29.655178
19 NaN 9.929560e+10 3.326498 27.804055 22.833592
20 NaN 1.581555e+11 0.000000 40.342717 35.991095
21 NaN 1.243162e+11 1.988072 23.453240 19.977601
22 NaN 1.603674e+10 0.000000 30.869531 26.637761
23 NaN 9.298573e+10 0.000000 24.917884 21.125513
24 NaN 4.437651e+10 3.315964 29.355236 25.912988
25 NaN 2.849317e+10 0.000000 23.296969 19.388853
26 NaN 7.536894e+09 1.910585 14.304337 10.315054
27 NaN 7.536894e+09 1.910585 42.351572 40.385147
28 NaN 6.789035e+10 2.797579 25.875072 22.491586
29 NaN 3.220999e+11 2.621232 27.181049 23.756576
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 24.999574 17.786035
12427 NaN 6.426200e+06 0.000000 95.923354 93.082670
12428 NaN 2.454980e+06 NaN 82.067030 78.181874
12429 429.62 6.130000e+05 0.000000 108.905966 104.823089
12430 10808.81 4.003300e+06 0.000000 96.112223 92.411725
12431 NaN 2.165040e+07 NaN 84.666639 81.087154
12432 32.79 6.832300e+04 NaN 81.788071 77.811123
12433 141.39 1.664740e+06 NaN 90.561130 87.650036
12434 329486.11 2.283460e+07 0.000000 141.277305 138.476627
12435 NaN 5.030700e+01 0.000000 43.872462 34.588009
12436 32909.30 2.270100e+07 0.000000 94.981434 92.224274
12437 3159.32 1.558000e+07 0.000000 164.455245 162.251549
12438 40834.29 5.321800e+07 0.970874 47.517998 41.773839
12439 69912.17 5.862240e+06 NaN 90.460918 88.004965
12440 NaN 1.482800e+05 0.000000 76.296789 72.421185
12441 3621.77 7.229300e+06 0.000000 158.096352 155.895380
12442 NaN 1.192920e+07 0.000000 98.395802 95.087092
12443 2423033.10 3.262063e+10 4.740379 23.934172 20.677865
12444 NaN 1.352860e+06 NaN 68.672235 61.570892
12445 NaN 1.630650e+06 NaN 113.558104 109.982318
12446 NaN 1.248480e+06 0.000000 33.567216 25.540681
12447 1206911.97 6.209632e+06 NaN 104.888193 101.018384
12448 61333.27 2.186600e+07 NaN 117.080226 113.473024
12449 NaN 4.747000e+05 NaN 133.506277 131.727393
12450 NaN 1.062430e+07 0.000000 91.681042 87.299309
12451 19339.02 4.132065e+07 0.000000 68.210987 64.723431
12452 1356.97 3.623890e+06 NaN 88.985814 86.066610
12453 NaN 8.280000e+04 NaN 52.218629 46.163498
12454 NaN 1.930267e+06 0.000000 176.880620 174.658451
12455 6504615.95 1.002399e+09 0.455970 49.995715 39.215386
HistBeta PredBeta DataDate
0 -0.000085 0.170504 20040427
1 -0.000001 0.096183 20040427
2 -0.138978 0.072931 20040427
3 -0.075121 0.269090 20040427
4 -0.159767 0.177360 20040427
5 0.123574 0.451477 20040427
6 0.003128 0.014875 20040427
7 0.065399 0.180506 20040427
8 0.404974 0.810158 20040427
9 0.082978 0.186902 20040427
10 -0.043585 0.381962 20040427
11 0.551548 0.889484 20040427
12 0.113419 0.430050 20040427
13 0.357654 0.504575 20040427
14 -0.000001 0.095775 20040427
15 -0.062285 0.216501 20040427
16 0.482863 0.654225 20040427
17 0.261465 0.356351 20040427
18 0.338358 0.612051 20040427
19 0.101959 0.273205 20040427
20 0.433456 0.618186 20040427
21 -0.108563 0.088456 20040427
22 0.570139 0.771275 20040427
23 0.098807 0.344140 20040427
24 0.174352 0.530068 20040427
25 0.239479 0.478359 20040427
26 -0.000616 0.206443 20040427
27 0.132645 0.469254 20040427
28 0.276618 0.440110 20040427
29 -0.082235 0.260757 20040427
... ... ... ...
12426 -0.000001 0.071919 20040427
12427 0.906036 1.124047 20040427
12428 0.793663 1.190414 20040427
12429 1.285801 1.466766 20040427
12430 0.830637 1.189438 20040427
12431 0.801719 1.200886 20040427
12432 0.994995 1.247261 20040427
12433 0.669578 0.863528 20040427
12434 1.149730 1.387264 20040427
12435 0.972107 1.218983 20040427
12436 0.770922 1.023367 20040427
12437 0.948499 1.259913 20040427
12438 0.364956 0.379308 20040427
12439 0.119595 0.512743 20040427
12440 0.397612 0.829079 20040427
12441 0.891606 1.080829 20040427
12442 0.865234 1.114457 20040427
12443 0.270722 0.361326 20040427
12444 0.877073 1.057653 20040427
12445 1.189628 1.429960 20040427
12446 0.123764 0.404623 20040427
12447 1.227478 1.485189 20040427
12448 1.134317 1.339885 20040427
12449 0.509171 0.681780 20040427
12450 -0.000885 0.421057 20040427
12451 0.660587 0.851632 20040427
12452 0.431222 0.770879 20040427
12453 0.907732 1.163348 20040427
12454 0.982307 1.238107 20040427
12455 1.344673 1.524355 20040427
[12456 rows x 92 columns],
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2 USA0031 0.650 0.000 0.0
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12452 USAZZR1 -0.916 0.000 0.0
12453 USAZZX1 2.781 0.000 0.0
12454 USAZZY1 -2.361 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.031 0.000 ... NaN NaN
2 -2.308 0.000 ... NaN 1200.0
3 -2.169 0.000 ... NaN NaN
4 -2.341 0.000 ... NaN 152.0
5 -1.777 0.000 ... NaN 197.0
6 -2.024 0.000 ... NaN NaN
7 -1.904 0.000 ... NaN NaN
8 -1.220 0.000 ... NaN NaN
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17 -1.504 0.000 ... NaN 4170.0
18 -1.354 0.000 ... NaN NaN
19 -1.825 0.000 ... NaN NaN
20 -1.169 0.000 ... NaN NaN
21 -2.242 1.000 ... NaN NaN
22 -0.882 0.000 ... NaN NaN
23 -1.835 0.000 ... NaN 14500.0
24 -1.684 0.000 ... NaN NaN
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26 -2.032 0.000 ... NaN NaN
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29 -2.192 0.000 ... NaN 565.0
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12432 -0.666 0.000 ... NaN 5000.0
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12436 -0.049 0.000 ... NaN 47700.0
12437 -1.263 0.000 ... NaN 200.0
12438 -1.648 0.000 ... NaN 482529.0
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12441 0.317 0.000 ... NaN 52500.0
12442 -1.329 1.000 ... NaN 37400.0
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12448 -0.984 1.000 ... NaN NaN
12449 -1.838 0.000 ... NaN 0.0
12450 -0.692 0.000 ... NaN NaN
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12452 -0.185 0.000 ... NaN NaN
12453 0.225 0.000 ... NaN 6000.0
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.342661e+09 0.000000 20.732213 14.699105
2 NaN 6.902203e+10 2.530414 26.407170 21.914653
3 NaN 3.031833e+10 2.215657 27.994784 25.563069
4 NaN 5.126117e+10 2.450067 31.561914 27.762194
5 NaN 1.864942e+11 0.364401 25.052520 22.051605
6 NaN 1.409923e+10 4.854369 24.000428 15.796553
7 NaN 7.569421e+10 0.000000 26.497288 20.009970
8 NaN 1.654727e+10 0.333264 38.093432 30.807187
9 NaN 4.178089e+10 1.725490 20.879628 17.255632
10 NaN 3.148330e+10 0.000000 40.474658 29.923649
11 NaN 2.615528e+10 1.333333 26.526086 22.392763
12 NaN 7.089952e+09 2.379039 17.514578 12.962098
13 NaN 1.849018e+10 1.476209 28.107530 25.330409
14 NaN 1.260810e+10 1.237624 17.262631 11.896489
15 NaN 3.523351e+10 1.655710 30.154132 25.792753
16 NaN 3.523351e+10 1.655710 35.254472 31.379662
17 NaN 3.087740e+10 0.174165 20.237175 17.480973
18 NaN 2.767505e+10 1.871759 32.781264 29.555671
19 NaN 9.806630e+10 3.326498 27.453086 22.476127
20 NaN 1.544277e+11 0.000000 40.072683 35.735355
21 NaN 1.230904e+11 1.988072 23.183697 19.764627
22 NaN 1.546495e+10 0.000000 31.001109 26.558140
23 NaN 9.139623e+10 0.000000 24.674087 20.802679
24 NaN 4.327009e+10 3.315964 29.288273 25.751984
25 NaN 2.839683e+10 0.000000 23.128162 19.118593
26 NaN 7.448056e+09 1.910585 14.292959 10.227080
27 NaN 7.448056e+09 1.910585 41.848826 39.805812
28 NaN 6.605390e+10 2.797579 25.719075 22.303725
29 NaN 3.165119e+11 2.621232 26.986529 23.495017
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 24.705972 17.534350
12426 307.45 7.010400e+06 0.000000 95.680517 92.847306
12427 NaN 2.454980e+06 NaN 81.898690 77.871575
12428 NaN 6.130000e+05 0.000000 108.302337 104.059675
12429 10994.03 3.774540e+06 0.000000 95.069774 90.976523
12430 NaN 2.165040e+07 NaN 84.386099 80.644920
12431 32.86 6.832300e+04 NaN 81.347587 77.171107
12432 166.39 1.664740e+06 NaN 84.095483 80.689233
12433 327212.98 2.467610e+07 0.000000 139.794187 136.957386
12434 NaN 5.030700e+01 0.000000 44.159278 34.579893
12435 28419.03 2.171400e+07 0.000000 93.652153 90.788110
12436 3244.20 1.483810e+07 0.000000 161.989641 159.622254
12437 36723.00 5.290648e+07 0.970874 46.786658 41.092904
12438 72170.12 5.536560e+06 NaN 89.887416 87.297901
12439 NaN 1.482800e+05 0.000000 75.359173 71.414933
12440 3597.55 5.004900e+06 0.000000 159.992081 157.542877
12441 2668.92 8.350440e+06 0.000000 102.770743 98.825474
12442 2438224.14 3.156285e+10 4.740379 23.644398 20.226341
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12444 NaN 1.630650e+06 NaN 113.336353 109.624279
12445 NaN 1.248480e+06 0.000000 33.209256 25.223296
12446 1072603.15 5.821530e+06 NaN 104.498433 100.447789
12447 58779.92 2.186600e+07 NaN 118.165236 114.528375
12448 NaN 4.747000e+05 NaN 130.671294 128.763748
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12450 NaN 4.132065e+07 0.000000 67.463474 63.840175
12451 1120.97 3.837060e+06 NaN 88.493172 85.625523
12452 NaN 8.280000e+04 NaN 52.171102 45.848647
12453 1781.04 1.523895e+06 0.000000 175.718742 173.240991
12454 6455287.90 1.008266e+09 0.455970 50.116359 39.346665
HistBeta PredBeta DataDate
0 -0.000078 0.176557 20040428
1 -0.000001 0.098519 20040428
2 -0.135359 0.096711 20040428
3 -0.067480 0.300878 20040428
4 -0.151182 0.212604 20040428
5 0.123992 0.459154 20040428
6 0.003504 0.035654 20040428
7 0.062157 0.194037 20040428
8 0.396452 0.830157 20040428
9 0.080491 0.195362 20040428
10 -0.040016 0.445374 20040428
11 0.552442 0.893591 20040428
12 0.115360 0.441429 20040428
13 0.389754 0.542082 20040428
14 -0.000001 0.108903 20040428
15 -0.055921 0.247837 20040428
16 0.409928 0.603356 20040428
17 0.257703 0.363359 20040428
18 0.330627 0.620540 20040428
19 0.100602 0.276808 20040428
20 0.420968 0.632539 20040428
21 -0.102768 0.103535 20040428
22 0.561152 0.787269 20040428
23 0.096055 0.361419 20040428
24 0.169582 0.534583 20040428
25 0.233736 0.497232 20040428
26 -0.000241 0.222091 20040428
27 0.136843 0.484197 20040428
28 0.266549 0.432719 20040428
29 -0.078350 0.286076 20040428
... ... ... ...
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12427 0.789838 1.178182 20040428
12428 1.278895 1.443313 20040428
12429 0.869887 1.284295 20040428
12430 0.798683 1.192368 20040428
12431 0.992111 1.239933 20040428
12432 0.666637 0.919728 20040428
12433 1.078456 1.286229 20040428
12434 0.962193 1.203421 20040428
12435 0.809320 1.115341 20040428
12436 0.968373 1.309413 20040428
12437 0.375067 0.392248 20040428
12438 0.187175 0.631353 20040428
12439 0.399965 0.823060 20040428
12440 1.140998 1.328839 20040428
12441 1.146932 1.418919 20040428
12442 0.343221 0.455489 20040428
12443 0.872565 1.036597 20040428
12444 1.180103 1.407667 20040428
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12448 0.511593 0.693464 20040428
12449 0.094464 0.542671 20040428
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12451 0.396148 0.668268 20040428
12452 0.901750 1.155906 20040428
12453 1.101891 1.390434 20040428
12454 1.286610 1.444683 20040428
[12455 rows x 92 columns],
'20040429': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.590 0.000 0.0
1 USA0011 -0.039 0.000 0.0
2 USA0031 -2.399 0.000 0.0
3 USA0062 -2.377 0.434 0.0
4 USA00E2 -0.538 0.000 0.0
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9 USA00J1 0.579 0.000 0.0
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12 USA00R1 0.123 0.000 0.0
13 USA00S1 -0.716 0.000 0.0
14 USA00V1 1.138 0.000 0.0
15 USA0131 -0.017 1.000 0.0
16 USA0161 0.540 1.000 0.0
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18 USA01J2 -0.305 0.000 0.0
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23 USA0231 -2.257 0.000 0.0
24 USA0281 1.869 0.000 0.0
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26 USA02A1 0.041 0.000 0.0
27 USA02B1 0.590 0.000 0.0
28 USA02H1 2.810 0.000 0.0
29 USA02P1 0.959 0.145 0.0
... ... ... ... ...
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12433 USAZYS1 -0.547 0.000 0.0
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12440 USAZZ71 -2.763 0.000 0.0
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12442 USAZZ91 -2.075 0.000 0.0
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12444 USAZZB1 -0.189 0.000 0.0
12445 USAZZD1 2.810 0.000 0.0
12446 USAZZF1 2.349 0.000 0.0
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12451 USAZZR1 -0.359 0.000 0.0
12452 USAZZX1 -2.763 0.000 0.0
12453 USAZZY1 -0.753 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
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12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
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12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.008 0.000 ... NaN NaN
1 -2.007 0.000 ... NaN NaN
2 -2.539 0.000 ... NaN 8188.0
3 -2.264 0.000 ... NaN 25784.0
4 -2.316 0.000 ... NaN 8178.0
5 -1.819 0.000 ... NaN 7065.0
6 -2.000 0.000 ... NaN NaN
7 -1.884 0.000 ... NaN NaN
8 -1.025 0.000 ... NaN 7911.0
9 -1.846 0.866 ... NaN 27116.0
10 -1.455 0.000 ... NaN 63550.0
11 -0.886 0.000 ... NaN NaN
12 -1.772 0.000 ... NaN NaN
13 -1.327 0.000 ... NaN 1290.0
14 -2.007 0.000 ... NaN NaN
15 -2.114 0.000 ... NaN NaN
16 -1.138 0.000 ... NaN 520.0
17 -1.665 0.000 ... NaN 7305.0
18 -1.341 0.000 ... NaN NaN
19 -1.928 0.000 ... NaN 21696.0
20 -1.079 0.000 ... NaN 39820.0
21 -2.329 1.000 ... NaN 16380.0
22 -0.879 0.000 ... NaN NaN
23 -1.954 0.000 ... NaN 25765.0
24 -1.568 0.000 ... NaN 7530.0
25 -1.536 0.000 ... NaN NaN
26 -2.007 0.000 ... NaN NaN
27 -1.690 0.000 ... NaN 350.0
28 -1.071 0.000 ... NaN 7005.0
29 -2.126 0.000 ... NaN 18060.0
... ... ... ... ... ...
12424 -2.007 0.000 ... NaN NaN
12425 -0.344 0.000 ... NaN NaN
12426 -0.405 0.000 ... NaN NaN
12427 0.580 0.000 ... NaN 200.0
12428 -0.189 0.000 ... NaN 20000.0
12429 -0.574 0.000 ... NaN 9000.0
12430 0.002 0.000 ... NaN 700.0
12431 -0.672 0.000 ... NaN NaN
12432 0.178 0.000 ... NaN 369428.0
12433 -0.064 0.000 ... NaN NaN
12434 -0.277 0.000 ... NaN 195328.0
12435 0.021 0.000 ... NaN 35125.0
12436 -1.338 0.000 ... NaN 3400.0
12437 -1.780 0.000 ... NaN 201500.0
12438 -1.191 0.000 ... NaN NaN
12439 0.297 0.000 ... NaN 55236.0
12440 0.235 0.000 ... NaN 47500.0
12441 -1.319 1.000 ... NaN 32100.0
12442 -0.230 0.000 ... NaN NaN
12443 0.378 0.000 ... NaN NaN
12444 -1.766 0.000 ... NaN NaN
12445 0.501 0.000 ... NaN 39638410.0
12446 0.362 0.000 ... NaN 31979.0
12447 -0.969 1.000 ... NaN NaN
12448 -1.656 0.000 ... NaN 0.0
12449 -0.536 0.000 ... NaN 12200.0
12450 -1.157 1.000 ... NaN 6266.0
12451 -0.183 0.000 ... NaN NaN
12452 0.058 0.000 ... NaN 3000.0
12453 0.623 0.000 ... NaN 136700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.556775e+10 0.174520 18.590995 12.791965
1 NaN 5.305300e+09 0.000000 20.765185 14.612856
2 NaN 6.941287e+10 2.530414 33.663990 29.627307
3 NaN 3.037005e+10 2.215657 29.716012 27.029409
4 NaN 5.062191e+10 2.450067 31.876299 27.889187
5 NaN 1.872505e+11 0.364401 25.214550 22.179715
6 NaN 1.381488e+10 4.854369 24.329521 15.791718
7 NaN 7.497184e+10 0.000000 26.666421 19.950240
8 NaN 1.615792e+10 0.333264 39.306130 31.276806
9 NaN 4.186237e+10 1.725490 21.103128 17.259549
10 NaN 3.066836e+10 0.000000 48.926909 39.668815
11 NaN 2.606612e+10 1.333333 26.731963 22.410878
12 NaN 7.005995e+09 2.379039 17.808677 12.925457
13 NaN 1.893245e+10 1.476209 28.515881 25.271933
14 NaN 1.272999e+10 1.237624 17.942794 12.277023
15 NaN 3.460935e+10 1.655710 30.135346 25.585087
16 NaN 3.460935e+10 1.655710 35.194950 31.197713
17 NaN 3.073886e+10 0.174165 25.855610 23.270595
18 NaN 2.693890e+10 1.871759 32.814212 29.448045
19 NaN 9.658045e+10 3.326498 30.681025 25.556312
20 NaN 1.507689e+11 0.000000 40.286405 35.514327
21 NaN 1.237033e+11 1.988072 24.089362 20.485987
22 NaN 1.490645e+10 0.000000 31.427454 26.683055
23 NaN 9.047329e+10 0.000000 27.455282 23.582801
24 NaN 4.317041e+10 3.315964 29.866326 26.008349
25 NaN 2.695170e+10 0.000000 23.282004 19.127629
26 NaN 7.433727e+09 1.910585 14.503905 10.227311
27 NaN 7.433727e+09 1.910585 41.705798 39.500323
28 NaN 6.704500e+10 2.797579 32.524233 29.012832
29 NaN 3.168282e+11 2.621232 27.074556 23.377298
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 25.182022 17.669087
12425 NaN 7.010400e+06 0.000000 99.168448 96.432405
12426 NaN 2.454980e+06 NaN 81.392779 77.145600
12427 224.98 6.130000e+05 0.000000 107.391715 102.966040
12428 10735.04 3.545780e+06 0.000000 95.143605 90.719527
12429 343.61 2.706300e+07 NaN 85.195705 81.471535
12430 32.89 6.832300e+04 NaN 81.804839 77.450984
12431 NaN 1.664740e+06 NaN 83.039037 79.319058
12432 332577.62 2.467610e+07 0.000000 139.295076 136.374243
12433 NaN 5.030700e+01 0.000000 44.652344 34.748431
12434 28920.69 2.023350e+07 0.000000 93.963350 90.745639
12435 3251.05 1.335429e+07 0.000000 161.834905 159.197444
12436 36969.67 5.451600e+07 0.970874 47.464551 41.410550
12437 72493.41 6.025080e+06 NaN 89.537279 86.714068
12438 NaN 1.482800e+05 0.000000 75.027752 70.951447
12439 3520.92 5.004900e+06 0.000000 159.527105 156.916127
12440 2963.23 8.946900e+06 0.000000 100.021499 95.596534
12441 2463178.33 3.187854e+10 4.740379 23.612634 20.083058
12442 NaN 1.352860e+06 NaN 68.458818 60.641327
12443 NaN 1.630650e+06 NaN 113.831513 110.011742
12444 NaN 1.248480e+06 0.000000 33.491284 25.174283
12445 989857.96 5.433428e+06 NaN 105.085309 100.784559
12446 59280.18 1.989806e+07 NaN 118.532892 114.541998
12447 NaN 4.747000e+05 NaN 128.451643 126.418581
12448 NaN 9.467820e+06 0.000000 90.724851 85.732175
12449 20257.65 3.764200e+07 0.000000 69.679469 65.616971
12450 1156.48 3.623890e+06 NaN 87.213872 83.983522
12451 NaN 8.280000e+04 NaN 52.150082 45.588066
12452 1507.45 1.930267e+06 0.000000 177.896143 175.387036
12453 6549866.67 9.931346e+08 0.455970 50.344227 39.169470
HistBeta PredBeta DataDate
0 -0.000075 0.189394 20040429
1 -0.000001 0.090309 20040429
2 -0.267448 0.010070 20040429
3 -0.126678 0.223701 20040429
4 -0.152303 0.220403 20040429
5 0.092667 0.436209 20040429
6 0.003749 0.053180 20040429
7 0.060815 0.212432 20040429
8 0.484143 0.957385 20040429
9 0.079584 0.210029 20040429
10 0.272410 0.746612 20040429
11 0.552706 0.899670 20040429
12 0.116001 0.459944 20040429
13 0.335459 0.476321 20040429
14 -0.000001 0.122852 20040429
15 -0.052590 0.256699 20040429
16 0.428397 0.651295 20040429
17 0.168825 0.312372 20040429
18 0.328632 0.633644 20040429
19 0.039283 0.211740 20040429
20 0.457629 0.696685 20040429
21 -0.158248 0.052160 20040429
22 0.555946 0.786444 20040429
23 0.026133 0.299936 20040429
24 0.216633 0.619537 20040429
25 0.232317 0.504135 20040429
26 -0.000033 0.227327 20040429
27 0.156247 0.520319 20040429
28 0.461298 0.676693 20040429
29 -0.058509 0.332153 20040429
... ... ... ...
12424 -0.000001 0.082403 20040429
12425 0.819863 1.002594 20040429
12426 0.789541 1.191639 20040429
12427 1.275054 1.456614 20040429
12428 0.896066 1.330771 20040429
12429 0.706466 1.085786 20040429
12430 0.990478 1.240968 20040429
12431 0.657996 0.937872 20040429
12432 1.077105 1.261755 20040429
12433 0.957677 1.209656 20040429
12434 0.852979 1.195413 20040429
12435 0.999473 1.377759 20040429
12436 0.329651 0.346816 20040429
12437 0.111847 0.524131 20040429
12438 0.402135 0.840908 20040429
12439 1.135857 1.358701 20040429
12440 1.104921 1.398306 20040429
12441 0.339498 0.452079 20040429
12442 0.876140 1.026775 20040429
12443 1.175686 1.410746 20040429
12444 0.119176 0.427953 20040429
12445 1.236308 1.509589 20040429
12446 1.167644 1.432367 20040429
12447 0.511783 0.710621 20040429
12448 0.173373 0.620693 20040429
12449 0.725341 0.977565 20040429
12450 0.419239 0.796164 20040429
12451 0.898914 1.163661 20040429
12452 1.018065 1.299633 20040429
12453 1.296469 1.462124 20040429
[12454 rows x 92 columns],
'20040430': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.603 0.000 0.0
1 USA0011 0.111 0.000 0.0
2 USA0031 0.524 0.000 0.0
3 USA0062 0.436 0.432 0.0
4 USA00E2 0.241 0.000 0.0
5 USA00F1 0.501 0.000 0.0
6 USA00G2 -1.086 0.000 0.0
7 USA00H1 0.133 0.000 0.0
8 USA00I1 -0.206 0.000 0.0
9 USA00J1 0.686 0.000 0.0
10 USA00K1 0.636 0.000 0.0
11 USA00P1 -0.286 0.000 0.0
12 USA00R1 0.258 0.000 0.0
13 USA00S1 -2.076 0.000 0.0
14 USA00V1 0.610 0.000 0.0
15 USA0131 2.592 1.000 0.0
16 USA0161 2.103 1.000 0.0
17 USA01I1 0.795 0.000 0.0
18 USA01J2 2.777 0.000 0.0
19 USA01L1 0.751 0.000 0.0
20 USA01P1 -0.353 0.000 0.0
21 USA01Q1 0.998 0.000 0.0
22 USA0202 -0.068 0.000 0.0
23 USA0231 -0.018 0.000 0.0
24 USA0281 2.750 0.000 0.0
25 USA0291 0.109 0.000 0.0
26 USA02A1 0.240 0.000 0.0
27 USA02B1 0.428 0.000 0.0
28 USA02H1 0.176 0.000 0.0
29 USA02P1 0.405 0.145 0.0
... ... ... ... ...
12431 USAZY41 0.196 0.000 0.0
12432 USAZY51 -0.396 0.000 0.0
12433 USAZY61 -2.740 0.000 0.0
12434 USAZY71 -1.023 0.000 0.0
12435 USAZYI1 -0.662 0.000 0.0
12436 USAZYJ1 -0.344 0.000 0.0
12437 USAZYK1 2.777 0.000 0.0
12438 USAZYM1 2.777 0.000 0.0
12439 USAZYR1 2.513 0.000 0.0
12440 USAZYS1 -0.844 0.000 0.0
12441 USAZYT1 2.777 0.000 0.0
12442 USAZYV1 -0.941 0.000 0.0
12443 USAZYX1 0.599 0.000 0.0
12444 USAZZ41 1.921 0.000 0.0
12445 USAZZ51 -2.740 0.000 0.0
12446 USAZZ61 -0.835 0.000 0.0
12447 USAZZ71 -1.029 0.000 0.0
12448 USAZZ81 -0.578 0.000 0.0
12449 USAZZ91 2.777 0.000 0.0
12450 USAZZA1 -2.740 0.000 0.0
12451 USAZZB1 -0.135 0.000 0.0
12452 USAZZD1 -2.740 0.000 0.0
12453 USAZZF1 -0.550 0.000 0.0
12454 USAZZI1 0.081 0.000 0.0
12455 USAZZJ1 -1.111 0.000 0.0
12456 USAZZL1 -1.053 0.000 0.0
12457 USAZZP1 -2.289 0.000 0.0
12458 USAZZR1 -2.740 0.000 0.0
12459 USAZZX1 2.061 0.000 0.0
12460 USAZZY1 -0.143 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.970 0.000 ... NaN 0.0
1 -1.970 0.000 ... NaN 0.0
2 -2.504 0.000 ... NaN 8188.0
3 -2.221 0.000 ... NaN 27504.0
4 -2.298 0.000 ... NaN 8178.0
5 -1.787 0.000 ... NaN 353.0
6 -2.013 0.000 ... NaN 1512.0
7 -1.851 0.000 ... NaN 0.0
8 -1.019 0.000 ... NaN 7911.0
9 -1.813 0.866 ... NaN 27116.0
10 -1.444 0.000 ... NaN 0.0
11 -0.874 0.000 ... NaN NaN
12 -1.740 0.000 ... NaN NaN
13 -1.483 0.000 ... NaN 49245.0
14 -1.970 0.000 ... NaN NaN
15 -1.968 0.000 ... NaN 501.0
16 -1.036 0.000 ... NaN 1430.0
17 -1.641 0.000 ... NaN 7305.0
18 -1.048 0.000 ... NaN 700.0
19 -1.892 0.000 ... NaN 43392.0
20 -1.073 0.000 ... NaN 59320.0
21 -2.284 1.000 ... NaN 16380.0
22 -0.876 0.000 ... NaN NaN
23 -1.920 0.000 ... NaN 25765.0
24 -1.448 0.000 ... NaN 1000.0
25 -1.511 0.000 ... NaN 0.0
26 -1.969 0.000 ... NaN 2460.0
27 -1.668 0.000 ... NaN 500.0
28 -1.061 0.000 ... NaN 7005.0
29 -2.090 0.000 ... NaN 18060.0
... ... ... ... ... ...
12431 -1.970 0.000 ... NaN NaN
12432 -0.345 0.000 ... NaN NaN
12433 -0.589 0.000 ... NaN NaN
12434 0.616 0.000 ... NaN 1000.0
12435 -0.188 0.000 ... NaN NaN
12436 -0.585 0.000 ... NaN NaN
12437 0.119 0.000 ... NaN 5500.0
12438 -0.583 0.000 ... NaN 200.0
12439 0.257 0.000 ... NaN 328104.0
12440 -0.059 0.000 ... NaN NaN
12441 -0.165 0.000 ... NaN 333446.0
12442 0.028 0.000 ... NaN 15086.0
12443 -1.278 0.000 ... NaN 500.0
12444 -1.764 0.000 ... NaN 146500.0
12445 -1.329 0.000 ... NaN NaN
12446 0.311 0.000 ... NaN 96275.0
12447 0.244 0.000 ... NaN NaN
12448 -1.350 1.000 ... NaN 103900.0
12449 0.357 0.000 ... NaN 2000.0
12450 0.363 0.000 ... NaN 2000.0
12451 -1.739 0.000 ... NaN NaN
12452 0.522 0.000 ... NaN 23161480.0
12453 0.393 0.000 ... NaN 2750.0
12454 -1.007 1.000 ... NaN NaN
12455 -1.702 0.000 ... NaN 0.0
12456 -0.541 0.000 ... NaN 2500.0
12457 -1.224 1.000 ... NaN 10000.0
12458 -0.454 0.000 ... NaN NaN
12459 0.095 0.000 ... NaN 10000.0
12460 0.594 0.000 ... NaN 139900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.482871e+10 0.182149 18.500596 12.783697
1 NaN 5.398703e+09 0.000000 20.375497 14.387354
2 NaN 6.881880e+10 2.362562 32.931343 29.041664
3 NaN 2.980972e+10 2.168884 29.162441 26.685787
4 NaN 5.070182e+10 2.416601 31.337479 27.383301
5 NaN 1.868593e+11 0.362875 24.806456 21.761440
6 NaN 1.354632e+10 5.539359 24.449397 16.140676
7 NaN 7.258543e+10 0.000000 26.313687 19.623793
8 NaN 1.564736e+10 0.375587 38.607557 30.792865
9 NaN 4.174830e+10 1.717408 21.058619 17.087424
10 NaN 3.031910e+10 0.000000 48.373538 39.019825
11 NaN 2.604234e+10 1.278247 26.525722 22.075992
12 NaN 7.095475e+09 2.304219 17.599410 12.700481
13 NaN 1.986666e+10 1.333333 32.035683 28.941618
14 NaN 1.283665e+10 1.186944 17.774459 12.252817
15 NaN 3.416123e+10 1.592879 30.804574 26.262440
16 NaN 3.416123e+10 1.592879 35.354312 31.184372
17 NaN 3.171298e+10 0.163823 25.500548 22.996665
18 NaN 2.699099e+10 1.904027 37.427270 33.926499
19 NaN 9.780975e+10 3.191257 30.080776 25.189424
20 NaN 1.440727e+11 0.000000 39.933611 35.131298
21 NaN 1.239730e+11 1.977457 23.882757 20.339190
22 NaN 1.466710e+10 0.000000 31.038963 26.280300
23 NaN 8.898634e+10 0.000000 26.966008 23.207685
24 NaN 4.281157e+10 3.259604 30.956107 26.837960
25 NaN 2.687944e+10 0.000000 22.991525 18.786760
26 NaN 7.390741e+09 1.938736 14.365516 10.053581
27 NaN 7.390741e+09 1.938736 41.094504 38.766011
28 NaN 6.677294e+10 3.026775 31.994909 28.318080
29 NaN 3.157738e+11 2.671119 26.650453 22.897876
... ... ... ... ... ...
12431 NaN 5.056250e+06 NaN 24.719474 17.555055
12432 NaN 7.010400e+06 0.000000 98.299618 95.541432
12433 NaN 4.017240e+06 0.000000 84.711894 80.732348
12434 185.21 6.130000e+05 0.000000 107.309825 102.760255
12435 NaN 3.545780e+06 0.000000 94.714329 90.384901
12436 NaN 2.706300e+07 NaN 89.281729 85.864028
12437 27.29 3.416150e+04 NaN 83.499935 78.774486
12438 167.20 1.362060e+06 NaN 82.225168 78.274009
12439 338517.32 2.283460e+07 0.000000 138.791701 135.655078
12440 NaN 5.030700e+01 0.000000 44.717988 34.533886
12441 33906.83 1.825950e+07 0.000000 94.362695 90.819936
12442 3232.31 1.335429e+07 0.000000 161.090535 158.453598
12443 26474.67 5.373720e+07 0.966184 46.786167 40.796411
12444 72001.40 5.862240e+06 NaN 89.411735 86.841088
12445 NaN 4.448400e+05 0.000000 84.318931 80.764848
12446 2989.67 5.004900e+06 0.000000 158.796808 156.139997
12447 NaN 8.946900e+06 0.000000 99.881592 95.479428
12448 2585425.71 3.187436e+10 4.538012 23.378435 19.894461
12449 7.73 1.591600e+03 0.000000 80.098948 72.727298
12450 8600.86 1.739360e+06 0.000000 114.516254 110.613942
12451 NaN 1.248480e+06 NaN 33.061854 24.800160
12452 891738.82 5.821530e+06 NaN 106.969015 102.950789
12453 54866.68 1.967940e+07 NaN 116.850105 112.741799
12454 NaN 4.758750e+05 0.000000 127.420690 125.433849
12455 NaN 9.747480e+06 0.000000 89.548402 84.736289
12456 20763.34 3.806975e+07 0.000000 68.830272 64.828588
12457 1216.48 3.837060e+06 NaN 87.651877 84.617193
12458 NaN 3.367200e+05 NaN 65.740899 60.854649
12459 1476.02 1.828674e+06 0.000000 177.019377 174.562709
12460 6571582.67 9.983843e+08 0.494896 49.988240 38.533351
HistBeta PredBeta DataDate
0 -0.000071 0.186282 20040430
1 0.000000 0.079030 20040430
2 -0.267563 -0.001042 20040430
3 -0.125999 0.246709 20040430
4 -0.164293 0.214258 20040430
5 0.091557 0.448079 20040430
6 -0.021659 0.019531 20040430
7 0.059222 0.203349 20040430
8 0.475988 0.927933 20040430
9 0.078253 0.214798 20040430
10 0.263227 0.781826 20040430
11 0.548460 0.894488 20040430
12 0.114699 0.458625 20040430
13 0.243599 0.416434 20040430
14 0.000000 0.112229 20040430
15 0.000583 0.341534 20040430
16 0.467433 0.716774 20040430
17 0.164473 0.312338 20040430
18 0.461487 0.798504 20040430
19 0.039036 0.232425 20040430
20 0.448884 0.675474 20040430
21 -0.157596 0.074640 20040430
22 0.547622 0.789246 20040430
23 0.024661 0.311938 20040430
24 0.261125 0.687342 20040430
25 0.229587 0.506938 20040430
26 0.000093 0.223405 20040430
27 0.150796 0.506080 20040430
28 0.454869 0.682994 20040430
29 -0.060574 0.329092 20040430
... ... ... ...
12431 0.000000 0.068458 20040430
12432 0.813605 1.009433 20040430
12433 0.691200 1.057898 20040430
12434 1.294505 1.484733 20040430
12435 0.891916 1.277974 20040430
12436 0.693364 1.050406 20040430
12437 1.045733 1.359019 20040430
12438 0.694346 0.996753 20040430
12439 1.115045 1.357745 20040430
12440 0.956791 1.225582 20040430
12441 0.903701 1.276426 20040430
12442 1.000294 1.332399 20040430
12443 0.346228 0.385370 20040430
12444 0.102914 0.535953 20040430
12445 0.320707 0.721071 20040430
12446 1.142076 1.365284 20040430
12447 1.108151 1.424509 20040430
12448 0.310265 0.417333 20040430
12449 1.164678 1.335840 20040430
12450 1.168053 1.380423 20040430
12451 0.115335 0.424114 20040430
12452 1.247569 1.444881 20040430
12453 1.183108 1.442352 20040430
12454 0.482162 0.688165 20040430
12455 0.133869 0.530679 20040430
12456 0.715062 0.958156 20040430
12457 0.373122 0.668330 20040430
12458 0.758964 1.017281 20040430
12459 1.033941 1.324413 20040430
12460 1.283818 1.463246 20040430
[12461 rows x 92 columns],
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.993 0.000 ... NaN NaN
2 -2.528 0.000 ... NaN 8188.0
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19 -1.918 0.000 ... NaN NaN
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12438 -0.461 0.000 ... NaN NaN
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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2 NaN 6.616110e+10 2.362562 32.422047 28.568636
3 NaN 2.980110e+10 2.168884 28.525696 26.067467
4 NaN 5.154085e+10 2.416601 30.873061 27.007196
5 NaN 1.874070e+11 0.362875 24.308935 21.489634
6 NaN 1.349893e+10 5.539359 23.983139 16.004312
7 NaN 7.473965e+10 0.000000 25.724169 19.275571
8 NaN 1.553717e+10 0.375587 37.946406 30.412652
9 NaN 4.178904e+10 1.717408 20.557670 16.794728
10 NaN 3.013615e+10 0.000000 47.359993 38.390160
11 NaN 2.626228e+10 1.278247 26.066404 21.809365
12 NaN 7.005995e+09 2.304219 17.343821 12.475399
13 NaN 2.009843e+10 1.333333 31.840212 28.924566
14 NaN 1.285950e+10 1.186944 17.360946 12.038759
15 NaN 3.487342e+10 1.592879 29.975319 25.743740
16 NaN 3.487342e+10 1.592879 34.537710 30.668853
17 NaN 3.278235e+10 0.163823 24.967159 22.570769
18 NaN 2.756046e+10 1.904027 36.678618 33.462677
19 NaN 9.961629e+10 3.191257 29.721638 24.962452
20 NaN 1.457985e+11 0.000000 39.071034 34.501124
21 NaN 1.240955e+11 1.977457 23.710733 20.173878
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24 NaN 4.294115e+10 3.259604 30.229342 26.376643
25 NaN 2.724073e+10 0.000000 22.501787 18.460063
26 NaN 7.485310e+09 1.938736 14.182698 9.925785
27 NaN 7.485310e+09 1.938736 40.482296 38.131886
28 NaN 6.787092e+10 3.026775 31.324735 27.871567
29 NaN 3.194640e+11 2.671119 26.081007 22.381723
... ... ... ... ... ...
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12412 305.67 6.484620e+06 0.000000 97.497050 94.818049
12413 NaN 4.017240e+06 0.000000 92.389386 89.137414
12414 151.12 8.582000e+05 0.000000 110.051679 105.859224
12415 11388.90 2.516360e+06 0.000000 95.104475 91.302610
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12417 23.87 3.416150e+04 NaN 78.014023 73.074281
12418 NaN 1.362060e+06 NaN 81.452474 77.893914
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12420 NaN 5.030700e+01 0.000000 43.676021 33.935404
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12428 2692959.05 3.189772e+10 4.538012 23.074413 19.741955
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12433 45538.32 1.967940e+07 NaN 116.058617 112.204269
12434 NaN 4.758750e+05 0.000000 125.399710 123.501782
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HistBeta PredBeta DataDate
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2 -0.265229 -0.001528 20040503
3 -0.127040 0.221316 20040503
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6 -0.021998 0.015001 20040503
7 0.059131 0.187566 20040503
8 0.470232 0.889770 20040503
9 0.077234 0.195901 20040503
10 0.262374 0.751488 20040503
11 0.548178 0.902686 20040503
12 0.116494 0.455098 20040503
13 0.207571 0.425718 20040503
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16 0.466116 0.688748 20040503
17 0.161828 0.303554 20040503
18 0.456971 0.806965 20040503
19 0.036873 0.238147 20040503
20 0.445153 0.657045 20040503
21 -0.156885 0.075434 20040503
22 0.542250 0.779489 20040503
23 0.022805 0.289098 20040503
24 0.259318 0.647924 20040503
25 0.225570 0.481438 20040503
26 -0.000067 0.207445 20040503
27 0.148444 0.477096 20040503
28 0.453225 0.665390 20040503
29 -0.059529 0.312111 20040503
... ... ... ...
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12440 1.314677 1.434886 20040503
[12441 rows x 92 columns],
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
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12418 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.993 0.000 ... NaN NaN
1 -1.993 0.000 ... NaN NaN
2 -2.528 0.000 ... NaN 8188.0
3 -2.250 0.000 ... NaN NaN
4 -2.322 0.000 ... NaN 8178.0
5 -1.868 0.000 ... NaN 350.0
6 -2.038 0.000 ... NaN NaN
7 -1.874 0.000 ... NaN NaN
8 -1.046 0.000 ... NaN NaN
9 -1.836 0.866 ... NaN 27116.0
10 -1.464 0.000 ... NaN NaN
11 -0.888 0.000 ... NaN NaN
12 -1.757 0.000 ... NaN NaN
13 -1.575 0.000 ... NaN 17202.0
14 -1.993 0.000 ... NaN NaN
15 -1.994 0.000 ... NaN NaN
16 -1.053 0.000 ... NaN 870.0
17 -1.668 0.000 ... NaN 7305.0
18 -1.057 0.000 ... NaN 260.0
19 -1.920 0.000 ... NaN NaN
20 -1.097 0.000 ... NaN NaN
21 -2.311 1.000 ... NaN NaN
22 -0.904 0.000 ... NaN NaN
23 -1.948 0.000 ... NaN 25765.0
24 -1.470 0.000 ... NaN NaN
25 -1.540 0.000 ... NaN NaN
26 -1.993 0.000 ... NaN NaN
27 -1.697 0.000 ... NaN 500.0
28 -1.081 0.000 ... NaN 7005.0
29 -2.122 0.000 ... NaN 645.0
... ... ... ... ... ...
12411 -1.993 0.000 ... NaN NaN
12412 -0.436 0.000 ... NaN NaN
12413 -0.603 0.000 ... NaN NaN
12414 0.685 0.000 ... NaN 2000.0
12415 -0.513 0.000 ... NaN 5000.0
12416 -0.624 0.000 ... NaN 499.0
12417 0.115 0.000 ... NaN 5205.0
12418 -0.609 0.000 ... NaN NaN
12419 0.390 0.000 ... NaN 561019.0
12420 -0.064 0.000 ... NaN NaN
12421 -0.284 0.000 ... NaN 33080.0
12422 -0.117 0.000 ... NaN 25100.0
12423 -1.312 0.000 ... NaN 6000.0
12424 -1.839 0.000 ... NaN 358268.0
12425 -1.349 0.000 ... NaN NaN
12426 0.300 0.000 ... NaN 33380.0
12427 0.241 0.000 ... NaN 54750.0
12428 -1.413 1.000 ... NaN 87500.0
12429 0.364 0.000 ... NaN NaN
12430 0.358 0.000 ... NaN NaN
12431 -1.765 0.000 ... NaN NaN
12432 0.537 0.000 ... NaN 19700970.0
12433 0.387 0.000 ... NaN 9993.0
12434 -1.027 1.000 ... NaN NaN
12435 -1.763 0.000 ... NaN 0.0
12436 -0.453 0.000 ... NaN NaN
12437 -1.246 1.000 ... NaN NaN
12438 -0.465 0.000 ... NaN NaN
12439 0.126 0.000 ... NaN 260000.0
12440 0.690 0.000 ... NaN 209500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.806451e+10 0.182149 17.882399 12.245851
1 NaN 5.635325e+09 0.000000 19.609942 13.811704
2 NaN 6.531689e+10 2.362562 31.884399 27.926631
3 NaN 3.001661e+10 2.168884 27.818415 25.326151
4 NaN 5.170067e+10 2.416601 30.252316 26.329326
5 NaN 1.869115e+11 0.362875 24.035409 21.010758
6 NaN 1.349893e+10 5.539359 23.586921 15.581096
7 NaN 7.454615e+10 0.000000 26.005242 19.339488
8 NaN 1.586040e+10 0.375587 37.508274 29.746278
9 NaN 4.162609e+10 1.717408 20.469796 16.667320
10 NaN 3.101762e+10 0.000000 46.632536 37.462814
11 NaN 2.653572e+10 1.278247 25.519369 21.223402
12 NaN 6.975063e+09 2.304219 17.092916 12.218445
13 NaN 2.004877e+10 1.333333 31.053928 28.217169
14 NaN 1.284934e+10 1.186944 17.253456 11.935782
15 NaN 3.463335e+10 1.592879 29.323469 25.115106
16 NaN 3.463335e+10 1.592879 33.704464 29.861138
17 NaN 3.250526e+10 0.163823 24.441853 22.003179
18 NaN 2.743546e+10 1.904027 36.421261 33.153355
19 NaN 9.949870e+10 3.191257 29.072399 24.304240
20 NaN 1.472482e+11 0.000000 38.246161 33.505572
21 NaN 1.232375e+11 1.977457 23.453948 19.807994
22 NaN 1.530538e+10 0.000000 29.879336 25.219718
23 NaN 9.052456e+10 0.000000 25.891035 22.215195
24 NaN 4.342957e+10 3.259604 29.547701 25.688605
25 NaN 2.714438e+10 0.000000 22.033360 17.971830
26 NaN 7.402204e+09 1.938736 13.893495 9.728643
27 NaN 7.402204e+09 1.938736 39.503993 37.173714
28 NaN 6.805554e+10 3.026775 30.546632 27.101123
29 NaN 3.209401e+11 2.671119 25.749363 21.935291
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 23.901133 16.859324
12412 NaN 6.484620e+06 0.000000 91.315606 88.510850
12413 NaN 4.017240e+06 0.000000 91.653712 88.334240
12414 146.52 6.130000e+05 0.000000 119.553183 115.817060
12415 10921.23 2.516360e+06 0.000000 93.378243 89.594845
12416 356.09 1.984620e+07 NaN 87.662761 84.312613
12417 22.90 3.416150e+04 NaN 77.767124 72.815506
12418 NaN 1.362060e+06 NaN 80.071402 76.461476
12419 366104.44 2.651760e+07 0.000000 134.861192 131.761605
12420 NaN 5.030700e+01 0.000000 42.920522 33.008937
12421 28412.60 1.677900e+07 0.000000 91.521818 88.359143
12422 2805.72 1.187048e+07 0.000000 158.337752 155.892971
12423 22273.95 5.410064e+07 0.966184 44.839069 39.076048
12424 74107.02 5.699400e+06 NaN 86.434114 83.792819
12425 NaN 4.448400e+05 0.000000 80.750287 77.432718
12426 2803.04 5.004900e+06 0.000000 153.158279 150.590175
12427 3323.80 8.946900e+06 0.000000 96.941587 92.758430
12428 2706289.57 3.260562e+10 4.538012 23.235142 19.839024
12429 NaN 1.591600e+03 0.000000 77.322079 69.867968
12430 NaN 1.739360e+06 0.000000 113.045072 109.321182
12431 NaN 1.248480e+06 NaN 32.132463 24.001746
12432 800044.59 5.433428e+06 NaN 107.363506 103.439915
12433 44367.76 2.164734e+07 NaN 114.989327 111.078728
12434 NaN 4.758750e+05 0.000000 122.214467 120.282888
12435 NaN 9.966198e+06 0.000000 87.398902 82.659594
12436 NaN 4.020850e+07 0.000000 66.818078 62.894237
12437 NaN 3.837060e+06 NaN 83.557248 80.622117
12438 NaN 3.367200e+05 NaN 62.681340 58.043640
12439 1642.11 1.625488e+06 0.000000 173.088731 170.661877
12440 6549432.00 8.084659e+08 0.494896 50.905625 40.210176
HistBeta PredBeta DataDate
0 -0.000073 0.176761 20040504
1 -0.000001 0.072075 20040504
2 -0.265317 -0.020676 20040504
3 -0.127647 0.219017 20040504
4 -0.163318 0.191956 20040504
5 0.061871 0.406625 20040504
6 -0.022119 0.004125 20040504
7 0.059073 0.147621 20040504
8 0.469479 0.922779 20040504
9 0.077968 0.169409 20040504
10 0.262491 0.775948 20040504
11 0.548053 0.897875 20040504
12 0.116984 0.441091 20040504
13 0.207430 0.401294 20040504
14 -0.000001 0.077016 20040504
15 -0.000533 0.274564 20040504
16 0.466086 0.679657 20040504
17 0.161055 0.289340 20040504
18 0.464447 0.765941 20040504
19 0.036418 0.216948 20040504
20 0.444204 0.674671 20040504
21 -0.157836 0.053498 20040504
22 0.540020 0.783165 20040504
23 0.022163 0.300153 20040504
24 0.259175 0.648248 20040504
25 0.224868 0.489695 20040504
26 -0.000116 0.204294 20040504
27 0.146656 0.478757 20040504
28 0.452406 0.651056 20040504
29 -0.064215 0.326316 20040504
... ... ... ...
12411 -0.000001 0.047857 20040504
12412 0.772296 1.035697 20040504
12413 0.689460 0.993290 20040504
12414 1.328230 1.475196 20040504
12415 0.734132 1.151982 20040504
12416 0.678954 1.103593 20040504
12417 1.045719 1.382623 20040504
12418 0.686449 0.947335 20040504
12419 1.181917 1.367803 20040504
12420 0.956824 1.240147 20040504
12421 0.847474 1.187874 20040504
12422 0.930439 1.238381 20040504
12423 0.337604 0.383770 20040504
12424 0.076285 0.475553 20040504
12425 0.319196 0.646234 20040504
12426 1.137425 1.374809 20040504
12427 1.107971 1.428713 20040504
12428 0.287626 0.373562 20040504
12429 1.169094 1.383657 20040504
12430 1.166169 1.408727 20040504
12431 0.112946 0.408558 20040504
12432 1.254703 1.516841 20040504
12433 1.180348 1.394840 20040504
12434 0.479032 0.696100 20040504
12435 0.113888 0.476219 20040504
12436 0.763700 0.977791 20040504
12437 0.370736 0.717395 20040504
12438 0.757885 1.024712 20040504
12439 1.050930 1.332679 20040504
12440 1.330767 1.427113 20040504
[12441 rows x 92 columns],
'20040505': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.480 0.000 0.0
1 USA0011 -0.616 0.000 0.0
2 USA0031 0.228 0.000 0.0
3 USA0062 0.241 0.432 0.0
4 USA00E2 0.428 0.000 0.0
5 USA00F1 -0.109 0.000 0.0
6 USA00G2 0.339 0.000 0.0
7 USA00H1 0.614 0.000 0.0
8 USA00I1 0.875 0.000 0.0
9 USA00J1 0.163 0.000 0.0
10 USA00K1 0.300 0.000 0.0
11 USA00P1 0.189 0.000 0.0
12 USA00R1 -0.031 0.000 0.0
13 USA00S1 -0.169 0.000 0.0
14 USA00V1 0.488 0.000 0.0
15 USA0131 0.431 1.000 0.0
16 USA0161 0.801 1.000 0.0
17 USA01I1 0.510 0.000 0.0
18 USA01J2 -0.306 0.000 0.0
19 USA01L1 0.231 0.000 0.0
20 USA01P1 -0.295 0.000 0.0
21 USA01Q1 0.191 0.000 0.0
22 USA0202 0.376 0.000 0.0
23 USA0231 0.286 0.000 0.0
24 USA0281 -0.427 0.000 0.0
25 USA0291 0.364 0.000 0.0
26 USA02A1 -0.024 0.000 0.0
27 USA02B1 0.121 0.000 0.0
28 USA02H1 0.258 0.000 0.0
29 USA02P1 -0.068 0.145 0.0
... ... ... ... ...
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12413 USAZY61 -0.231 0.000 0.0
12414 USAZY71 -0.920 0.000 0.0
12415 USAZYI1 -2.768 0.000 0.0
12416 USAZYJ1 -0.729 0.000 0.0
12417 USAZYK1 -0.919 0.000 0.0
12418 USAZYM1 -0.838 0.000 0.0
12419 USAZYR1 -2.768 0.000 0.0
12420 USAZYS1 -0.956 0.000 0.0
12421 USAZYT1 -2.768 0.000 0.0
12422 USAZYV1 -2.768 0.000 0.0
12423 USAZYX1 -1.893 0.000 0.0
12424 USAZZ41 1.037 0.000 0.0
12425 USAZZ51 2.058 0.000 0.0
12426 USAZZ61 -0.931 0.000 0.0
12427 USAZZ71 -0.891 0.000 0.0
12428 USAZZ81 1.560 0.000 0.0
12429 USAZZ91 -1.037 0.000 0.0
12430 USAZZA1 -0.601 0.000 0.0
12431 USAZZB1 -1.114 0.000 0.0
12432 USAZZD1 -2.768 0.000 0.0
12433 USAZZF1 0.914 0.000 0.0
12434 USAZZI1 -0.419 0.000 0.0
12435 USAZZJ1 -0.010 0.000 0.0
12436 USAZZL1 -0.591 0.000 0.0
12437 USAZZP1 -0.449 0.000 0.0
12438 USAZZR1 -0.947 0.000 0.0
12439 USAZZX1 2.133 0.000 0.0
12440 USAZZY1 2.080 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
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10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
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26 0.0 0.0 0.0 0.000
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.994 0.000 ... NaN NaN
1 -1.994 0.000 ... NaN NaN
2 -2.530 0.000 ... NaN 8188.0
3 -2.253 0.000 ... NaN NaN
4 -2.324 0.000 ... NaN 8178.0
5 -1.871 0.000 ... NaN 17.0
6 -2.039 0.000 ... NaN NaN
7 -1.875 0.000 ... NaN NaN
8 -1.048 0.000 ... NaN NaN
9 -1.837 0.866 ... NaN 27116.0
10 -1.464 0.000 ... NaN NaN
11 -0.890 0.000 ... NaN NaN
12 -1.760 0.000 ... NaN NaN
13 -1.577 0.000 ... NaN 7364.0
14 -1.994 0.000 ... NaN NaN
15 -1.996 0.000 ... NaN NaN
16 -1.058 0.000 ... NaN 3060.0
17 -1.673 0.000 ... NaN 7305.0
18 -1.058 0.000 ... NaN NaN
19 -1.921 0.000 ... NaN NaN
20 -1.099 0.000 ... NaN NaN
21 -2.313 1.000 ... NaN NaN
22 -0.908 0.000 ... NaN NaN
23 -1.951 0.000 ... NaN 25765.0
24 -1.472 0.000 ... NaN NaN
25 -1.542 0.000 ... NaN NaN
26 -1.995 0.000 ... NaN NaN
27 -1.700 0.000 ... NaN NaN
28 -1.084 0.000 ... NaN 7005.0
29 -2.124 0.000 ... NaN 645.0
... ... ... ... ... ...
12411 -1.994 0.000 ... NaN NaN
12412 -0.433 0.000 ... NaN NaN
12413 -0.604 0.000 ... NaN NaN
12414 0.676 0.000 ... NaN 11000.0
12415 -0.489 0.000 ... NaN 37000.0
12416 -0.626 0.000 ... NaN NaN
12417 0.115 0.000 ... NaN 3810.0
12418 -0.609 0.000 ... NaN NaN
12419 0.404 0.000 ... NaN 326547.0
12420 -0.064 0.000 ... NaN NaN
12421 -0.261 0.000 ... NaN 71370.0
12422 -0.075 0.000 ... NaN 39800.0
12423 -1.307 0.000 ... NaN 3100.0
12424 -1.837 0.000 ... NaN 419600.0
12425 -1.186 0.000 ... NaN 5000.0
12426 0.303 0.000 ... NaN 56500.0
12427 0.241 0.000 ... NaN NaN
12428 -1.426 1.000 ... NaN 73400.0
12429 0.365 0.000 ... NaN NaN
12430 0.358 0.000 ... NaN NaN
12431 -1.767 0.000 ... NaN NaN
12432 0.547 0.000 ... NaN 28591140.0
12433 0.396 0.000 ... NaN 4820.0
12434 -1.021 1.000 ... NaN NaN
12435 -1.766 0.000 ... NaN 0.0
12436 -0.458 0.000 ... NaN NaN
12437 -1.241 1.000 ... NaN NaN
12438 -0.466 0.000 ... NaN NaN
12439 0.116 0.000 ... NaN 935000.0
12440 0.672 0.000 ... NaN 93300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.832417e+10 0.182149 17.513277 12.089394
1 NaN 5.535695e+09 0.000000 19.349391 13.620585
2 NaN 6.561393e+10 2.362562 31.177406 27.347582
3 NaN 2.983558e+10 2.168884 27.289456 24.872336
4 NaN 5.167403e+10 2.416601 29.730118 25.912706
5 NaN 1.864681e+11 0.362875 23.353527 20.564825
6 NaN 1.366480e+10 5.539359 23.104254 15.291859
7 NaN 7.529432e+10 0.000000 25.455054 18.972071
8 NaN 1.620200e+10 0.375587 36.818651 29.328143
9 NaN 4.163424e+10 1.717408 19.999510 16.309685
10 NaN 3.086793e+10 0.000000 45.614881 36.769947
11 NaN 2.652978e+10 1.278247 25.022399 20.904507
12 NaN 6.948550e+09 2.304219 16.716978 12.003655
13 NaN 2.005823e+10 1.333333 30.430036 27.683730
14 NaN 1.315153e+10 1.186944 16.958154 11.753216
15 NaN 3.501746e+10 1.592879 28.663282 24.619261
16 NaN 3.501746e+10 1.592879 33.082701 29.381394
17 NaN 3.273472e+10 0.163823 23.945510 21.603258
18 NaN 2.736254e+10 1.904027 35.541725 32.523069
19 NaN 1.008990e+11 3.191257 28.488681 23.845631
20 NaN 1.464888e+11 0.000000 37.481790 32.882001
21 NaN 1.252477e+11 1.977457 22.924312 19.429992
22 NaN 1.566441e+10 0.000000 29.243822 24.733718
23 NaN 9.155005e+10 0.000000 25.374952 21.806219
24 NaN 4.349934e+10 3.259604 28.893551 25.206767
25 NaN 2.745750e+10 0.000000 21.583529 17.649403
26 NaN 7.470982e+09 1.938736 13.668611 9.582880
27 NaN 7.470982e+09 1.938736 38.705316 36.536096
28 NaN 6.816242e+10 3.026775 29.823476 26.521537
29 NaN 3.214673e+11 2.671119 25.255314 21.601803
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 24.086756 17.170700
12412 NaN 6.484620e+06 0.000000 90.508522 87.813716
12413 NaN 4.017240e+06 0.000000 90.328724 87.135460
12414 159.02 6.130000e+05 0.000000 107.766298 103.752517
12415 10887.59 2.630740e+06 0.000000 93.051136 89.384917
12416 NaN 1.984620e+07 NaN 80.764182 77.206077
12417 22.11 3.416150e+04 NaN 77.534503 72.931395
12418 NaN 1.362060e+06 NaN 79.495064 76.034868
12419 348329.32 2.835910e+07 0.000000 133.012759 129.992374
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12421 27655.94 1.825950e+07 0.000000 91.556927 88.525270
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12425 5.00 1.482800e+05 0.000000 87.380817 84.362921
12426 2726.61 5.004900e+06 0.000000 150.898415 148.428517
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12428 2731045.00 3.198820e+10 4.538012 23.371654 20.136035
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12430 NaN 1.739360e+06 0.000000 111.192496 107.612273
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12432 753304.25 6.209632e+06 NaN 105.085801 101.442023
12433 39639.20 3.646110e+07 NaN 115.135452 111.441319
12434 NaN 4.758750e+05 0.000000 120.510637 118.628282
12435 NaN 9.864566e+06 0.000000 85.840255 81.224674
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12437 NaN 3.837060e+06 NaN 81.730691 78.860644
12438 NaN 3.367200e+05 NaN 61.555883 57.021310
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HistBeta PredBeta DataDate
0 -0.000073 0.158458 20040505
1 -0.000001 0.059844 20040505
2 -0.265431 -0.002723 20040505
3 -0.128274 0.231381 20040505
4 -0.163544 0.207502 20040505
5 0.061257 0.397537 20040505
6 -0.022228 0.012919 20040505
7 0.059094 0.169665 20040505
8 0.469198 0.927973 20040505
9 0.077896 0.181008 20040505
10 0.262807 0.768801 20040505
11 0.547477 0.904848 20040505
12 0.116344 0.445543 20040505
13 0.207076 0.409275 20040505
14 -0.000001 0.090701 20040505
15 -0.000744 0.289117 20040505
16 0.464002 0.694034 20040505
17 0.159504 0.301969 20040505
18 0.464045 0.784841 20040505
19 0.036096 0.223443 20040505
20 0.444039 0.662181 20040505
21 -0.158072 0.063642 20040505
22 0.538759 0.785108 20040505
23 0.021691 0.307533 20040505
24 0.259161 0.636685 20040505
25 0.224399 0.491364 20040505
26 -0.000148 0.206644 20040505
27 0.146068 0.485284 20040505
28 0.451182 0.654334 20040505
29 -0.064146 0.313754 20040505
... ... ... ...
12411 -0.000001 0.012044 20040505
12412 0.773954 1.010749 20040505
12413 0.689390 0.991284 20040505
12414 1.324114 1.502812 20040505
12415 0.746223 1.098405 20040505
12416 0.678609 1.131091 20040505
12417 1.045938 1.354310 20040505
12418 0.686807 0.921449 20040505
12419 1.189105 1.303653 20040505
12420 0.957024 1.221741 20040505
12421 0.859506 1.137826 20040505
12422 0.951527 1.251191 20040505
12423 0.340622 0.347535 20040505
12424 0.078200 0.512816 20040505
12425 0.400692 0.752252 20040505
12426 1.138816 1.348566 20040505
12427 1.108315 1.407135 20040505
12428 0.281568 0.418753 20040505
12429 1.169818 1.358461 20040505
12430 1.166177 1.393039 20040505
12431 0.112606 0.376405 20040505
12432 1.259766 1.462653 20040505
12433 1.184945 1.411774 20040505
12434 0.482428 0.697597 20040505
12435 0.112997 0.512455 20040505
12436 0.761612 0.959696 20040505
12437 0.373710 0.703019 20040505
12438 0.757694 0.999388 20040505
12439 1.046193 1.416038 20040505
12440 1.321945 1.472126 20040505
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2 USA0031 0.644 0.000 0.0
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12441 USAZZR1 -0.168 0.000 0.0
12442 USAZZX1 -0.542 0.000 0.0
12443 USAZZY1 -1.877 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.997 0.000 ... NaN NaN
2 -2.525 0.000 ... NaN 8188.0
3 -2.246 0.000 ... NaN NaN
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7 -1.879 0.000 ... NaN NaN
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17 -1.671 0.000 ... NaN 7305.0
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19 -1.920 0.000 ... NaN NaN
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21 -2.309 1.000 ... NaN NaN
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23 -1.951 0.000 ... NaN 25765.0
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12425 -0.068 0.000 ... NaN 23400.0
12426 -1.300 0.000 ... NaN 1200.0
12427 -1.640 0.000 ... NaN 113000.0
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12429 0.296 0.000 ... NaN 46000.0
12430 0.107 0.000 ... NaN 10000.0
12431 -1.425 1.000 ... NaN 40800.0
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12434 -1.771 0.000 ... NaN NaN
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12436 0.484 0.000 ... NaN 1000.0
12437 -1.011 1.000 ... NaN NaN
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12439 -0.363 0.000 ... NaN 12500.0
12440 -0.661 1.000 ... NaN 27367.0
12441 -0.460 0.000 ... NaN NaN
12442 0.116 0.000 ... NaN 383500.0
12443 0.645 0.000 ... NaN 128300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.404930e+09 0.000000 19.508398 13.400923
2 NaN 6.564519e+10 2.362562 30.631526 26.862582
3 NaN 2.962007e+10 2.168884 26.947114 24.520693
4 NaN 5.214017e+10 2.416601 29.298485 25.503104
5 NaN 1.856858e+11 0.362875 23.148532 20.323807
6 NaN 1.360951e+10 5.539359 22.692565 15.081668
7 NaN 7.446876e+10 0.000000 25.058147 18.694379
8 NaN 1.620934e+10 0.375587 36.694403 28.877414
9 NaN 4.147128e+10 1.717408 19.729023 16.053694
10 NaN 3.098435e+10 0.000000 45.312026 36.204382
11 NaN 2.689833e+10 1.278247 25.139487 20.671590
12 NaN 6.922038e+09 2.304219 16.728726 11.933273
13 NaN 2.014573e+10 1.333333 30.071027 27.250755
14 NaN 1.306265e+10 1.186944 16.719962 11.567405
15 NaN 3.515349e+10 1.592879 28.335488 24.335180
16 NaN 3.515349e+10 1.592879 33.176385 29.349807
17 NaN 3.289491e+10 0.163823 23.664263 21.272919
18 NaN 2.703266e+10 1.904027 35.334027 32.176552
19 NaN 9.996905e+10 3.191257 28.050744 23.520085
20 NaN 1.482837e+11 0.000000 37.213896 32.530491
21 NaN 1.251987e+11 1.977457 22.544152 19.105867
22 NaN 1.533197e+10 0.000000 29.285454 24.463240
23 NaN 9.096040e+10 0.000000 25.040882 21.464385
24 NaN 4.297105e+10 3.259604 28.614508 24.845877
25 NaN 2.699987e+10 0.000000 21.385468 17.353952
26 NaN 7.393607e+09 1.938736 13.573808 9.433537
27 NaN 7.393607e+09 1.938736 38.637527 36.213225
28 NaN 6.692840e+10 3.026775 29.674432 26.314029
29 NaN 3.212564e+11 2.671119 25.065859 21.391944
... ... ... ... ... ...
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12415 NaN 6.484620e+06 0.000000 89.017708 86.220256
12416 NaN 4.017240e+06 0.000000 89.127209 85.817442
12417 158.91 3.678000e+05 0.000000 108.816963 104.302373
12418 10558.61 2.859500e+06 0.000000 91.451505 87.778989
12419 NaN 1.984620e+07 NaN 80.226686 76.537433
12420 23.07 3.416150e+04 NaN 76.937571 72.150334
12421 NaN 1.362060e+06 NaN 77.756396 74.157271
12422 366119.09 3.020060e+07 0.000000 131.434367 128.336065
12423 NaN 5.030700e+01 0.000000 41.992411 32.071692
12424 27583.43 1.776600e+07 0.000000 90.326843 87.107206
12425 2736.90 1.483810e+07 0.000000 156.802799 154.479397
12426 19768.43 5.451600e+07 0.966184 43.755356 38.017227
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12428 NaN 1.482800e+05 0.000000 85.711742 82.569013
12429 2736.19 5.004900e+06 0.000000 148.769395 146.195631
12430 3276.98 1.013982e+07 0.000000 95.171828 91.140943
12431 2746789.81 3.174169e+10 4.538012 22.963719 19.866092
12432 NaN 1.591600e+03 0.000000 74.291502 66.853968
12433 NaN 1.739360e+06 0.000000 108.388671 104.631923
12434 NaN 1.248480e+06 NaN 31.200798 23.288267
12435 727274.63 5.821530e+06 NaN 102.541368 98.302198
12436 33010.03 3.272150e+07 NaN 114.623481 110.562462
12437 NaN 4.758750e+05 0.000000 118.756742 116.801056
12438 NaN 9.313198e+06 0.000000 85.040205 80.203156
12439 17614.02 3.764200e+07 0.000000 65.746398 61.504641
12440 1347.30 2.131700e+06 NaN 86.162193 82.894409
12441 NaN 3.367200e+05 NaN 60.589663 55.898398
12442 2263.82 1.523895e+06 0.000000 168.291675 165.838346
12443 6391899.14 7.936430e+08 0.494896 49.831290 39.300221
HistBeta PredBeta DataDate
0 -0.000069 0.167713 20040506
1 0.000001 0.039395 20040506
2 -0.261278 0.008568 20040506
3 -0.123339 0.238511 20040506
4 -0.160389 0.211716 20040506
5 0.063012 0.394905 20040506
6 -0.021289 0.018339 20040506
7 0.057974 0.160954 20040506
8 0.465633 0.929960 20040506
9 0.073250 0.177974 20040506
10 0.258189 0.778631 20040506
11 0.546668 0.895535 20040506
12 0.114731 0.443089 20040506
13 0.211992 0.405291 20040506
14 0.000001 0.088016 20040506
15 0.000764 0.285812 20040506
16 0.422413 0.623339 20040506
17 0.161167 0.295896 20040506
18 0.459916 0.769975 20040506
19 0.037740 0.222534 20040506
20 0.438279 0.665491 20040506
21 -0.154642 0.067329 20040506
22 0.534612 0.795247 20040506
23 0.022743 0.306002 20040506
24 0.255714 0.634451 20040506
25 0.222976 0.491498 20040506
26 0.000024 0.211726 20040506
27 0.176650 0.545592 20040506
28 0.448802 0.639053 20040506
29 -0.063534 0.315798 20040506
... ... ... ...
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12417 1.393220 1.631719 20040506
12418 0.709499 1.069861 20040506
12419 0.680940 1.129725 20040506
12420 1.045377 1.352938 20040506
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12422 1.151172 1.277455 20040506
12423 0.953116 1.232138 20040506
12424 0.871737 1.221324 20040506
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12428 0.405721 0.816177 20040506
12429 1.133762 1.351994 20040506
12430 1.040338 1.307800 20040506
12431 0.282837 0.405533 20040506
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12433 1.161999 1.389590 20040506
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12436 1.226880 1.500735 20040506
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12438 0.179838 0.621957 20040506
12439 0.807643 1.065026 20040506
12440 0.660399 1.000916 20040506
12441 0.759827 1.019755 20040506
12442 1.044832 1.364220 20040506
12443 1.306359 1.414191 20040506
[12444 rows x 92 columns],
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2 USA0031 0.768 0.000 0.0
3 USA0062 0.984 0.432 0.0
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27 USA02B1 0.638 0.000 0.0
28 USA02H1 -0.609 0.000 0.0
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... ... ... ... ...
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12444 USAZZY1 -2.646 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
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12 0.0 0.0 0.0 0.000
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27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
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12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
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12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.082 0.000 ... NaN NaN
1 -2.081 0.000 ... NaN NaN
2 -2.500 0.000 ... NaN 8188.0
3 -2.321 0.000 ... NaN NaN
4 -2.391 0.000 ... NaN 8178.0
5 -1.943 0.000 ... NaN 17.0
6 -2.122 0.000 ... NaN NaN
7 -1.965 0.000 ... NaN NaN
8 -1.135 0.000 ... NaN NaN
9 -1.932 0.866 ... NaN 27116.0
10 -1.562 0.000 ... NaN NaN
11 -0.959 0.000 ... NaN NaN
12 -1.837 0.000 ... NaN NaN
13 -1.631 0.000 ... NaN 43749.0
14 -2.081 0.000 ... NaN NaN
15 -2.072 0.000 ... NaN NaN
16 -1.237 0.000 ... NaN 564.0
17 -1.740 0.000 ... NaN 7305.0
18 -1.143 0.000 ... NaN NaN
19 -1.998 0.000 ... NaN NaN
20 -1.199 0.000 ... NaN NaN
21 -2.388 1.000 ... NaN NaN
22 -0.999 0.000 ... NaN NaN
23 -2.042 0.000 ... NaN 25765.0
24 -1.564 0.000 ... NaN NaN
25 -1.637 0.000 ... NaN NaN
26 -2.081 0.000 ... NaN NaN
27 -1.740 0.000 ... NaN NaN
28 -1.153 0.000 ... NaN 7005.0
29 -2.209 0.000 ... NaN 645.0
... ... ... ... ... ...
12415 -2.081 0.000 ... NaN NaN
12416 -0.471 0.000 ... NaN NaN
12417 -0.599 0.000 ... NaN NaN
12418 0.806 0.000 ... NaN 1500.0
12419 -0.464 0.000 ... NaN 45358.0
12420 -0.637 0.000 ... NaN NaN
12421 0.106 0.000 ... NaN 1000.0
12422 -0.646 0.000 ... NaN NaN
12423 0.236 0.000 ... NaN 666595.0
12424 -0.108 0.000 ... NaN NaN
12425 -0.324 0.000 ... NaN 112600.0
12426 0.166 0.000 ... NaN 10000.0
12427 -1.361 0.000 ... NaN 100.0
12428 -1.713 0.000 ... NaN 144259.0
12429 -1.198 0.000 ... NaN NaN
12430 0.263 0.000 ... NaN 951438.0
12431 -0.219 0.000 ... NaN 35000.0
12432 -1.577 1.000 ... NaN 30300.0
12433 0.342 0.000 ... NaN NaN
12434 0.329 0.000 ... NaN NaN
12435 -1.871 0.000 ... NaN NaN
12436 0.574 0.000 ... NaN 15886610.0
12437 0.443 0.000 ... NaN 142.0
12438 -1.039 1.000 ... NaN NaN
12439 -1.452 0.000 ... NaN 0.0
12440 -0.586 0.000 ... NaN 8000.0
12441 -1.326 1.000 ... NaN 10000.0
12442 -0.475 0.000 ... NaN NaN
12443 0.095 0.000 ... NaN NaN
12444 0.623 0.000 ... NaN 153300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.628682e+10 0.182149 17.429338 11.625009
1 NaN 5.155855e+09 0.000000 20.962060 14.214079
2 NaN 6.487915e+10 2.362562 30.184194 26.182852
3 NaN 2.924076e+10 2.168884 26.617107 23.938953
4 NaN 5.162076e+10 2.416601 29.080576 24.929494
5 NaN 1.834951e+11 0.362875 22.911925 19.828260
6 NaN 1.338045e+10 5.539359 23.153897 15.012585
7 NaN 7.346260e+10 0.000000 25.142581 18.264097
8 NaN 1.680438e+10 0.375587 37.894457 28.719307
9 NaN 4.211494e+10 1.717408 19.536847 15.656128
10 NaN 3.106751e+10 0.000000 46.021538 35.713919
11 NaN 2.736199e+10 1.278247 24.938804 20.142352
12 NaN 6.772903e+09 2.304219 16.704796 11.679873
13 NaN 1.999910e+10 1.333333 29.782854 26.637465
14 NaN 1.286966e+10 1.186944 16.882478 11.303624
15 NaN 3.472938e+10 1.592879 28.092740 23.738017
16 NaN 3.472938e+10 1.592879 32.607527 28.689371
17 NaN 3.270442e+10 0.163823 23.385444 20.786400
18 NaN 2.677917e+10 1.904027 34.856351 31.506676
19 NaN 9.797009e+10 3.191257 27.787897 23.003636
20 NaN 1.495263e+11 0.000000 37.187179 31.985987
21 NaN 1.243897e+11 1.977457 22.520000 18.761306
22 NaN 1.538516e+10 0.000000 29.200400 24.020118
23 NaN 9.180642e+10 0.000000 25.220443 21.139394
24 NaN 4.186463e+10 3.259604 28.489426 24.497774
25 NaN 2.714438e+10 0.000000 21.885746 17.301991
26 NaN 7.296171e+09 1.938736 13.851374 9.284961
27 NaN 7.296171e+09 1.938736 37.874415 35.270513
28 NaN 6.593730e+10 3.026775 29.505255 25.971490
29 NaN 3.163010e+11 2.671119 24.960771 20.962334
... ... ... ... ... ...
12415 NaN 5.056250e+06 NaN 23.941096 16.844622
12416 NaN 6.484620e+06 0.000000 88.581051 85.583783
12417 NaN 4.017240e+06 0.000000 89.290190 85.617924
12418 157.86 3.678000e+05 0.000000 106.597131 101.880966
12419 10684.03 2.630740e+06 0.000000 90.225265 86.009492
12420 NaN 1.984620e+07 NaN 79.795570 75.764377
12421 23.07 3.416150e+04 NaN 75.638107 70.345066
12422 NaN 1.362060e+06 NaN 77.347128 73.486085
12423 383983.22 3.167380e+07 0.000000 129.493154 126.209571
12424 NaN 5.030700e+01 0.000000 42.053551 31.376898
12425 28567.15 1.801275e+07 0.000000 88.918654 85.519356
12426 2681.31 1.187048e+07 0.000000 156.143917 153.413474
12427 18185.10 5.451600e+07 0.966184 43.816780 37.551646
12428 75507.75 4.950336e+06 NaN 82.889516 80.003933
12429 NaN 1.482800e+05 0.000000 84.260662 80.796559
12430 3026.30 5.004900e+06 0.000000 146.494031 143.697251
12431 3595.17 1.192920e+07 0.000000 96.595822 92.819106
12432 2735405.67 3.131502e+10 4.538012 22.912702 19.626865
12433 NaN 1.591600e+03 0.000000 74.043572 66.013920
12434 NaN 1.739360e+06 0.000000 105.821734 101.707452
12435 NaN 1.248480e+06 NaN 31.417376 22.833495
12436 699872.73 5.433428e+06 NaN 98.288495 93.940513
12437 32430.01 3.272150e+07 NaN 109.360540 104.830191
12438 NaN 4.758750e+05 0.000000 116.505580 114.383147
12439 NaN 8.796068e+06 0.000000 84.234964 78.897512
12440 18567.43 4.020850e+07 0.000000 66.282890 62.239225
12441 1405.80 3.837060e+06 NaN 83.095770 80.090145
12442 NaN 3.367200e+05 NaN 59.512890 54.360026
12443 NaN 1.523895e+06 0.000000 165.583295 162.887129
12444 6332200.71 7.874668e+08 0.494896 50.806416 39.243227
HistBeta PredBeta DataDate
0 -0.000060 0.148885 20040507
1 0.000003 0.001872 20040507
2 -0.248315 0.037357 20040507
3 -0.113617 0.230174 20040507
4 -0.147090 0.195057 20040507
5 0.065969 0.371060 20040507
6 -0.019272 -0.002024 20040507
7 0.055181 0.144094 20040507
8 0.449406 0.925328 20040507
9 0.071174 0.149696 20040507
10 0.246628 0.764678 20040507
11 0.533332 0.867778 20040507
12 0.116257 0.404838 20040507
13 0.213887 0.379024 20040507
14 0.000003 0.072651 20040507
15 0.004261 0.264155 20040507
16 0.400950 0.604885 20040507
17 0.162105 0.287302 20040507
18 0.445534 0.738680 20040507
19 0.039802 0.210852 20040507
20 0.419119 0.652406 20040507
21 -0.145619 0.047062 20040507
22 0.513969 0.774290 20040507
23 0.018571 0.293326 20040507
24 0.245588 0.589510 20040507
25 0.211198 0.484179 20040507
26 0.000282 0.202350 20040507
27 0.162291 0.504170 20040507
28 0.441198 0.610465 20040507
29 -0.060382 0.294366 20040507
... ... ... ...
12415 0.000003 0.025565 20040507
12416 0.765074 0.988471 20040507
12417 0.704237 0.979924 20040507
12418 1.371349 1.548001 20040507
12419 0.768416 1.199450 20040507
12420 0.685959 1.124902 20040507
12421 1.038759 1.349398 20040507
12422 0.681807 0.914776 20040507
12423 1.100711 1.239177 20040507
12424 0.937212 1.213908 20040507
12425 0.834886 1.133812 20040507
12426 1.067534 1.344143 20040507
12427 0.342282 0.358721 20040507
12428 0.174883 0.592191 20040507
12429 0.419638 0.822884 20040507
12430 1.113574 1.330051 20040507
12431 0.884416 1.097131 20040507
12432 0.239522 0.343479 20040507
12433 1.150983 1.342249 20040507
12434 1.144923 1.374822 20040507
12435 0.099912 0.391582 20040507
12436 1.261461 1.536968 20040507
12437 1.199083 1.483373 20040507
12438 0.495009 0.706674 20040507
12439 0.298774 0.722879 20040507
12440 0.710312 0.910030 20040507
12441 0.359010 0.661122 20040507
12442 0.763128 1.013560 20040507
12443 1.033645 1.360379 20040507
12444 1.284261 1.395592 20040507
[12445 rows x 92 columns],
'20040510': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.294 0.000 0.0
1 USA0011 -0.246 0.000 0.0
2 USA0031 -0.501 0.000 0.0
3 USA0062 -0.435 0.432 0.0
4 USA00E2 -0.800 0.000 0.0
5 USA00F1 -0.269 0.000 0.0
6 USA00G2 -0.466 0.000 0.0
7 USA00H1 0.115 0.000 0.0
8 USA00I1 0.252 0.000 0.0
9 USA00J1 -0.115 0.000 0.0
10 USA00K1 0.832 0.000 0.0
11 USA00P1 -0.839 0.000 0.0
12 USA00R1 -0.263 0.000 0.0
13 USA00S1 0.077 0.000 0.0
14 USA00V1 0.136 0.000 0.0
15 USA0131 -0.812 1.000 0.0
16 USA0161 -0.142 1.000 0.0
17 USA01I1 -0.779 0.000 0.0
18 USA01J2 -1.509 0.000 0.0
19 USA01L1 -1.561 0.000 0.0
20 USA01P1 1.702 0.000 0.0
21 USA01Q1 -0.060 0.000 0.0
22 USA0202 -0.792 0.000 0.0
23 USA0231 0.420 0.000 0.0
24 USA0281 -0.797 0.000 0.0
25 USA0291 0.110 0.000 0.0
26 USA02A1 0.575 0.000 0.0
27 USA02B1 1.304 0.000 0.0
28 USA02H1 -0.217 0.000 0.0
29 USA02P1 -0.188 0.145 0.0
... ... ... ... ...
12416 USAZY41 0.251 0.000 0.0
12417 USAZY51 -1.279 0.000 0.0
12418 USAZY61 -1.502 0.000 0.0
12419 USAZY71 -1.586 0.000 0.0
12420 USAZYI1 -2.716 0.000 0.0
12421 USAZYJ1 -1.481 0.000 0.0
12422 USAZYK1 -1.073 0.000 0.0
12423 USAZYM1 2.801 0.000 0.0
12424 USAZYR1 2.312 0.000 0.0
12425 USAZYS1 -0.903 0.000 0.0
12426 USAZYT1 2.801 0.000 0.0
12427 USAZYV1 2.801 0.000 0.0
12428 USAZYX1 -0.126 0.000 0.0
12429 USAZZ41 -2.623 0.000 0.0
12430 USAZZ51 -0.953 0.000 0.0
12431 USAZZ61 -0.938 0.000 0.0
12432 USAZZ71 -0.857 0.000 0.0
12433 USAZZ81 0.049 0.000 0.0
12434 USAZZ91 -2.659 0.000 0.0
12435 USAZZA1 -0.898 0.000 0.0
12436 USAZZB1 0.437 0.000 0.0
12437 USAZZD1 -1.191 0.000 0.0
12438 USAZZF1 -1.542 0.000 0.0
12439 USAZZI1 -1.208 0.000 0.0
12440 USAZZJ1 -1.654 0.000 0.0
12441 USAZZL1 1.435 0.000 0.0
12442 USAZZP1 -0.966 0.000 0.0
12443 USAZZR1 -0.614 0.000 0.0
12444 USAZZX1 -0.658 0.000 0.0
12445 USAZZY1 -0.638 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
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12426 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
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12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.127 0.000 ... NaN NaN
1 -2.127 0.000 ... NaN NaN
2 -2.479 0.000 ... NaN 8188.0
3 -2.352 0.000 ... NaN NaN
4 -2.422 0.000 ... NaN 8178.0
5 -1.981 0.000 ... NaN 17.0
6 -2.165 0.000 ... NaN NaN
7 -2.013 0.000 ... NaN NaN
8 -1.180 0.000 ... NaN NaN
9 -1.977 0.866 ... NaN 27116.0
10 -1.616 0.000 ... NaN NaN
11 -0.972 0.000 ... NaN NaN
12 -1.876 0.000 ... NaN NaN
13 -1.579 0.000 ... NaN 13304.0
14 -2.127 0.000 ... NaN NaN
15 -2.112 0.000 ... NaN NaN
16 -1.219 0.000 ... NaN 320.0
17 -1.775 0.000 ... NaN 7305.0
18 -1.190 0.000 ... NaN NaN
19 -2.037 0.000 ... NaN NaN
20 -1.119 0.000 ... NaN 34500.0
21 -2.426 1.000 ... NaN NaN
22 -1.039 0.000 ... NaN NaN
23 -2.087 0.000 ... NaN 25765.0
24 -1.670 0.000 ... NaN 4000.0
25 -1.683 0.000 ... NaN NaN
26 -2.126 0.000 ... NaN NaN
27 -1.718 0.000 ... NaN 275.0
28 -1.192 0.000 ... NaN 7005.0
29 -2.254 0.000 ... NaN 645.0
... ... ... ... ... ...
12416 -2.127 0.000 ... NaN NaN
12417 -0.481 0.000 ... NaN NaN
12418 -0.596 0.000 ... NaN NaN
12419 0.800 0.000 ... NaN NaN
12420 -0.539 0.000 ... NaN 5000.0
12421 -0.650 0.000 ... NaN NaN
12422 0.098 0.000 ... NaN 9605.0
12423 -0.527 0.000 ... NaN 20525.0
12424 0.440 0.000 ... NaN 134785.0
12425 -0.122 0.000 ... NaN NaN
12426 -0.204 0.000 ... NaN 82225.0
12427 0.228 0.000 ... NaN 61999.0
12428 -1.304 0.000 ... NaN 3300.0
12429 -1.917 0.000 ... NaN 419605.0
12430 -1.202 0.000 ... NaN NaN
12431 0.243 0.000 ... NaN 775813.0
12432 -0.230 0.000 ... NaN NaN
12433 -1.537 1.000 ... NaN 37900.0
12434 0.339 0.000 ... NaN NaN
12435 0.323 0.000 ... NaN NaN
12436 -1.921 0.000 ... NaN NaN
12437 0.565 0.000 ... NaN 17555340.0
12438 0.428 0.000 ... NaN 1862.0
12439 -1.043 1.000 ... NaN NaN
12440 -1.424 0.000 ... NaN 0.0
12441 -0.497 0.000 ... NaN 7500.0
12442 -1.332 1.000 ... NaN NaN
12443 -0.474 0.000 ... NaN NaN
12444 0.079 0.000 ... NaN NaN
12445 0.663 0.000 ... NaN 171500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.502845e+10 0.182149 17.811257 12.142206
1 NaN 4.975276e+09 0.000000 21.136285 14.830227
2 NaN 6.376917e+10 2.362562 31.545542 27.520765
3 NaN 2.867181e+10 2.168884 27.845897 25.158409
4 NaN 5.048873e+10 2.416601 30.571966 26.484541
5 NaN 1.819042e+11 0.362875 23.981739 20.858973
6 NaN 1.301711e+10 5.539359 24.057255 15.846247
7 NaN 7.381088e+10 0.000000 25.832909 19.055891
8 NaN 1.684479e+10 0.375587 39.177222 29.965049
9 NaN 4.208235e+10 1.717408 20.170937 16.328399
10 NaN 3.178266e+10 0.000000 47.404258 37.246738
11 NaN 2.784349e+10 1.278247 26.726650 21.427932
12 NaN 6.621560e+09 2.304219 17.300722 12.528500
13 NaN 1.959467e+10 1.333333 31.140215 27.779123
14 NaN 1.260048e+10 1.186944 17.217986 11.816166
15 NaN 3.408120e+10 1.592879 29.362268 25.122568
16 NaN 3.408120e+10 1.592879 33.994433 29.955793
17 NaN 3.212427e+10 0.163823 24.851104 21.989951
18 NaN 2.530687e+10 1.904027 37.015859 33.443046
19 NaN 9.531907e+10 3.191257 30.006252 25.061946
20 NaN 1.485598e+11 0.000000 39.136591 33.564070
21 NaN 1.224040e+11 1.977457 23.456739 19.665092
22 NaN 1.489316e+10 0.000000 30.410417 25.378442
23 NaN 9.247298e+10 0.000000 26.341248 22.036123
24 NaN 4.149582e+10 3.259604 29.959959 25.918267
25 NaN 2.678310e+10 0.000000 22.676409 18.024255
26 NaN 7.224528e+09 1.938736 14.035036 9.708977
27 NaN 7.224528e+09 1.938736 39.385728 36.702430
28 NaN 6.640370e+10 3.026775 30.999986 27.197151
29 NaN 3.166173e+11 2.671119 25.883012 21.931814
... ... ... ... ... ...
12416 NaN 5.056250e+06 NaN 24.784622 17.618088
12417 NaN 6.484620e+06 0.000000 92.574050 89.384621
12418 NaN 4.017240e+06 0.000000 91.829959 87.870271
12419 NaN 3.678000e+05 0.000000 110.896118 105.912406
12420 10313.95 2.859500e+06 0.000000 93.412106 88.981738
12421 NaN 1.984620e+07 NaN 85.556582 80.911514
12422 24.20 3.416150e+04 NaN 76.375699 70.519751
12423 248.29 1.210720e+06 NaN 80.215861 75.844569
12424 398907.99 2.817495e+07 0.000000 136.072934 132.343822
12425 NaN 5.030700e+01 0.000000 44.413872 33.172833
12426 30623.80 1.677900e+07 0.000000 93.256349 89.409257
12427 2753.46 1.112858e+07 0.000000 163.529174 160.316999
12428 19716.24 5.358144e+07 0.966184 45.424014 39.119256
12429 81009.17 5.373720e+06 NaN 86.132895 83.218564
12430 NaN 1.482800e+05 0.000000 88.139222 84.448680
12431 3368.36 5.004900e+06 0.000000 153.029571 150.117114
12432 NaN 1.192920e+07 0.000000 100.139581 96.183413
12433 2755227.52 3.081146e+10 4.538012 23.932335 20.454765
12434 NaN 1.591600e+03 0.000000 78.391674 69.956319
12435 NaN 1.739360e+06 0.000000 109.445565 104.981642
12436 NaN 1.248480e+06 NaN 32.503751 23.834402
12437 740930.97 5.433428e+06 NaN 98.018931 93.190100
12438 31764.36 3.272150e+07 NaN 114.434172 109.770537
12439 NaN 4.758750e+05 0.000000 121.810059 119.646196
12440 NaN 8.638918e+06 0.000000 88.196031 82.703724
12441 20832.54 3.849750e+07 0.000000 69.213400 64.943537
12442 NaN 3.837060e+06 NaN 89.561950 86.777946
12443 NaN 3.367200e+05 NaN 62.429078 56.955686
12444 NaN 1.523895e+06 0.000000 173.015431 170.214336
12445 6362949.29 7.735703e+08 0.494896 53.201060 40.948373
HistBeta PredBeta DataDate
0 -0.000052 0.131399 20040510
1 0.000006 0.022443 20040510
2 -0.238846 0.046525 20040510
3 -0.104500 0.222769 20040510
4 -0.136791 0.171350 20040510
5 0.067799 0.337775 20040510
6 -0.017625 0.019329 20040510
7 0.052952 0.163220 20040510
8 0.439827 0.851426 20040510
9 0.069822 0.164559 20040510
10 0.237411 0.697314 20040510
11 0.536332 0.865261 20040510
12 0.116550 0.385858 20040510
13 0.254260 0.414258 20040510
14 0.000006 0.052307 20040510
15 0.007167 0.235675 20040510
16 0.421561 0.611316 20040510
17 0.163242 0.295760 20040510
18 0.434783 0.684594 20040510
19 0.041856 0.176244 20040510
20 0.467763 0.690452 20040510
21 -0.138862 0.019000 20040510
22 0.505013 0.716176 20040510
23 0.018868 0.278344 20040510
24 0.212044 0.534548 20040510
25 0.206018 0.466020 20040510
26 0.000549 0.199989 20040510
27 0.189783 0.528142 20040510
28 0.434203 0.624744 20040510
29 -0.059015 0.277765 20040510
... ... ... ...
12416 0.000006 0.065046 20040510
12417 0.764103 1.003093 20040510
12418 0.710687 1.024823 20040510
12419 1.358519 1.552676 20040510
12420 0.737056 1.130088 20040510
12421 0.685605 1.133049 20040510
12422 1.032584 1.360152 20040510
12423 0.742519 1.046798 20040510
12424 1.191571 1.450978 20040510
12425 0.930773 1.230656 20040510
12426 0.892397 1.276785 20040510
12427 1.093215 1.515181 20040510
12428 0.382017 0.442302 20040510
12429 0.097493 0.501688 20040510
12430 0.429339 0.856900 20040510
12431 1.100129 1.339277 20040510
12432 0.880644 1.152194 20040510
12433 0.274144 0.351229 20040510
12434 1.144472 1.357169 20040510
12435 1.137170 1.399030 20040510
12436 0.095515 0.390911 20040510
12437 1.249407 1.551687 20040510
12438 1.185887 1.439685 20040510
12439 0.503372 0.712978 20040510
12440 0.326244 0.701158 20040510
12441 0.756616 1.007416 20040510
12442 0.369248 0.633294 20040510
12443 0.767059 1.046282 20040510
12444 1.023966 1.383867 20040510
12445 1.294757 1.453593 20040510
[12446 rows x 92 columns],
'20040511': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -1.058 0.000 0.0
2 USA0031 -0.856 0.000 0.0
3 USA0062 -0.445 0.432 0.0
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9 USA00J1 -0.376 0.000 0.0
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16 USA0161 -0.004 1.000 0.0
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19 USA01L1 0.630 0.000 0.0
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23 USA0231 -0.392 0.000 0.0
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29 USA02P1 -0.805 0.145 0.0
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12429 USAZYT1 2.817 0.000 0.0
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12434 USAZZ61 2.817 0.000 0.0
12435 USAZZ71 1.146 0.000 0.0
12436 USAZZ81 0.976 0.000 0.0
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12443 USAZZJ1 2.817 0.000 0.0
12444 USAZZL1 0.100 0.000 0.0
12445 USAZZP1 0.070 0.000 0.0
12446 USAZZR1 1.076 0.000 0.0
12447 USAZZX1 2.817 0.000 0.0
12448 USAZZY1 -0.893 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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28 0.0 0.0 0.0 0.502
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.102 0.000 ... NaN NaN
2 -2.472 0.000 ... NaN 8188.0
3 -2.326 0.000 ... NaN NaN
4 -2.387 0.000 ... NaN 8178.0
5 -1.963 0.000 ... NaN 17.0
6 -2.140 0.000 ... NaN NaN
7 -1.990 0.000 ... NaN NaN
8 -1.185 0.000 ... NaN NaN
9 -1.957 0.866 ... NaN 27116.0
10 -1.603 0.000 ... NaN NaN
11 -0.965 0.000 ... NaN NaN
12 -1.851 0.000 ... NaN NaN
13 -1.559 0.000 ... NaN 3670.0
14 -2.102 0.000 ... NaN NaN
15 -2.090 0.000 ... NaN NaN
16 -1.234 0.000 ... NaN NaN
17 -1.764 0.000 ... NaN 7305.0
18 -1.194 0.000 ... NaN NaN
19 -2.018 0.000 ... NaN NaN
20 -1.120 0.000 ... NaN NaN
21 -2.396 1.000 ... NaN NaN
22 -1.044 0.000 ... NaN NaN
23 -2.063 0.000 ... NaN 25765.0
24 -1.656 0.000 ... NaN NaN
25 -1.671 0.000 ... NaN NaN
26 -2.101 0.000 ... NaN NaN
27 -1.643 0.000 ... NaN 75.0
28 -1.186 0.000 ... NaN 7005.0
29 -2.225 0.000 ... NaN 645.0
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12421 -0.603 0.000 ... NaN NaN
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12424 -0.656 0.000 ... NaN NaN
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12426 -0.742 0.000 ... NaN 2535.0
12427 0.341 0.000 ... NaN 237277.0
12428 -0.127 0.000 ... NaN NaN
12429 -0.418 0.000 ... NaN 271550.0
12430 0.051 0.000 ... NaN 37500.0
12431 -1.311 0.000 ... NaN NaN
12432 -1.861 0.000 ... NaN 806500.0
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12435 -0.235 0.000 ... NaN NaN
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12437 0.340 0.000 ... NaN NaN
12438 0.312 0.000 ... NaN NaN
12439 -1.899 0.000 ... NaN NaN
12440 0.524 0.000 ... NaN 33144010.0
12441 0.396 0.000 ... NaN NaN
12442 -1.055 1.000 ... NaN NaN
12443 -1.589 0.000 ... NaN 0.0
12444 -0.466 0.000 ... NaN 2188.0
12445 -1.343 1.000 ... NaN NaN
12446 -0.481 0.000 ... NaN NaN
12447 -0.171 0.000 ... NaN 1800.0
12448 0.678 0.000 ... NaN 121700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.470887e+10 0.182149 17.723704 12.223355
1 NaN 5.056225e+09 0.000000 20.915692 14.728087
2 NaN 6.398804e+10 2.362562 31.223035 27.232239
3 NaN 2.874077e+10 2.168884 27.513815 24.889323
4 NaN 5.063523e+10 2.416601 30.295142 26.259167
5 NaN 1.840427e+11 0.362875 23.532681 20.528971
6 NaN 1.328566e+10 5.539359 23.671142 15.651734
7 NaN 7.370769e+10 0.000000 25.520029 18.871371
8 NaN 1.712394e+10 0.375587 38.451908 29.669758
9 NaN 4.232678e+10 1.717408 19.906613 16.147636
10 NaN 3.261423e+10 0.000000 46.594552 36.806033
11 NaN 2.784349e+10 1.278247 25.979475 21.047847
12 NaN 6.667957e+09 2.304219 16.916025 12.328753
13 NaN 1.970583e+10 1.333333 30.589205 27.363150
14 NaN 1.263857e+10 1.186944 17.153412 11.851584
15 NaN 3.455333e+10 1.592879 28.770362 24.702963
16 NaN 3.455333e+10 1.592879 33.287359 29.510343
17 NaN 3.225849e+10 0.163823 24.422669 21.679206
18 NaN 2.538327e+10 1.904027 36.236898 32.924007
19 NaN 9.723251e+10 3.191257 29.718667 24.698483
20 NaN 1.532541e+11 0.000000 38.383256 33.133518
21 NaN 1.226982e+11 1.977457 23.215811 19.492399
22 NaN 1.526548e+10 0.000000 29.817858 25.020554
23 NaN 9.401121e+10 0.000000 25.766171 21.700629
24 NaN 4.173505e+10 3.259604 29.321366 25.528909
25 NaN 2.646999e+10 0.000000 22.109716 17.717645
26 NaN 7.238857e+09 1.938736 13.722235 9.718202
27 NaN 7.238857e+09 1.938736 39.007187 36.474434
28 NaN 6.754055e+10 3.026775 30.348533 26.749240
29 NaN 3.189368e+11 2.671119 25.708570 21.937223
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 24.340960 17.363305
12420 NaN 6.484620e+06 0.000000 91.423672 88.397028
12421 NaN 4.017240e+06 0.000000 90.285354 86.530417
12422 213.63 4.904000e+05 0.000000 110.762471 106.005713
12423 10625.31 3.202640e+06 0.000000 94.224362 90.015109
12424 NaN 1.984620e+07 NaN 84.652348 80.242358
12425 23.12 3.416150e+04 NaN 74.976002 69.218082
12426 243.91 9.080400e+05 NaN 79.341108 75.542541
12427 388541.24 2.651760e+07 0.000000 135.275927 131.847133
12428 NaN 5.030700e+01 0.000000 43.341623 32.750756
12429 32934.77 1.480500e+07 0.000000 95.017957 91.611183
12430 2730.57 8.902860e+06 0.000000 164.239017 161.426671
12431 NaN 5.358144e+07 0.966184 45.004428 38.745849
12432 83558.98 5.536560e+06 NaN 87.082797 84.524880
12433 NaN 1.482800e+05 0.000000 86.982523 83.474490
12434 3247.44 4.448800e+06 0.000000 152.506820 149.830222
12435 NaN 1.192920e+07 0.000000 98.439855 94.738832
12436 2716498.64 3.043746e+10 4.538012 23.908284 20.428906
12437 NaN 1.591600e+03 0.000000 77.103004 68.953533
12438 NaN 1.739360e+06 0.000000 107.633356 103.418124
12439 NaN 1.248480e+06 NaN 32.098267 23.468322
12440 725330.84 4.657224e+06 NaN 95.953945 91.206883
12441 NaN 3.272150e+07 NaN 113.356306 108.947362
12442 NaN 4.758750e+05 0.000000 120.768710 118.719843
12443 NaN 7.940317e+06 0.000000 88.447790 83.119403
12444 20343.10 3.935300e+07 0.000000 68.045849 63.968228
12445 NaN 3.837060e+06 NaN 88.942331 86.273060
12446 NaN 3.367200e+05 NaN 61.473201 56.337118
12447 2244.26 1.117523e+06 0.000000 174.562727 172.075777
12448 6229251.82 7.914813e+08 0.494896 52.088340 40.376621
HistBeta PredBeta DataDate
0 -0.000054 0.094875 20040511
1 0.000005 0.003938 20040511
2 -0.236602 0.018661 20040511
3 -0.105645 0.209579 20040511
4 -0.134077 0.148260 20040511
5 0.065104 0.323297 20040511
6 -0.017991 0.002797 20040511
7 0.052601 0.134080 20040511
8 0.431717 0.848087 20040511
9 0.068178 0.146412 20040511
10 0.234908 0.687411 20040511
11 0.535140 0.872689 20040511
12 0.118202 0.378381 20040511
13 0.255593 0.409523 20040511
14 0.000005 0.023197 20040511
15 0.005328 0.226417 20040511
16 0.408592 0.595288 20040511
17 0.159142 0.292886 20040511
18 0.427338 0.692287 20040511
19 0.039336 0.196135 20040511
20 0.462000 0.672160 20040511
21 -0.138362 -0.004533 20040511
22 0.497809 0.706683 20040511
23 0.018251 0.263561 20040511
24 0.209909 0.535751 20040511
25 0.202522 0.442648 20040511
26 0.000383 0.168515 20040511
27 0.215824 0.502473 20040511
28 0.430842 0.620905 20040511
29 -0.057898 0.253205 20040511
... ... ... ...
12419 0.000005 0.048181 20040511
12420 0.757991 1.030348 20040511
12421 0.705345 1.062650 20040511
12422 1.413073 1.578933 20040511
12423 0.804626 1.166143 20040511
12424 0.680401 1.161193 20040511
12425 1.033748 1.416006 20040511
12426 0.640014 0.955788 20040511
12427 1.150037 1.424426 20040511
12428 0.929813 1.265314 20040511
12429 0.792625 1.221437 20040511
12430 1.013288 1.448101 20040511
12431 0.372304 0.465551 20040511
12432 0.113086 0.472989 20040511
12433 0.422364 0.873181 20040511
12434 1.047746 1.349706 20040511
12435 0.878715 1.187654 20040511
12436 0.234326 0.333038 20040511
12437 1.149620 1.434029 20040511
12438 1.136074 1.435255 20040511
12439 0.095259 0.367712 20040511
12440 1.236048 1.597644 20040511
12441 1.175563 1.462856 20040511
12442 0.492581 0.725406 20040511
12443 0.241546 0.711641 20040511
12444 0.770196 1.014651 20040511
12445 0.357204 0.627915 20040511
12446 0.762751 1.067769 20040511
12447 0.908728 1.331868 20040511
12448 1.308641 1.458173 20040511
[12449 rows x 92 columns],
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1 USA0011 -0.325 0.000 0.0
2 USA0031 0.327 0.000 0.0
3 USA0062 0.158 0.432 0.0
4 USA00E2 0.233 0.000 0.0
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6 USA00G2 0.165 0.000 0.0
7 USA00H1 0.828 0.000 0.0
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13 USA00S1 -0.571 0.000 0.0
14 USA00V1 0.185 0.000 0.0
15 USA0131 0.585 1.000 0.0
16 USA0161 0.496 1.000 0.0
17 USA01I1 0.003 0.000 0.0
18 USA01J2 0.120 0.000 0.0
19 USA01L1 0.509 0.000 0.0
20 USA01P1 -0.190 0.000 0.0
21 USA01Q1 -0.520 0.000 0.0
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23 USA0231 -0.183 0.000 0.0
24 USA0281 -0.468 0.000 0.0
25 USA0291 -0.137 0.000 0.0
26 USA02A1 -0.009 0.000 0.0
27 USA02B1 0.947 0.000 0.0
28 USA02H1 0.471 0.000 0.0
29 USA02P1 0.480 0.145 0.0
... ... ... ... ...
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12428 USAZYS1 -0.379 0.000 0.0
12429 USAZYT1 2.704 0.000 0.0
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12433 USAZZ51 -0.415 0.000 0.0
12434 USAZZ61 -0.526 0.000 0.0
12435 USAZZ71 -0.352 0.000 0.0
12436 USAZZ81 0.770 0.000 0.0
12437 USAZZ91 0.406 0.000 0.0
12438 USAZZA1 -0.453 0.000 0.0
12439 USAZZB1 -0.147 0.000 0.0
12440 USAZZD1 2.519 0.000 0.0
12441 USAZZF1 1.711 0.000 0.0
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12444 USAZZL1 1.549 0.000 0.0
12445 USAZZP1 -0.770 0.000 0.0
12446 USAZZR1 -0.390 0.000 0.0
12447 USAZZX1 -2.846 0.000 0.0
12448 USAZZY1 -0.770 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.103 0.000 ... NaN NaN
1 -2.103 0.000 ... NaN NaN
2 -2.469 0.000 ... NaN 8188.0
3 -2.330 0.000 ... NaN NaN
4 -2.389 0.000 ... NaN 8178.0
5 -1.968 0.000 ... NaN 17.0
6 -2.142 0.000 ... NaN NaN
7 -1.992 0.000 ... NaN NaN
8 -1.187 0.000 ... NaN NaN
9 -1.959 0.866 ... NaN 27116.0
10 -1.604 0.000 ... NaN NaN
11 -0.973 0.000 ... NaN NaN
12 -1.870 0.000 ... NaN NaN
13 -1.559 0.000 ... NaN 4813.0
14 -2.103 0.000 ... NaN NaN
15 -2.093 0.000 ... NaN NaN
16 -1.235 0.000 ... NaN NaN
17 -1.766 0.000 ... NaN 7305.0
18 -1.196 0.000 ... NaN NaN
19 -2.020 0.000 ... NaN NaN
20 -1.122 0.000 ... NaN NaN
21 -2.396 1.000 ... NaN NaN
22 -1.047 0.000 ... NaN NaN
23 -2.065 0.000 ... NaN 25765.0
24 -1.657 0.000 ... NaN NaN
25 -1.673 0.000 ... NaN NaN
26 -2.103 0.000 ... NaN NaN
27 -1.647 0.000 ... NaN 200.0
28 -1.200 0.000 ... NaN 7005.0
29 -2.227 0.000 ... NaN 645.0
... ... ... ... ... ...
12419 -2.103 0.000 ... NaN NaN
12420 -0.493 0.000 ... NaN NaN
12421 -0.602 0.000 ... NaN NaN
12422 0.880 0.000 ... NaN 24100.0
12423 -0.375 0.000 ... NaN 22300.0
12424 -0.658 0.000 ... NaN NaN
12425 0.095 0.000 ... NaN 790.0
12426 -0.742 0.000 ... NaN NaN
12427 0.345 0.000 ... NaN 502260.0
12428 -0.126 0.000 ... NaN NaN
12429 -0.431 0.000 ... NaN 430100.0
12430 0.050 0.000 ... NaN 45308.0
12431 -1.313 0.000 ... NaN NaN
12432 -1.869 0.000 ... NaN 177000.0
12433 -1.205 0.000 ... NaN NaN
12434 0.124 0.000 ... NaN 11180.0
12435 -0.235 0.000 ... NaN NaN
12436 -1.611 1.000 ... NaN 130800.0
12437 0.342 0.000 ... NaN NaN
12438 0.317 0.000 ... NaN NaN
12439 -1.901 0.000 ... NaN NaN
12440 0.522 0.000 ... NaN 23543650.0
12441 0.392 0.000 ... NaN 26987.0
12442 -1.057 1.000 ... NaN NaN
12443 -1.589 0.000 ... NaN 0.0
12444 -0.470 0.000 ... NaN 12500.0
12445 -1.345 1.000 ... NaN NaN
12446 -0.482 0.000 ... NaN NaN
12447 -0.152 0.000 ... NaN 268300.0
12448 0.682 0.000 ... NaN 93300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.550783e+10 0.182149 17.553382 12.197550
1 NaN 5.049998e+09 0.000000 20.368697 14.672531
2 NaN 6.444141e+10 2.362562 30.957905 27.139989
3 NaN 2.877526e+10 2.168884 27.380579 24.810772
4 NaN 5.120790e+10 2.416601 30.198711 26.202924
5 NaN 1.858162e+11 0.362875 23.520697 20.599818
6 NaN 1.336465e+10 5.539359 23.276619 15.659407
7 NaN 7.396568e+10 0.000000 25.498772 18.894331
8 NaN 1.691457e+10 0.375587 38.568142 29.961657
9 NaN 4.207421e+10 1.717408 20.022304 16.290062
10 NaN 3.214855e+10 0.000000 46.230638 36.797990
11 NaN 2.750466e+10 1.278247 25.730306 20.999686
12 NaN 6.665748e+09 2.304219 16.684236 12.319429
13 NaN 1.983118e+10 1.333333 30.374675 27.305002
14 NaN 1.244304e+10 1.186944 16.963964 11.828264
15 NaN 3.487342e+10 1.592879 28.762132 24.718407
16 NaN 3.487342e+10 1.592879 33.177977 29.456116
17 NaN 3.234940e+10 0.163823 24.220875 21.607588
18 NaN 2.599441e+10 1.904027 36.046934 32.833491
19 NaN 9.816250e+10 3.191257 29.520478 24.700825
20 NaN 1.510450e+11 0.000000 38.048177 32.941390
21 NaN 1.223795e+11 1.977457 23.340536 19.625401
22 NaN 1.523889e+10 0.000000 29.591964 24.946728
23 NaN 9.329337e+10 0.000000 25.580690 21.632118
24 NaN 4.148585e+10 3.259604 29.185083 25.503083
25 NaN 2.620505e+10 0.000000 21.994983 17.698272
26 NaN 7.287574e+09 1.938736 13.933270 9.692641
27 NaN 7.287574e+09 1.938736 38.976295 36.488607
28 NaN 6.809440e+10 3.026775 30.164774 26.689602
29 NaN 3.205184e+11 2.671119 25.573398 21.861656
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 24.177492 17.329141
12420 NaN 6.484620e+06 0.000000 91.244928 88.331962
12421 NaN 4.017240e+06 0.000000 85.113169 81.524810
12422 219.84 3.678000e+05 0.000000 110.093496 105.305827
12423 9302.33 3.660160e+06 0.000000 97.666656 93.889815
12424 NaN 1.984620e+07 NaN 84.692244 80.572145
12425 9.29 3.416150e+04 NaN 75.804382 70.490822
12426 NaN 9.080400e+05 NaN 79.514325 76.070936
12427 349398.22 2.541270e+07 0.000000 134.919272 131.610167
12428 NaN 5.030700e+01 0.000000 42.946413 32.640470
12429 37949.96 1.283100e+07 0.000000 96.802825 93.594937
12430 2795.14 8.902860e+06 0.000000 163.593316 160.972629
12431 NaN 5.358144e+07 0.966184 44.715468 38.700454
12432 84566.14 5.210880e+06 NaN 88.220267 85.856506
12433 NaN 1.482800e+05 0.000000 86.656661 83.239234
12434 3123.16 4.448800e+06 0.000000 152.129544 149.396133
12435 NaN 1.192920e+07 0.000000 98.697911 95.126055
12436 2810548.82 3.091779e+10 4.538012 23.998260 20.512133
12437 NaN 1.591600e+03 0.000000 76.491551 68.695761
12438 NaN 1.739360e+06 0.000000 106.194605 102.051369
12439 NaN 1.248480e+06 NaN 31.672519 23.400212
12440 637146.25 4.269122e+06 NaN 94.775934 90.047863
12441 27268.04 3.178660e+07 NaN 112.803836 108.503992
12442 NaN 4.758750e+05 0.000000 120.247814 118.238648
12443 NaN 7.980954e+06 0.000000 87.783730 82.847010
12444 22586.28 3.824085e+07 0.000000 67.856975 63.841737
12445 NaN 3.837060e+06 NaN 89.027203 86.407369
12446 NaN 3.367200e+05 NaN 61.136443 56.143028
12447 2165.00 1.422302e+06 0.000000 176.846109 174.521603
12448 5901392.91 8.029073e+08 0.494896 51.539784 40.240664
HistBeta PredBeta DataDate
0 -0.000054 0.111126 20040512
1 0.000005 0.009204 20040512
2 -0.236658 0.036406 20040512
3 -0.106496 0.217024 20040512
4 -0.134210 0.145588 20040512
5 0.063708 0.334234 20040512
6 -0.018057 0.009622 20040512
7 0.052598 0.149915 20040512
8 0.431233 0.823131 20040512
9 0.067828 0.130086 20040512
10 0.235069 0.661682 20040512
11 0.531832 0.862382 20040512
12 0.109839 0.365810 20040512
13 0.256145 0.395936 20040512
14 0.000005 0.034465 20040512
15 0.004991 0.244449 20040512
16 0.408260 0.608505 20040512
17 0.158677 0.287377 20040512
18 0.427039 0.685847 20040512
19 0.039102 0.199532 20040512
20 0.461712 0.660086 20040512
21 -0.137627 -0.021918 20040512
22 0.496838 0.730689 20040512
23 0.018020 0.257132 20040512
24 0.209728 0.516979 20040512
25 0.202270 0.443721 20040512
26 0.000362 0.190403 20040512
27 0.214571 0.546541 20040512
28 0.424728 0.619108 20040512
29 -0.057987 0.273863 20040512
... ... ... ...
12419 0.000005 0.047906 20040512
12420 0.757658 1.009618 20040512
12421 0.706263 1.057010 20040512
12422 1.403402 1.673869 20040512
12423 0.813211 1.099153 20040512
12424 0.679900 1.140692 20040512
12425 1.033935 1.382989 20040512
12426 0.640261 0.906238 20040512
12427 1.151915 1.453392 20040512
12428 0.929905 1.232204 20040512
12429 0.786732 1.216364 20040512
12430 1.013022 1.391426 20040512
12431 0.371816 0.458641 20040512
12432 0.110417 0.550367 20040512
12433 0.422391 0.854833 20040512
12434 1.047809 1.367738 20040512
12435 0.878695 1.165601 20040512
12436 0.231670 0.334334 20040512
12437 1.150060 1.404858 20040512
12438 1.138745 1.418568 20040512
12439 0.095119 0.373201 20040512
12440 1.234794 1.606743 20040512
12441 1.173964 1.487533 20040512
12442 0.492272 0.698959 20040512
12443 0.241791 0.648395 20040512
12444 0.768158 1.041944 20040512
12445 0.356944 0.605297 20040512
12446 0.762645 1.048951 20040512
12447 0.917809 1.245914 20040512
12448 1.310227 1.459448 20040512
[12449 rows x 92 columns],
'20040513': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.127 0.000 0.0
1 USA0011 0.065 0.000 0.0
2 USA0031 2.857 0.000 0.0
3 USA0062 2.857 0.432 0.0
4 USA00E2 0.194 0.000 0.0
5 USA00F1 0.334 0.000 0.0
6 USA00G2 0.512 0.000 0.0
7 USA00H1 0.539 0.000 0.0
8 USA00I1 -0.019 0.000 0.0
9 USA00J1 0.023 0.000 0.0
10 USA00K1 -2.860 0.000 0.0
11 USA00P1 0.666 0.000 0.0
12 USA00R1 0.361 0.000 0.0
13 USA00S1 0.074 0.000 0.0
14 USA00V1 0.211 0.000 0.0
15 USA0131 -2.452 1.000 0.0
16 USA0161 -0.097 1.000 0.0
17 USA01I1 0.459 0.000 0.0
18 USA01J2 0.672 0.000 0.0
19 USA01L1 -1.883 0.000 0.0
20 USA01P1 0.036 0.000 0.0
21 USA01Q1 0.832 0.000 0.0
22 USA0202 0.635 0.000 0.0
23 USA0231 -0.410 0.000 0.0
24 USA0281 1.086 0.000 0.0
25 USA0291 0.462 0.000 0.0
26 USA02A1 0.137 0.000 0.0
27 USA02B1 -1.250 0.000 0.0
28 USA02H1 -0.870 0.000 0.0
29 USA02P1 -1.082 0.145 0.0
... ... ... ... ...
12420 USAZY41 -1.283 0.000 0.0
12421 USAZY51 -0.704 0.000 0.0
12422 USAZY61 -1.089 0.000 0.0
12423 USAZY71 -2.860 0.000 0.0
12424 USAZYI1 2.498 0.000 0.0
12425 USAZYJ1 -0.279 0.000 0.0
12426 USAZYK1 -2.860 0.000 0.0
12427 USAZYM1 -1.331 0.000 0.0
12428 USAZYR1 -2.860 0.000 0.0
12429 USAZYS1 -0.447 0.000 0.0
12430 USAZYT1 -2.860 0.000 0.0
12431 USAZYV1 -0.361 0.000 0.0
12432 USAZYX1 0.121 0.000 0.0
12433 USAZZ41 0.309 0.000 0.0
12434 USAZZ51 -0.196 0.000 0.0
12435 USAZZ61 -0.624 0.000 0.0
12436 USAZZ71 -0.363 0.000 0.0
12437 USAZZ81 -1.368 0.000 0.0
12438 USAZZ91 -1.696 0.000 0.0
12439 USAZZA1 -0.414 0.000 0.0
12440 USAZZB1 -1.270 0.000 0.0
12441 USAZZD1 2.208 0.000 0.0
12442 USAZZF1 -2.860 0.000 0.0
12443 USAZZI1 -0.825 0.000 0.0
12444 USAZZJ1 -2.860 0.000 0.0
12445 USAZZL1 -2.860 0.000 0.0
12446 USAZZP1 -0.924 0.000 0.0
12447 USAZZR1 -0.346 0.000 0.0
12448 USAZZX1 -0.232 0.000 0.0
12449 USAZZY1 0.106 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
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12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
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12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.105 0.000 ... NaN 9515.0
1 -2.104 0.000 ... NaN NaN
2 -2.473 0.000 ... NaN 1600.0
3 -2.269 0.000 ... NaN 2460.0
4 -2.391 0.000 ... NaN 1056.0
5 -1.968 0.000 ... NaN 8750.0
6 -2.142 0.000 ... NaN 2740.0
7 -1.988 0.000 ... NaN 4050.0
8 -1.187 0.000 ... NaN NaN
9 -1.959 0.866 ... NaN 2300.0
10 -1.619 0.000 ... NaN 8450.0
11 -0.974 0.000 ... NaN NaN
12 -1.871 0.000 ... NaN NaN
13 -1.557 0.000 ... NaN 12849.0
14 -2.104 0.000 ... NaN NaN
15 -2.102 0.000 ... NaN 2130.0
16 -1.239 0.000 ... NaN 240.0
17 -1.768 0.000 ... NaN 7305.0
18 -1.196 0.000 ... NaN NaN
19 -2.029 0.000 ... NaN 5280.0
20 -1.126 0.000 ... NaN 21750.0
21 -2.391 1.000 ... NaN 7250.0
22 -1.048 0.000 ... NaN NaN
23 -2.069 0.000 ... NaN 8350.0
24 -1.656 0.000 ... NaN 5725.0
25 -1.674 0.000 ... NaN NaN
26 -2.103 0.000 ... NaN NaN
27 -1.651 0.000 ... NaN 20.0
28 -1.202 0.000 ... NaN 1605.0
29 -2.233 0.000 ... NaN 28375.0
... ... ... ... ... ...
12420 -2.104 0.000 ... NaN NaN
12421 -0.493 0.000 ... NaN NaN
12422 -0.600 0.000 ... NaN NaN
12423 0.822 0.000 ... NaN 139000.0
12424 -0.369 0.000 ... NaN 43704.0
12425 -0.659 0.000 ... NaN NaN
12426 0.072 0.000 ... NaN 303350.0
12427 -0.742 0.000 ... NaN 15000.0
12428 0.329 0.000 ... NaN 407014.0
12429 -0.128 0.000 ... NaN NaN
12430 -0.453 0.000 ... NaN 73260.0
12431 0.049 0.000 ... NaN 45000.0
12432 -1.309 0.000 ... NaN 500.0
12433 -1.870 0.000 ... NaN 76500.0
12434 -1.206 0.000 ... NaN NaN
12435 0.123 0.000 ... NaN 10895.0
12436 -0.236 0.000 ... NaN NaN
12437 -1.618 1.000 ... NaN 42800.0
12438 0.340 0.000 ... NaN NaN
12439 0.316 0.000 ... NaN NaN
12440 -2.104 0.000 ... NaN NaN
12441 0.523 0.000 ... NaN 34169150.0
12442 0.384 0.000 ... NaN 1100.0
12443 -1.055 1.000 ... NaN NaN
12444 -1.595 0.000 ... NaN 0.0
12445 -0.481 0.000 ... NaN 5400.0
12446 -1.344 1.000 ... NaN NaN
12447 -0.482 0.000 ... NaN NaN
12448 -0.154 0.000 ... NaN NaN
12449 0.681 0.000 ... NaN 79300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.542793e+10 0.182149 17.173829 11.903823
1 NaN 5.093586e+09 0.000000 20.093438 14.332111
2 NaN 6.409747e+10 2.362562 33.453899 29.832861
3 NaN 2.889594e+10 2.168884 29.138469 26.466753
4 NaN 5.066186e+10 2.416601 29.612467 25.593229
5 NaN 1.851902e+11 0.362875 23.139142 20.111556
6 NaN 1.319878e+10 5.539359 23.211557 15.535301
7 NaN 7.378508e+10 0.000000 25.045608 18.512939
8 NaN 1.687784e+10 0.375587 38.072860 29.237039
9 NaN 4.175645e+10 1.717408 19.658937 15.876278
10 NaN 3.145003e+10 0.000000 46.705024 37.585131
11 NaN 2.724310e+10 1.278247 25.679927 20.586474
12 NaN 6.649177e+09 2.304219 16.555161 12.059038
13 NaN 1.970583e+10 1.333333 29.932796 26.652690
14 NaN 1.244050e+10 1.186944 16.727294 11.589361
15 NaN 3.490543e+10 1.592879 29.546044 25.483165
16 NaN 3.490543e+10 1.592879 32.501526 28.752553
17 NaN 3.235373e+10 0.163823 23.745217 21.111057
18 NaN 2.592496e+10 1.904027 35.498821 32.133608
19 NaN 9.820526e+10 3.191257 29.469687 24.630925
20 NaN 1.503547e+11 0.000000 37.376232 32.142900
21 NaN 1.216195e+11 1.977457 23.024927 19.173611
22 NaN 1.546495e+10 0.000000 29.275213 24.413435
23 NaN 9.178078e+10 0.000000 25.057859 21.138444
24 NaN 4.197428e+10 3.259604 28.875373 25.052354
25 NaN 2.680719e+10 0.000000 21.566721 17.308743
26 NaN 7.230259e+09 1.938736 13.406068 9.481663
27 NaN 7.230259e+09 1.938736 38.264176 35.844243
28 NaN 6.840534e+10 3.026775 29.707915 26.181193
29 NaN 3.199912e+11 2.671119 25.290507 21.578700
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 24.242406 17.283110
12421 NaN 6.484620e+06 0.000000 89.927718 86.940265
12422 NaN 4.017240e+06 0.000000 90.051987 86.360475
12423 357.57 6.130000e+05 0.000000 107.874263 103.178678
12424 8753.17 3.431400e+06 0.000000 96.498898 92.729072
12425 NaN 1.984620e+07 NaN 83.508723 79.291784
12426 22.81 6.832300e+04 NaN 76.086675 70.685123
12427 198.28 9.080400e+05 NaN 78.294286 74.740206
12428 340013.88 2.799080e+07 0.000000 132.277757 128.914768
12429 NaN 5.030700e+01 0.000000 42.428378 31.844018
12430 39019.95 1.727250e+07 0.000000 110.499926 107.805233
12431 2830.37 8.902860e+06 0.000000 159.690616 156.981726
12432 17267.59 5.306224e+07 0.966184 43.769468 37.777594
12433 73326.29 5.113176e+06 NaN 85.143570 82.699372
12434 NaN 1.482800e+05 0.000000 84.587538 81.099517
12435 3091.43 4.448800e+06 0.000000 148.519630 145.713535
12436 NaN 1.192920e+07 0.000000 96.543591 92.853216
12437 2841797.45 3.041226e+10 4.538012 23.644980 20.152279
12438 NaN 1.591600e+03 0.000000 75.220821 67.225973
12439 NaN 1.739360e+06 0.000000 103.700333 99.399231
12440 NaN 1.248480e+06 NaN 31.189781 22.987437
12441 611390.08 3.881020e+06 NaN 93.007379 88.126769
12442 26324.40 3.365640e+07 NaN 110.916830 106.537531
12443 NaN 4.758750e+05 0.000000 117.134513 115.064467
12444 NaN 8.249808e+06 0.000000 86.324861 81.290535
12445 22811.28 4.063625e+07 0.000000 67.626122 63.581265
12446 NaN 3.837060e+06 NaN 87.331159 84.646962
12447 NaN 3.367200e+05 NaN 59.643599 54.457884
12448 NaN 1.422302e+06 0.000000 172.439058 170.042608
12449 5422625.09 8.090835e+08 0.494896 50.973754 39.254941
HistBeta PredBeta DataDate
0 -0.000304 0.103394 20040513
1 0.000005 0.008614 20040513
2 -0.206489 0.086239 20040513
3 -0.077552 0.292004 20040513
4 -0.134707 0.141312 20040513
5 0.063882 0.327771 20040513
6 -0.017995 0.019697 20040513
7 0.054459 0.150045 20040513
8 0.431359 0.822519 20040513
9 0.068072 0.131071 20040513
10 0.228198 0.602741 20040513
11 0.531640 0.879720 20040513
12 0.109759 0.371583 20040513
13 0.257164 0.395369 20040513
14 0.000005 0.031710 20040513
15 0.000771 0.174587 20040513
16 0.407006 0.588539 20040513
17 0.158271 0.299733 20040513
18 0.426972 0.697965 20040513
19 0.035515 0.155396 20040513
20 0.460253 0.658590 20040513
21 -0.134920 -0.009087 20040513
22 0.496550 0.709237 20040513
23 0.016303 0.252405 20040513
24 0.210750 0.545189 20040513
25 0.202286 0.441480 20040513
26 0.000378 0.177109 20040513
27 0.212915 0.493974 20040513
28 0.424250 0.598020 20040513
29 -0.060539 0.233474 20040513
... ... ... ...
12420 0.000005 0.022420 20040513
12421 0.757754 0.999492 20040513
12422 0.707280 1.022768 20040513
12423 1.376560 1.543331 20040513
12424 0.816326 1.175511 20040513
12425 0.679895 1.133452 20040513
12426 1.023574 1.318182 20040513
12427 0.640490 0.883273 20040513
12428 1.144478 1.368603 20040513
12429 0.929697 1.228848 20040513
12430 0.776669 1.096925 20040513
12431 1.012706 1.383264 20040513
12432 0.374181 0.453819 20040513
12433 0.110268 0.533116 20040513
12434 0.422581 0.853882 20040513
12435 1.047597 1.353236 20040513
12436 0.878597 1.160756 20040513
12437 0.228770 0.297169 20040513
12438 1.149688 1.364256 20040513
12439 1.138615 1.414638 20040513
12440 0.000005 0.055019 20040513
12441 1.235814 1.592859 20040513
12442 1.170286 1.411515 20040513
12443 0.493483 0.692014 20040513
12444 0.239426 0.590132 20040513
12445 0.763460 0.964517 20040513
12446 0.357630 0.596944 20040513
12447 0.762793 1.046402 20040513
12448 0.917493 1.289535 20040513
12449 1.310260 1.475884 20040513
[12450 rows x 92 columns],
'20040514': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.991 0.000 0.0
2 USA0031 0.552 0.000 0.0
3 USA0062 0.068 0.432 0.0
4 USA00E2 0.712 0.000 0.0
5 USA00F1 0.141 0.000 0.0
6 USA00G2 0.525 0.000 0.0
7 USA00H1 0.101 0.000 0.0
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19 USA01L1 1.530 0.000 0.0
20 USA01P1 -1.040 0.000 0.0
21 USA01Q1 0.649 0.000 0.0
22 USA0202 -2.725 0.000 0.0
23 USA0231 2.297 0.000 0.0
24 USA0281 -0.038 0.000 0.0
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27 USA02B1 0.173 0.000 0.0
28 USA02H1 0.097 0.000 0.0
29 USA02P1 -0.698 0.145 0.0
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12439 USAZZP1 -2.725 0.000 0.0
12440 USAZZR1 -1.452 0.000 0.0
12441 USAZZX1 -1.443 0.000 0.0
12442 USAZZY1 -0.978 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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29 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.093 0.000 ... NaN NaN
2 -2.464 0.000 ... NaN 1600.0
3 -2.263 0.000 ... NaN NaN
4 -2.381 0.000 ... NaN 1056.0
5 -1.957 0.000 ... NaN 437.0
6 -2.131 0.000 ... NaN NaN
7 -1.978 0.000 ... NaN NaN
8 -1.179 0.000 ... NaN NaN
9 -1.949 0.866 ... NaN 2300.0
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11 -0.974 0.000 ... NaN NaN
12 -1.866 0.000 ... NaN NaN
13 -1.552 0.000 ... NaN 35290.0
14 -2.093 0.000 ... NaN NaN
15 -2.092 0.000 ... NaN NaN
16 -1.234 0.000 ... NaN 415.0
17 -1.758 0.000 ... NaN 7305.0
18 -1.188 0.000 ... NaN NaN
19 -2.018 0.000 ... NaN NaN
20 -1.121 0.000 ... NaN NaN
21 -2.380 1.000 ... NaN NaN
22 -1.026 0.000 ... NaN 246000.0
23 -2.035 0.000 ... NaN 1000.0
24 -1.647 0.000 ... NaN NaN
25 -1.671 0.000 ... NaN NaN
26 -2.093 0.000 ... NaN NaN
27 -1.656 0.000 ... NaN 55.0
28 -1.196 0.000 ... NaN 1605.0
29 -2.228 0.000 ... NaN 1650.0
... ... ... ... ... ...
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12417 -0.353 0.000 ... NaN 30000.0
12418 -0.654 0.000 ... NaN 200.0
12419 0.077 0.000 ... NaN 3000.0
12420 -0.749 0.000 ... NaN 35000.0
12421 0.341 0.000 ... NaN 280790.0
12422 -0.123 0.000 ... NaN NaN
12423 -0.469 0.000 ... NaN 2200.0
12424 0.047 0.000 ... NaN 57750.0
12425 -1.313 0.000 ... NaN 3100.0
12426 -1.866 0.000 ... NaN NaN
12427 -1.202 0.000 ... NaN NaN
12428 0.116 0.000 ... NaN 115140.0
12429 -0.231 0.000 ... NaN 21000.0
12430 -1.608 1.000 ... NaN 21800.0
12431 0.343 0.000 ... NaN NaN
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12434 0.528 0.000 ... NaN 15418920.0
12435 0.392 0.000 ... NaN 7006.0
12436 -1.047 1.000 ... NaN NaN
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12438 -0.477 0.000 ... NaN 5500.0
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12440 -0.478 0.000 ... NaN NaN
12441 -0.145 0.000 ... NaN NaN
12442 0.675 0.000 ... NaN 82700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.124721e+09 0.000000 19.667356 14.103071
2 NaN 6.433198e+10 2.362562 32.285171 28.837475
3 NaN 2.886146e+10 2.168884 27.901438 25.488774
4 NaN 5.099481e+10 2.416601 28.713308 24.810197
5 NaN 1.846426e+11 0.362875 22.353992 19.431723
6 NaN 1.320668e+10 5.539359 22.575779 15.206493
7 NaN 7.319171e+10 0.000000 24.196166 17.894565
8 NaN 1.715700e+10 0.375587 36.815936 28.394007
9 NaN 4.173201e+10 1.717408 19.139173 15.418050
10 NaN 3.093446e+10 0.000000 45.049323 36.425909
11 NaN 2.703505e+10 1.278247 24.833144 19.915869
12 NaN 6.629293e+09 2.304219 16.003020 11.662934
13 NaN 1.995889e+10 1.333333 28.938267 25.800471
14 NaN 1.229322e+10 1.186944 16.185410 11.208908
15 NaN 3.476139e+10 1.592879 28.344852 24.616040
16 NaN 3.476139e+10 1.592879 31.467693 27.832752
17 NaN 3.179524e+10 0.163823 22.943228 20.382513
18 NaN 2.628262e+10 1.904027 34.373666 31.082042
19 NaN 9.908181e+10 3.191257 28.972174 24.075190
20 NaN 1.466269e+11 0.000000 36.441679 31.293110
21 NaN 1.225756e+11 1.977457 22.231108 18.516231
22 NaN 1.503943e+10 0.000000 39.636398 36.203576
23 NaN 8.901198e+10 0.000000 25.212254 21.073714
24 NaN 4.155563e+10 3.259604 27.869449 24.225153
25 NaN 2.519346e+10 0.000000 21.255831 16.985256
26 NaN 7.201602e+09 1.938736 12.990186 9.180279
27 NaN 7.201602e+09 1.938736 36.947726 34.659201
28 NaN 6.795837e+10 3.026775 28.702898 25.267059
29 NaN 3.179879e+11 2.671119 24.567594 21.063008
... ... ... ... ... ...
12413 NaN 5.056250e+06 NaN 23.489496 16.836070
12414 167.14 6.543040e+06 0.000000 88.191625 85.275212
12415 NaN 4.017240e+06 0.000000 87.030343 83.430404
12416 NaN 6.130000e+05 0.000000 113.885307 109.833113
12417 8654.08 3.660160e+06 0.000000 96.239136 92.533833
12418 356.54 1.984620e+07 NaN 83.385852 79.320310
12419 22.70 6.832300e+04 NaN 81.325845 76.915515
12420 309.64 1.059380e+06 NaN 77.636908 74.240499
12421 288131.40 2.780665e+07 0.000000 128.585061 125.291520
12422 NaN 5.030700e+01 0.000000 41.576453 31.133127
12423 38024.25 1.924650e+07 0.000000 109.245417 106.809444
12424 2966.05 8.902860e+06 0.000000 155.413159 152.750996
12425 16550.09 5.503520e+07 0.966184 42.786706 36.890724
12426 NaN 5.113176e+06 NaN 82.956389 80.587245
12427 NaN 1.482800e+05 0.000000 82.411941 78.991628
12428 3092.04 4.448800e+06 0.000000 144.460133 141.726242
12429 3581.17 1.192920e+07 0.000000 94.692524 91.068863
12430 2845155.64 3.040911e+10 4.538012 22.854961 19.492795
12431 NaN 1.591600e+03 0.000000 72.890103 65.030946
12432 NaN 1.739360e+06 0.000000 101.784028 97.539288
12433 NaN 1.248480e+06 NaN 30.495906 22.604594
12434 556131.78 3.881020e+06 NaN 92.164211 87.710257
12435 22576.59 3.365640e+07 NaN 110.489689 106.340055
12436 NaN 4.758750e+05 0.000000 114.082662 112.069154
12437 NaN 6.358141e+06 0.000000 93.107272 88.413914
12438 23868.10 4.106400e+07 0.000000 65.702529 61.811993
12439 1348.62 4.263400e+06 NaN 86.460774 83.771495
12440 NaN 3.367200e+05 NaN 58.153590 52.996293
12441 NaN 1.422302e+06 0.000000 167.325381 164.981443
12442 5275322.55 8.276121e+08 0.494896 49.413797 37.943647
HistBeta PredBeta DataDate
0 -0.000298 0.115208 20040514
1 0.000006 0.029632 20040514
2 -0.207044 0.093380 20040514
3 -0.080044 0.282877 20040514
4 -0.135720 0.152123 20040514
5 0.064434 0.325912 20040514
6 -0.017888 0.026274 20040514
7 0.054293 0.141897 20040514
8 0.431162 0.786846 20040514
9 0.068009 0.143189 20040514
10 0.227788 0.605138 20040514
11 0.527923 0.863440 20040514
12 0.107506 0.363338 20040514
13 0.255344 0.382230 20040514
14 0.000006 0.032289 20040514
15 0.000899 0.201177 20040514
16 0.405341 0.577969 20040514
17 0.158220 0.292702 20040514
18 0.426958 0.697015 20040514
19 0.035535 0.199530 20040514
20 0.458554 0.637882 20040514
21 -0.135043 -0.006209 20040514
22 0.503551 0.664587 20040514
23 0.027461 0.319584 20040514
24 0.210567 0.518296 20040514
25 0.199183 0.418462 20040514
26 0.000370 0.172958 20040514
27 0.206119 0.502054 20040514
28 0.423362 0.602778 20040514
29 -0.063365 0.225738 20040514
... ... ... ...
12413 0.000006 0.040380 20040514
12414 0.756926 0.981098 20040514
12415 0.706240 1.047937 20040514
12416 1.378121 1.486952 20040514
12417 0.821112 1.087804 20040514
12418 0.679066 1.130151 20040514
12419 1.023683 1.253347 20040514
12420 0.634236 0.846953 20040514
12421 1.148292 1.361321 20040514
12422 0.929658 1.212166 20040514
12423 0.766010 1.026932 20040514
12424 1.009730 1.362477 20040514
12425 0.368337 0.414371 20040514
12426 0.107441 0.521910 20040514
12427 0.420322 0.837342 20040514
12428 1.042387 1.334131 20040514
12429 0.878667 1.144032 20040514
12430 0.228846 0.314334 20040514
12431 1.149468 1.394058 20040514
12432 1.139302 1.403694 20040514
12433 0.000006 0.061375 20040514
12434 1.236690 1.528201 20040514
12435 1.172183 1.392339 20040514
12436 0.493445 0.696077 20040514
12437 0.335523 0.781175 20040514
12438 0.762535 0.940741 20040514
12439 0.348040 0.555232 20040514
12440 0.762149 1.035241 20040514
12441 0.919026 1.275677 20040514
12442 1.305823 1.459652 20040514
[12443 rows x 92 columns],
'20040517': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.529 0.000 0.0
2 USA0031 0.294 0.000 0.0
3 USA0062 -0.564 0.432 0.0
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17 USA01I1 -0.202 0.000 0.0
18 USA01J2 -0.658 0.000 0.0
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27 USA02B1 -0.317 0.000 0.0
28 USA02H1 -0.630 0.000 0.0
29 USA02P1 0.096 0.145 0.0
... ... ... ... ...
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12428 USAZZ91 -0.259 0.000 0.0
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12430 USAZZB1 -0.445 0.000 0.0
12431 USAZZD1 2.848 0.000 0.0
12432 USAZZF1 2.574 0.000 0.0
12433 USAZZI1 -0.710 0.000 0.0
12434 USAZZJ1 2.716 0.000 0.0
12435 USAZZL1 2.159 0.000 0.0
12436 USAZZP1 2.848 0.000 0.0
12437 USAZZR1 -0.483 0.000 0.0
12438 USAZZX1 -0.181 0.000 0.0
12439 USAZZY1 0.811 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.091 0.000 ... NaN NaN
1 -2.091 0.000 ... NaN NaN
2 -2.470 0.000 ... NaN 1600.0
3 -2.250 0.000 ... NaN NaN
4 -2.368 0.000 ... NaN 1056.0
5 -1.950 0.000 ... NaN 437.0
6 -2.126 0.000 ... NaN NaN
7 -1.979 0.000 ... NaN NaN
8 -1.189 0.000 ... NaN NaN
9 -1.949 0.866 ... NaN 2300.0
10 -1.619 0.000 ... NaN NaN
11 -0.969 0.000 ... NaN NaN
12 -1.860 0.000 ... NaN NaN
13 -1.514 0.000 ... NaN 5970.0
14 -2.091 0.000 ... NaN NaN
15 -2.082 0.000 ... NaN NaN
16 -1.242 0.000 ... NaN NaN
17 -1.751 0.000 ... NaN 7305.0
18 -1.200 0.000 ... NaN NaN
19 -2.011 0.000 ... NaN NaN
20 -1.136 0.000 ... NaN NaN
21 -2.368 1.000 ... NaN NaN
22 -1.024 0.000 ... NaN NaN
23 -2.031 0.000 ... NaN 1000.0
24 -1.653 0.000 ... NaN NaN
25 -1.673 0.000 ... NaN NaN
26 -2.089 0.000 ... NaN NaN
27 -1.657 0.000 ... NaN NaN
28 -1.200 0.000 ... NaN 1605.0
29 -2.221 0.000 ... NaN 1650.0
... ... ... ... ... ...
12410 -2.091 0.000 ... NaN NaN
12411 -0.490 0.000 ... NaN NaN
12412 -0.589 0.000 ... NaN NaN
12413 0.819 0.000 ... NaN NaN
12414 -0.408 0.000 ... NaN 46352.0
12415 -0.649 0.000 ... NaN NaN
12416 0.075 0.000 ... NaN 3050.0
12417 -0.918 0.000 ... NaN 19000.0
12418 0.339 0.000 ... NaN 76895.0
12419 -0.133 0.000 ... NaN NaN
12420 -0.439 0.000 ... NaN 50300.0
12421 0.032 0.000 ... NaN 25000.0
12422 -1.410 0.000 ... NaN 4000.0
12423 -1.946 0.000 ... NaN 48000.0
12424 -1.193 0.000 ... NaN NaN
12425 -0.033 0.000 ... NaN 50360.0
12426 0.143 0.000 ... NaN 2000.0
12427 -1.620 1.000 ... NaN 22100.0
12428 0.329 0.000 ... NaN NaN
12429 0.312 0.000 ... NaN NaN
12430 -2.091 0.000 ... NaN NaN
12431 0.553 0.000 ... NaN 10513660.0
12432 0.507 0.000 ... NaN 13784.0
12433 -1.042 1.000 ... NaN NaN
12434 -1.302 0.000 ... NaN 0.0
12435 -0.406 0.000 ... NaN NaN
12436 -1.247 1.000 ... NaN 56100.0
12437 -0.473 0.000 ... NaN NaN
12438 -0.155 0.000 ... NaN NaN
12439 0.750 0.000 ... NaN 80800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.594726e+10 0.182149 16.238302 11.161709
1 NaN 4.993956e+09 0.000000 19.105253 13.683610
2 NaN 6.422254e+10 2.362562 30.983738 27.585182
3 NaN 2.810286e+10 2.168884 26.998412 24.551122
4 NaN 5.058195e+10 2.416601 27.623706 23.779426
5 NaN 1.809654e+11 0.362875 21.735029 18.774044
6 NaN 1.312769e+10 5.539359 21.815537 14.591777
7 NaN 7.263703e+10 0.000000 23.353924 17.148022
8 NaN 1.679336e+10 0.375587 35.793694 27.305598
9 NaN 4.222086e+10 1.717408 18.426947 14.806272
10 NaN 3.068499e+10 0.000000 43.567720 34.970989
11 NaN 2.651194e+10 1.278247 24.625122 19.231907
12 NaN 6.601675e+09 2.304219 15.735517 11.329706
13 NaN 1.968927e+10 1.333333 27.972390 24.729023
14 NaN 1.212562e+10 1.186944 15.623913 10.757960
15 NaN 3.419323e+10 1.592879 27.507053 23.779630
16 NaN 3.419323e+10 1.592879 30.592470 26.797799
17 NaN 2.995957e+10 0.163823 22.138391 19.594299
18 NaN 2.553605e+10 1.904027 33.374369 29.911452
19 NaN 9.786320e+10 3.191257 27.760632 23.068054
20 NaN 1.447630e+11 0.000000 35.429201 30.236120
21 NaN 1.221098e+11 1.977457 21.372089 17.752300
22 NaN 1.445434e+10 0.000000 38.336796 34.787759
23 NaN 8.801213e+10 0.000000 24.138691 20.261190
24 NaN 4.105724e+10 3.259604 27.111386 23.364247
25 NaN 2.483217e+10 0.000000 20.626753 16.323349
26 NaN 7.172945e+09 1.938736 12.800757 8.965621
27 NaN 7.172945e+09 1.938736 35.711445 33.304170
28 NaN 6.663690e+10 3.026775 27.926359 24.359020
29 NaN 3.159847e+11 2.671119 23.811234 20.336017
... ... ... ... ... ...
12410 NaN 5.056250e+06 NaN 22.671977 16.148470
12411 NaN 6.543040e+06 0.000000 84.636638 81.599301
12412 NaN 4.017240e+06 0.000000 83.962383 80.214316
12413 NaN 6.130000e+05 0.000000 107.945569 103.565872
12414 8393.73 3.774540e+06 0.000000 91.351566 87.474212
12415 NaN 1.984620e+07 NaN 78.300276 74.466314
12416 23.74 6.832300e+04 NaN 77.924444 73.183461
12417 401.29 1.286390e+06 NaN 72.121935 68.632714
12418 277045.17 2.762250e+07 0.000000 123.498348 119.974577
12419 NaN 5.030700e+01 0.000000 40.708066 29.938131
12420 38000.82 1.875300e+07 0.000000 104.867556 102.305034
12421 3099.86 8.902860e+06 0.000000 149.114863 146.285070
12422 18322.14 5.638512e+07 0.966184 41.327496 35.534645
12423 56610.96 5.373720e+06 NaN 79.839892 77.432592
12424 NaN 1.482800e+05 0.000000 79.274788 75.742534
12425 2720.26 5.004900e+06 0.000000 139.366078 136.623895
12426 2799.32 8.946900e+06 0.000000 95.118131 90.815158
12427 2835967.33 3.046613e+10 4.538012 22.063483 18.689795
12428 NaN 1.591600e+03 0.000000 70.605644 62.345392
12429 NaN 1.739360e+06 0.000000 97.912679 93.410367
12430 NaN 1.248480e+06 NaN 29.488911 21.706409
12431 497241.89 3.492918e+06 NaN 89.275664 84.072950
12432 18015.59 2.991680e+07 NaN 108.139275 103.421495
12433 NaN 4.758750e+05 0.000000 109.203908 107.111622
12434 NaN 6.128429e+06 0.000000 89.577651 84.735689
12435 NaN 3.956688e+07 0.000000 63.656781 59.428420
12436 1685.22 3.837060e+06 NaN 84.140640 81.425641
12437 NaN 3.367200e+05 NaN 56.227054 50.774760
12438 NaN 1.422302e+06 0.000000 159.864865 157.406245
12439 5139331.48 8.041425e+08 0.494896 48.822392 36.527955
HistBeta PredBeta DataDate
0 -0.000258 0.122947 20040517
1 0.000007 0.021377 20040517
2 -0.203375 0.091128 20040517
3 -0.075047 0.278904 20040517
4 -0.130910 0.152986 20040517
5 0.066188 0.325796 20040517
6 -0.016740 0.027412 20040517
7 0.052455 0.149743 20040517
8 0.425199 0.782709 20040517
9 0.066967 0.139316 20040517
10 0.222615 0.609976 20040517
11 0.528986 0.858966 20040517
12 0.108855 0.361604 20040517
13 0.271707 0.416170 20040517
14 0.000007 0.039219 20040517
15 0.003996 0.189826 20040517
16 0.400094 0.565295 20040517
17 0.160211 0.300302 20040517
18 0.420032 0.673613 20040517
19 0.037741 0.196406 20040517
20 0.450153 0.632674 20040517
21 -0.130999 0.002215 20040517
22 0.503135 0.652499 20040517
23 0.028224 0.303427 20040517
24 0.206314 0.511981 20040517
25 0.196874 0.428946 20040517
26 0.000573 0.172034 20040517
27 0.204556 0.495718 20040517
28 0.419918 0.592651 20040517
29 -0.061484 0.243640 20040517
... ... ... ...
12410 0.000007 0.042955 20040517
12411 0.755147 0.987712 20040517
12412 0.708134 1.025842 20040517
12413 1.372541 1.489197 20040517
12414 0.793827 1.066749 20040517
12415 0.679893 1.098598 20040517
12416 1.021287 1.251061 20040517
12417 0.553244 0.788664 20040517
12418 1.146059 1.368438 20040517
12419 0.923408 1.213525 20040517
12420 0.778923 1.070595 20040517
12421 1.001263 1.365675 20040517
12422 0.320980 0.376635 20040517
12423 0.068269 0.442546 20040517
12424 0.423150 0.850965 20040517
12425 0.970643 1.234664 20040517
12426 1.053573 1.379785 20040517
12427 0.221709 0.306941 20040517
12428 1.141016 1.387587 20040517
12429 1.133195 1.411064 20040517
12430 0.000007 0.070421 20040517
12431 1.246882 1.601250 20040517
12432 1.225020 1.509190 20040517
12433 0.494637 0.687087 20040517
12434 0.371751 0.826689 20040517
12435 0.794624 1.021373 20040517
12436 0.397703 0.688677 20040517
12437 0.762996 1.075271 20040517
12438 0.912738 1.270395 20040517
12439 1.339875 1.514102 20040517
[12440 rows x 92 columns],
'20040518': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.000 0.000 0.0
1 USA0011 -0.191 0.000 0.0
2 USA0031 -0.616 0.000 0.0
3 USA0062 0.058 0.432 0.0
4 USA00E2 -0.669 0.000 0.0
5 USA00F1 0.088 0.000 0.0
6 USA00G2 -0.135 0.000 0.0
7 USA00H1 -0.555 0.000 0.0
8 USA00I1 0.752 0.000 0.0
9 USA00J1 0.054 0.000 0.0
10 USA00K1 0.746 0.000 0.0
11 USA00P1 0.281 0.000 0.0
12 USA00R1 -0.069 0.000 0.0
13 USA00S1 0.604 0.000 0.0
14 USA00V1 -0.667 0.000 0.0
15 USA0131 0.003 1.000 0.0
16 USA0161 2.164 1.000 0.0
17 USA01I1 -0.302 0.000 0.0
18 USA01J2 -0.319 0.000 0.0
19 USA01L1 -1.627 0.000 0.0
20 USA01P1 0.146 0.000 0.0
21 USA01Q1 -0.247 0.000 0.0
22 USA0202 0.042 0.000 0.0
23 USA0231 -0.114 0.000 0.0
24 USA0281 0.134 0.000 0.0
25 USA0291 -0.054 0.000 0.0
26 USA02A1 0.013 0.000 0.0
27 USA02B1 1.355 0.000 0.0
28 USA02H1 0.392 0.000 0.0
29 USA02P1 0.049 0.145 0.0
... ... ... ... ...
12410 USAZY41 -0.308 0.000 0.0
12411 USAZY51 0.171 0.000 0.0
12412 USAZY61 1.233 0.000 0.0
12413 USAZY71 2.715 0.000 0.0
12414 USAZYI1 -1.563 0.000 0.0
12415 USAZYJ1 0.552 0.000 0.0
12416 USAZYK1 0.496 0.000 0.0
12417 USAZYM1 -0.321 0.000 0.0
12418 USAZYR1 2.715 0.000 0.0
12419 USAZYS1 0.371 0.000 0.0
12420 USAZYT1 2.715 0.000 0.0
12421 USAZYV1 -2.693 0.000 0.0
12422 USAZYX1 -0.676 0.000 0.0
12423 USAZZ41 1.916 0.000 0.0
12424 USAZZ51 0.328 0.000 0.0
12425 USAZZ61 2.715 0.000 0.0
12426 USAZZ71 0.951 0.000 0.0
12427 USAZZ81 1.100 0.000 0.0
12428 USAZZ91 -1.179 0.000 0.0
12429 USAZZA1 2.715 0.000 0.0
12430 USAZZB1 -0.340 0.000 0.0
12431 USAZZD1 0.377 0.000 0.0
12432 USAZZF1 -1.359 0.000 0.0
12433 USAZZI1 2.619 0.000 0.0
12434 USAZZJ1 -2.693 0.000 0.0
12435 USAZZL1 -2.278 0.000 0.0
12436 USAZZP1 2.597 0.000 0.0
12437 USAZZR1 0.404 0.000 0.0
12438 USAZZX1 -2.693 0.000 0.0
12439 USAZZY1 -1.558 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.083 0.000 ... NaN NaN
1 -2.082 0.000 ... NaN NaN
2 -2.468 0.000 ... NaN 1600.0
3 -2.243 0.000 ... NaN NaN
4 -2.364 0.000 ... NaN 1056.0
5 -1.948 0.000 ... NaN 437.0
6 -2.119 0.000 ... NaN NaN
7 -1.971 0.000 ... NaN NaN
8 -1.194 0.000 ... NaN NaN
9 -1.943 0.866 ... NaN 2300.0
10 -1.615 0.000 ... NaN NaN
11 -0.970 0.000 ... NaN NaN
12 -1.850 0.000 ... NaN NaN
13 -1.546 0.000 ... NaN 2407.0
14 -2.082 0.000 ... NaN NaN
15 -2.079 0.000 ... NaN NaN
16 -1.324 0.000 ... NaN 800.0
17 -1.755 0.000 ... NaN 7305.0
18 -1.204 0.000 ... NaN NaN
19 -2.010 0.000 ... NaN NaN
20 -1.138 0.000 ... NaN NaN
21 -2.359 1.000 ... NaN NaN
22 -1.038 0.000 ... NaN NaN
23 -2.024 0.000 ... NaN 1000.0
24 -1.648 0.000 ... NaN NaN
25 -1.671 0.000 ... NaN NaN
26 -2.081 0.000 ... NaN NaN
27 -1.687 0.000 ... NaN 110.0
28 -1.197 0.000 ... NaN 1605.0
29 -2.212 0.000 ... NaN 1650.0
... ... ... ... ... ...
12410 -2.082 0.000 ... NaN NaN
12411 -0.496 0.000 ... NaN NaN
12412 -0.594 0.000 ... NaN NaN
12413 0.732 0.000 ... NaN 150.0
12414 -0.374 0.000 ... NaN 6000.0
12415 -0.653 0.000 ... NaN NaN
12416 0.074 0.000 ... NaN 10000.0
12417 -0.925 0.000 ... NaN NaN
12418 0.288 0.000 ... NaN 358430.0
12419 -0.134 0.000 ... NaN NaN
12420 -0.640 0.000 ... NaN 9472.0
12421 0.227 0.000 ... NaN 94750.0
12422 -1.350 0.000 ... NaN 3000.0
12423 -2.040 0.000 ... NaN 64720.0
12424 -1.201 0.000 ... NaN NaN
12425 -0.139 0.000 ... NaN 4400.0
12426 0.161 0.000 ... NaN NaN
12427 -1.658 1.000 ... NaN 25000.0
12428 0.328 0.000 ... NaN NaN
12429 0.207 0.000 ... NaN 182.0
12430 -2.082 0.000 ... NaN NaN
12431 0.562 0.000 ... NaN 10866020.0
12432 0.515 0.000 ... NaN 4400.0
12433 -1.089 1.000 ... NaN 200.0
12434 -1.260 0.000 ... NaN 0.0
12435 -0.359 0.000 ... NaN 7000.0
12436 -1.361 1.000 ... NaN 78299.0
12437 -0.480 0.000 ... NaN NaN
12438 -0.073 0.000 ... NaN 14374.0
12439 0.802 0.000 ... NaN 106700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.684609e+10 0.182149 16.028577 10.962716
1 NaN 4.906780e+09 0.000000 18.877188 13.432107
2 NaN 6.408184e+10 2.362562 30.586961 27.163663
3 NaN 2.865457e+10 2.168884 26.912611 24.515744
4 NaN 5.028896e+10 2.416601 27.303539 23.369865
5 NaN 1.810697e+11 0.362875 21.414990 18.434154
6 NaN 1.321458e+10 5.539359 21.574205 14.320815
7 NaN 7.217265e+10 0.000000 23.112044 16.845586
8 NaN 1.752798e+10 0.375587 35.484339 26.979047
9 NaN 4.216383e+10 1.717408 18.162682 14.510251
10 NaN 3.133361e+10 0.000000 43.293174 34.575606
11 NaN 2.649411e+10 1.278247 24.206496 18.906177
12 NaN 6.658015e+09 2.304219 15.488246 11.119080
13 NaN 1.964197e+10 1.333333 27.659583 24.382314
14 NaN 1.212308e+10 1.186944 15.586845 10.650777
15 NaN 3.442530e+10 1.592879 27.030049 23.324513
16 NaN 3.442530e+10 1.592879 30.628118 26.804159
17 NaN 2.923222e+10 0.163823 21.794552 19.251881
18 NaN 2.560897e+10 1.904027 32.868285 29.431923
19 NaN 9.640941e+10 3.191257 27.923093 22.921259
20 NaN 1.449011e+11 0.000000 34.840519 29.650699
21 NaN 1.228208e+11 1.977457 21.088848 17.434736
22 NaN 1.465380e+10 0.000000 37.783861 34.298094
23 NaN 8.798649e+10 0.000000 23.762053 19.916112
24 NaN 4.180482e+10 3.259604 26.705021 22.974459
25 NaN 2.475992e+10 0.000000 20.359083 16.055730
26 NaN 7.301903e+09 1.938736 12.716467 8.821516
27 NaN 7.301903e+09 1.938736 35.364096 32.930959
28 NaN 6.624824e+10 3.026775 27.542007 23.974112
29 NaN 3.208347e+11 2.671119 23.466965 19.993517
... ... ... ... ... ...
12410 NaN 5.056250e+06 NaN 22.450458 15.894525
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12412 NaN 4.017240e+06 0.000000 82.263340 78.484291
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12416 23.12 6.832300e+04 NaN 75.437060 70.686942
12417 NaN 1.286390e+06 NaN 76.311879 73.348145
12418 275368.03 2.467610e+07 0.000000 122.706349 119.251407
12419 NaN 5.030700e+01 0.000000 40.097205 29.499175
12420 36411.28 1.579200e+07 0.000000 105.690175 103.347669
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12424 NaN 1.482800e+05 0.000000 77.679040 74.161800
12425 2598.21 4.448800e+06 0.000000 137.687163 135.189161
12426 NaN 8.946900e+06 0.000000 91.519865 86.919547
12427 2744109.73 3.008390e+10 4.538012 22.010508 18.540528
12428 NaN 1.591600e+03 0.000000 69.613602 61.154762
12429 11071.16 1.521940e+06 0.000000 95.652147 91.218723
12430 NaN 1.248480e+06 NaN 29.160991 21.347606
12431 479085.17 3.492918e+06 NaN 86.725266 81.831464
12432 17526.70 3.085170e+07 NaN 103.878473 99.163972
12433 17.27 4.465000e+05 0.000000 107.450067 105.317066
12434 NaN 6.330001e+06 0.000000 88.304970 83.486760
12435 24370.83 4.106400e+07 0.000000 62.657070 58.514639
12436 2076.72 3.197550e+06 NaN 81.106400 78.256076
12437 NaN 3.367200e+05 NaN 55.166416 49.793346
12438 2026.36 1.625488e+06 0.000000 157.874661 155.385537
12439 5115165.32 8.282298e+08 0.494896 47.962054 35.967440
HistBeta PredBeta DataDate
0 -0.000287 0.124092 20040518
1 0.000004 0.031144 20040518
2 -0.202072 0.073117 20040518
3 -0.076244 0.286757 20040518
4 -0.133664 0.142931 20040518
5 0.063726 0.334617 20040518
6 -0.017287 0.032983 20040518
7 0.052910 0.131345 20040518
8 0.421079 0.797553 20040518
9 0.066240 0.146473 20040518
10 0.221524 0.630494 20040518
11 0.527730 0.869487 20040518
12 0.110077 0.369950 20040518
13 0.254383 0.416084 20040518
14 0.000004 0.028116 20040518
15 0.001489 0.205456 20040518
16 0.359707 0.588279 20040518
17 0.155449 0.296271 20040518
18 0.416438 0.673398 20040518
19 0.034119 0.158465 20040518
20 0.448092 0.641332 20040518
21 -0.131293 0.002164 20040518
22 0.495468 0.664362 20040518
23 0.027746 0.305248 20040518
24 0.206114 0.521191 20040518
25 0.194935 0.428492 20040518
26 0.000399 0.180217 20040518
27 0.187602 0.511791 20040518
28 0.419709 0.610253 20040518
29 -0.061415 0.253996 20040518
... ... ... ...
12410 0.000004 0.052434 20040518
12411 0.752415 1.001556 20040518
12412 0.705951 1.071774 20040518
12413 1.334676 1.533441 20040518
12414 0.810015 1.101586 20040518
12415 0.678110 1.118778 20040518
12416 1.022498 1.278147 20040518
12417 0.548666 0.730992 20040518
12418 1.124015 1.387684 20040518
12419 0.923912 1.232982 20040518
12420 0.684003 1.018241 20040518
12421 1.095284 1.401197 20040518
12422 0.347541 0.420128 20040518
12423 0.020096 0.458108 20040518
12424 0.417861 0.870748 20040518
12425 0.921500 1.212564 20040518
12426 1.063858 1.444986 20040518
12427 0.201106 0.320536 20040518
12428 1.143204 1.380665 20040518
12429 1.085870 1.433994 20040518
12430 0.000004 0.084702 20040518
12431 1.253971 1.546245 20040518
12432 1.232022 1.504518 20040518
12433 0.471053 0.732228 20040518
12434 0.389877 0.735144 20040518
12435 0.817559 0.981078 20040518
12436 0.341994 0.671842 20040518
12437 0.759725 1.087094 20040518
12438 0.953028 1.250362 20040518
12439 1.367864 1.488416 20040518
[12440 rows x 92 columns],
'20040519': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 -0.752 0.000 0.0
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12435 USAZZR1 -0.001 0.000 0.0
12436 USAZZX1 2.748 0.000 0.0
12437 USAZZY1 -0.769 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.093 0.000 ... NaN NaN
2 -2.470 0.000 ... NaN 1600.0
3 -2.255 0.000 ... NaN NaN
4 -2.375 0.000 ... NaN 1056.0
5 -1.958 0.000 ... NaN 437.0
6 -2.130 0.000 ... NaN 4640.0
7 -1.982 0.000 ... NaN NaN
8 -1.202 0.000 ... NaN NaN
9 -1.953 0.866 ... NaN 2300.0
10 -1.625 0.000 ... NaN NaN
11 -0.994 0.000 ... NaN NaN
12 -1.870 0.000 ... NaN NaN
13 -1.555 0.000 ... NaN 15725.0
14 -2.093 0.000 ... NaN NaN
15 -2.089 0.000 ... NaN NaN
16 -1.337 0.000 ... NaN 190.0
17 -1.766 0.000 ... NaN 7305.0
18 -1.212 0.000 ... NaN NaN
19 -2.020 0.000 ... NaN NaN
20 -1.145 0.000 ... NaN 7700.0
21 -2.371 1.000 ... NaN NaN
22 -1.048 0.000 ... NaN NaN
23 -2.036 0.000 ... NaN 1000.0
24 -1.658 0.000 ... NaN NaN
25 -1.682 0.000 ... NaN NaN
26 -2.092 0.000 ... NaN NaN
27 -1.702 0.000 ... NaN NaN
28 -1.206 0.000 ... NaN 1605.0
29 -2.223 0.000 ... NaN 1650.0
... ... ... ... ... ...
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12415 -0.940 0.000 ... NaN NaN
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12417 -0.140 0.000 ... NaN NaN
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12419 0.147 0.000 ... NaN 111846.0
12420 -1.375 0.000 ... NaN 3000.0
12421 -2.056 0.000 ... NaN 23233.0
12422 -1.207 0.000 ... NaN NaN
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12425 -1.680 1.000 ... NaN 46500.0
12426 0.324 0.000 ... NaN NaN
12427 0.205 0.000 ... NaN NaN
12428 -2.093 0.000 ... NaN NaN
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12430 0.519 0.000 ... NaN 3265.0
12431 -1.092 1.000 ... NaN NaN
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12434 -1.365 1.000 ... NaN NaN
12435 -0.485 0.000 ... NaN NaN
12436 -0.009 0.000 ... NaN 8000.0
12437 0.809 0.000 ... NaN 166400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 4.875645e+09 0.000000 18.372080 13.095014
2 NaN 6.383170e+10 2.362562 29.789573 26.419553
3 NaN 2.869767e+10 2.168884 26.153806 23.739008
4 NaN 5.020905e+10 2.416601 26.664817 22.692041
5 NaN 1.813826e+11 0.362875 20.886239 17.852203
6 NaN 1.339625e+10 5.539359 20.873098 13.852972
7 NaN 7.019902e+10 0.000000 23.076031 16.702796
8 NaN 1.759777e+10 0.375587 34.445048 26.158126
9 NaN 4.221272e+10 1.717408 17.827357 14.243889
10 NaN 3.100099e+10 0.000000 41.952245 33.492726
11 NaN 2.642872e+10 1.278247 23.194012 18.237760
12 NaN 6.629293e+09 2.304219 15.430258 10.766363
13 NaN 1.973658e+10 1.333333 26.507293 23.600823
14 NaN 1.222719e+10 1.186944 15.358565 10.365985
15 NaN 3.471337e+10 1.592879 26.262772 22.543416
16 NaN 3.471337e+10 1.592879 29.625549 25.948315
17 NaN 2.909368e+10 0.163823 21.002029 18.634194
18 NaN 2.562633e+10 1.904027 32.015243 28.506976
19 NaN 9.611010e+10 3.191257 27.246189 22.222640
20 NaN 1.471792e+11 0.000000 33.959485 28.843723
21 NaN 1.210066e+11 1.977457 20.673968 17.041247
22 NaN 1.517240e+10 0.000000 36.652725 33.250272
23 NaN 8.729429e+10 0.000000 22.954626 19.270138
24 NaN 4.179486e+10 3.259604 25.990691 22.239834
25 NaN 2.483217e+10 0.000000 19.847523 15.553034
26 NaN 7.316232e+09 1.938736 12.713097 8.577219
27 NaN 7.316232e+09 1.938736 34.323792 31.856485
28 NaN 6.573325e+10 3.026775 26.492527 23.206245
29 NaN 3.189368e+11 2.671119 22.973030 19.419224
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.781769 15.483255
12409 244.86 7.010400e+06 0.000000 81.915299 79.079840
12410 NaN 4.017240e+06 0.000000 81.170932 77.663421
12411 376.25 7.356000e+05 0.000000 99.948174 95.537151
12412 NaN 3.888920e+06 0.000000 87.570920 83.969205
12413 NaN 1.984620e+07 NaN 75.407136 71.818108
12414 25.29 6.832300e+04 NaN 74.325571 69.800186
12415 NaN 1.286390e+06 NaN 74.326206 71.452395
12416 288083.15 2.688590e+07 0.000000 119.400350 116.144516
12417 NaN 5.030700e+01 0.000000 38.738699 28.548106
12418 36351.78 1.135050e+07 0.000000 109.417050 106.961623
12419 3692.80 1.780572e+07 0.000000 154.628498 152.182557
12420 19908.41 5.944840e+07 0.966184 40.697373 35.075147
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12422 NaN 1.482800e+05 0.000000 75.215875 71.779897
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12424 2567.61 1.252566e+07 0.000000 91.342208 87.270956
12425 2515546.14 3.091552e+10 4.538012 22.222945 18.696715
12426 NaN 1.591600e+03 0.000000 67.484003 59.262558
12427 NaN 1.521940e+06 0.000000 89.513927 84.829540
12428 NaN 1.248480e+06 NaN 28.559739 20.887197
12429 482664.93 4.657224e+06 NaN 86.378600 81.947455
12430 17524.38 2.991680e+07 NaN 101.475374 96.719098
12431 NaN 4.465000e+05 0.000000 104.242136 102.226844
12432 NaN 6.334572e+06 0.000000 85.435971 80.925916
12433 24278.37 3.852000e+07 0.000000 61.796031 57.546824
12434 NaN 3.197550e+06 NaN 78.176369 75.385296
12435 NaN 3.367200e+05 NaN 53.333219 48.175585
12436 1681.09 1.117523e+06 0.000000 156.856304 154.478336
12437 5266501.50 8.214359e+08 0.494896 46.552229 34.850839
HistBeta PredBeta DataDate
0 -0.000280 0.135285 20040519
1 0.000004 0.022746 20040519
2 -0.202006 0.069097 20040519
3 -0.076391 0.283776 20040519
4 -0.132953 0.144134 20040519
5 0.064160 0.312324 20040519
6 -0.017131 0.013405 20040519
7 0.052620 0.088747 20040519
8 0.421132 0.830209 20040519
9 0.066204 0.105515 20040519
10 0.221348 0.646988 20040519
11 0.519448 0.849585 20040519
12 0.105673 0.382431 20040519
13 0.254204 0.413032 20040519
14 0.000004 0.041497 20040519
15 0.002016 0.218308 20040519
16 0.357311 0.578350 20040519
17 0.154842 0.266276 20040519
18 0.416418 0.688790 20040519
19 0.034674 0.182554 20040519
20 0.448133 0.676684 20040519
21 -0.131069 0.019580 20040519
22 0.493683 0.699832 20040519
23 0.026871 0.310751 20040519
24 0.205752 0.535684 20040519
25 0.194209 0.437048 20040519
26 0.000427 0.195435 20040519
27 0.184703 0.523775 20040519
28 0.419055 0.579288 20040519
29 -0.061283 0.252154 20040519
... ... ... ...
12408 0.000004 0.007618 20040519
12409 0.743400 0.913023 20040519
12410 0.706784 1.004564 20040519
12411 1.308623 1.474775 20040519
12412 0.808379 1.104964 20040519
12413 0.678211 1.088726 20040519
12414 1.022254 1.257669 20040519
12415 0.544807 0.720263 20040519
12416 1.114311 1.332259 20040519
12417 0.922601 1.208936 20040519
12418 0.748022 1.145132 20040519
12419 1.058594 1.238799 20040519
12420 0.339423 0.335171 20040519
12421 0.017477 0.408402 20040519
12422 0.418756 0.840522 20040519
12423 0.919587 1.227947 20040519
12424 1.020637 1.311868 20040519
12425 0.195078 0.297882 20040519
12426 1.142118 1.339395 20040519
12427 1.085563 1.457074 20040519
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12429 1.242746 1.445040 20040519
12430 1.234135 1.562485 20040519
12431 0.473277 0.709028 20040519
12432 0.389558 0.735688 20040519
12433 0.827767 1.043407 20040519
12434 0.344121 0.651193 20040519
12435 0.760023 1.052105 20040519
12436 0.984738 1.277400 20040519
12437 1.371229 1.474436 20040519
[12438 rows x 92 columns],
'20040520': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.674 0.000 0.0
2 USA0031 -0.585 0.000 0.0
3 USA0062 -0.289 0.432 0.0
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... ... ... ... ...
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12421 USAZYX1 2.858 0.000 0.0
12422 USAZZ41 2.270 0.000 0.0
12423 USAZZ51 -0.222 0.000 0.0
12424 USAZZ61 0.105 0.000 0.0
12425 USAZZ71 -2.732 0.000 0.0
12426 USAZZ81 0.694 0.000 0.0
12427 USAZZ91 0.057 0.000 0.0
12428 USAZZA1 -0.034 0.000 0.0
12429 USAZZB1 0.126 0.000 0.0
12430 USAZZD1 2.858 0.000 0.0
12431 USAZZF1 -0.419 0.000 0.0
12432 USAZZI1 0.167 0.000 0.0
12433 USAZZJ1 0.865 0.000 0.0
12434 USAZZL1 2.808 0.000 0.0
12435 USAZZP1 0.448 0.000 0.0
12436 USAZZR1 -0.283 0.000 0.0
12437 USAZZX1 -2.732 0.000 0.0
12438 USAZZY1 0.049 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.095 0.000 ... NaN NaN
1 -2.094 0.000 ... NaN NaN
2 -2.471 0.000 ... NaN 1600.0
3 -2.258 0.000 ... NaN NaN
4 -2.377 0.000 ... NaN 1056.0
5 -1.956 0.000 ... NaN 290.0
6 -2.131 0.000 ... NaN NaN
7 -1.983 0.000 ... NaN NaN
8 -1.202 0.000 ... NaN NaN
9 -1.954 0.866 ... NaN 2300.0
10 -1.625 0.000 ... NaN NaN
11 -0.994 0.000 ... NaN NaN
12 -1.871 0.000 ... NaN NaN
13 -1.544 0.000 ... NaN 50699.0
14 -2.094 0.000 ... NaN NaN
15 -2.079 0.000 ... NaN 213.0
16 -1.338 0.000 ... NaN NaN
17 -1.771 0.000 ... NaN 7305.0
18 -1.214 0.000 ... NaN NaN
19 -2.022 0.000 ... NaN 88152.0
20 -1.144 0.000 ... NaN NaN
21 -2.369 1.000 ... NaN 99585.0
22 -1.049 0.000 ... NaN NaN
23 -2.038 0.000 ... NaN 1000.0
24 -1.648 0.000 ... NaN 160.0
25 -1.683 0.000 ... NaN NaN
26 -2.094 0.000 ... NaN NaN
27 -1.703 0.000 ... NaN NaN
28 -1.209 0.000 ... NaN 1605.0
29 -2.224 0.000 ... NaN 1650.0
... ... ... ... ... ...
12409 -2.094 0.000 ... NaN NaN
12410 -0.519 0.000 ... NaN NaN
12411 -0.596 0.000 ... NaN NaN
12412 0.624 0.000 ... NaN 45100.0
12413 -0.373 0.000 ... NaN 57500.0
12414 -0.657 0.000 ... NaN NaN
12415 0.072 0.000 ... NaN 2000.0
12416 -0.939 0.000 ... NaN NaN
12417 0.265 0.000 ... NaN 200275.0
12418 -0.139 0.000 ... NaN NaN
12419 -0.431 0.000 ... NaN 14750.0
12420 0.122 0.000 ... NaN 31400.0
12421 -1.379 0.000 ... NaN 2800.0
12422 -2.068 0.000 ... NaN 215549.0
12423 -1.206 0.000 ... NaN NaN
12424 -0.143 0.000 ... NaN 167500.0
12425 0.080 0.000 ... NaN 15200.0
12426 -1.692 1.000 ... NaN 17000.0
12427 0.326 0.000 ... NaN NaN
12428 0.199 0.000 ... NaN NaN
12429 -2.094 0.000 ... NaN NaN
12430 0.536 0.000 ... NaN 9630112.0
12431 0.517 0.000 ... NaN 11730.0
12432 -1.092 1.000 ... NaN 1200.0
12433 -1.270 0.000 ... NaN 0.0
12434 -0.343 0.000 ... NaN 2000.0
12435 -1.365 1.000 ... NaN NaN
12436 -0.483 0.000 ... NaN NaN
12437 -0.010 0.000 ... NaN 50000.0
12438 0.814 0.000 ... NaN 222800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.792469e+10 0.182149 15.562577 10.517411
1 NaN 5.074906e+09 0.000000 18.335926 12.999604
2 NaN 6.294059e+10 2.362562 29.480568 26.135952
3 NaN 2.846492e+10 2.168884 25.938535 23.450456
4 NaN 4.980951e+10 2.416601 26.401044 22.449107
5 NaN 1.825823e+11 0.362875 20.594277 17.682158
6 NaN 1.345154e+10 5.539359 20.537570 13.669389
7 NaN 6.907677e+10 0.000000 22.738690 16.486622
8 NaN 1.747656e+10 0.375587 33.903124 25.835128
9 NaN 4.245714e+10 1.717408 17.566379 14.036417
10 NaN 3.041889e+10 0.000000 41.440929 33.083193
11 NaN 2.631578e+10 1.278247 22.963037 17.985255
12 NaN 6.522137e+09 2.304219 15.087875 10.623333
13 NaN 1.999910e+10 1.333333 27.234935 23.979074
14 NaN 1.222719e+10 1.186944 15.112441 10.234249
15 NaN 3.434528e+10 1.592879 26.033361 22.328011
16 NaN 3.434528e+10 1.592879 29.223091 25.630829
17 NaN 2.879495e+10 0.163823 20.722081 18.366625
18 NaN 2.509158e+10 1.904027 31.659290 28.221553
19 NaN 9.567183e+10 3.191257 26.877319 21.999406
20 NaN 1.486289e+11 0.000000 33.477652 28.455127
21 NaN 1.216685e+11 1.977457 20.457213 17.028052
22 NaN 1.549154e+10 0.000000 36.122445 32.836781
23 NaN 8.765321e+10 0.000000 22.777941 19.017699
24 NaN 4.170515e+10 3.259604 25.881359 22.348056
25 NaN 2.444681e+10 0.000000 19.624573 15.326630
26 NaN 7.313366e+09 1.938736 12.703951 8.468904
27 NaN 7.313366e+09 1.938736 34.004573 31.454361
28 NaN 6.588872e+10 3.026775 26.098742 22.837758
29 NaN 3.187260e+11 2.671119 22.716389 19.124693
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 21.607781 15.407933
12410 NaN 7.010400e+06 0.000000 81.854085 79.132199
12411 NaN 4.017240e+06 0.000000 75.215603 71.686074
12412 406.68 3.678000e+05 0.000000 102.472443 98.453219
12413 8525.61 3.774540e+06 0.000000 86.315002 82.702524
12414 NaN 1.984620e+07 NaN 75.047897 71.516897
12415 25.37 6.832300e+04 NaN 74.540829 70.154475
12416 NaN 1.286390e+06 NaN 73.995785 71.169716
12417 293005.58 2.578100e+07 0.000000 118.435251 115.150344
12418 NaN 5.030700e+01 0.000000 38.307643 28.193234
12419 35586.67 1.677900e+07 0.000000 124.372287 122.362385
12420 3439.63 1.112858e+07 0.000000 157.563668 155.233769
12421 21640.86 5.820232e+07 0.966184 41.581303 35.832298
12422 44082.72 5.048040e+06 NaN 75.133188 72.927356
12423 NaN 1.482800e+05 0.000000 74.261960 70.903378
12424 2652.49 4.448800e+06 0.000000 132.585928 130.118141
12425 1992.61 1.491150e+07 0.000000 95.397416 91.736341
12426 1595670.00 3.046061e+10 4.538012 21.688950 18.542773
12427 NaN 1.591600e+03 0.000000 66.584464 58.488163
12428 NaN 1.521940e+06 0.000000 88.217268 83.578573
12429 NaN 1.248480e+06 NaN 28.106129 20.647997
12430 468178.61 3.881020e+06 NaN 89.125817 85.003360
12431 18017.91 2.991680e+07 NaN 100.599235 96.048657
12432 285.00 4.465000e+05 0.000000 102.504190 100.539176
12433 NaN 6.275713e+06 0.000000 84.466363 80.022568
12434 24618.60 3.723600e+07 0.000000 61.673479 57.424105
12435 NaN 3.197550e+06 NaN 76.850380 74.143296
12436 NaN 3.367200e+05 NaN 52.503983 47.390820
12437 1632.91 1.422302e+06 0.000000 157.768037 155.393653
12438 5328845.77 8.269945e+08 0.494896 46.024309 34.407906
HistBeta PredBeta DataDate
0 -0.000281 0.137355 20040520
1 0.000005 0.033571 20040520
2 -0.202107 0.062771 20040520
3 -0.077016 0.283266 20040520
4 -0.133379 0.138585 20040520
5 0.065477 0.304856 20040520
6 -0.017155 0.024257 20040520
7 0.052627 0.098845 20040520
8 0.421158 0.790053 20040520
9 0.066183 0.122103 20040520
10 0.221408 0.613745 20040520
11 0.519358 0.851238 20040520
12 0.105646 0.378347 20040520
13 0.259755 0.358087 20040520
14 0.000005 0.040056 20040520
15 0.007323 0.192359 20040520
16 0.357120 0.561409 20040520
17 0.152403 0.269376 20040520
18 0.415261 0.671878 20040520
19 0.033979 0.194387 20040520
20 0.448256 0.668374 20040520
21 -0.129430 -0.007144 20040520
22 0.493178 0.673355 20040520
23 0.026825 0.285582 20040520
24 0.210559 0.501858 20040520
25 0.194173 0.435299 20040520
26 0.000420 0.197509 20040520
27 0.184475 0.519995 20040520
28 0.417716 0.582999 20040520
29 -0.061317 0.257733 20040520
... ... ... ...
12409 0.000005 0.033410 20040520
12410 0.743445 0.954223 20040520
12411 0.706928 1.048454 20040520
12412 1.282505 1.477432 20040520
12413 0.812354 1.153917 20040520
12414 0.678304 1.104709 20040520
12415 1.022286 1.261668 20040520
12416 0.545188 0.738538 20040520
12417 1.113354 1.395368 20040520
12418 0.922705 1.216293 20040520
12419 0.784715 1.085638 20040520
12420 1.045839 1.343269 20040520
12421 0.337314 0.435300 20040520
12422 0.012675 0.452088 20040520
12423 0.418936 0.843583 20040520
12424 0.920579 1.234967 20040520
12425 1.026054 1.222655 20040520
12426 0.189906 0.307656 20040520
12427 1.142098 1.354046 20040520
12428 1.081974 1.464398 20040520
12429 0.000005 0.076110 20040520
12430 1.241101 1.497664 20040520
12431 1.231818 1.524564 20040520
12432 0.472996 0.715018 20040520
12433 0.389174 0.768438 20040520
12434 0.826219 1.101801 20040520
12435 0.344325 0.669276 20040520
12436 0.760074 1.057793 20040520
12437 0.983259 1.291335 20040520
12438 1.371953 1.495046 20040520
[12439 rows x 92 columns],
'20040521': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.215 0.000 0.0
1 USA0011 -0.154 0.000 0.0
2 USA0031 -0.868 0.000 0.0
3 USA0062 -0.366 0.432 0.0
4 USA00E2 -0.686 0.000 0.0
5 USA00F1 -0.336 0.000 0.0
6 USA00G2 -0.160 0.000 0.0
7 USA00H1 -0.301 0.000 0.0
8 USA00I1 0.048 0.000 0.0
9 USA00J1 -0.469 0.000 0.0
10 USA00K1 -0.509 0.000 0.0
11 USA00P1 0.018 0.000 0.0
12 USA00R1 -0.175 0.000 0.0
13 USA00S1 -0.870 0.000 0.0
14 USA00V1 0.053 0.000 0.0
15 USA0131 -0.323 1.000 0.0
16 USA0161 0.467 1.000 0.0
17 USA01I1 -0.100 0.000 0.0
18 USA01J2 -0.295 0.000 0.0
19 USA01L1 -0.791 0.000 0.0
20 USA01P1 -0.335 0.000 0.0
21 USA01Q1 -0.642 0.000 0.0
22 USA0202 -0.142 0.000 0.0
23 USA0231 -0.211 0.000 0.0
24 USA0281 -0.012 0.000 0.0
25 USA0291 -0.208 0.000 0.0
26 USA02A1 0.029 0.000 0.0
27 USA02B1 0.043 0.000 0.0
28 USA02H1 -0.055 0.000 0.0
29 USA02P1 0.066 0.145 0.0
... ... ... ... ...
12409 USAZY41 0.288 0.000 0.0
12410 USAZY51 0.471 0.000 0.0
12411 USAZY61 2.822 0.000 0.0
12412 USAZY71 0.512 0.000 0.0
12413 USAZYI1 0.109 0.000 0.0
12414 USAZYJ1 0.028 0.000 0.0
12415 USAZYK1 0.889 0.000 0.0
12416 USAZYM1 -2.878 0.000 0.0
12417 USAZYR1 0.460 0.000 0.0
12418 USAZYS1 0.276 0.000 0.0
12419 USAZYT1 2.648 0.000 0.0
12420 USAZYV1 0.280 0.000 0.0
12421 USAZYX1 -0.827 0.000 0.0
12422 USAZZ41 -0.153 0.000 0.0
12423 USAZZ51 -0.029 0.000 0.0
12424 USAZZ61 0.461 0.000 0.0
12425 USAZZ71 0.381 0.000 0.0
12426 USAZZ81 -1.122 0.000 0.0
12427 USAZZ91 -0.383 0.000 0.0
12428 USAZZA1 0.500 0.000 0.0
12429 USAZZB1 -0.082 0.000 0.0
12430 USAZZD1 -2.775 0.000 0.0
12431 USAZZF1 0.514 0.000 0.0
12432 USAZZI1 -0.145 0.000 0.0
12433 USAZZJ1 -2.878 0.000 0.0
12434 USAZZL1 0.367 0.000 0.0
12435 USAZZP1 -0.185 0.000 0.0
12436 USAZZR1 0.295 0.000 0.0
12437 USAZZX1 -2.850 0.000 0.0
12438 USAZZY1 -1.979 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.093 0.000 ... NaN NaN
1 -2.092 0.000 ... NaN NaN
2 -2.471 0.000 ... NaN 1600.0
3 -2.256 0.000 ... NaN NaN
4 -2.377 0.000 ... NaN 1056.0
5 -1.956 0.000 ... NaN 14.0
6 -2.129 0.000 ... NaN NaN
7 -1.981 0.000 ... NaN NaN
8 -1.205 0.000 ... NaN NaN
9 -1.953 0.866 ... NaN 2300.0
10 -1.625 0.000 ... NaN NaN
11 -0.994 0.000 ... NaN NaN
12 -1.867 0.000 ... NaN NaN
13 -1.535 0.000 ... NaN 16665.0
14 -2.092 0.000 ... NaN NaN
15 -2.079 0.000 ... NaN NaN
16 -1.349 0.000 ... NaN 100.0
17 -1.772 0.000 ... NaN 7305.0
18 -1.217 0.000 ... NaN NaN
19 -2.023 0.000 ... NaN NaN
20 -1.146 0.000 ... NaN NaN
21 -2.367 1.000 ... NaN NaN
22 -1.054 0.000 ... NaN NaN
23 -2.036 0.000 ... NaN 1000.0
24 -1.647 0.000 ... NaN NaN
25 -1.683 0.000 ... NaN NaN
26 -2.092 0.000 ... NaN NaN
27 -1.703 0.000 ... NaN NaN
28 -1.210 0.000 ... NaN 1605.0
29 -2.223 0.000 ... NaN 1650.0
... ... ... ... ... ...
12409 -2.092 0.000 ... NaN NaN
12410 -0.522 0.000 ... NaN 250.0
12411 -0.672 0.000 ... NaN 5000.0
12412 0.614 0.000 ... NaN NaN
12413 -0.373 0.000 ... NaN NaN
12414 -0.737 0.000 ... NaN NaN
12415 0.071 0.000 ... NaN NaN
12416 -0.877 0.000 ... NaN 5000.0
12417 0.248 0.000 ... NaN 178250.0
12418 -0.141 0.000 ... NaN NaN
12419 -0.495 0.000 ... NaN 4250.0
12420 0.113 0.000 ... NaN 20000.0
12421 -1.370 0.000 ... NaN 2900.0
12422 -2.071 0.000 ... NaN NaN
12423 -1.210 0.000 ... NaN NaN
12424 -0.146 0.000 ... NaN 107841.0
12425 0.076 0.000 ... NaN NaN
12426 -1.681 1.000 ... NaN 27500.0
12427 0.326 0.000 ... NaN NaN
12428 0.196 0.000 ... NaN 1000.0
12429 -2.092 0.000 ... NaN NaN
12430 0.554 0.000 ... NaN 22082830.0
12431 0.523 0.000 ... NaN 4072.0
12432 -1.091 1.000 ... NaN NaN
12433 -1.236 0.000 ... NaN 0.0
12434 -0.342 0.000 ... NaN 8000.0
12435 -1.371 1.000 ... NaN NaN
12436 -0.487 0.000 ... NaN NaN
12437 0.021 0.000 ... NaN 75000.0
12438 0.855 0.000 ... NaN 156500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.874362e+10 0.182149 15.239864 10.472861
1 NaN 5.031317e+09 0.000000 17.974756 12.930199
2 NaN 6.245595e+10 2.362562 29.250021 26.136905
3 NaN 2.871491e+10 2.168884 25.560178 23.380091
4 NaN 4.991605e+10 2.416601 26.049610 22.334160
5 NaN 1.829474e+11 0.362875 20.379175 17.590883
6 NaN 1.338835e+10 5.539359 19.993137 13.594163
7 NaN 6.930896e+10 0.000000 22.256439 16.404949
8 NaN 1.766021e+10 0.375587 33.606370 25.736945
9 NaN 4.200088e+10 1.717408 17.253864 13.972322
10 NaN 3.056857e+10 0.000000 40.798632 32.950278
11 NaN 2.632172e+10 1.278247 22.746614 17.893962
12 NaN 6.613827e+09 2.304219 14.903011 10.567422
13 NaN 2.017648e+10 1.333333 26.961178 23.914802
14 NaN 1.238209e+10 1.186944 14.803072 10.181968
15 NaN 3.472938e+10 1.592879 25.629729 22.168358
16 NaN 3.472938e+10 1.592879 28.976991 25.551121
17 NaN 2.887721e+10 0.163823 20.472785 18.271977
18 NaN 2.535896e+10 1.904027 31.368655 28.085968
19 NaN 9.578942e+10 3.191257 26.559422 21.936764
20 NaN 1.491121e+11 0.000000 32.958467 28.248123
21 NaN 1.210557e+11 1.977457 20.375159 17.092969
22 NaN 1.582398e+10 0.000000 35.974193 32.699363
23 NaN 8.880688e+10 0.000000 22.352354 18.921719
24 NaN 4.185466e+10 3.259604 25.561768 22.245362
25 NaN 2.451906e+10 0.000000 19.225068 15.242027
26 NaN 7.313366e+09 1.938736 12.396734 8.441005
27 NaN 7.313366e+09 1.938736 33.625911 31.299893
28 NaN 6.529600e+10 3.026775 25.768313 22.715744
29 NaN 3.231542e+11 2.671119 22.296879 19.015474
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 21.143090 15.379015
12410 258.50 7.010400e+06 0.000000 81.121129 78.566417
12411 26.00 2.454980e+06 0.000000 74.722669 71.334868
12412 NaN 3.678000e+05 0.000000 93.749059 89.258832
12413 NaN 3.774540e+06 0.000000 86.169242 82.803382
12414 NaN 1.984620e+07 NaN 73.905566 70.626573
12415 NaN 6.832300e+04 NaN 74.628973 70.442855
12416 405.78 1.513400e+06 NaN 74.077684 71.296591
12417 295188.29 2.578100e+07 0.000000 117.779613 114.761942
12418 NaN 5.030700e+01 0.000000 37.655737 28.054815
12419 34270.28 1.480500e+07 0.000000 124.665047 122.850260
12420 3280.95 1.112858e+07 0.000000 157.048493 154.830457
12421 23233.14 5.866960e+07 0.966184 40.668659 35.644159
12422 NaN 5.048040e+06 NaN 74.249422 72.193677
12423 NaN 1.482800e+05 0.000000 73.217382 70.076690
12424 2537.95 4.448800e+06 0.000000 132.036303 129.707458
12425 NaN 1.491150e+07 0.000000 94.723927 91.319161
12426 1586374.86 3.082842e+10 4.538012 21.472096 18.527929
12427 NaN 1.591600e+03 0.000000 65.796409 58.066379
12428 10121.16 1.521940e+06 0.000000 87.337724 83.023381
12429 NaN 1.248480e+06 NaN 27.564171 20.640530
12430 463174.96 4.657224e+06 NaN 86.248021 82.131481
12431 17853.06 2.991680e+07 NaN 100.212396 95.872959
12432 NaN 4.465000e+05 0.000000 101.593991 99.728716
12433 NaN 6.479464e+06 0.000000 84.068731 79.878593
12434 24224.51 3.723600e+07 0.000000 61.085324 57.142865
12435 NaN 3.197550e+06 NaN 75.325452 72.810927
12436 NaN 3.367200e+05 NaN 51.814109 46.959342
12437 1683.51 1.523895e+06 0.000000 157.372032 155.182049
12438 5218216.59 8.612725e+08 0.494896 45.443547 34.443288
HistBeta PredBeta DataDate
0 -0.000291 0.138612 20040521
1 0.000005 0.023680 20040521
2 -0.201607 0.047670 20040521
3 -0.077510 0.268946 20040521
4 -0.134403 0.135024 20040521
5 0.064512 0.300073 20040521
6 -0.017357 0.020701 20040521
7 0.052754 0.088357 20040521
8 0.419641 0.846435 20040521
9 0.065859 0.109940 20040521
10 0.221004 0.645061 20040521
11 0.519097 0.871658 20040521
12 0.106342 0.381827 20040521
13 0.263438 0.367098 20040521
14 0.000005 0.047318 20040521
15 0.006251 0.212265 20040521
16 0.351313 0.576568 20040521
17 0.151289 0.268119 20040521
18 0.414015 0.681354 20040521
19 0.032915 0.177756 20040521
20 0.447544 0.658233 20040521
21 -0.129731 0.004262 20040521
22 0.491046 0.699381 20040521
23 0.026677 0.291611 20040521
24 0.210542 0.519305 20040521
25 0.193471 0.423083 20040521
26 0.000354 0.200530 20040521
27 0.183971 0.520623 20040521
28 0.417252 0.571600 20040521
29 -0.061561 0.255836 20040521
... ... ... ...
12409 0.000005 0.030627 20040521
12410 0.742550 0.947528 20040521
12411 0.671730 1.056567 20040521
12412 1.279767 1.527106 20040521
12413 0.812958 1.110465 20040521
12414 0.640948 1.064258 20040521
12415 1.022947 1.278481 20040521
12416 0.574611 0.706996 20040521
12417 1.106576 1.367196 20040521
12418 0.922724 1.218556 20040521
12419 0.755387 1.079266 20040521
12420 1.042751 1.348468 20040521
12421 0.341554 0.382462 20040521
12422 0.010066 0.426162 20040521
12423 0.417093 0.816970 20040521
12424 0.920446 1.225288 20040521
12425 1.025404 1.273109 20040521
12426 0.194484 0.283992 20040521
12427 1.143343 1.347029 20040521
12428 1.082080 1.441785 20040521
12429 0.000005 0.087970 20040521
12430 1.251004 1.456749 20040521
12431 1.236379 1.542285 20040521
12432 0.473606 0.716478 20040521
12433 0.405128 0.707721 20040521
12434 0.827403 1.076345 20040521
12435 0.341047 0.668100 20040521
12436 0.758853 1.056209 20040521
12437 0.999166 1.251276 20040521
12438 1.393499 1.476696 20040521
[12439 rows x 92 columns],
'20040524': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.602 0.000 0.0
2 USA0031 -1.042 0.000 0.0
3 USA0062 0.154 0.432 0.0
4 USA00E2 -1.217 0.000 0.0
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15 USA0131 0.286 1.000 0.0
16 USA0161 -2.830 1.000 0.0
17 USA01I1 -0.287 0.000 0.0
18 USA01J2 0.366 0.000 0.0
19 USA01L1 0.953 0.000 0.0
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24 USA0281 -0.279 0.000 0.0
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26 USA02A1 -0.125 0.000 0.0
27 USA02B1 -2.020 0.000 0.0
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29 USA02P1 -0.218 0.145 0.0
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12421 USAZZ41 2.343 0.000 0.0
12422 USAZZ51 -2.830 0.000 0.0
12423 USAZZ61 2.791 0.000 0.0
12424 USAZZ71 0.811 0.000 0.0
12425 USAZZ81 -0.481 0.000 0.0
12426 USAZZ91 2.142 0.000 0.0
12427 USAZZA1 0.859 0.000 0.0
12428 USAZZB1 -0.648 0.000 0.0
12429 USAZZD1 2.791 0.000 0.0
12430 USAZZF1 2.791 0.000 0.0
12431 USAZZI1 -0.148 0.000 0.0
12432 USAZZJ1 -0.811 0.000 0.0
12433 USAZZL1 0.627 0.000 0.0
12434 USAZZP1 -0.230 0.000 0.0
12435 USAZZR1 0.684 0.000 0.0
12436 USAZZX1 2.791 0.000 0.0
12437 USAZZY1 2.464 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.094 0.000 ... NaN NaN
2 -2.470 0.000 ... NaN 1600.0
3 -2.260 0.000 ... NaN NaN
4 -2.384 0.000 ... NaN 1056.0
5 -1.960 0.000 ... NaN 14.0
6 -2.131 0.000 ... NaN NaN
7 -1.983 0.000 ... NaN NaN
8 -1.210 0.000 ... NaN NaN
9 -1.959 0.866 ... NaN 2300.0
10 -1.628 0.000 ... NaN NaN
11 -1.000 0.000 ... NaN NaN
12 -1.869 0.000 ... NaN NaN
13 -1.544 0.000 ... NaN 1170.0
14 -2.094 0.000 ... NaN NaN
15 -2.087 0.000 ... NaN NaN
16 -1.299 0.000 ... NaN 800.0
17 -1.778 0.000 ... NaN 7305.0
18 -1.222 0.000 ... NaN NaN
19 -2.027 0.000 ... NaN NaN
20 -1.127 0.000 ... NaN 1750.0
21 -2.370 1.000 ... NaN NaN
22 -1.062 0.000 ... NaN NaN
23 -2.038 0.000 ... NaN 1000.0
24 -1.650 0.000 ... NaN NaN
25 -1.687 0.000 ... NaN NaN
26 -2.094 0.000 ... NaN NaN
27 -1.670 0.000 ... NaN 350.0
28 -1.213 0.000 ... NaN 1605.0
29 -2.225 0.000 ... NaN 1650.0
... ... ... ... ... ...
12408 -2.094 0.000 ... NaN NaN
12409 -0.527 0.000 ... NaN 500.0
12410 -0.621 0.000 ... NaN 5000.0
12411 0.647 0.000 ... NaN 28250.0
12412 -0.385 0.000 ... NaN 91500.0
12413 -0.740 0.000 ... NaN NaN
12414 0.140 0.000 ... NaN 3519.0
12415 -0.882 0.000 ... NaN NaN
12416 0.253 0.000 ... NaN 170110.0
12417 -0.143 0.000 ... NaN NaN
12418 -0.457 0.000 ... NaN 20200.0
12419 0.113 0.000 ... NaN 10000.0
12420 -1.374 0.000 ... NaN 100.0
12421 -2.107 0.000 ... NaN 210400.0
12422 -1.126 0.000 ... NaN 1000.0
12423 -0.188 0.000 ... NaN 109700.0
12424 0.073 0.000 ... NaN NaN
12425 -1.687 1.000 ... NaN 369100.0
12426 0.327 0.000 ... NaN NaN
12427 0.194 0.000 ... NaN NaN
12428 -2.094 0.000 ... NaN NaN
12429 0.524 0.000 ... NaN 38709990.0
12430 0.464 0.000 ... NaN 8510.0
12431 -1.098 1.000 ... NaN NaN
12432 -1.220 0.000 ... NaN 0.0
12433 -0.349 0.000 ... NaN NaN
12434 -1.378 1.000 ... NaN NaN
12435 -0.491 0.000 ... NaN NaN
12436 -0.052 0.000 ... NaN 98800.0
12437 0.840 0.000 ... NaN 184600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.888344e+10 0.182149 15.476192 10.601920
1 NaN 5.292846e+09 0.000000 18.611808 13.374871
2 NaN 6.183061e+10 2.362562 29.946162 26.664456
3 NaN 2.863733e+10 2.168884 25.914642 23.723415
4 NaN 4.968964e+10 2.416601 26.783902 22.856202
5 NaN 1.820346e+11 0.362875 20.516339 17.775226
6 NaN 1.324617e+10 5.539359 20.632375 14.017802
7 NaN 6.911547e+10 0.000000 23.081304 17.006305
8 NaN 1.758308e+10 0.375587 33.831299 26.006054
9 NaN 4.208235e+10 1.717408 17.992042 14.543429
10 NaN 3.123383e+10 0.000000 41.212466 33.302372
11 NaN 2.631578e+10 1.278247 22.788597 18.085466
12 NaN 6.631502e+09 2.304219 15.147792 10.843476
13 NaN 2.011499e+10 1.333333 27.067078 24.212517
14 NaN 1.238717e+10 1.186944 15.343097 10.499825
15 NaN 3.565763e+10 1.592879 25.852720 22.393814
16 NaN 3.565763e+10 1.592879 30.298520 26.718725
17 NaN 2.840530e+10 0.163823 20.786373 18.533690
18 NaN 2.569578e+10 1.904027 31.680356 28.376306
19 NaN 9.638803e+10 3.191257 27.150012 22.224876
20 NaN 1.491121e+11 0.000000 33.498623 28.816312
21 NaN 1.221588e+11 1.977457 21.268179 17.690810
22 NaN 1.610322e+10 0.000000 36.292396 33.057018
23 NaN 8.844796e+10 0.000000 22.554408 19.124356
24 NaN 4.224341e+10 3.259604 25.838078 22.513892
25 NaN 2.490443e+10 0.000000 19.367357 15.409124
26 NaN 7.456653e+09 1.938736 12.600470 8.551616
27 NaN 7.456653e+09 1.938736 34.464719 32.085056
28 NaN 6.486847e+10 3.026775 25.985157 22.954402
29 NaN 3.245248e+11 2.671119 22.660129 19.421009
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.456231 15.519158
12409 294.14 8.082000e+06 0.000000 82.437601 79.913790
12410 59.52 3.124520e+06 0.000000 70.795341 66.898251
12411 375.69 7.356000e+05 0.000000 93.283942 88.899914
12412 9670.38 3.774540e+06 0.000000 86.851021 83.546855
12413 NaN 1.984620e+07 NaN 74.742373 71.529389
12414 27.62 6.832300e+05 NaN 74.391631 70.065274
12415 NaN 1.513400e+06 NaN 75.649209 72.979790
12416 251199.06 2.614930e+07 0.000000 119.562580 116.621371
12417 NaN 5.030700e+01 0.000000 38.079461 28.430588
12418 33670.89 1.628550e+07 0.000000 127.360924 125.517759
12419 3396.81 1.112858e+07 0.000000 160.135286 157.944157
12420 25358.48 5.861768e+07 0.966184 41.214284 36.070477
12421 34023.44 4.722360e+06 NaN 75.667647 73.569339
12422 6.19 2.224200e+05 0.000000 80.295469 77.280935
12423 2360.13 3.892700e+06 0.000000 135.380779 133.042384
12424 NaN 1.491150e+07 0.000000 96.828810 93.497703
12425 2044295.14 3.063592e+10 4.538012 22.205968 19.083205
12426 NaN 1.591600e+03 0.000000 66.810906 58.830351
12427 NaN 1.521940e+06 0.000000 88.378023 84.070862
12428 NaN 1.248480e+06 NaN 28.052006 20.906541
12429 362914.01 3.492918e+06 NaN 93.417128 89.735079
12430 14387.98 2.524230e+07 NaN 103.160274 98.864906
12431 NaN 4.465000e+05 0.000000 102.586651 100.655059
12432 NaN 6.688827e+06 0.000000 85.269795 80.962283
12433 NaN 3.723600e+07 0.000000 61.718040 57.803761
12434 NaN 3.197550e+06 NaN 77.303837 74.806267
12435 NaN 3.367200e+05 NaN 52.247605 47.407507
12436 1508.11 1.117523e+06 0.000000 162.741550 160.642568
12437 5295766.95 8.588020e+08 0.494896 46.762617 35.500810
HistBeta PredBeta DataDate
0 -0.000299 0.122697 20040524
1 0.000004 0.036100 20040524
2 -0.201666 0.027446 20040524
3 -0.078118 0.264656 20040524
4 -0.136836 0.110564 20040524
5 0.063525 0.298855 20040524
6 -0.017525 -0.007853 20040524
7 0.052839 0.063791 20040524
8 0.418584 0.842726 20040524
9 0.064223 0.089878 20040524
10 0.220817 0.641265 20040524
11 0.517841 0.866976 20040524
12 0.106569 0.373446 20040524
13 0.260497 0.389913 20040524
14 0.000004 0.022626 20040524
15 0.003523 0.225660 20040524
16 0.376398 0.533490 20040524
17 0.149640 0.255482 20040524
18 0.412870 0.685821 20040524
19 0.031818 0.200399 20040524
20 0.457511 0.629862 20040524
21 -0.130184 -0.011729 20040524
22 0.488414 0.682337 20040524
23 0.026598 0.288576 20040524
24 0.210243 0.509651 20040524
25 0.192954 0.430644 20040524
26 0.000296 0.193073 20040524
27 0.200641 0.486624 20040524
28 0.416968 0.565777 20040524
29 -0.061530 0.248576 20040524
... ... ... ...
12408 0.000004 0.011660 20040524
12409 0.741298 0.946647 20040524
12410 0.697187 1.064144 20040524
12411 1.296768 1.459371 20040524
12412 0.808582 1.091624 20040524
12413 0.640535 1.052142 20040524
12414 1.056777 1.233624 20040524
12415 0.573550 0.745677 20040524
12416 1.110397 1.349221 20040524
12417 0.923349 1.248693 20040524
12418 0.774709 1.065783 20040524
12419 1.044048 1.363919 20040524
12420 0.340651 0.390353 20040524
12421 -0.006076 0.448375 20040524
12422 0.458162 0.796714 20040524
12423 0.901719 1.247417 20040524
12424 1.025390 1.277708 20040524
12425 0.192660 0.284227 20040524
12426 1.145214 1.389377 20040524
12427 1.082472 1.449181 20040524
12428 0.000004 0.071154 20040524
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12430 1.210411 1.560456 20040524
12431 0.471290 0.710073 20040524
12432 0.413574 0.743385 20040524
12433 0.825717 1.073531 20040524
12434 0.338958 0.651808 20040524
12435 0.758487 1.062385 20040524
12436 0.966226 1.274070 20040524
12437 1.387911 1.554133 20040524
[12438 rows x 92 columns],
'20040525': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 0.375 0.000 0.0
2 USA0031 -0.464 0.000 0.0
3 USA0062 -0.520 0.432 0.0
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12 USA00R1 0.296 0.000 0.0
13 USA00S1 0.535 0.000 0.0
14 USA00V1 -0.480 0.000 0.0
15 USA0131 -0.399 1.000 0.0
16 USA0161 0.441 1.000 0.0
17 USA01I1 -0.158 0.000 0.0
18 USA01J2 -0.009 0.000 0.0
19 USA01L1 0.143 0.000 0.0
20 USA01P1 -0.379 0.000 0.0
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22 USA0202 -0.392 0.000 0.0
23 USA0231 -0.229 0.000 0.0
24 USA0281 -0.215 0.000 0.0
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27 USA02B1 -0.221 0.000 0.0
28 USA02H1 0.234 0.000 0.0
29 USA02P1 -0.653 0.145 0.0
... ... ... ... ...
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12414 USAZYK1 0.594 0.000 0.0
12415 USAZYM1 0.470 0.000 0.0
12416 USAZYR1 2.850 0.000 0.0
12417 USAZYS1 0.397 0.000 0.0
12418 USAZYT1 2.291 0.000 0.0
12419 USAZYV1 0.651 0.000 0.0
12420 USAZYX1 0.269 0.000 0.0
12421 USAZZ41 1.044 0.000 0.0
12422 USAZZ51 -0.040 0.000 0.0
12423 USAZZ61 -2.763 0.000 0.0
12424 USAZZ71 0.806 0.000 0.0
12425 USAZZ81 0.256 0.000 0.0
12426 USAZZ91 0.923 0.000 0.0
12427 USAZZA1 0.900 0.000 0.0
12428 USAZZB1 -1.447 0.000 0.0
12429 USAZZD1 1.659 0.000 0.0
12430 USAZZF1 -2.763 0.000 0.0
12431 USAZZI1 0.248 0.000 0.0
12432 USAZZJ1 -1.631 0.000 0.0
12433 USAZZL1 -2.763 0.000 0.0
12434 USAZZP1 0.092 0.000 0.0
12435 USAZZR1 0.551 0.000 0.0
12436 USAZZX1 -2.763 0.000 0.0
12437 USAZZY1 -1.030 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.107 0.000 ... NaN NaN
1 -2.106 0.000 ... NaN NaN
2 -2.470 0.000 ... NaN 1600.0
3 -2.267 0.000 ... NaN NaN
4 -2.386 0.000 ... NaN 1056.0
5 -1.980 0.000 ... NaN 14.0
6 -2.143 0.000 ... NaN NaN
7 -1.996 0.000 ... NaN NaN
8 -1.257 0.000 ... NaN NaN
9 -1.976 0.866 ... NaN 2300.0
10 -1.655 0.000 ... NaN NaN
11 -1.009 0.000 ... NaN NaN
12 -1.875 0.000 ... NaN NaN
13 -1.603 0.000 ... NaN NaN
14 -2.106 0.000 ... NaN NaN
15 -2.106 0.000 ... NaN NaN
16 -1.372 0.000 ... NaN 1000.0
17 -1.802 0.000 ... NaN 7305.0
18 -1.270 0.000 ... NaN NaN
19 -2.048 0.000 ... NaN NaN
20 -1.173 0.000 ... NaN NaN
21 -2.373 1.000 ... NaN NaN
22 -1.111 0.000 ... NaN NaN
23 -2.049 0.000 ... NaN 1000.0
24 -1.674 0.000 ... NaN NaN
25 -1.833 0.000 ... NaN NaN
26 -2.106 0.000 ... NaN NaN
27 -1.680 0.000 ... NaN NaN
28 -1.240 0.000 ... NaN 1605.0
29 -2.209 0.000 ... NaN 1650.0
... ... ... ... ... ...
12408 -2.106 0.000 ... NaN NaN
12409 -0.548 0.000 ... NaN 300.0
12410 -0.642 0.000 ... NaN NaN
12411 0.879 0.000 ... NaN 3650.0
12412 -0.383 0.000 ... NaN 10000.0
12413 -0.756 0.000 ... NaN NaN
12414 0.147 0.000 ... NaN 5000.0
12415 -0.901 0.000 ... NaN NaN
12416 0.069 0.000 ... NaN 301974.0
12417 -0.157 0.000 ... NaN NaN
12418 -0.873 0.000 ... NaN 65000.0
12419 0.097 0.000 ... NaN 11250.0
12420 -1.441 0.000 ... NaN 500.0
12421 -2.172 0.000 ... NaN 164750.0
12422 -1.140 0.000 ... NaN NaN
12423 0.040 0.000 ... NaN 51569.0
12424 0.048 0.000 ... NaN NaN
12425 -1.714 1.000 ... NaN 185200.0
12426 0.328 0.000 ... NaN NaN
12427 0.177 0.000 ... NaN 5300.0
12428 -2.106 0.000 ... NaN NaN
12429 0.521 0.000 ... NaN 16194540.0
12430 0.687 0.000 ... NaN 14508.0
12431 -1.119 1.000 ... NaN NaN
12432 -1.104 0.000 ... NaN 0.0
12433 -0.065 0.000 ... NaN 16400.0
12434 -1.391 1.000 ... NaN NaN
12435 -0.506 0.000 ... NaN NaN
12436 0.018 0.000 ... NaN 106000.0
12437 1.064 0.000 ... NaN 169300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.984219e+10 0.182149 15.509764 10.874031
1 NaN 5.529468e+09 0.000000 18.996568 13.949851
2 NaN 6.350340e+10 2.362562 30.486829 27.338795
3 NaN 2.896491e+10 2.168884 26.512294 24.339459
4 NaN 4.614704e+10 2.416601 27.161941 23.442520
5 NaN 1.877721e+11 0.362875 20.793866 18.220984
6 NaN 1.302501e+10 5.539359 21.228574 14.561841
7 NaN 7.000553e+10 0.000000 23.239859 17.438343
8 NaN 1.788794e+10 0.375587 33.882817 26.803931
9 NaN 4.296229e+10 1.717408 18.397602 14.953832
10 NaN 3.196561e+10 0.000000 41.653422 34.251635
11 NaN 2.691022e+10 1.278247 22.917997 18.757038
12 NaN 6.709936e+09 2.304219 14.944092 11.168475
13 NaN 2.076775e+10 1.333333 27.617302 24.928470
14 NaN 1.245320e+10 1.186944 15.478313 10.823983
15 NaN 3.576966e+10 1.592879 26.231172 22.955501
16 NaN 3.576966e+10 1.592879 30.414742 27.501079
17 NaN 2.908069e+10 0.163823 21.187609 18.965100
18 NaN 2.592149e+10 1.904027 31.932161 29.114553
19 NaN 9.799147e+10 3.191257 27.454094 22.800579
20 NaN 1.533231e+11 0.000000 33.755079 29.583342
21 NaN 1.235317e+11 1.977457 21.581867 18.093197
22 NaN 1.646226e+10 0.000000 36.729360 33.965849
23 NaN 9.047329e+10 0.000000 23.089237 19.639677
24 NaN 4.261221e+10 3.259604 26.150086 23.083952
25 NaN 2.577151e+10 0.000000 19.202091 15.764312
26 NaN 7.427995e+09 1.938736 12.436284 8.774567
27 NaN 7.427995e+09 1.938736 34.840589 32.918517
28 NaN 6.530572e+10 3.026775 26.420889 23.559963
29 NaN 3.290585e+11 2.671119 23.012501 19.875325
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.876720 15.923525
12409 297.14 8.082000e+06 0.000000 83.087011 80.778352
12410 NaN 3.124520e+06 0.000000 73.050780 69.667139
12411 366.08 1.103400e+06 0.000000 106.073655 102.575611
12412 9380.82 3.774540e+06 0.000000 88.063823 85.042001
12413 NaN 1.984620e+07 NaN 75.649641 72.748986
12414 28.64 6.832300e+05 NaN 77.519931 73.858667
12415 NaN 1.513400e+06 NaN 75.149263 72.608939
12416 248977.40 2.467610e+07 0.000000 122.675949 120.132305
12417 NaN 5.030700e+01 0.000000 37.932469 29.244384
12418 32938.12 1.332450e+07 0.000000 132.487341 131.132716
12419 3280.76 1.112858e+07 0.000000 163.831546 161.907512
12420 24462.64 5.866960e+07 0.966184 41.990171 37.002689
12421 33525.33 4.559520e+06 NaN 76.547205 74.538489
12422 NaN 2.224200e+05 0.000000 82.788409 80.165289
12423 2271.61 4.448800e+06 0.000000 139.264460 137.077580
12424 NaN 1.491150e+07 0.000000 98.314855 95.370092
12425 2210766.95 3.029985e+10 4.538012 22.604922 19.559592
12426 NaN 1.591600e+03 0.000000 67.463763 60.356409
12427 9861.11 1.521940e+06 0.000000 91.005089 87.293879
12428 NaN 1.251480e+06 NaN 28.499271 21.441986
12429 353042.96 3.492918e+06 NaN 89.889283 86.325477
12430 14789.11 2.991680e+07 NaN 106.658630 102.915257
12431 NaN 4.465000e+05 0.000000 104.034535 102.269535
12432 NaN 6.871571e+06 0.000000 87.011982 82.922753
12433 23206.47 4.108800e+07 0.000000 64.356257 60.653907
12434 NaN 3.197550e+06 NaN 78.149161 75.820934
12435 NaN 3.367200e+05 NaN 52.968085 48.632238
12436 1497.38 1.219116e+06 0.000000 166.754916 164.813323
12437 5387153.00 9.153143e+08 0.494896 46.854914 36.439070
HistBeta PredBeta DataDate
0 -0.000329 0.102121 20040525
1 0.000003 0.057023 20040525
2 -0.191355 0.025410 20040525
3 -0.076020 0.251243 20040525
4 -0.132337 0.110962 20040525
5 0.059105 0.298575 20040525
6 -0.017716 -0.012043 20040525
7 0.051621 0.097641 20040525
8 0.400113 0.782888 20040525
9 0.061090 0.112896 20040525
10 0.212467 0.593222 20040525
11 0.517521 0.883105 20040525
12 0.108947 0.362114 20040525
13 0.237061 0.381866 20040525
14 0.000003 0.004925 20040525
15 -0.000158 0.196733 20040525
16 0.346117 0.520308 20040525
17 0.143143 0.260539 20040525
18 0.394387 0.640467 20040525
19 0.027252 0.176911 20040525
20 0.440178 0.599013 20040525
21 -0.126157 -0.032202 20040525
22 0.469428 0.619793 20040525
23 0.026711 0.266888 20040525
24 0.203806 0.476029 20040525
25 0.128605 0.335982 20040525
26 0.000052 0.182257 20040525
27 0.200863 0.491044 20040525
28 0.408386 0.574030 20040525
29 -0.048708 0.241638 20040525
... ... ... ...
12408 0.000003 0.043102 20040525
12409 0.734953 0.976165 20040525
12410 0.690262 1.115764 20040525
12411 1.407582 1.465212 20040525
12412 0.812414 1.084950 20040525
12413 0.636682 1.054508 20040525
12414 1.062299 1.292241 20040525
12415 0.568136 0.739711 20040525
12416 1.025569 1.341762 20040525
12417 0.919213 1.254469 20040525
12418 0.581565 0.953850 20040525
12419 1.038883 1.367814 20040525
12420 0.313558 0.417352 20040525
12421 -0.030989 0.421143 20040525
12422 0.455569 0.758594 20040525
12423 1.012195 1.268030 20040525
12424 1.016026 1.275949 20040525
12425 0.184793 0.259284 20040525
12426 1.147662 1.389747 20040525
12427 1.076509 1.447402 20040525
12428 0.000003 0.042832 20040525
12429 1.239147 1.537032 20040525
12430 1.317405 1.541799 20040525
12431 0.465633 0.707532 20040525
12432 0.472286 0.804604 20040525
12433 0.962620 1.151662 20040525
12434 0.337363 0.655632 20040525
12435 0.754579 1.059768 20040525
12436 1.001477 1.291894 20040525
12437 1.494945 1.621732 20040525
[12438 rows x 92 columns],
'20040526': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.030 0.000 0.0
1 USA0011 -0.062 0.000 0.0
2 USA0031 0.319 0.000 0.0
3 USA0062 -1.044 0.432 0.0
4 USA00E2 0.218 0.000 0.0
5 USA00F1 0.216 0.000 0.0
6 USA00G2 -1.345 0.000 0.0
7 USA00H1 0.483 0.000 0.0
8 USA00I1 0.455 0.000 0.0
9 USA00J1 -0.031 0.000 0.0
10 USA00K1 1.040 0.000 0.0
11 USA00P1 0.077 0.000 0.0
12 USA00R1 0.226 0.000 0.0
13 USA00S1 -2.418 0.000 0.0
14 USA00V1 0.123 0.000 0.0
15 USA0131 0.111 1.000 0.0
16 USA0161 0.323 1.000 0.0
17 USA01I1 0.098 0.000 0.0
18 USA01J2 0.423 0.000 0.0
19 USA01L1 -0.814 0.000 0.0
20 USA01P1 0.562 0.000 0.0
21 USA01Q1 0.119 0.000 0.0
22 USA0202 0.644 0.000 0.0
23 USA0231 0.487 0.000 0.0
24 USA0281 0.435 0.000 0.0
25 USA0291 0.416 0.000 0.0
26 USA02A1 -0.029 0.000 0.0
27 USA02B1 0.840 0.000 0.0
28 USA02H1 0.586 0.000 0.0
29 USA02P1 0.387 0.145 0.0
... ... ... ... ...
12408 USAZY41 -0.976 0.000 0.0
12409 USAZY51 0.068 0.000 0.0
12410 USAZY61 -0.309 0.000 0.0
12411 USAZY71 0.387 0.000 0.0
12412 USAZYI1 -2.797 0.000 0.0
12413 USAZYJ1 -2.797 0.000 0.0
12414 USAZYK1 0.193 0.000 0.0
12415 USAZYM1 2.767 0.000 0.0
12416 USAZYR1 -2.498 0.000 0.0
12417 USAZYS1 0.101 0.000 0.0
12418 USAZYT1 -2.797 0.000 0.0
12419 USAZYV1 0.101 0.000 0.0
12420 USAZYX1 0.147 0.000 0.0
12421 USAZZ41 2.767 0.000 0.0
12422 USAZZ51 -0.062 0.000 0.0
12423 USAZZ61 2.767 0.000 0.0
12424 USAZZ71 0.029 0.000 0.0
12425 USAZZ81 0.632 0.000 0.0
12426 USAZZ91 -0.726 0.000 0.0
12427 USAZZA1 0.066 0.000 0.0
12428 USAZZB1 -0.349 0.000 0.0
12429 USAZZD1 0.435 0.000 0.0
12430 USAZZF1 -2.758 0.000 0.0
12431 USAZZI1 0.133 0.000 0.0
12432 USAZZJ1 -2.797 0.000 0.0
12433 USAZZL1 -0.023 0.000 0.0
12434 USAZZP1 -2.797 0.000 0.0
12435 USAZZR1 -0.019 0.000 0.0
12436 USAZZX1 -2.797 0.000 0.0
12437 USAZZY1 0.142 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.109 0.000 ... NaN NaN
1 -2.108 0.000 ... NaN NaN
2 -2.471 0.000 ... NaN 1600.0
3 -2.261 0.000 ... NaN 960.0
4 -2.388 0.000 ... NaN 1056.0
5 -1.984 0.000 ... NaN 14.0
6 -2.146 0.000 ... NaN NaN
7 -1.998 0.000 ... NaN NaN
8 -1.260 0.000 ... NaN NaN
9 -1.979 0.866 ... NaN 2300.0
10 -1.657 0.000 ... NaN NaN
11 -1.011 0.000 ... NaN NaN
12 -1.876 0.000 ... NaN NaN
13 -1.566 0.000 ... NaN 3647.0
14 -2.108 0.000 ... NaN NaN
15 -2.109 0.000 ... NaN NaN
16 -1.377 0.000 ... NaN 900.0
17 -1.806 0.000 ... NaN 7305.0
18 -1.272 0.000 ... NaN NaN
19 -2.052 0.000 ... NaN NaN
20 -1.175 0.000 ... NaN NaN
21 -2.376 1.000 ... NaN NaN
22 -1.114 0.000 ... NaN NaN
23 -2.052 0.000 ... NaN 1000.0
24 -1.676 0.000 ... NaN NaN
25 -1.836 0.000 ... NaN NaN
26 -2.108 0.000 ... NaN NaN
27 -1.683 0.000 ... NaN NaN
28 -1.246 0.000 ... NaN 1605.0
29 -2.214 0.000 ... NaN 1650.0
... ... ... ... ... ...
12408 -2.108 0.000 ... NaN NaN
12409 -0.549 0.000 ... NaN NaN
12410 -0.643 0.000 ... NaN NaN
12411 0.875 0.000 ... NaN NaN
12412 -0.363 0.000 ... NaN 10000.0
12413 -0.564 0.000 ... NaN 998.0
12414 0.145 0.000 ... NaN 2000.0
12415 -0.934 0.000 ... NaN 100.0
12416 0.075 0.000 ... NaN 187321.0
12417 -0.158 0.000 ... NaN NaN
12418 -0.831 0.000 ... NaN 21780.0
12419 0.096 0.000 ... NaN 21000.0
12420 -1.447 0.000 ... NaN 1800.0
12421 -2.187 0.000 ... NaN 203400.0
12422 -1.138 0.000 ... NaN NaN
12423 0.003 0.000 ... NaN 452575.0
12424 0.046 0.000 ... NaN NaN
12425 -1.724 1.000 ... NaN 60500.0
12426 0.326 0.000 ... NaN NaN
12427 0.176 0.000 ... NaN NaN
12428 -2.108 0.000 ... NaN NaN
12429 0.520 0.000 ... NaN 6852120.0
12430 0.698 0.000 ... NaN 30000.0
12431 -1.119 1.000 ... NaN NaN
12432 -1.087 0.000 ... NaN 0.0
12433 -0.068 0.000 ... NaN 2500.0
12434 -1.292 1.000 ... NaN 10000.0
12435 -0.506 0.000 ... NaN NaN
12436 0.031 0.000 ... NaN 70000.0
12437 1.040 0.000 ... NaN 174200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.982222e+10 0.182149 15.594599 10.792169
1 NaN 5.610417e+09 0.000000 18.964508 13.826832
2 NaN 6.416001e+10 2.362562 30.221610 27.101939
3 NaN 2.895629e+10 2.168884 26.478679 24.238658
4 NaN 4.681295e+10 2.416601 27.031317 23.276096
5 NaN 1.880590e+11 0.362875 20.729840 18.054418
6 NaN 1.311979e+10 5.539359 21.620539 14.859209
7 NaN 7.074080e+10 0.000000 23.132114 17.323230
8 NaN 1.792467e+10 0.375587 33.615652 26.653262
9 NaN 4.317413e+10 1.717408 18.208385 14.816005
10 NaN 3.248118e+10 0.000000 41.568262 34.171609
11 NaN 2.665461e+10 1.278247 22.698513 18.599334
12 NaN 6.651387e+09 2.304219 15.083099 11.086683
13 NaN 2.094040e+10 1.333333 28.385630 25.551014
14 NaN 1.248113e+10 1.186944 15.474899 10.728998
15 NaN 3.581767e+10 1.592879 26.048449 22.781070
16 NaN 3.581767e+10 1.592879 30.238385 27.327583
17 NaN 2.931015e+10 0.163823 20.932544 18.804376
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23 NaN 9.060148e+10 0.000000 22.776591 19.498898
24 NaN 4.265208e+10 3.259604 25.948024 22.921374
25 NaN 2.697579e+10 0.000000 19.250233 15.725570
26 NaN 7.422264e+09 1.938736 12.607711 8.732370
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28 NaN 6.668549e+10 3.026775 26.190225 23.410629
29 NaN 3.299020e+11 2.671119 22.756384 19.557954
... ... ... ... ... ...
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12409 NaN 8.082000e+06 0.000000 82.458915 80.153429
12410 NaN 3.124520e+06 0.000000 72.261119 68.937834
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12423 2382.48 3.892700e+06 0.000000 139.070548 136.922578
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12427 NaN 1.521940e+06 0.000000 90.169187 86.482904
12428 NaN 1.251480e+06 NaN 28.191485 21.249024
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12430 16194.34 3.178660e+07 NaN 107.241380 103.555967
12431 NaN 4.465000e+05 0.000000 101.547626 99.758059
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12433 23751.93 4.108800e+07 0.000000 63.720139 60.103810
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12435 NaN 3.367200e+05 NaN 52.515684 48.190451
12436 1538.74 1.320709e+06 0.000000 165.811826 163.820488
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HistBeta PredBeta DataDate
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1 0.000002 0.039434 20040526
2 -0.193885 0.041141 20040526
3 -0.072008 0.242478 20040526
4 -0.131888 0.127383 20040526
5 0.058555 0.296456 20040526
6 -0.017872 -0.045595 20040526
7 0.051695 0.103417 20040526
8 0.399632 0.802266 20040526
9 0.060996 0.094007 20040526
10 0.212656 0.615112 20040526
11 0.516977 0.876598 20040526
12 0.109230 0.378985 20040526
13 0.255377 0.353269 20040526
14 0.000002 0.019323 20040526
15 -0.000706 0.207572 20040526
16 0.344660 0.533745 20040526
17 0.142473 0.252349 20040526
18 0.393900 0.668655 20040526
19 0.026509 0.171897 20040526
20 0.439927 0.632304 20040526
21 -0.126227 -0.006214 20040526
22 0.468430 0.667759 20040526
23 0.026570 0.295201 20040526
24 0.203763 0.509563 20040526
25 0.128272 0.348330 20040526
26 0.000009 0.188822 20040526
27 0.200342 0.521796 20040526
28 0.406177 0.569158 20040526
29 -0.049861 0.254811 20040526
... ... ... ...
12408 0.000002 -0.003965 20040526
12409 0.734931 0.964641 20040526
12410 0.690368 1.082865 20040526
12411 1.405880 1.509433 20040526
12412 0.822644 1.045936 20040526
12413 0.727596 1.072804 20040526
12414 1.061774 1.284112 20040526
12415 0.553401 0.771644 20040526
12416 1.029166 1.286411 20040526
12417 0.919267 1.244558 20040526
12418 0.601853 0.911531 20040526
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12423 0.995050 1.314290 20040526
12424 1.015349 1.258476 20040526
12425 0.181161 0.293761 20040526
12426 1.147465 1.346538 20040526
12427 1.076682 1.423245 20040526
12428 0.000002 0.039553 20040526
12429 1.238654 1.512951 20040526
12430 1.322647 1.537222 20040526
12431 0.466348 0.703174 20040526
12432 0.481082 0.763819 20040526
12433 0.961526 1.135740 20040526
12434 0.384414 0.634329 20040526
12435 0.754978 1.037492 20040526
12436 1.008270 1.297288 20040526
12437 1.483783 1.605256 20040526
[12438 rows x 92 columns],
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12441 USAZZY1 0.024 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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3 -2.271 0.000 ... NaN NaN
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19 -2.062 0.000 ... NaN NaN
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21 -2.384 1.000 ... NaN NaN
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12425 -2.150 0.000 ... NaN 147000.0
12426 -1.137 0.000 ... NaN 1000.0
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.722501e+09 0.000000 18.630042 13.729329
2 NaN 6.495732e+10 2.362562 29.708600 26.706539
3 NaN 2.912870e+10 2.168884 26.141936 24.017028
4 NaN 4.789171e+10 2.416601 26.637827 22.908502
5 NaN 1.898585e+11 0.362875 20.271714 17.773852
6 NaN 1.315139e+10 5.539359 21.286173 14.634173
7 NaN 7.092140e+10 0.000000 22.854299 17.046060
8 NaN 1.798712e+10 0.375587 33.158934 26.305104
9 NaN 4.340227e+10 1.717408 18.065215 14.687143
10 NaN 3.261423e+10 0.000000 41.117554 33.639052
11 NaN 2.654167e+10 1.278247 22.264293 18.330521
12 NaN 6.584000e+09 2.304219 14.910896 10.953571
13 NaN 2.117454e+10 1.333333 27.612458 25.126561
14 NaN 1.256493e+10 1.186944 15.342622 10.616218
15 NaN 3.696998e+10 1.592879 25.918848 22.596712
16 NaN 3.696998e+10 1.592879 29.815134 26.850813
17 NaN 2.954394e+10 0.163823 20.638096 18.527711
18 NaN 2.610205e+10 1.904027 31.352397 28.437636
19 NaN 9.643079e+10 3.191257 27.385129 22.390522
20 NaN 1.556012e+11 0.000000 33.098525 28.956545
21 NaN 1.258116e+11 1.977457 21.080128 17.679823
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24 NaN 4.308070e+10 3.259604 25.759710 22.616833
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26 NaN 7.402204e+09 1.938736 12.362329 8.613848
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28 NaN 6.592759e+10 3.026775 25.783470 23.023174
29 NaN 3.295856e+11 2.671119 22.395684 19.266596
... ... ... ... ... ...
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12413 351.68 8.082000e+06 0.000000 81.756518 79.506117
12414 57.57 2.454980e+06 0.000000 71.412783 68.121025
12415 365.75 3.678000e+05 0.000000 97.946734 94.606889
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12417 NaN 3.247560e+07 NaN 82.233959 79.493393
12418 NaN 6.832300e+05 NaN 75.607086 72.050484
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12434 20560.65 3.403036e+07 NaN 108.613313 105.189248
12435 NaN 4.465000e+05 0.000000 100.582804 98.812180
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HistBeta PredBeta DataDate
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1 0.000001 0.063234 20040527
2 -0.192356 0.059738 20040527
3 -0.073133 0.261831 20040527
4 -0.130900 0.142702 20040527
5 0.057573 0.311543 20040527
6 -0.018107 -0.028354 20040527
7 0.051790 0.087960 20040527
8 0.398257 0.824449 20040527
9 0.060648 0.103075 20040527
10 0.212691 0.643442 20040527
11 0.516682 0.881225 20040527
12 0.110415 0.384765 20040527
13 0.261643 0.393621 20040527
14 0.000001 0.029009 20040527
15 -0.001919 0.231990 20040527
16 0.361479 0.545830 20040527
17 0.140207 0.262107 20040527
18 0.392335 0.683769 20040527
19 0.025014 0.157788 20040527
20 0.438905 0.636390 20040527
21 -0.126264 0.012928 20040527
22 0.465643 0.677601 20040527
23 0.025988 0.301233 20040527
24 0.203450 0.533132 20040527
25 0.127210 0.344765 20040527
26 -0.000078 0.186665 20040527
27 0.192392 0.524896 20040527
28 0.403807 0.558123 20040527
29 -0.049517 0.264731 20040527
... ... ... ...
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12415 1.268460 1.412410 20040527
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12438 0.385076 0.599755 20040527
12439 0.755582 1.026652 20040527
12440 1.007198 1.353557 20040527
12441 1.482883 1.599118 20040527
[12442 rows x 92 columns],
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2 USA0031 0.143 0.000 0.0
3 USA0062 0.178 0.432 0.0
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... ... ... ... ...
12412 USAZY41 -0.537 0.000 0.0
12413 USAZY51 2.502 0.000 0.0
12414 USAZY61 -0.390 0.000 0.0
12415 USAZY71 -0.687 0.000 0.0
12416 USAZYI1 -0.457 0.000 0.0
12417 USAZYJ1 -0.413 0.000 0.0
12418 USAZYK1 -0.306 0.000 0.0
12419 USAZYM1 -2.801 0.000 0.0
12420 USAZYR1 -0.423 0.000 0.0
12421 USAZYS1 -0.400 0.000 0.0
12422 USAZYT1 -2.801 0.000 0.0
12423 USAZYV1 0.640 0.000 0.0
12424 USAZYX1 0.244 0.000 0.0
12425 USAZZ41 2.488 0.000 0.0
12426 USAZZ51 -0.332 0.000 0.0
12427 USAZZ61 -0.374 0.000 0.0
12428 USAZZ71 -0.350 0.000 0.0
12429 USAZZ81 0.505 0.000 0.0
12430 USAZZ91 -0.492 0.000 0.0
12431 USAZZA1 -0.355 0.000 0.0
12432 USAZZB1 -0.541 0.000 0.0
12433 USAZZD1 -0.469 0.000 0.0
12434 USAZZF1 -2.801 0.000 0.0
12435 USAZZI1 -0.535 0.000 0.0
12436 USAZZJ1 -2.801 0.000 0.0
12437 USAZZL1 -2.801 0.000 0.0
12438 USAZZP1 2.274 0.000 0.0
12439 USAZZR1 -0.235 0.000 0.0
12440 USAZZX1 2.563 0.000 0.0
12441 USAZZY1 -0.047 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.113 0.000 ... NaN 0.0
1 -2.112 0.000 ... NaN 0.0
2 -2.472 0.000 ... NaN 1600.0
3 -2.268 0.000 ... NaN 3420.0
4 -2.392 0.000 ... NaN 1056.0
5 -1.990 0.000 ... NaN 14.0
6 -2.151 0.000 ... NaN 7380.0
7 -2.002 0.000 ... NaN 0.0
8 -1.264 0.000 ... NaN NaN
9 -1.983 0.865 ... NaN 2300.0
10 -1.660 0.000 ... NaN 0.0
11 -1.013 0.000 ... NaN NaN
12 -1.878 0.000 ... NaN NaN
13 -1.562 0.000 ... NaN 7795.0
14 -2.112 0.000 ... NaN NaN
15 -2.116 0.000 ... NaN 2343.0
16 -1.341 0.000 ... NaN 470.0
17 -1.813 0.000 ... NaN 7305.0
18 -1.276 0.000 ... NaN 520.0
19 -2.059 0.000 ... NaN 186864.0
20 -1.237 0.000 ... NaN 65700.0
21 -2.381 1.000 ... NaN 106835.0
22 -1.119 0.000 ... NaN 246000.0
23 -2.057 0.000 ... NaN 1000.0
24 -1.679 0.000 ... NaN NaN
25 -1.841 0.000 ... NaN 0.0
26 -2.112 0.000 ... NaN 0.0
27 -1.702 0.000 ... NaN 600.0
28 -1.253 0.000 ... NaN 1605.0
29 -2.218 0.000 ... NaN 1650.0
... ... ... ... ... ...
12412 -2.112 0.000 ... NaN NaN
12413 -0.548 0.000 ... NaN 1380.0
12414 -0.707 0.000 ... NaN 5000.0
12415 0.583 0.000 ... NaN NaN
12416 -0.363 0.000 ... NaN 22430.0
12417 -0.568 0.000 ... NaN NaN
12418 0.150 0.000 ... NaN 2304.0
12419 -0.878 0.000 ... NaN 6350.0
12420 0.075 0.000 ... NaN 40958.0
12421 -0.157 0.000 ... NaN NaN
12422 -0.782 0.000 ... NaN 20200.0
12423 0.092 0.000 ... NaN 14200.0
12424 -1.451 0.000 ... NaN 900.0
12425 -2.153 0.000 ... NaN 68350.0
12426 -1.138 0.000 ... NaN NaN
12427 -0.008 0.000 ... NaN 38100.0
12428 -0.126 0.000 ... NaN NaN
12429 -1.683 1.000 ... NaN 41900.0
12430 0.326 0.000 ... NaN NaN
12431 0.179 0.000 ... NaN NaN
12432 -2.112 0.000 ... NaN NaN
12433 0.532 0.000 ... NaN 3112033.0
12434 0.756 0.000 ... NaN 65503.0
12435 -1.115 1.000 ... NaN NaN
12436 -1.032 0.000 ... NaN 0.0
12437 -0.103 0.000 ... NaN 7900.0
12438 -1.186 1.000 ... NaN 16000.0
12439 -0.507 0.000 ... NaN NaN
12440 0.024 0.000 ... NaN 70000.0
12441 1.045 0.000 ... NaN 184600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.150004e+10 0.162390 14.865182 10.392947
1 NaN 5.815904e+09 0.000000 18.025028 13.291259
2 NaN 6.442578e+10 2.523659 28.371554 25.514553
3 NaN 2.905111e+10 2.225519 25.051176 23.014088
4 NaN 4.794498e+10 2.555556 25.407909 21.901327
5 NaN 1.911624e+11 0.409277 19.394618 16.989309
6 NaN 1.309609e+10 5.729795 20.309903 13.986664
7 NaN 7.056021e+10 0.000000 22.073117 16.413755
8 NaN 1.805323e+10 0.488301 32.039445 25.233828
9 NaN 4.340227e+10 1.651962 17.186427 14.031011
10 NaN 3.319633e+10 0.000000 39.738521 32.298878
11 NaN 2.641089e+10 1.260410 21.464952 17.474537
12 NaN 6.522137e+09 2.506775 14.369024 10.482363
13 NaN 2.096878e+10 1.263253 26.588756 24.111153
14 NaN 1.277824e+10 1.192369 14.699066 10.163847
15 NaN 3.664990e+10 1.746725 24.770903 21.574259
16 NaN 3.664990e+10 1.746725 28.604620 25.661226
17 NaN 2.931448e+10 0.177226 19.751046 17.714510
18 NaN 2.616456e+10 1.964167 29.995512 27.156886
19 NaN 9.663389e+10 3.230088 26.226995 21.393411
20 NaN 1.529089e+11 0.000000 31.723723 27.700869
21 NaN 1.258851e+11 1.947420 20.144821 16.878668
22 NaN 1.647555e+10 0.000000 34.450287 31.787202
23 NaN 9.019128e+10 0.000000 21.435852 18.370390
24 NaN 4.306076e+10 3.240741 24.670243 21.615679
25 NaN 2.707213e+10 0.000000 18.129480 14.803410
26 NaN 7.502505e+09 1.909855 11.936457 8.251891
27 NaN 7.502505e+09 1.909855 33.286977 31.260707
28 NaN 6.578184e+10 3.072378 24.618953 21.913649
29 NaN 3.281096e+11 2.570694 21.404009 18.424846
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 20.604425 14.924939
12413 411.65 7.610550e+06 0.000000 79.711744 77.383870
12414 82.57 2.454980e+06 0.000000 72.723749 69.824364
12415 NaN 3.678000e+05 0.000000 90.527462 86.803801
12416 7796.60 4.003300e+06 0.000000 81.615892 78.657744
12417 NaN 3.247560e+07 NaN 78.765629 76.063851
12418 29.47 6.832300e+05 NaN 72.754564 69.174210
12419 396.82 1.513400e+06 NaN 69.346822 66.682118
12420 242239.44 2.541270e+07 0.000000 115.343888 112.955536
12421 NaN 5.030700e+01 0.000000 35.608392 27.128006
12422 28677.44 1.974000e+07 0.000000 130.725719 129.430724
12423 2834.85 1.112858e+07 0.000000 155.222153 153.406023
12424 24901.32 5.841000e+07 1.333333 39.136955 34.471669
12425 30024.76 4.396680e+06 NaN 72.326611 70.446739
12426 NaN 2.224200e+05 0.000000 77.839326 75.018753
12427 1351.02 3.892700e+06 0.000000 132.325787 130.222938
12428 NaN 1.073628e+07 0.000000 88.728478 85.750196
12429 2241276.45 3.083471e+10 4.850000 21.501792 18.617481
12430 NaN 1.591600e+03 NaN 63.260377 56.316427
12431 NaN 1.521940e+06 NaN 85.392159 81.836356
12432 NaN 1.251480e+06 NaN 26.815075 19.990199
12433 291298.28 3.881020e+06 NaN 84.979602 81.513370
12434 25253.21 3.926580e+07 NaN 105.209733 101.767061
12435 NaN 4.465000e+05 NaN 95.922998 94.176437
12436 NaN 7.924846e+06 0.000000 83.695564 79.473583
12437 26078.67 4.194400e+07 0.000000 60.361337 56.892075
12438 1245.09 2.558040e+06 NaN 80.300902 78.176677
12439 NaN 3.367200e+05 NaN 49.367493 45.144760
12440 1608.06 1.117523e+06 0.000000 159.639020 157.693126
12441 5695546.09 9.091381e+08 0.543478 44.100845 33.890724
HistBeta PredBeta DataDate
0 -0.000346 0.115695 20040528
1 0.000003 0.064593 20040528
2 -0.193086 0.048287 20040528
3 -0.073409 0.249540 20040528
4 -0.131586 0.139965 20040528
5 0.057627 0.321189 20040528
6 -0.018087 -0.032735 20040528
7 0.051811 0.075626 20040528
8 0.399083 0.843076 20040528
9 0.060804 0.095697 20040528
10 0.212863 0.678410 20040528
11 0.516993 0.875229 20040528
12 0.110205 0.392286 20040528
13 0.258904 0.417532 20040528
14 0.000003 0.012628 20040528
15 -0.001813 0.219480 20040528
16 0.362708 0.555730 20040528
17 0.140605 0.253788 20040528
18 0.393382 0.700486 20040528
19 0.025280 0.160331 20040528
20 0.411881 0.613778 20040528
21 -0.126506 0.005268 20040528
22 0.467159 0.690432 20040528
23 0.025855 0.308606 20040528
24 0.203605 0.517682 20040528
25 0.127451 0.352203 20040528
26 -0.000061 0.170877 20040528
27 0.192838 0.546799 20040528
28 0.404108 0.556771 20040528
29 -0.049886 0.255296 20040528
... ... ... ...
12412 0.000003 -0.015647 20040528
12413 0.735967 1.005966 20040528
12414 0.660802 1.038670 20040528
12415 1.267819 1.474115 20040528
12416 0.822749 1.067174 20040528
12417 0.726444 1.034360 20040528
12418 1.064280 1.273661 20040528
12419 0.580624 0.712921 20040528
12420 1.028840 1.286225 20040528
12421 0.919565 1.229243 20040528
12422 0.625667 0.911886 20040528
12423 1.036597 1.332128 20040528
12424 0.310994 0.383377 20040528
12425 -0.019348 0.436658 20040528
12426 0.458465 0.718610 20040528
12427 0.989785 1.281277 20040528
12428 0.934367 1.285172 20040528
12429 0.201802 0.303789 20040528
12430 1.146802 1.263739 20040528
12431 1.077923 1.406740 20040528
12432 0.000003 0.025528 20040528
12433 1.243947 1.501062 20040528
12434 1.349093 1.473285 20040528
12435 0.469266 0.693659 20040528
12436 0.508245 0.698489 20040528
12437 0.944879 1.072853 20040528
12438 0.435803 0.673598 20040528
12439 0.755258 1.072435 20040528
12440 1.004947 1.381810 20040528
12441 1.485292 1.600310 20040528
[12442 rows x 92 columns],
'20040601': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.390 0.000 0.0
1 USA0011 -0.557 0.000 0.0
2 USA0031 -0.032 0.000 0.0
3 USA0062 -0.171 0.432 0.0
4 USA00E2 0.086 0.000 0.0
5 USA00F1 -0.062 0.000 0.0
6 USA00G2 -0.655 0.000 0.0
7 USA00H1 0.127 0.000 0.0
8 USA00I1 -0.397 0.000 0.0
9 USA00J1 -0.193 0.000 0.0
10 USA00K1 -0.858 0.000 0.0
11 USA00P1 0.152 0.000 0.0
12 USA00R1 -0.478 0.000 0.0
13 USA00S1 -0.202 0.000 0.0
14 USA00V1 0.009 0.000 0.0
15 USA0131 -0.275 1.000 0.0
16 USA0161 -0.462 1.000 0.0
17 USA01I1 0.551 0.000 0.0
18 USA01J2 0.153 0.000 0.0
19 USA01L1 1.098 0.000 0.0
20 USA01P1 -2.067 0.000 0.0
21 USA01Q1 -0.127 0.000 0.0
22 USA0202 0.187 0.000 0.0
23 USA0231 -0.552 0.000 0.0
24 USA0281 -0.345 0.000 0.0
25 USA0291 -0.306 0.000 0.0
26 USA02A1 -0.576 0.000 0.0
27 USA02B1 -0.566 0.000 0.0
28 USA02H1 -0.619 0.000 0.0
29 USA02P1 -0.439 0.144 0.0
... ... ... ... ...
12408 USAZY41 0.277 0.000 0.0
12409 USAZY51 0.973 0.000 0.0
12410 USAZY61 0.671 0.000 0.0
12411 USAZY71 1.116 0.000 0.0
12412 USAZYI1 2.780 0.000 0.0
12413 USAZYJ1 -2.767 0.000 0.0
12414 USAZYK1 0.680 0.000 0.0
12415 USAZYM1 2.780 0.000 0.0
12416 USAZYR1 -1.290 0.000 0.0
12417 USAZYS1 0.547 0.000 0.0
12418 USAZYT1 2.780 0.000 0.0
12419 USAZYV1 -2.509 0.000 0.0
12420 USAZYX1 -2.801 0.000 0.0
12421 USAZZ41 0.198 0.000 0.0
12422 USAZZ51 1.414 0.000 0.0
12423 USAZZ61 0.747 0.000 0.0
12424 USAZZ71 0.721 0.000 0.0
12425 USAZZ81 0.421 0.000 0.0
12426 USAZZ91 1.303 0.000 0.0
12427 USAZZA1 0.877 0.000 0.0
12428 USAZZB1 -0.523 0.000 0.0
12429 USAZZD1 0.491 0.000 0.0
12430 USAZZF1 2.780 0.000 0.0
12431 USAZZI1 0.969 0.000 0.0
12432 USAZZJ1 2.780 0.000 0.0
12433 USAZZL1 2.780 0.000 0.0
12434 USAZZP1 0.533 0.000 0.0
12435 USAZZR1 0.718 0.000 0.0
12436 USAZZX1 1.473 0.000 0.0
12437 USAZZY1 -0.688 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.114 0.000 ... NaN NaN
1 -2.114 0.000 ... NaN NaN
2 -2.473 0.000 ... NaN 1600.0
3 -2.270 0.000 ... NaN NaN
4 -2.393 0.000 ... NaN 1056.0
5 -1.991 0.000 ... NaN 14.0
6 -2.152 0.000 ... NaN NaN
7 -2.003 0.000 ... NaN NaN
8 -1.265 0.000 ... NaN NaN
9 -1.984 0.865 ... NaN 2300.0
10 -1.661 0.000 ... NaN NaN
11 -1.026 0.000 ... NaN NaN
12 -1.878 0.000 ... NaN NaN
13 -1.561 0.000 ... NaN 1131.0
14 -2.114 0.000 ... NaN NaN
15 -2.118 0.000 ... NaN NaN
16 -1.341 0.000 ... NaN 50.0
17 -1.823 0.000 ... NaN 7305.0
18 -1.278 0.000 ... NaN NaN
19 -2.060 0.000 ... NaN NaN
20 -1.227 0.000 ... NaN 1000.0
21 -2.383 1.000 ... NaN NaN
22 -1.122 0.000 ... NaN NaN
23 -2.058 0.000 ... NaN 1000.0
24 -1.681 0.000 ... NaN NaN
25 -1.843 0.000 ... NaN NaN
26 -2.114 0.000 ... NaN NaN
27 -1.702 0.000 ... NaN 100.0
28 -1.258 0.000 ... NaN 1605.0
29 -2.220 0.000 ... NaN 1650.0
... ... ... ... ... ...
12408 -2.114 0.000 ... NaN NaN
12409 -0.549 0.000 ... NaN NaN
12410 -0.709 0.000 ... NaN NaN
12411 0.582 0.000 ... NaN 1900.0
12412 -0.370 0.000 ... NaN 7700.0
12413 -0.565 0.000 ... NaN 11167.0
12414 0.156 0.000 ... NaN 2000.0
12415 -0.882 0.000 ... NaN 100.0
12416 0.077 0.000 ... NaN 324822.0
12417 -0.158 0.000 ... NaN NaN
12418 -0.788 0.000 ... NaN 46768.0
12419 0.116 0.000 ... NaN 163598.0
12420 -1.421 0.000 ... NaN 3900.0
12421 -2.153 0.000 ... NaN 30000.0
12422 -1.139 0.000 ... NaN NaN
12423 -0.011 0.000 ... NaN 185025.0
12424 -0.127 0.000 ... NaN NaN
12425 -1.686 1.000 ... NaN 41600.0
12426 0.325 0.000 ... NaN NaN
12427 0.178 0.000 ... NaN NaN
12428 -2.114 0.000 ... NaN NaN
12429 0.531 0.000 ... NaN 9151845.0
12430 0.747 0.000 ... NaN 6185.0
12431 -1.115 1.000 ... NaN NaN
12432 -1.044 0.000 ... NaN 0.0
12433 -0.114 0.000 ... NaN 2480.0
12434 -1.187 1.000 ... NaN NaN
12435 -0.508 0.000 ... NaN NaN
12436 0.030 0.000 ... NaN NaN
12437 1.047 0.000 ... NaN 157100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.153202e+10 0.162390 14.751131 10.323725
1 NaN 5.803594e+09 0.000000 18.014575 13.162819
2 NaN 6.411311e+10 2.523659 28.025176 25.191350
3 NaN 2.851198e+10 2.225519 24.752427 22.746279
4 NaN 4.803058e+10 2.555556 24.977719 21.629557
5 NaN 1.904532e+11 0.409277 19.262304 16.760063
6 NaN 1.258527e+10 5.729795 20.153722 13.847641
7 NaN 6.946929e+10 0.000000 21.792216 16.188186
8 NaN 1.799908e+10 0.488301 31.783859 24.921321
9 NaN 4.332301e+10 1.651962 16.965278 13.826884
10 NaN 3.309133e+10 0.000000 39.312883 31.936453
11 NaN 2.601506e+10 1.260410 21.450812 17.243786
12 NaN 6.476387e+09 2.506775 14.341870 10.409821
13 NaN 2.119979e+10 1.263253 26.247597 23.816842
14 NaN 1.280067e+10 1.192369 14.510056 10.027393
15 NaN 3.676111e+10 1.746725 24.453553 21.265426
16 NaN 3.676111e+10 1.746725 28.359861 25.356995
17 NaN 2.984160e+10 0.177226 19.572419 17.522744
18 NaN 2.593454e+10 1.964167 29.719645 26.818095
19 NaN 9.766699e+10 3.230088 26.315790 21.401680
20 NaN 1.531251e+11 0.000000 31.876073 27.736476
21 NaN 1.248796e+11 1.947420 19.806411 16.626070
22 NaN 1.651152e+10 0.000000 34.163422 31.404257
23 NaN 9.015260e+10 0.000000 21.208275 18.147824
24 NaN 4.317099e+10 3.240741 24.439674 21.355569
25 NaN 2.680360e+10 0.000000 17.966776 14.623510
26 NaN 7.371645e+09 1.909855 11.859699 8.167013
27 NaN 7.371645e+09 1.909855 32.940565 30.808777
28 NaN 6.503866e+10 3.072378 24.546977 21.776574
29 NaN 3.272661e+11 2.570694 21.172645 18.156573
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 20.443886 14.793790
12409 NaN 7.610550e+06 0.000000 76.468610 73.996910
12410 NaN 2.454980e+06 0.000000 71.993665 68.976255
12411 365.68 3.678000e+05 0.000000 93.723431 90.029988
12412 7630.28 3.774540e+06 0.000000 80.794896 77.714255
12413 540.51 3.427980e+07 NaN 78.730742 75.900601
12414 30.22 6.832300e+05 NaN 71.850688 68.089600
12415 396.37 1.210720e+06 NaN 69.441786 66.802630
12416 232372.65 2.651760e+07 0.000000 114.137711 111.664827
12417 NaN 5.030700e+01 0.000000 35.574945 26.835636
12418 20152.06 1.677900e+07 0.000000 130.550314 129.234046
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12420 27019.24 6.230400e+07 1.333333 40.110156 35.468373
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12422 NaN 2.224200e+05 0.000000 77.278407 74.388028
12423 1347.91 3.892700e+06 0.000000 131.003387 128.794985
12424 NaN 1.073628e+07 0.000000 88.391377 85.281566
12425 2252698.52 3.012762e+10 4.850000 21.191773 18.408396
12426 NaN 1.591600e+03 0.000000 62.877020 55.686656
12427 NaN 1.521940e+06 0.000000 85.497048 81.844929
12428 NaN 1.251480e+06 NaN 26.568838 19.780018
12429 254441.84 3.881020e+06 NaN 85.330449 81.695506
12430 22939.33 3.702204e+07 NaN 104.816192 101.110631
12431 NaN 4.465000e+05 0.000000 93.551216 91.722206
12432 NaN 8.087228e+06 0.000000 83.848885 79.626385
12433 23651.54 3.937600e+07 0.000000 61.132895 57.437673
12434 NaN 2.558040e+06 NaN 77.116754 74.845552
12435 NaN 3.367200e+05 NaN 48.711997 44.300312
12436 NaN 1.117523e+06 0.000000 157.637021 155.667511
12437 5811213.48 9.245786e+08 0.543478 43.927247 33.402519
HistBeta PredBeta DataDate
0 -0.000348 0.107980 20040601
1 0.000002 0.031788 20040601
2 -0.193016 0.043032 20040601
3 -0.073423 0.245497 20040601
4 -0.131629 0.156715 20040601
5 0.057456 0.300540 20040601
6 -0.018125 -0.038173 20040601
7 0.051875 0.085718 20040601
8 0.399025 0.825419 20040601
9 0.060793 0.094827 20040601
10 0.212877 0.653875 20040601
11 0.511451 0.868052 20040601
12 0.110675 0.377387 20040601
13 0.259808 0.397413 20040601
14 0.000002 0.015431 20040601
15 -0.001944 0.213167 20040601
16 0.363364 0.547929 20040601
17 0.136928 0.261815 20040601
18 0.393146 0.696644 20040601
19 0.024968 0.179255 20040601
20 0.417212 0.575680 20040601
21 -0.126575 0.003097 20040601
22 0.466378 0.702366 20040601
23 0.025946 0.294503 20040601
24 0.203696 0.505181 20040601
25 0.127483 0.345286 20040601
26 -0.000069 0.162777 20040601
27 0.193828 0.533919 20040601
28 0.402449 0.544342 20040601
29 -0.049912 0.245684 20040601
... ... ... ...
12408 0.000002 -0.006161 20040601
12409 0.735927 1.021345 20040601
12410 0.660816 1.063820 20040601
12411 1.267980 1.505853 20040601
12412 0.820343 1.123111 20040601
12413 0.728597 0.990787 20040601
12414 1.067795 1.296215 20040601
12415 0.579608 0.790869 20040601
12416 1.030652 1.272065 20040601
12417 0.920015 1.248585 20040601
12418 0.623580 0.942769 20040601
12419 1.048798 1.277817 20040601
12420 0.326032 0.359147 20040601
12421 -0.018767 0.388553 20040601
12422 0.458600 0.751975 20040601
12423 0.989324 1.305814 20040601
12424 0.934779 1.309954 20040601
12425 0.201352 0.303564 20040601
12426 1.147228 1.294152 20040601
12427 1.078238 1.415184 20040601
12428 0.000002 0.024343 20040601
12429 1.244003 1.519579 20040601
12430 1.345773 1.579210 20040601
12431 0.469864 0.720791 20040601
12432 0.503138 0.798343 20040601
12433 0.940786 1.141802 20040601
12434 0.435812 0.744086 20040601
12435 0.755367 1.086385 20040601
12436 1.008267 1.359281 20040601
12437 1.487135 1.594324 20040601
[12438 rows x 92 columns],
'20040602': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.121 0.000 0.0
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... ... ... ... ...
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12435 USAZZP1 0.640 0.000 0.0
12436 USAZZR1 -0.222 0.000 0.0
12437 USAZZX1 2.824 0.000 0.0
12438 USAZZY1 0.410 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.122 0.000 ... NaN NaN
2 -2.471 0.000 ... NaN 1600.0
3 -2.281 0.000 ... NaN NaN
4 -2.403 0.000 ... NaN 1056.0
5 -2.000 0.000 ... NaN 14.0
6 -2.161 0.000 ... NaN NaN
7 -2.011 0.000 ... NaN NaN
8 -1.273 0.000 ... NaN NaN
9 -1.993 0.865 ... NaN 2300.0
10 -1.668 0.000 ... NaN NaN
11 -1.038 0.000 ... NaN NaN
12 -1.881 0.000 ... NaN NaN
13 -1.569 0.000 ... NaN NaN
14 -2.122 0.000 ... NaN NaN
15 -2.128 0.000 ... NaN NaN
16 -1.336 0.000 ... NaN 1595.0
17 -1.831 0.000 ... NaN 7305.0
18 -1.284 0.000 ... NaN NaN
19 -2.070 0.000 ... NaN NaN
20 -1.232 0.000 ... NaN NaN
21 -2.393 1.000 ... NaN NaN
22 -1.129 0.000 ... NaN NaN
23 -2.067 0.000 ... NaN 1000.0
24 -1.687 0.000 ... NaN NaN
25 -1.850 0.000 ... NaN NaN
26 -2.122 0.000 ... NaN NaN
27 -1.724 0.000 ... NaN 50.0
28 -1.263 0.000 ... NaN 1605.0
29 -2.229 0.000 ... NaN 1650.0
... ... ... ... ... ...
12409 -2.122 0.000 ... NaN NaN
12410 -0.509 0.000 ... NaN 100.0
12411 -0.709 0.000 ... NaN NaN
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12413 -0.341 0.000 ... NaN 59863.0
12414 -0.564 0.000 ... NaN NaN
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12416 -0.883 0.000 ... NaN NaN
12417 0.055 0.000 ... NaN 44315.0
12418 -0.158 0.000 ... NaN NaN
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12420 0.118 0.000 ... NaN 21100.0
12421 -1.431 0.000 ... NaN 700.0
12422 -2.158 0.000 ... NaN 106606.0
12423 -1.142 0.000 ... NaN NaN
12424 -0.056 0.000 ... NaN 11280.0
12425 -0.216 0.000 ... NaN 231700.0
12426 -1.690 1.000 ... NaN 35300.0
12427 0.330 0.000 ... NaN NaN
12428 0.177 0.000 ... NaN NaN
12429 -2.122 0.000 ... NaN NaN
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12431 0.747 0.000 ... NaN 14063.0
12432 -1.126 1.000 ... NaN 520.0
12433 -1.066 0.000 ... NaN 0.0
12434 -0.099 0.000 ... NaN NaN
12435 -1.187 1.000 ... NaN NaN
12436 -0.509 0.000 ... NaN NaN
12437 0.013 0.000 ... NaN 59500.0
12438 1.034 0.000 ... NaN 139100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.199181e+10 0.162390 14.653691 10.164229
1 NaN 5.872759e+09 0.000000 17.580841 12.786480
2 NaN 6.441014e+10 2.523659 27.306393 24.455778
3 NaN 2.893279e+10 2.225519 24.238497 22.160978
4 NaN 4.853715e+10 2.555556 24.349167 20.987405
5 NaN 1.926969e+11 0.409277 18.960635 16.327880
6 NaN 1.287094e+10 5.729795 19.868368 13.618348
7 NaN 7.063415e+10 0.000000 21.327044 15.789641
8 NaN 1.786152e+10 0.488301 31.402411 24.503976
9 NaN 4.367161e+10 1.651962 16.896885 13.655204
10 NaN 3.203200e+10 0.000000 38.948413 31.438693
11 NaN 2.595607e+10 1.260410 20.944515 16.735836
12 NaN 6.511735e+09 2.506775 14.080185 10.122101
13 NaN 2.116213e+10 1.263253 25.533992 23.181496
14 NaN 1.288671e+10 1.192369 14.263721 9.847771
15 NaN 3.745819e+10 1.746725 23.965281 20.779397
16 NaN 3.745819e+10 1.746725 27.690650 24.700761
17 NaN 2.968935e+10 0.177226 19.140604 17.082806
18 NaN 2.609160e+10 1.964167 29.077684 26.105183
19 NaN 9.774187e+10 3.230088 25.617254 20.821310
20 NaN 1.536749e+11 0.000000 30.933835 26.936489
21 NaN 1.270070e+11 1.947420 19.466724 16.316175
22 NaN 1.667326e+10 0.000000 33.263329 30.598143
23 NaN 9.133040e+10 0.000000 20.699765 17.644194
24 NaN 4.323098e+10 3.240741 23.927920 20.815551
25 NaN 2.711752e+10 0.000000 17.593567 14.221840
26 NaN 7.331520e+09 1.909855 11.606827 7.934277
27 NaN 7.331520e+09 1.909855 32.392646 30.191113
28 NaN 6.547680e+10 3.072378 23.904791 21.105627
29 NaN 3.278987e+11 2.570694 20.726861 17.637579
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 20.140127 14.551824
12410 291.20 8.418750e+06 0.000000 75.314422 72.854416
12411 NaN 2.454980e+06 0.000000 71.051047 68.059008
12412 389.32 7.356000e+05 0.000000 89.830957 86.010923
12413 7889.86 4.117680e+06 0.000000 80.087454 77.040749
12414 NaN 3.427980e+07 NaN 73.700858 70.988076
12415 34.52 6.832300e+05 NaN 70.972127 67.285993
12416 NaN 1.210720e+06 NaN 66.131686 63.290957
12417 214986.16 2.504440e+07 0.000000 111.752811 109.189088
12418 NaN 5.030700e+01 0.000000 34.831890 26.086942
12419 22194.94 1.825950e+07 0.000000 127.789544 126.471357
12420 3599.34 1.780572e+07 0.000000 160.098080 158.377414
12421 27645.67 6.230400e+07 1.333333 39.332640 34.530848
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12423 NaN 2.224200e+05 0.000000 75.173190 72.283206
12424 1264.69 3.336600e+06 0.000000 129.193954 126.958261
12425 2699.25 7.753980e+06 0.000000 86.196763 83.042887
12426 2251412.67 3.032059e+10 4.850000 20.802199 17.938517
12427 NaN 1.591600e+03 0.000000 61.136569 53.970139
12428 NaN 1.521940e+06 0.000000 83.138418 79.492520
12429 NaN 1.251480e+06 NaN 26.023963 19.278160
12430 206761.33 3.492918e+06 NaN 83.230196 79.461604
12431 24104.00 3.646110e+07 NaN 102.765213 99.202766
12432 328.73 4.347500e+05 0.000000 92.358113 90.453803
12433 NaN 7.833073e+06 0.000000 81.893336 77.755062
12434 NaN 4.066000e+07 0.000000 59.627136 56.029809
12435 NaN 2.558040e+06 NaN 74.428989 72.114829
12436 NaN 3.367200e+05 NaN 47.349604 42.927201
12437 1606.15 1.015930e+06 0.000000 154.756607 152.727629
12438 5619638.76 9.131526e+08 0.543478 43.078677 32.502344
HistBeta PredBeta DataDate
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1 0.000000 0.033669 20040602
2 -0.192413 0.050248 20040602
3 -0.074166 0.256215 20040602
4 -0.131368 0.152976 20040602
5 0.057064 0.298550 20040602
6 -0.018260 -0.010719 20040602
7 0.051992 0.102741 20040602
8 0.397510 0.770723 20040602
9 0.060597 0.115363 20040602
10 0.212697 0.585864 20040602
11 0.507307 0.864063 20040602
12 0.112709 0.384398 20040602
13 0.258856 0.405302 20040602
14 0.000000 0.030682 20040602
15 -0.002683 0.225002 20040602
16 0.368044 0.545251 20040602
17 0.136297 0.270712 20040602
18 0.392497 0.708404 20040602
19 0.024360 0.168579 20040602
20 0.416613 0.593568 20040602
21 -0.126787 0.026828 20040602
22 0.464828 0.696311 20040602
23 0.025856 0.289646 20040602
24 0.203544 0.518447 20040602
25 0.127161 0.347271 20040602
26 -0.000112 0.171542 20040602
27 0.186472 0.568941 20040602
28 0.402372 0.551339 20040602
29 -0.049815 0.252925 20040602
... ... ... ...
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12410 0.755047 0.981152 20040602
12411 0.661346 1.058242 20040602
12412 1.279973 1.459408 20040602
12413 0.833654 1.050691 20040602
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12415 1.067366 1.277563 20040602
12416 0.580095 0.850373 20040602
12417 1.019042 1.325259 20040602
12418 0.919158 1.244478 20040602
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12434 0.947061 1.126061 20040602
12435 0.437558 0.752653 20040602
12436 0.754966 1.079230 20040602
12437 0.999382 1.387818 20040602
12438 1.477084 1.610179 20040602
[12439 rows x 92 columns],
'20040603': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.008 0.000 0.0
2 USA0031 0.476 0.000 0.0
3 USA0062 0.252 0.432 0.0
4 USA00E2 0.454 0.000 0.0
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15 USA0131 0.330 1.000 0.0
16 USA0161 -1.095 1.000 0.0
17 USA01I1 0.173 0.000 0.0
18 USA01J2 0.264 0.000 0.0
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20 USA01P1 0.134 0.000 0.0
21 USA01Q1 0.521 0.000 0.0
22 USA0202 -0.230 0.000 0.0
23 USA0231 0.400 0.000 0.0
24 USA0281 -0.366 0.000 0.0
25 USA0291 0.115 0.000 0.0
26 USA02A1 0.315 0.000 0.0
27 USA02B1 -0.688 0.000 0.0
28 USA02H1 0.107 0.000 0.0
29 USA02P1 0.575 0.144 0.0
... ... ... ... ...
12409 USAZY41 0.121 0.000 0.0
12410 USAZY51 -1.171 0.000 0.0
12411 USAZY61 -0.545 0.000 0.0
12412 USAZY71 2.817 0.000 0.0
12413 USAZYI1 -1.222 0.000 0.0
12414 USAZYJ1 -2.757 0.000 0.0
12415 USAZYK1 -1.477 0.000 0.0
12416 USAZYM1 -2.757 0.000 0.0
12417 USAZYR1 -2.517 0.000 0.0
12418 USAZYS1 -1.240 0.000 0.0
12419 USAZYT1 0.940 0.000 0.0
12420 USAZYV1 2.817 0.000 0.0
12421 USAZYX1 -0.457 0.000 0.0
12422 USAZZ41 1.552 0.000 0.0
12423 USAZZ51 -0.725 0.000 0.0
12424 USAZZ61 -1.185 0.000 0.0
12425 USAZZ71 -2.757 0.000 0.0
12426 USAZZ81 0.165 0.000 0.0
12427 USAZZ91 -1.805 0.000 0.0
12428 USAZZA1 -1.338 0.000 0.0
12429 USAZZB1 0.015 0.000 0.0
12430 USAZZD1 -2.757 0.000 0.0
12431 USAZZF1 -2.062 0.000 0.0
12432 USAZZI1 -0.934 0.000 0.0
12433 USAZZJ1 2.466 0.000 0.0
12434 USAZZL1 -1.417 0.000 0.0
12435 USAZZP1 -0.772 0.000 0.0
12436 USAZZR1 -0.977 0.000 0.0
12437 USAZZX1 -1.060 0.000 0.0
12438 USAZZY1 -0.916 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.097 0.000 ... NaN NaN
1 -2.096 0.000 ... NaN NaN
2 -2.455 0.000 ... NaN 1600.0
3 -2.248 0.000 ... NaN NaN
4 -2.369 0.000 ... NaN 1056.0
5 -1.972 0.000 ... NaN 14.0
6 -2.133 0.000 ... NaN NaN
7 -1.989 0.000 ... NaN NaN
8 -1.262 0.000 ... NaN NaN
9 -1.969 0.865 ... NaN 2300.0
10 -1.654 0.000 ... NaN NaN
11 -1.019 0.000 ... NaN NaN
12 -1.860 0.000 ... NaN NaN
13 -1.543 0.000 ... NaN NaN
14 -2.096 0.000 ... NaN NaN
15 -2.096 0.000 ... NaN NaN
16 -1.383 0.000 ... NaN 910.0
17 -1.804 0.000 ... NaN 7305.0
18 -1.274 0.000 ... NaN NaN
19 -2.040 0.000 ... NaN NaN
20 -1.225 0.000 ... NaN NaN
21 -2.358 1.000 ... NaN NaN
22 -1.112 0.000 ... NaN NaN
23 -2.041 0.000 ... NaN 1000.0
24 -1.673 0.000 ... NaN NaN
25 -1.829 0.000 ... NaN NaN
26 -2.096 0.000 ... NaN NaN
27 -1.726 0.000 ... NaN 40.0
28 -1.251 0.000 ... NaN 1605.0
29 -2.200 0.000 ... NaN 1650.0
... ... ... ... ... ...
12409 -2.096 0.000 ... NaN NaN
12410 -0.499 0.000 ... NaN NaN
12411 -0.701 0.000 ... NaN NaN
12412 0.762 0.000 ... NaN 425.0
12413 -0.384 0.000 ... NaN NaN
12414 -0.610 0.000 ... NaN 1500.0
12415 0.161 0.000 ... NaN NaN
12416 -1.132 0.000 ... NaN 4000.0
12417 0.025 0.000 ... NaN 200567.0
12418 -0.160 0.000 ... NaN NaN
12419 -0.719 0.000 ... NaN 63660.0
12420 0.299 0.000 ... NaN 165700.0
12421 -1.404 0.000 ... NaN 600.0
12422 -2.079 0.000 ... NaN 22500.0
12423 -1.125 0.000 ... NaN NaN
12424 -0.053 0.000 ... NaN 1921000.0
12425 -0.601 0.000 ... NaN 20000.0
12426 -1.663 1.000 ... NaN 46400.0
12427 0.320 0.000 ... NaN NaN
12428 0.185 0.000 ... NaN NaN
12429 -2.096 0.000 ... NaN NaN
12430 0.492 0.000 ... NaN 5895368.0
12431 0.747 0.000 ... NaN 22343.0
12432 -1.126 1.000 ... NaN NaN
12433 -0.946 0.000 ... NaN 0.0
12434 -0.099 0.000 ... NaN NaN
12435 -1.196 1.000 ... NaN NaN
12436 -0.499 0.000 ... NaN NaN
12437 -0.023 0.000 ... NaN 1476275.0
12438 1.011 0.000 ... NaN 63100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.161198e+10 0.162390 14.280973 9.880113
1 NaN 5.696702e+09 0.000000 17.112310 12.412591
2 NaN 6.433198e+10 2.523659 26.460757 23.648570
3 NaN 2.854633e+10 2.225519 23.442642 21.418084
4 NaN 4.797726e+10 2.555556 23.607041 20.316195
5 NaN 1.916272e+11 0.409277 18.422501 15.770775
6 NaN 1.283126e+10 5.729795 19.261918 13.188458
7 NaN 7.054455e+10 0.000000 20.662927 15.296858
8 NaN 1.745997e+10 0.488301 30.885306 23.937354
9 NaN 4.371214e+10 1.651962 16.386901 13.231189
10 NaN 3.124171e+10 0.000000 37.814023 30.421952
11 NaN 2.619203e+10 1.260410 20.777307 16.276142
12 NaN 6.549292e+09 2.506775 13.723039 9.816807
13 NaN 2.097381e+10 1.263253 24.937167 22.477435
14 NaN 1.286900e+10 1.192369 13.827280 9.564523
15 NaN 3.693738e+10 1.746725 23.225253 20.103530
16 NaN 3.693738e+10 1.746725 27.040849 24.078212
17 NaN 2.961540e+10 0.177226 18.615443 16.539961
18 NaN 2.565799e+10 1.964167 28.362991 25.249221
19 NaN 9.728188e+10 3.230088 24.842131 20.163656
20 NaN 1.534000e+11 0.000000 30.093115 26.067814
21 NaN 1.265913e+11 1.947420 18.820220 15.826176
22 NaN 1.616107e+10 0.000000 32.396663 29.629318
23 NaN 9.007579e+10 0.000000 20.157777 17.086477
24 NaN 4.251113e+10 3.240741 23.411547 20.213174
25 NaN 2.653798e+10 0.000000 17.140276 13.785341
26 NaN 7.248402e+09 1.909855 11.273538 7.696934
27 NaN 7.248402e+09 1.909855 31.520718 29.328436
28 NaN 6.547680e+10 3.072378 23.308692 20.370010
29 NaN 3.268444e+11 2.570694 20.190140 17.071395
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 19.621853 14.162084
12410 NaN 8.418750e+06 0.000000 75.059147 72.674177
12411 NaN 2.454980e+06 0.000000 69.135599 66.016420
12412 387.33 3.678000e+05 0.000000 91.635341 87.765772
12413 NaN 4.581000e+06 0.000000 78.212715 75.167456
12414 596.90 3.644484e+07 NaN 72.451221 69.599004
12415 NaN 6.832300e+05 NaN 69.640654 65.770679
12416 418.19 1.816080e+06 NaN 63.703660 60.943027
12417 202916.05 2.541270e+07 0.000000 108.601109 105.980026
12418 NaN 5.030700e+01 0.000000 34.636018 25.608553
12419 22725.41 1.776600e+07 0.000000 124.039770 122.685604
12420 4185.93 1.335429e+07 0.000000 157.004108 155.034716
12421 25182.81 6.230400e+07 1.333333 38.075339 33.444822
12422 24751.51 4.298976e+06 NaN 68.569496 66.674854
12423 NaN 2.224200e+05 0.000000 72.900779 70.226194
12424 1774.95 3.336600e+06 0.000000 125.398616 123.173243
12425 2507.77 1.192920e+07 0.000000 83.698430 80.974240
12426 2180425.76 3.046751e+10 4.850000 20.235512 17.388718
12427 NaN 1.591600e+03 0.000000 59.990290 52.736738
12428 NaN 1.521940e+06 0.000000 81.596734 77.799294
12429 NaN 1.251480e+06 NaN 25.341089 18.732056
12430 196904.07 3.881020e+06 NaN 81.494265 77.764568
12431 25185.04 3.646110e+07 NaN 100.403726 96.697231
12432 NaN 4.347500e+05 0.000000 90.218319 88.344276
12433 NaN 7.477734e+06 0.000000 79.706764 75.471344
12434 NaN 4.066000e+07 0.000000 58.116228 54.415742
12435 NaN 2.558040e+06 NaN 72.258331 69.901287
12436 NaN 3.367200e+05 NaN 46.403233 41.810194
12437 2088.09 1.015930e+06 0.000000 150.178026 148.161864
12438 5401615.62 9.112998e+08 0.543478 42.389338 31.515327
HistBeta PredBeta DataDate
0 -0.000314 0.138200 20040603
1 0.000009 0.036444 20040603
2 -0.190993 0.056498 20040603
3 -0.071678 0.291784 20040603
4 -0.128963 0.169131 20040603
5 0.058814 0.309764 20040603
6 -0.017367 -0.006339 20040603
7 0.050713 0.109166 20040603
8 0.394513 0.747390 20040603
9 0.060045 0.117047 20040603
10 0.209198 0.574674 20040603
11 0.509386 0.862182 20040603
12 0.111947 0.381084 20040603
13 0.261458 0.399333 20040603
14 0.000009 0.039265 20040603
15 -0.000051 0.224974 20040603
16 0.337214 0.495665 20040603
17 0.138404 0.275228 20040603
18 0.388713 0.705847 20040603
19 0.026449 0.173123 20040603
20 0.412138 0.591319 20040603
21 -0.123930 0.031403 20040603
22 0.465335 0.687385 20040603
23 0.026394 0.298355 20040603
24 0.199976 0.511970 20040603
25 0.126585 0.355975 20040603
26 0.000081 0.178952 20040603
27 0.175246 0.525978 20040603
28 0.399671 0.553356 20040603
29 -0.049068 0.264735 20040603
... ... ... ...
12409 0.000009 0.026891 20040603
12410 0.755243 0.932522 20040603
12411 0.659669 1.051789 20040603
12412 1.351706 1.517987 20040603
12413 0.809599 1.041827 20040603
12414 0.702901 0.981769 20040603
12415 1.067277 1.256020 20040603
12416 0.455917 0.692521 20040603
12417 1.002957 1.269448 20040603
12418 0.915875 1.226979 20040603
12419 0.651199 0.938523 20040603
12420 1.132719 1.399175 20040603
12421 0.327185 0.386499 20040603
12422 0.007981 0.446576 20040603
12423 0.459325 0.742054 20040603
12424 0.966176 1.259018 20040603
12425 0.707084 1.053612 20040603
12426 0.204988 0.325717 20040603
12427 1.142861 1.262800 20040603
12428 1.078825 1.384484 20040603
12429 0.000009 0.043629 20040603
12430 1.224153 1.452357 20040603
12431 1.344463 1.481604 20040603
12432 0.459016 0.729358 20040603
12433 0.544103 0.908142 20040603
12434 0.944504 1.126105 20040603
12435 0.425831 0.732016 20040603
12436 0.755275 1.070884 20040603
12437 0.980487 1.310093 20040603
12438 1.469603 1.587140 20040603
[12439 rows x 92 columns],
'20040604': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.170 0.000 0.0
1 USA0011 0.052 0.000 0.0
2 USA0031 -0.171 0.000 0.0
3 USA0062 -0.062 0.432 0.0
4 USA00E2 -0.134 0.000 0.0
5 USA00F1 -0.342 0.000 0.0
6 USA00G2 -0.140 0.000 0.0
7 USA00H1 -0.462 0.000 0.0
8 USA00I1 0.832 0.000 0.0
9 USA00J1 -0.196 0.000 0.0
10 USA00K1 0.627 0.000 0.0
11 USA00P1 0.249 0.000 0.0
12 USA00R1 -0.250 0.000 0.0
13 USA00S1 -0.590 0.000 0.0
14 USA00V1 -0.393 0.000 0.0
15 USA0131 0.024 1.000 0.0
16 USA0161 1.154 1.000 0.0
17 USA01I1 -0.123 0.000 0.0
18 USA01J2 -0.302 0.000 0.0
19 USA01L1 -1.004 0.000 0.0
20 USA01P1 0.216 0.000 0.0
21 USA01Q1 -0.237 0.000 0.0
22 USA0202 0.291 0.000 0.0
23 USA0231 -0.175 0.000 0.0
24 USA0281 0.561 0.000 0.0
25 USA0291 0.222 0.000 0.0
26 USA02A1 -0.243 0.000 0.0
27 USA02B1 0.320 0.000 0.0
28 USA02H1 0.122 0.000 0.0
29 USA02P1 -0.225 0.144 0.0
... ... ... ... ...
12410 USAZY41 -0.410 0.000 0.0
12411 USAZY51 2.793 0.000 0.0
12412 USAZY61 1.222 0.000 0.0
12413 USAZY71 -2.499 0.000 0.0
12414 USAZYI1 2.793 0.000 0.0
12415 USAZYJ1 0.788 0.000 0.0
12416 USAZYK1 0.554 0.000 0.0
12417 USAZYM1 2.409 0.000 0.0
12418 USAZYR1 0.579 0.000 0.0
12419 USAZYS1 0.820 0.000 0.0
12420 USAZYT1 0.164 0.000 0.0
12421 USAZYV1 2.793 0.000 0.0
12422 USAZYX1 2.247 0.000 0.0
12423 USAZZ41 0.428 0.000 0.0
12424 USAZZ51 0.356 0.000 0.0
12425 USAZZ61 2.793 0.000 0.0
12426 USAZZ71 2.793 0.000 0.0
12427 USAZZ81 -0.535 0.000 0.0
12428 USAZZ91 0.413 0.000 0.0
12429 USAZZA1 0.940 0.000 0.0
12430 USAZZB1 0.036 0.000 0.0
12431 USAZZD1 2.793 0.000 0.0
12432 USAZZF1 1.071 0.000 0.0
12433 USAZZI1 0.430 0.000 0.0
12434 USAZZJ1 -0.633 0.000 0.0
12435 USAZZL1 0.286 0.000 0.0
12436 USAZZP1 0.531 0.000 0.0
12437 USAZZR1 0.499 0.000 0.0
12438 USAZZX1 -2.633 0.000 0.0
12439 USAZZY1 2.116 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
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12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.092 0.000 ... NaN NaN
1 -2.092 0.000 ... NaN NaN
2 -2.459 0.000 ... NaN 1600.0
3 -2.243 0.000 ... NaN NaN
4 -2.363 0.000 ... NaN 1056.0
5 -1.978 0.000 ... NaN 14.0
6 -2.129 0.000 ... NaN NaN
7 -1.985 0.000 ... NaN NaN
8 -1.266 0.000 ... NaN NaN
9 -1.966 0.865 ... NaN 2300.0
10 -1.652 0.000 ... NaN NaN
11 -1.019 0.000 ... NaN NaN
12 -1.852 0.000 ... NaN NaN
13 -1.551 0.000 ... NaN NaN
14 -2.092 0.000 ... NaN NaN
15 -2.094 0.000 ... NaN NaN
16 -1.402 0.000 ... NaN 1300.0
17 -1.804 0.000 ... NaN 7305.0
18 -1.278 0.000 ... NaN NaN
19 -2.039 0.000 ... NaN NaN
20 -1.227 0.000 ... NaN NaN
21 -2.360 1.000 ... NaN NaN
22 -1.119 0.000 ... NaN NaN
23 -2.036 0.000 ... NaN 1000.0
24 -1.672 0.000 ... NaN NaN
25 -1.838 0.000 ... NaN NaN
26 -2.092 0.000 ... NaN NaN
27 -1.725 0.000 ... NaN NaN
28 -1.266 0.000 ... NaN 1605.0
29 -2.195 0.000 ... NaN 1650.0
... ... ... ... ... ...
12410 -2.092 0.000 ... NaN NaN
12411 -0.581 0.000 ... NaN 2310.0
12412 -0.699 0.000 ... NaN NaN
12413 0.824 0.000 ... NaN 10000.0
12414 -0.466 0.000 ... NaN 48000.0
12415 -0.600 0.000 ... NaN NaN
12416 0.155 0.000 ... NaN 5500.0
12417 -1.188 0.000 ... NaN 3000.0
12418 0.016 0.000 ... NaN 206262.0
12419 -0.162 0.000 ... NaN NaN
12420 -0.729 0.000 ... NaN 27915.0
12421 0.246 0.000 ... NaN 16170.0
12422 -1.481 0.000 ... NaN 5700.0
12423 -2.086 0.000 ... NaN 147800.0
12424 -1.125 0.000 ... NaN NaN
12425 -0.158 0.000 ... NaN 2000.0
12426 -0.655 0.000 ... NaN 25000.0
12427 -1.648 1.000 ... NaN 16700.0
12428 0.317 0.000 ... NaN NaN
12429 0.180 0.000 ... NaN NaN
12430 -2.092 0.000 ... NaN NaN
12431 0.476 0.000 ... NaN 14071530.0
12432 0.738 0.000 ... NaN 9391.0
12433 -1.124 1.000 ... NaN NaN
12434 -0.946 0.000 ... NaN 0.0
12435 -0.105 0.000 ... NaN NaN
12436 -1.195 1.000 ... NaN NaN
12437 -0.502 0.000 ... NaN NaN
12438 0.087 0.000 ... NaN 82275.0
12439 0.940 0.000 ... NaN 37500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.217173e+10 0.162390 13.891228 9.596635
1 NaN 5.828745e+09 0.000000 16.668495 12.082409
2 NaN 6.525435e+10 2.523659 25.725709 22.929720
3 NaN 2.897573e+10 2.225519 22.790916 20.761677
4 NaN 4.829720e+10 2.555556 22.986245 19.719840
5 NaN 1.933230e+11 0.409277 17.847275 15.275626
6 NaN 1.305345e+10 5.729795 18.778511 12.805202
7 NaN 7.095417e+10 0.000000 20.163530 14.862768
8 NaN 1.771651e+10 0.488301 30.324573 23.291004
9 NaN 4.384185e+10 1.651962 15.910778 12.825241
10 NaN 3.154438e+10 0.000000 36.937537 29.543622
11 NaN 2.620383e+10 1.260410 20.330728 15.821334
12 NaN 6.585744e+09 2.506775 13.564045 9.549226
13 NaN 2.110092e+10 1.263253 24.251790 21.824528
14 NaN 1.275005e+10 1.192369 13.497644 9.321611
15 NaN 3.757838e+10 1.746725 22.600240 19.506406
16 NaN 3.757838e+10 1.746725 26.420946 23.488308
17 NaN 2.974590e+10 0.177226 18.034419 16.058186
18 NaN 2.577749e+10 1.964167 27.561642 24.483380
19 NaN 9.649028e+10 3.230088 24.327675 19.641492
20 NaN 1.564240e+11 0.000000 29.298289 25.301290
21 NaN 1.278139e+11 1.947420 18.307454 15.337509
22 NaN 1.657891e+10 0.000000 31.485989 28.745173
23 NaN 8.961491e+10 0.000000 19.617488 16.594271
24 NaN 4.281107e+10 3.240741 22.883904 19.656240
25 NaN 2.752802e+10 0.000000 16.775878 13.441058
26 NaN 7.268465e+09 1.909855 10.996811 7.492663
27 NaN 7.268465e+09 1.909855 30.615296 28.499039
28 NaN 6.597335e+10 3.072378 22.683476 19.770421
29 NaN 3.292693e+11 2.570694 19.735622 16.620593
... ... ... ... ... ...
12410 NaN 5.056250e+06 NaN 19.168110 13.768057
12411 408.80 7.543200e+06 0.000000 73.637496 71.225651
12412 NaN 2.454980e+06 0.000000 67.972705 64.730948
12413 388.47 7.356000e+05 0.000000 87.948234 83.804743
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12416 36.81 6.832300e+05 NaN 67.851931 64.001775
12417 433.19 1.664740e+06 NaN 63.652753 61.198881
12418 197956.03 2.541270e+07 0.000000 105.658956 103.104306
12419 NaN 5.030700e+01 0.000000 33.839349 24.934306
12420 21981.89 1.776600e+07 0.000000 120.746800 119.417968
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12422 27704.76 5.996760e+07 1.333333 37.997707 33.327925
12423 22389.23 4.266408e+06 NaN 67.077556 65.159703
12424 NaN 2.224200e+05 0.000000 70.716846 68.066668
12425 1752.29 2.780500e+06 0.000000 123.736495 121.505663
12426 2712.32 1.073628e+07 0.000000 83.465428 81.000628
12427 2094651.57 3.057911e+10 4.850000 19.852767 17.043617
12428 NaN 1.591600e+03 0.000000 58.467119 51.237013
12429 NaN 1.521940e+06 0.000000 79.734301 75.995382
12430 NaN 1.251480e+06 NaN 24.740549 18.241051
12431 181867.04 3.492918e+06 NaN 80.907348 77.227986
12432 25590.19 3.646110e+07 NaN 97.772191 94.027103
12433 NaN 4.347500e+05 0.000000 86.521363 84.656805
12434 NaN 7.508063e+06 0.000000 77.389957 73.360620
12435 NaN 4.066000e+07 0.000000 56.552775 52.868740
12436 NaN 2.558040e+06 NaN 68.351331 65.808248
12437 NaN 3.367200e+05 NaN 45.189464 40.627569
12438 1499.21 1.320709e+06 0.000000 148.686682 146.641834
12439 5318414.29 8.930800e+08 0.543478 41.930528 31.024788
HistBeta PredBeta DataDate
0 -0.000331 0.127537 20040604
1 0.000005 0.039589 20040604
2 -0.189492 0.046393 20040604
3 -0.071949 0.288895 20040604
4 -0.128710 0.165621 20040604
5 0.053913 0.302268 20040604
6 -0.017589 -0.005682 20040604
7 0.050836 0.099405 20040604
8 0.391953 0.769553 20040604
9 0.059629 0.110480 20040604
10 0.208554 0.596124 20040604
11 0.509329 0.870054 20040604
12 0.113656 0.378352 20040604
13 0.256626 0.397081 20040604
14 0.000005 0.025770 20040604
15 -0.001220 0.220900 20040604
16 0.327513 0.522576 20040604
17 0.136638 0.301012 20040604
18 0.386412 0.694486 20040604
19 0.025038 0.149606 20040604
20 0.410403 0.596017 20040604
21 -0.127409 0.016195 20040604
22 0.462002 0.690170 20040604
23 0.026313 0.297963 20040604
24 0.199479 0.526128 20040604
25 0.120518 0.352291 20040604
26 -0.000012 0.172873 20040604
27 0.173921 0.532184 20040604
28 0.392123 0.548423 20040604
29 -0.048766 0.254196 20040604
... ... ... ...
12410 0.000005 0.019252 20040604
12411 0.717113 0.971430 20040604
12412 0.660997 1.104300 20040604
12413 1.384160 1.557903 20040604
12414 0.771963 1.086042 20040604
12415 0.707928 1.055875 20040604
12416 1.066642 1.295936 20040604
12417 0.428881 0.660914 20040604
12418 1.000479 1.291294 20040604
12419 0.916017 1.254583 20040604
12420 0.646794 0.921605 20040604
12421 1.109859 1.395435 20040604
12422 0.289877 0.422710 20040604
12423 0.002629 0.434478 20040604
12424 0.458897 0.765786 20040604
12425 0.917730 1.292318 20040604
12426 0.681863 1.037956 20040604
12427 0.210452 0.317687 20040604
12428 1.143541 1.286889 20040604
12429 1.078508 1.406969 20040604
12430 0.000005 0.050181 20040604
12431 1.219103 1.508641 20040604
12432 1.343060 1.541747 20040604
12433 0.459526 0.734466 20040604
12434 0.543908 0.873419 20040604
12435 0.942909 1.142868 20040604
12436 0.425614 0.768880 20040604
12437 0.754613 1.087375 20040604
12438 1.034388 1.331837 20040604
12439 1.438920 1.617042 20040604
[12440 rows x 92 columns],
'20040607': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 -0.836 0.000 0.0
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29 USA02P1 -2.793 0.144 0.0
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12437 USAZZR1 -0.077 0.000 0.0
12438 USAZZX1 1.959 0.000 0.0
12439 USAZZY1 1.381 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.116 0.000 ... NaN NaN
2 -2.475 0.000 ... NaN 1600.0
3 -2.262 0.000 ... NaN NaN
4 -2.442 0.000 ... NaN 3626.0
5 -1.642 0.000 ... NaN 3750.0
6 -2.154 0.000 ... NaN NaN
7 -2.007 0.000 ... NaN NaN
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9 -1.996 0.865 ... NaN 2300.0
10 -1.675 0.000 ... NaN NaN
11 -1.052 0.000 ... NaN NaN
12 -1.866 0.000 ... NaN NaN
13 -1.605 0.000 ... NaN NaN
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15 -2.125 0.000 ... NaN NaN
16 -1.262 0.000 ... NaN 3100.0
17 -1.840 0.000 ... NaN 7305.0
18 -1.329 0.000 ... NaN NaN
19 -2.072 0.000 ... NaN NaN
20 -1.275 0.000 ... NaN NaN
21 -2.048 1.000 ... NaN 53500.0
22 -1.168 0.000 ... NaN NaN
23 -2.060 0.000 ... NaN 1000.0
24 -1.452 0.000 ... NaN 1725.0
25 -1.871 0.000 ... NaN NaN
26 -2.117 0.000 ... NaN NaN
27 -1.742 0.000 ... NaN NaN
28 -1.294 0.000 ... NaN 1605.0
29 -1.825 0.000 ... NaN 3160.0
... ... ... ... ... ...
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12417 -1.442 0.000 ... NaN 23150.0
12418 -0.006 0.000 ... NaN 88250.0
12419 -0.191 0.000 ... NaN NaN
12420 -0.387 0.000 ... NaN 32000.0
12421 0.352 0.000 ... NaN 10000.0
12422 -1.543 0.000 ... NaN 100.0
12423 -2.103 0.000 ... NaN 78700.0
12424 -1.138 0.000 ... NaN NaN
12425 -0.166 0.000 ... NaN 296794.0
12426 -0.673 0.000 ... NaN NaN
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12430 -2.116 0.000 ... NaN NaN
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12432 0.688 0.000 ... NaN 20960.0
12433 -1.156 1.000 ... NaN NaN
12434 -0.921 0.000 ... NaN 0.0
12435 -0.242 0.000 ... NaN 2500.0
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12437 -0.521 0.000 ... NaN NaN
12438 -0.029 0.000 ... NaN 21000.0
12439 0.908 0.000 ... NaN 68800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.985939e+09 0.000000 16.447862 11.926682
2 NaN 6.614547e+10 2.523659 25.338147 22.689784
3 NaN 2.979158e+10 2.225519 22.512502 20.586546
4 NaN 4.852382e+10 2.555556 22.829302 19.486318
5 NaN 1.951493e+11 0.409277 20.733425 18.348120
6 NaN 1.330737e+10 5.729795 18.712625 12.745424
7 NaN 7.129979e+10 0.000000 20.333352 14.873237
8 NaN 1.853820e+10 0.488301 36.491939 29.779526
9 NaN 4.357432e+10 1.651962 15.759097 12.625848
10 NaN 3.265415e+10 0.000000 36.443690 29.309717
11 NaN 2.654008e+10 1.260410 19.646765 15.694763
12 NaN 6.632138e+09 2.506775 13.396107 9.490862
13 NaN 2.146814e+10 1.263253 23.992268 21.647327
14 NaN 1.300819e+10 1.192369 13.521335 9.213266
15 NaN 3.856391e+10 1.746725 22.353956 19.261476
16 NaN 3.856391e+10 1.746725 26.483554 23.480565
17 NaN 2.995036e+10 0.177226 17.744344 15.825673
18 NaN 2.652862e+10 1.964167 27.122591 24.245573
19 NaN 9.858696e+10 3.230088 24.144673 19.407135
20 NaN 1.646026e+11 0.000000 28.992245 25.148892
21 NaN 1.288899e+11 1.947420 20.589488 17.840089
22 NaN 1.734720e+10 0.000000 31.005701 28.531838
23 NaN 9.028062e+10 0.000000 19.336682 16.370023
24 NaN 4.360090e+10 3.240741 23.697072 20.567296
25 NaN 2.786609e+10 0.000000 16.623564 13.277684
26 NaN 7.411771e+09 1.909855 10.946997 7.421729
27 NaN 7.411771e+09 1.909855 30.067980 28.074730
28 NaN 6.781352e+10 3.072378 22.394590 19.622467
29 NaN 3.340139e+11 2.570694 21.591567 18.621389
... ... ... ... ... ...
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12411 NaN 7.543200e+06 0.000000 70.205760 67.832861
12412 NaN 2.454980e+06 0.000000 68.264236 65.230052
12413 NaN 7.356000e+05 0.000000 89.614623 86.162723
12414 8896.84 3.054000e+06 0.000000 74.250881 71.781775
12415 NaN 3.644484e+07 NaN 69.501726 66.933586
12416 37.75 6.832300e+05 NaN 66.916361 63.413278
12417 553.03 1.362060e+06 NaN 60.585765 58.305125
12418 150252.74 2.578100e+07 0.000000 104.027995 101.690318
12419 NaN 5.030700e+01 0.000000 32.804525 24.521537
12420 21221.08 2.122050e+07 0.000000 121.038208 119.599914
12421 4150.67 1.335429e+07 0.000000 151.895057 149.979431
12422 28412.75 5.996760e+07 1.333333 37.270121 32.940898
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12424 NaN 2.224200e+05 0.000000 69.435523 66.869722
12425 1478.92 2.780500e+06 0.000000 121.871798 119.905913
12426 NaN 1.073628e+07 0.000000 81.315939 78.902267
12427 2133278.90 3.054179e+10 4.850000 20.115797 17.360610
12428 NaN 1.591600e+03 0.000000 57.231166 50.278379
12429 NaN 1.521940e+06 0.000000 78.160976 74.753379
12430 NaN 1.251480e+06 NaN 24.475154 18.040839
12431 171110.35 3.492918e+06 NaN 77.830321 74.355400
12432 28659.89 3.646110e+07 NaN 95.770229 92.384388
12433 NaN 4.347500e+05 0.000000 85.180144 83.402639
12434 NaN 7.626129e+06 0.000000 76.228417 72.325263
12435 20132.56 3.937600e+07 0.000000 56.109084 52.636711
12436 NaN 2.558040e+06 NaN 68.694724 66.450739
12437 NaN 3.367200e+05 NaN 44.152739 39.897841
12438 1308.67 1.219116e+06 0.000000 146.950521 145.207940
12439 5269766.00 9.109910e+08 0.543478 40.991571 30.928224
HistBeta PredBeta DataDate
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1 -0.000009 0.047762 20040607
2 -0.179268 0.067610 20040607
3 -0.068739 0.281200 20040607
4 -0.153203 0.136612 20040607
5 0.223213 0.388706 20040607
6 -0.017732 0.004441 20040607
7 0.051681 0.061287 20040607
8 0.743304 1.034203 20040607
9 0.056799 0.111783 20040607
10 0.207398 0.605987 20040607
11 0.500617 0.846172 20040607
12 0.117858 0.385842 20040607
13 0.240444 0.420928 20040607
14 -0.000009 0.022713 20040607
15 -0.003919 0.221155 20040607
16 0.401816 0.535655 20040607
17 0.129825 0.281997 20040607
18 0.370297 0.687518 20040607
19 0.021022 0.162004 20040607
20 0.395900 0.586117 20040607
21 0.032056 0.111669 20040607
22 0.445941 0.687242 20040607
23 0.026392 0.293393 20040607
24 0.312303 0.545421 20040607
25 0.115571 0.326866 20040607
26 -0.000245 0.171170 20040607
27 0.176127 0.519380 20040607
28 0.386843 0.540933 20040607
29 0.137198 0.355377 20040607
... ... ... ...
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12412 0.665254 1.096917 20040607
12413 1.376976 1.492194 20040607
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12415 0.701821 1.019730 20040607
12416 1.061482 1.273224 20040607
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12418 0.992914 1.252043 20040607
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12437 0.750713 1.060913 20040607
12438 0.981970 1.246348 20040607
12439 1.422767 1.612022 20040607
[12440 rows x 92 columns],
'20040608': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.745 0.000 0.0
2 USA0031 -2.597 0.000 0.0
3 USA0062 0.362 0.432 0.0
4 USA00E2 0.087 0.000 0.0
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12 USA00R1 0.510 0.000 0.0
13 USA00S1 -0.925 0.000 0.0
14 USA00V1 0.353 0.000 0.0
15 USA0131 0.404 1.000 0.0
16 USA0161 -0.078 1.000 0.0
17 USA01I1 0.107 0.000 0.0
18 USA01J2 -1.785 0.000 0.0
19 USA01L1 -0.488 0.000 0.0
20 USA01P1 0.404 0.000 0.0
21 USA01Q1 1.114 0.000 0.0
22 USA0202 0.299 0.000 0.0
23 USA0231 0.363 0.000 0.0
24 USA0281 0.429 0.000 0.0
25 USA0291 0.224 0.000 0.0
26 USA02A1 0.379 0.000 0.0
27 USA02B1 0.775 0.000 0.0
28 USA02H1 -0.037 0.000 0.0
29 USA02P1 -0.033 0.144 0.0
... ... ... ... ...
12407 USAZY41 0.222 0.000 0.0
12408 USAZY51 0.004 0.000 0.0
12409 USAZY61 -0.353 0.000 0.0
12410 USAZY71 0.341 0.000 0.0
12411 USAZYI1 2.858 0.000 0.0
12412 USAZYJ1 -0.252 0.000 0.0
12413 USAZYK1 0.301 0.000 0.0
12414 USAZYM1 -2.874 0.000 0.0
12415 USAZYR1 -0.353 0.000 0.0
12416 USAZYS1 -0.284 0.000 0.0
12417 USAZYT1 2.849 0.000 0.0
12418 USAZYV1 -0.149 0.000 0.0
12419 USAZYX1 -0.032 0.000 0.0
12420 USAZZ41 2.858 0.000 0.0
12421 USAZZ51 -0.281 0.000 0.0
12422 USAZZ61 2.858 0.000 0.0
12423 USAZZ71 -2.877 0.000 0.0
12424 USAZZ81 -0.316 0.000 0.0
12425 USAZZ91 -0.074 0.000 0.0
12426 USAZZA1 -0.096 0.000 0.0
12427 USAZZB1 -0.139 0.000 0.0
12428 USAZZD1 2.858 0.000 0.0
12429 USAZZF1 -2.877 0.000 0.0
12430 USAZZI1 -0.355 0.000 0.0
12431 USAZZJ1 2.858 0.000 0.0
12432 USAZZL1 0.141 0.000 0.0
12433 USAZZP1 -0.124 0.000 0.0
12434 USAZZR1 -0.067 0.000 0.0
12435 USAZZX1 0.388 0.000 0.0
12436 USAZZY1 -1.298 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.118 0.000 ... NaN NaN
1 -2.117 0.000 ... NaN NaN
2 -2.471 0.000 ... NaN 1000.0
3 -2.265 0.000 ... NaN NaN
4 -2.445 0.000 ... NaN 3626.0
5 -1.643 0.000 ... NaN 70.0
6 -2.155 0.000 ... NaN NaN
7 -2.007 0.000 ... NaN NaN
8 -0.535 0.000 ... NaN NaN
9 -1.996 0.865 ... NaN 2300.0
10 -1.697 0.000 ... NaN NaN
11 -1.061 0.000 ... NaN NaN
12 -1.879 0.000 ... NaN NaN
13 -1.612 0.000 ... NaN 5787.0
14 -2.117 0.000 ... NaN NaN
15 -2.126 0.000 ... NaN NaN
16 -1.261 0.000 ... NaN 1160.0
17 -1.843 0.000 ... NaN 7305.0
18 -1.326 0.000 ... NaN 970.0
19 -2.040 0.000 ... NaN NaN
20 -1.274 0.000 ... NaN NaN
21 -2.050 1.000 ... NaN 1890.0
22 -1.169 0.000 ... NaN NaN
23 -2.046 0.000 ... NaN 1000.0
24 -1.452 0.000 ... NaN NaN
25 -1.872 0.000 ... NaN NaN
26 -2.118 0.000 ... NaN NaN
27 -1.745 0.000 ... NaN 35.0
28 -1.294 0.000 ... NaN 1605.0
29 -1.811 0.000 ... NaN 4500.0
... ... ... ... ... ...
12407 -2.117 0.000 ... NaN NaN
12408 -0.607 0.000 ... NaN 500.0
12409 -0.671 0.000 ... NaN NaN
12410 0.804 0.000 ... NaN 10700.0
12411 -1.036 0.000 ... NaN 44000.0
12412 -0.626 0.000 ... NaN NaN
12413 0.141 0.000 ... NaN NaN
12414 -1.421 0.000 ... NaN 19000.0
12415 -0.005 0.000 ... NaN 203430.0
12416 -0.190 0.000 ... NaN NaN
12417 -0.388 0.000 ... NaN 34540.0
12418 0.367 0.000 ... NaN NaN
12419 -1.545 0.000 ... NaN 300.0
12420 -2.108 0.000 ... NaN 128000.0
12421 -1.141 0.000 ... NaN NaN
12422 -0.189 0.000 ... NaN 1668525.0
12423 -0.668 0.000 ... NaN 45400.0
12424 -1.698 1.000 ... NaN 18700.0
12425 0.318 0.000 ... NaN NaN
12426 0.153 0.000 ... NaN NaN
12427 -2.117 0.000 ... NaN NaN
12428 0.458 0.000 ... NaN 70352260.0
12429 0.692 0.000 ... NaN 96754.0
12430 -1.168 1.000 ... NaN 150.0
12431 -0.921 0.000 ... NaN 0.0
12432 -0.239 0.000 ... NaN 4600.0
12433 -1.216 1.000 ... NaN NaN
12434 -0.522 0.000 ... NaN NaN
12435 -0.027 0.000 ... NaN 92000.0
12436 0.909 0.000 ... NaN 127200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.387096e+10 0.162390 13.499553 9.253359
1 NaN 5.954500e+09 0.000000 16.066874 11.654704
2 NaN 6.675517e+10 2.523659 26.758880 24.180952
3 NaN 2.989464e+10 2.225519 21.861437 19.966035
4 NaN 4.872378e+10 2.555556 22.187308 18.926656
5 NaN 1.933752e+11 0.409277 20.022699 17.810374
6 NaN 1.345021e+10 5.729795 18.177902 12.398937
7 NaN 7.129979e+10 0.000000 19.903663 14.532627
8 NaN 1.849730e+10 0.488301 35.458738 28.968479
9 NaN 4.387428e+10 1.651962 15.318087 12.263771
10 NaN 3.211608e+10 0.000000 35.420482 28.524698
11 NaN 2.646339e+10 1.260410 19.153735 15.278592
12 NaN 6.701730e+09 2.506775 13.108579 9.324484
13 NaN 2.129866e+10 1.263253 23.334104 21.107260
14 NaN 1.302843e+10 1.192369 13.192165 8.990760
15 NaN 3.853186e+10 1.746725 21.754884 18.746226
16 NaN 3.853186e+10 1.746725 25.644292 22.847980
17 NaN 3.006781e+10 0.177226 17.249215 15.390808
18 NaN 2.633060e+10 1.964167 26.613755 23.838069
19 NaN 9.750653e+10 3.230088 23.451840 18.881028
20 NaN 1.631593e+11 0.000000 28.172315 24.404204
21 NaN 1.286453e+11 1.947420 19.984068 17.453993
22 NaN 1.753591e+10 0.000000 30.204196 27.768519
23 NaN 9.056227e+10 0.000000 18.778135 15.931620
24 NaN 4.384085e+10 3.240741 22.840695 20.009946
25 NaN 2.854221e+10 0.000000 16.151751 12.922285
26 NaN 7.483424e+09 1.909855 10.743956 7.301974
27 NaN 7.483424e+09 1.909855 29.235354 27.266664
28 NaN 6.725855e+10 3.072378 21.748695 19.056034
29 NaN 3.317998e+11 2.570694 20.881054 18.158426
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 18.559065 13.187536
12408 434.25 7.543200e+06 0.000000 68.551602 66.254600
12409 NaN 2.454980e+06 0.000000 67.335044 64.429583
12410 401.96 7.356000e+05 0.000000 88.961801 85.676832
12411 8912.43 2.672250e+06 0.000000 73.001749 70.510954
12412 NaN 3.644484e+07 NaN 68.220934 65.728838
12413 NaN 6.832300e+05 NaN 66.055757 62.690975
12414 622.89 1.664740e+06 NaN 59.765021 57.461750
12415 149895.84 2.578100e+07 0.000000 101.116896 98.876474
12416 NaN 5.030700e+01 0.000000 31.924639 23.833913
12417 20884.48 1.974000e+07 0.000000 117.985520 116.554395
12418 NaN 1.335429e+07 0.000000 147.627103 145.887428
12419 27278.24 5.955224e+07 1.333333 36.217753 32.028469
12420 21814.40 4.071000e+06 NaN 64.497402 62.694442
12421 NaN 2.224200e+05 0.000000 67.516859 65.025030
12422 1639.22 1.668300e+06 0.000000 125.587100 123.728280
12423 2729.59 1.192920e+07 0.000000 82.004757 79.737702
12424 2063950.76 3.064580e+10 4.850000 18.989530 16.240771
12425 NaN 1.591600e+03 0.000000 55.640308 48.874124
12426 NaN 1.521940e+06 0.000000 76.366296 73.074204
12427 NaN 1.251480e+06 NaN 23.762708 17.550062
12428 182519.59 2.328612e+06 NaN 75.643352 72.087160
12429 36372.88 3.833090e+07 NaN 94.943528 91.703242
12430 341.34 4.347500e+05 0.000000 81.008208 79.203742
12431 NaN 7.066405e+06 0.000000 75.053428 71.119787
12432 20179.26 3.937600e+07 0.000000 54.476615 51.170615
12433 NaN 2.558040e+06 NaN 66.714328 64.540919
12434 NaN 3.367200e+05 NaN 42.915751 38.785647
12435 1299.37 1.219116e+06 0.000000 142.954641 141.240963
12436 5216211.90 9.001826e+08 0.543478 39.917886 30.172335
HistBeta PredBeta DataDate
0 -0.000331 0.132966 20040608
1 -0.000010 0.025629 20040608
2 -0.166387 0.027276 20040608
3 -0.069335 0.287027 20040608
4 -0.154020 0.137368 20040608
5 0.222861 0.399808 20040608
6 -0.017847 0.001791 20040608
7 0.051799 0.056506 20040608
8 0.744143 1.038383 20040608
9 0.056874 0.114327 20040608
10 0.197363 0.585468 20040608
11 0.496679 0.845604 20040608
12 0.111964 0.385425 20040608
13 0.237573 0.390656 20040608
14 -0.000010 0.028219 20040608
15 -0.004270 0.222439 20040608
16 0.402537 0.549880 20040608
17 0.129089 0.280756 20040608
18 0.372218 0.650278 20040608
19 0.036504 0.152759 20040608
20 0.396499 0.593258 20040608
21 0.031533 0.135297 20040608
22 0.445633 0.695318 20040608
23 0.033734 0.304026 20040608
24 0.312715 0.563380 20040608
25 0.115504 0.329207 20040608
26 -0.000272 0.177003 20040608
27 0.174979 0.527196 20040608
28 0.387082 0.534006 20040608
29 0.144136 0.353922 20040608
... ... ... ...
12407 -0.000010 0.015329 20040608
12408 0.709939 0.997201 20040608
12409 0.679817 1.073407 20040608
12410 1.373545 1.483032 20040608
12411 0.508223 0.919756 20040608
12412 0.701073 1.017362 20040608
12413 1.061686 1.273872 20040608
12414 0.327309 0.526327 20040608
12415 0.993024 1.242062 20040608
12416 0.906191 1.212929 20040608
12417 0.813232 1.106791 20040608
12418 1.168027 1.362598 20040608
12419 0.269248 0.379270 20040608
12420 0.004399 0.447177 20040608
12421 0.458999 0.739033 20040608
12422 0.906677 1.250022 20040608
12423 0.681424 0.972454 20040608
12424 0.197047 0.310772 20040608
12425 1.145130 1.284544 20040608
12426 1.067303 1.366108 20040608
12427 -0.000010 0.054918 20040608
12428 1.211012 1.519781 20040608
12429 1.320597 1.439433 20040608
12430 0.446110 0.688937 20040608
12431 0.562632 0.917729 20040608
12432 0.882957 1.120726 20040608
12433 0.423874 0.712312 20040608
12434 0.750214 1.061626 20040608
12435 0.982748 1.291374 20040608
12436 1.422830 1.577083 20040608
[12437 rows x 92 columns],
'20040609': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.309 0.000 0.0
1 USA0011 0.665 0.000 0.0
2 USA0031 -0.056 0.000 0.0
3 USA0062 0.747 0.432 0.0
4 USA00E2 -0.111 0.000 0.0
5 USA00F1 -0.076 0.000 0.0
6 USA00G2 1.304 0.000 0.0
7 USA00H1 -0.650 0.000 0.0
8 USA00I1 -1.599 0.000 0.0
9 USA00J1 -2.542 0.000 0.0
10 USA00K1 -0.322 0.000 0.0
11 USA00P1 -0.436 0.000 0.0
12 USA00R1 0.015 0.000 0.0
13 USA00S1 0.468 0.000 0.0
14 USA00V1 0.138 0.000 0.0
15 USA0131 1.103 1.000 0.0
16 USA0161 0.506 1.000 0.0
17 USA01I1 0.211 0.000 0.0
18 USA01J2 -0.274 0.000 0.0
19 USA01L1 0.413 0.000 0.0
20 USA01P1 -2.320 0.000 0.0
21 USA01Q1 -0.278 0.000 0.0
22 USA0202 -0.194 0.000 0.0
23 USA0231 0.208 0.000 0.0
24 USA0281 0.752 0.000 0.0
25 USA0291 0.465 0.000 0.0
26 USA02A1 0.715 0.000 0.0
27 USA02B1 -1.861 0.000 0.0
28 USA02H1 -0.312 0.000 0.0
29 USA02P1 2.708 0.144 0.0
... ... ... ... ...
12407 USAZY41 0.688 0.000 0.0
12408 USAZY51 -0.347 0.000 0.0
12409 USAZY61 0.312 0.000 0.0
12410 USAZY71 -0.917 0.000 0.0
12411 USAZYI1 -0.093 0.000 0.0
12412 USAZYJ1 2.781 0.000 0.0
12413 USAZYK1 -0.774 0.000 0.0
12414 USAZYM1 0.973 0.000 0.0
12415 USAZYR1 2.781 0.000 0.0
12416 USAZYS1 -0.438 0.000 0.0
12417 USAZYT1 2.781 0.000 0.0
12418 USAZYV1 -0.830 0.000 0.0
12419 USAZYX1 0.360 0.000 0.0
12420 USAZZ41 0.868 0.000 0.0
12421 USAZZ51 -0.005 0.000 0.0
12422 USAZZ61 -0.514 0.000 0.0
12423 USAZZ71 -0.462 0.000 0.0
12424 USAZZ81 0.422 0.000 0.0
12425 USAZZ91 -0.700 0.000 0.0
12426 USAZZA1 -0.808 0.000 0.0
12427 USAZZB1 1.123 0.000 0.0
12428 USAZZD1 -0.927 0.000 0.0
12429 USAZZF1 -2.705 0.000 0.0
12430 USAZZI1 -0.474 0.000 0.0
12431 USAZZJ1 -2.705 0.000 0.0
12432 USAZZL1 0.159 0.000 0.0
12433 USAZZP1 -0.450 0.000 0.0
12434 USAZZR1 -0.516 0.000 0.0
12435 USAZZX1 -0.436 0.000 0.0
12436 USAZZY1 0.404 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.095 0.000 ... NaN NaN
1 -2.094 0.000 ... NaN NaN
2 -2.436 0.000 ... NaN 500.0
3 -2.243 0.000 ... NaN NaN
4 -2.409 0.000 ... NaN 3626.0
5 -1.625 0.000 ... NaN 3500.0
6 -2.130 0.000 ... NaN NaN
7 -1.989 0.000 ... NaN NaN
8 -0.544 0.000 ... NaN NaN
9 -2.266 0.865 ... NaN 29000.0
10 -1.680 0.000 ... NaN NaN
11 -1.042 0.000 ... NaN NaN
12 -1.857 0.000 ... NaN NaN
13 -1.588 0.000 ... NaN NaN
14 -2.094 0.000 ... NaN NaN
15 -2.098 0.000 ... NaN NaN
16 -1.270 0.000 ... NaN 370.0
17 -1.818 0.000 ... NaN 7305.0
18 -1.293 0.000 ... NaN NaN
19 -2.016 0.000 ... NaN NaN
20 -1.478 0.000 ... NaN 33500.0
21 -2.024 1.000 ... NaN NaN
22 -1.155 0.000 ... NaN NaN
23 -2.022 0.000 ... NaN 1000.0
24 -1.448 0.000 ... NaN NaN
25 -1.853 0.000 ... NaN NaN
26 -2.094 0.000 ... NaN NaN
27 -1.858 0.000 ... NaN 210.0
28 -1.285 0.000 ... NaN 1605.0
29 -1.645 0.000 ... NaN 4550.0
... ... ... ... ... ...
12407 -2.094 0.000 ... NaN NaN
12408 -0.601 0.000 ... NaN NaN
12409 -0.669 0.000 ... NaN NaN
12410 0.797 0.000 ... NaN 5000.0
12411 -1.031 0.000 ... NaN NaN
12412 -0.023 0.000 ... NaN 199.0
12413 0.143 0.000 ... NaN NaN
12414 -1.420 0.000 ... NaN 15200.0
12415 0.083 0.000 ... NaN 183823.0
12416 -0.191 0.000 ... NaN NaN
12417 -0.202 0.000 ... NaN 17950.0
12418 0.350 0.000 ... NaN 26100.0
12419 -1.514 0.000 ... NaN NaN
12420 -2.092 0.000 ... NaN 25000.0
12421 -1.123 0.000 ... NaN NaN
12422 -0.212 0.000 ... NaN 17000.0
12423 -0.657 0.000 ... NaN NaN
12424 -1.646 1.000 ... NaN 33800.0
12425 0.306 0.000 ... NaN NaN
12426 0.147 0.000 ... NaN NaN
12427 -2.094 0.000 ... NaN NaN
12428 0.450 0.000 ... NaN 26231330.0
12429 0.633 0.000 ... NaN 57243.0
12430 -1.157 1.000 ... NaN NaN
12431 -1.024 0.000 ... NaN 0.0
12432 -0.230 0.000 ... NaN 4000.0
12433 -1.193 1.000 ... NaN NaN
12434 -0.512 0.000 ... NaN NaN
12435 -0.024 0.000 ... NaN 79500.0
12436 1.000 0.000 ... NaN 114000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.267150e+10 0.162390 13.457304 9.100639
1 NaN 5.910486e+09 0.000000 16.166458 11.541975
2 NaN 6.655194e+10 2.523659 26.410645 23.820202
3 NaN 3.009216e+10 2.225519 21.643253 19.674367
4 NaN 4.797726e+10 2.555556 21.956614 18.612572
5 NaN 1.914446e+11 0.409277 19.714786 17.487130
6 NaN 1.314073e+10 5.729795 18.439975 12.465882
7 NaN 7.042934e+10 0.000000 19.972648 14.436143
8 NaN 1.793588e+10 0.488301 35.443556 28.731393
9 NaN 4.384185e+10 1.651962 19.965348 17.454373
10 NaN 3.140986e+10 0.000000 35.123701 28.095744
11 NaN 2.629232e+10 1.260410 19.130501 15.125921
12 NaN 6.653126e+09 2.506775 12.994348 9.171699
13 NaN 2.113859e+10 1.263253 23.108815 20.782116
14 NaN 1.297782e+10 1.192369 13.143622 8.842247
15 NaN 3.898857e+10 1.746725 21.708564 18.515598
16 NaN 3.898857e+10 1.746725 25.429142 22.484492
17 NaN 2.971110e+10 0.177226 17.057985 15.136603
18 NaN 2.574335e+10 1.964167 26.293325 23.499540
19 NaN 9.627633e+10 3.230088 23.242908 18.580770
20 NaN 1.619222e+11 0.000000 29.124682 25.518077
21 NaN 1.265669e+11 1.947420 19.641669 17.133641
22 NaN 1.709111e+10 0.000000 29.889683 27.332487
23 NaN 8.935887e+10 0.000000 18.599839 15.668134
24 NaN 4.378087e+10 3.240741 22.663223 19.701530
25 NaN 2.755217e+10 0.000000 16.043491 12.700229
26 NaN 7.428967e+09 1.909855 10.865010 7.301476
27 NaN 7.428967e+09 1.909855 29.414651 27.429918
28 NaN 6.727802e+10 3.072378 21.512144 18.747059
29 NaN 3.287422e+11 2.570694 21.307922 18.315181
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 18.525808 13.084876
12408 NaN 7.543200e+06 0.000000 67.588907 65.253484
12409 NaN 2.454980e+06 0.000000 65.887802 62.825306
12410 408.77 7.356000e+05 0.000000 88.842536 85.505278
12411 NaN 2.672250e+06 0.000000 72.339927 69.911072
12412 602.33 2.165040e+07 NaN 73.697014 70.684651
12413 NaN 6.832300e+05 NaN 66.302216 62.881697
12414 624.25 1.664740e+06 NaN 59.566364 57.357650
12415 150723.69 2.430780e+07 0.000000 100.214817 97.713575
12416 NaN 5.030700e+01 0.000000 31.803672 23.517362
12417 19899.30 1.727250e+07 0.000000 117.353360 115.756561
12418 3857.41 1.335429e+07 0.000000 145.921086 144.126892
12419 NaN 5.955224e+07 1.333333 35.759267 31.517477
12420 18809.41 4.071000e+06 NaN 63.480947 61.732405
12421 NaN 2.224200e+05 0.000000 66.529548 63.995269
12422 1324.16 1.668300e+06 0.000000 123.961891 122.158319
12423 NaN 1.192920e+07 0.000000 82.933483 80.757528
12424 2061268.19 3.053866e+10 4.850000 20.046624 17.457929
12425 NaN 1.591600e+03 0.000000 54.660238 47.715897
12426 NaN 1.521940e+06 0.000000 75.851131 72.497006
12427 NaN 1.251480e+06 NaN 23.774929 17.545577
12428 178502.01 2.328612e+06 NaN 74.814205 71.381917
12429 41818.97 4.020070e+07 NaN 93.544088 90.249457
12430 NaN 4.347500e+05 0.000000 79.637786 77.792249
12431 NaN 7.364242e+06 0.000000 74.244459 70.509456
12432 19472.45 3.894800e+07 0.000000 53.797112 50.375293
12433 NaN 2.558040e+06 NaN 65.608338 63.351852
12434 NaN 3.367200e+05 NaN 42.431978 38.176783
12435 1342.73 1.219116e+06 0.000000 141.160241 139.429278
12436 5072282.62 8.708456e+08 0.543478 40.008507 29.647089
HistBeta PredBeta DataDate
0 -0.000287 0.139902 20040609
1 0.000000 0.034216 20040609
2 -0.162282 0.037210 20040609
3 -0.070641 0.298220 20040609
4 -0.149333 0.149602 20040609
5 0.222587 0.406752 20040609
6 -0.016816 0.031409 20040609
7 0.049873 0.061781 20040609
8 0.735720 1.013051 20040609
9 -0.081676 0.021665 20040609
10 0.196333 0.590493 20040609
11 0.499461 0.838403 20040609
12 0.112725 0.382673 20040609
13 0.240023 0.403887 20040609
14 0.000000 0.035100 20040609
15 -0.001863 0.248512 20040609
16 0.390892 0.561569 20040609
17 0.130859 0.290956 20040609
18 0.379980 0.670999 20040609
19 0.037331 0.172181 20040609
20 0.292575 0.455152 20040609
21 0.033196 0.135385 20040609
22 0.445469 0.701560 20040609
23 0.034167 0.303623 20040609
24 0.306649 0.573064 20040609
25 0.114362 0.340770 20040609
26 -0.000068 0.188955 20040609
27 0.112208 0.428814 20040609
28 0.383837 0.530779 20040609
29 0.213216 0.475770 20040609
... ... ... ...
12407 0.000000 0.028313 20040609
12408 0.708350 0.985852 20040609
12409 0.676405 1.082410 20040609
12410 1.371852 1.457510 20040609
12411 0.504384 0.874630 20040609
12412 0.982691 1.315952 20040609
12413 1.061308 1.252167 20040609
12414 0.319830 0.531142 20040609
12415 1.033264 1.325333 20040609
12416 0.902855 1.201747 20040609
12417 0.897887 1.181277 20040609
12418 1.159699 1.331793 20040609
12419 0.275287 0.389723 20040609
12420 0.001183 0.412997 20040609
12421 0.460596 0.750478 20040609
12422 0.893251 1.177390 20040609
12423 0.681799 0.934402 20040609
12424 0.212797 0.334519 20040609
12425 1.138673 1.262891 20040609
12426 1.063604 1.347518 20040609
12427 0.000000 0.079049 20040609
12428 1.207206 1.448149 20040609
12429 1.294200 1.417034 20040609
12430 0.444673 0.683606 20040609
12431 0.507874 0.801944 20040609
12432 0.884434 1.121368 20040609
12433 0.427745 0.715766 20040609
12434 0.750960 1.056751 20040609
12435 0.982472 1.257363 20040609
12436 1.468296 1.628461 20040609
[12437 rows x 92 columns],
'20040610': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.618 0.000 0.0
1 USA0011 0.434 0.000 0.0
2 USA0031 -0.516 0.000 0.0
3 USA0062 -0.233 0.432 0.0
4 USA00E2 -0.542 0.000 0.0
5 USA00F1 0.122 0.000 0.0
6 USA00G2 0.153 0.000 0.0
7 USA00H1 -0.419 0.000 0.0
8 USA00I1 -0.397 0.000 0.0
9 USA00J1 -0.513 0.000 0.0
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11 USA00P1 -0.104 0.000 0.0
12 USA00R1 -0.144 0.000 0.0
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14 USA00V1 0.161 0.000 0.0
15 USA0131 -0.131 1.000 0.0
16 USA0161 -1.177 1.000 0.0
17 USA01I1 -0.139 0.000 0.0
18 USA01J2 -0.250 0.000 0.0
19 USA01L1 1.050 0.000 0.0
20 USA01P1 0.310 0.000 0.0
21 USA01Q1 -0.440 0.000 0.0
22 USA0202 0.006 0.000 0.0
23 USA0231 0.003 0.000 0.0
24 USA0281 -0.074 0.000 0.0
25 USA0291 0.055 0.000 0.0
26 USA02A1 -0.604 0.000 0.0
27 USA02B1 2.795 0.000 0.0
28 USA02H1 -0.230 0.000 0.0
29 USA02P1 0.085 0.144 0.0
... ... ... ... ...
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12410 USAZY61 -1.355 0.000 0.0
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12412 USAZYI1 2.375 0.000 0.0
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12414 USAZYK1 -0.230 0.000 0.0
12415 USAZYM1 -0.891 0.000 0.0
12416 USAZYR1 -2.777 0.000 0.0
12417 USAZYS1 -0.682 0.000 0.0
12418 USAZYT1 -2.777 0.000 0.0
12419 USAZYV1 -0.595 0.000 0.0
12420 USAZYX1 -2.761 0.000 0.0
12421 USAZZ41 -2.777 0.000 0.0
12422 USAZZ51 -0.811 0.000 0.0
12423 USAZZ61 -0.337 0.000 0.0
12424 USAZZ71 -0.630 0.000 0.0
12425 USAZZ81 -0.761 0.000 0.0
12426 USAZZ91 1.799 0.000 0.0
12427 USAZZA1 -0.471 0.000 0.0
12428 USAZZB1 0.154 0.000 0.0
12429 USAZZD1 -0.287 0.000 0.0
12430 USAZZF1 -2.335 0.000 0.0
12431 USAZZI1 -1.115 0.000 0.0
12432 USAZZJ1 -1.423 0.000 0.0
12433 USAZZL1 -0.484 0.000 0.0
12434 USAZZP1 -0.974 0.000 0.0
12435 USAZZR1 -0.603 0.000 0.0
12436 USAZZX1 -0.355 0.000 0.0
12437 USAZZY1 -0.111 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.098 0.000 ... NaN NaN
1 -2.097 0.000 ... NaN NaN
2 -2.440 0.000 ... NaN 500.0
3 -2.247 0.000 ... NaN NaN
4 -2.414 0.000 ... NaN 3626.0
5 -1.629 0.000 ... NaN 3500.0
6 -2.133 0.000 ... NaN NaN
7 -1.992 0.000 ... NaN NaN
8 -0.546 0.000 ... NaN NaN
9 -2.271 0.865 ... NaN 29000.0
10 -1.683 0.000 ... NaN NaN
11 -1.045 0.000 ... NaN NaN
12 -1.859 0.000 ... NaN NaN
13 -1.623 0.000 ... NaN 5007.0
14 -2.097 0.000 ... NaN NaN
15 -2.102 0.000 ... NaN NaN
16 -1.260 0.000 ... NaN 1920.0
17 -1.868 0.000 ... NaN 7305.0
18 -1.296 0.000 ... NaN NaN
19 -2.020 0.000 ... NaN NaN
20 -1.481 0.000 ... NaN NaN
21 -2.028 1.000 ... NaN NaN
22 -1.160 0.000 ... NaN NaN
23 -2.022 0.000 ... NaN 1000.0
24 -1.450 0.000 ... NaN NaN
25 -1.842 0.000 ... NaN NaN
26 -2.095 0.000 ... NaN 2925.0
27 -1.884 0.000 ... NaN 105.0
28 -1.288 0.000 ... NaN 1605.0
29 -1.648 0.000 ... NaN 4550.0
... ... ... ... ... ...
12408 -2.097 0.000 ... NaN NaN
12409 -0.603 0.000 ... NaN NaN
12410 -0.673 0.000 ... NaN NaN
12411 0.799 0.000 ... NaN 12500.0
12412 -1.070 0.000 ... NaN 10000.0
12413 -0.024 0.000 ... NaN NaN
12414 0.143 0.000 ... NaN 100.0
12415 -1.429 0.000 ... NaN NaN
12416 0.070 0.000 ... NaN 58918.0
12417 -0.192 0.000 ... NaN NaN
12418 -0.194 0.000 ... NaN 31385.0
12419 0.337 0.000 ... NaN NaN
12420 -1.495 0.000 ... NaN 1400.0
12421 -2.036 0.000 ... NaN 406500.0
12422 -1.127 0.000 ... NaN NaN
12423 -0.214 0.000 ... NaN 122555.0
12424 -0.660 0.000 ... NaN NaN
12425 -1.644 1.000 ... NaN 41400.0
12426 0.309 0.000 ... NaN NaN
12427 0.147 0.000 ... NaN NaN
12428 -2.097 0.000 ... NaN NaN
12429 0.452 0.000 ... NaN 9433403.0
12430 0.640 0.000 ... NaN 43400.0
12431 -1.162 1.000 ... NaN 200.0
12432 -0.984 0.000 ... NaN 0.0
12433 -0.229 0.000 ... NaN 22200.0
12434 -1.197 1.000 ... NaN NaN
12435 -0.514 0.000 ... NaN NaN
12436 -0.026 0.000 ... NaN 184700.0
12437 0.991 0.000 ... NaN 70300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.333120e+10 0.162390 13.305359 8.976114
1 NaN 5.803594e+09 0.000000 15.905111 11.293805
2 NaN 6.675517e+10 2.523659 25.941736 23.229614
3 NaN 3.040133e+10 2.225519 21.164548 19.203807
4 NaN 4.815056e+10 2.555556 21.518927 18.189003
5 NaN 1.911315e+11 0.409277 19.262086 17.055513
6 NaN 1.297409e+10 5.729795 18.182499 12.260709
7 NaN 7.087737e+10 0.000000 19.596502 14.119529
8 NaN 1.799537e+10 0.488301 34.686729 28.065658
9 NaN 4.350136e+10 1.651962 19.649664 17.099330
10 NaN 3.181341e+10 0.000000 34.434541 27.459359
11 NaN 2.635721e+10 1.260410 18.729657 14.772778
12 NaN 6.628825e+09 2.506775 12.705164 8.965633
13 NaN 2.106326e+10 1.263253 23.006399 20.569113
14 NaN 1.318028e+10 1.192369 12.875860 8.635310
15 NaN 3.906068e+10 1.746725 21.214905 18.072775
16 NaN 3.906068e+10 1.746725 24.947335 22.023950
17 NaN 2.994601e+10 0.177226 16.653719 14.763536
18 NaN 2.581163e+10 1.964167 25.677531 22.946886
19 NaN 9.712142e+10 3.230088 23.007905 18.292795
20 NaN 1.637091e+11 0.000000 28.430551 24.931516
21 NaN 1.262490e+11 1.947420 19.379617 16.933924
22 NaN 1.730677e+10 0.000000 29.247936 26.706764
23 NaN 8.987095e+10 0.000000 18.205427 15.301118
24 NaN 4.375087e+10 3.240741 22.137023 19.244156
25 NaN 2.699678e+10 0.000000 15.710340 12.415789
26 NaN 7.385976e+09 1.909855 10.734799 7.201054
27 NaN 7.385976e+09 1.909855 29.232146 27.310266
28 NaN 6.827112e+10 3.072378 21.011809 18.293008
29 NaN 3.320106e+11 2.570694 20.561440 17.831671
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 18.181654 12.795444
12409 NaN 7.543200e+06 0.000000 68.769156 66.630109
12410 NaN 2.454980e+06 0.000000 63.683063 60.599211
12411 369.10 7.356000e+05 0.000000 87.409035 84.117592
12412 8161.80 2.417750e+06 0.000000 70.532209 67.963021
12413 NaN 2.165040e+07 NaN 69.047552 65.788313
12414 35.84 6.832300e+05 NaN 64.918113 61.504429
12415 NaN 1.664740e+06 NaN 59.317753 57.122065
12416 144779.36 2.504440e+07 0.000000 97.920304 95.507479
12417 NaN 5.030700e+01 0.000000 31.225220 22.995063
12418 16709.92 1.776600e+07 0.000000 114.740352 113.152943
12419 NaN 1.335429e+07 0.000000 142.621965 140.842062
12420 26299.24 6.100600e+07 1.333333 35.293978 31.045037
12421 15071.79 4.396680e+06 NaN 63.212811 61.270281
12422 NaN 2.224200e+05 0.000000 64.895677 62.340577
12423 1308.69 1.668300e+06 0.000000 121.193188 119.381373
12424 NaN 1.192920e+07 0.000000 81.215476 79.042792
12425 2033573.33 3.039013e+10 4.850000 19.757687 17.262131
12426 NaN 1.591600e+03 0.000000 53.752619 46.621655
12427 NaN 1.521940e+06 0.000000 74.200903 70.889787
12428 NaN 1.251480e+06 NaN 23.336345 17.154494
12429 162996.20 3.055626e+06 NaN 73.221047 69.786139
12430 46158.97 4.113560e+07 NaN 91.184291 87.907587
12431 358.16 4.347500e+05 0.000000 78.022798 76.149171
12432 NaN 7.818506e+06 0.000000 72.973046 69.161151
12433 23606.32 3.894800e+07 0.000000 52.465237 49.206234
12434 NaN 2.558040e+06 NaN 64.274063 61.919404
12435 NaN 3.367200e+05 NaN 41.476055 37.294360
12436 1442.58 1.219116e+06 0.000000 137.831541 136.085285
12437 5033477.14 8.693016e+08 0.543478 39.154606 28.983353
HistBeta PredBeta DataDate
0 -0.000295 0.149131 20040610
1 -0.000002 0.037716 20040610
2 -0.162495 0.002188 20040610
3 -0.070943 0.287320 20040610
4 -0.149953 0.139358 20040610
5 0.221781 0.417785 20040610
6 -0.016959 0.028241 20040610
7 0.049966 0.066537 20040610
8 0.734846 1.020555 20040610
9 -0.082189 -0.002450 20040610
10 0.196436 0.572291 20040610
11 0.498501 0.840271 20040610
12 0.112739 0.377709 20040610
13 0.224677 0.416941 20040610
14 -0.000002 0.035325 20040610
15 -0.002436 0.234084 20040610
16 0.396481 0.542835 20040610
17 0.108763 0.264605 20040610
18 0.379523 0.668416 20040610
19 0.036737 0.189465 20040610
20 0.292169 0.459089 20040610
21 0.032657 0.127204 20040610
22 0.444247 0.699735 20040610
23 0.035724 0.301949 20040610
24 0.306593 0.560445 20040610
25 0.121079 0.341768 20040610
26 0.000933 0.178577 20040610
27 0.101136 0.481970 20040610
28 0.383549 0.529491 20040610
29 0.212924 0.462406 20040610
... ... ... ...
12408 -0.000002 0.033208 20040610
12409 0.707927 0.948258 20040610
12410 0.674900 1.056309 20040610
12411 1.372428 1.476060 20040610
12412 0.486961 0.923233 20040610
12413 0.982264 1.353312 20040610
12414 1.061389 1.269235 20040610
12415 0.316442 0.487857 20040610
12416 1.027036 1.257404 20040610
12417 0.902668 1.196179 20040610
12418 0.901730 1.134446 20040610
12419 1.153635 1.333858 20040610
12420 0.285584 0.343965 20040610
12421 0.028930 0.396950 20040610
12422 0.459498 0.738529 20040610
12423 0.892229 1.190761 20040610
12424 0.681201 0.935192 20040610
12425 0.214974 0.312945 20040610
12426 1.140369 1.307838 20040610
12427 1.063510 1.345043 20040610
12428 -0.000002 0.072376 20040610
12429 1.207979 1.469155 20040610
12430 1.296921 1.424354 20040610
12431 0.443200 0.664191 20040610
12432 0.527485 0.837996 20040610
12433 0.885000 1.106602 20040610
12434 0.426771 0.718759 20040610
12435 0.750210 1.048511 20040610
12436 0.981228 1.273554 20040610
12437 1.463116 1.619724 20040610
[12438 rows x 92 columns],
'20040614': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.604 0.000 0.0
1 USA0011 0.839 0.000 0.0
2 USA0031 1.040 0.000 0.0
3 USA0062 -1.335 0.432 0.0
4 USA00E2 1.438 0.000 0.0
5 USA00F1 1.760 0.000 0.0
6 USA00G2 -0.197 0.000 0.0
7 USA00H1 1.449 0.000 0.0
8 USA00I1 1.581 0.000 0.0
9 USA00J1 0.709 0.000 0.0
10 USA00K1 0.463 0.000 0.0
11 USA00P1 0.313 0.000 0.0
12 USA00R1 0.248 0.000 0.0
13 USA00S1 0.076 0.000 0.0
14 USA00V1 0.814 0.000 0.0
15 USA0131 0.835 1.000 0.0
16 USA0161 0.191 1.000 0.0
17 USA01I1 1.870 0.000 0.0
18 USA01J2 0.200 0.000 0.0
19 USA01L1 -0.224 0.000 0.0
20 USA01P1 0.977 0.000 0.0
21 USA01Q1 1.664 0.000 0.0
22 USA0202 0.271 0.000 0.0
23 USA0231 -1.710 0.000 0.0
24 USA0281 0.287 0.000 0.0
25 USA0291 0.486 0.000 0.0
26 USA02A1 0.412 0.000 0.0
27 USA02B1 -0.499 0.000 0.0
28 USA02H1 -0.545 0.000 0.0
29 USA02P1 -0.425 0.144 0.0
... ... ... ... ...
12407 USAZY41 -0.224 0.000 0.0
12408 USAZY51 -0.581 0.000 0.0
12409 USAZY61 2.872 0.000 0.0
12410 USAZY71 -2.670 0.000 0.0
12411 USAZYI1 -2.800 0.000 0.0
12412 USAZYJ1 -1.189 0.000 0.0
12413 USAZYK1 -1.147 0.000 0.0
12414 USAZYM1 -0.955 0.000 0.0
12415 USAZYR1 -1.167 0.000 0.0
12416 USAZYS1 -1.242 0.000 0.0
12417 USAZYT1 1.265 0.000 0.0
12418 USAZYV1 2.872 0.000 0.0
12419 USAZYX1 -1.383 0.000 0.0
12420 USAZZ41 -0.847 0.000 0.0
12421 USAZZ51 -0.977 0.000 0.0
12422 USAZZ61 -1.242 0.000 0.0
12423 USAZZ71 -0.679 0.000 0.0
12424 USAZZ81 0.270 0.000 0.0
12425 USAZZ91 -1.503 0.000 0.0
12426 USAZZA1 -1.051 0.000 0.0
12427 USAZZB1 -0.642 0.000 0.0
12428 USAZZD1 -2.800 0.000 0.0
12429 USAZZF1 -1.341 0.000 0.0
12430 USAZZI1 -0.101 0.000 0.0
12431 USAZZJ1 1.482 0.000 0.0
12432 USAZZL1 -0.975 0.000 0.0
12433 USAZZP1 -0.243 0.000 0.0
12434 USAZZR1 -0.943 0.000 0.0
12435 USAZZX1 -1.213 0.000 0.0
12436 USAZZY1 -0.829 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.086 0.000 ... NaN NaN
1 -2.085 0.000 ... NaN NaN
2 -2.404 0.000 ... NaN 3000.0
3 -2.458 0.000 ... NaN 9528.0
4 -2.372 0.000 ... NaN 3024.0
5 -1.524 0.000 ... NaN 2405.0
6 -2.119 0.000 ... NaN NaN
7 -1.985 0.000 ... NaN NaN
8 -0.455 0.000 ... NaN 3435.0
9 -2.250 0.865 ... NaN 29000.0
10 -1.684 0.000 ... NaN NaN
11 -1.035 0.000 ... NaN NaN
12 -1.848 0.000 ... NaN NaN
13 -1.614 0.000 ... NaN NaN
14 -2.085 0.000 ... NaN NaN
15 -2.086 0.000 ... NaN NaN
16 -1.277 0.000 ... NaN 327.0
17 -1.776 0.000 ... NaN 2670.0
18 -1.300 0.000 ... NaN NaN
19 -2.050 0.000 ... NaN 4888.0
20 -1.435 0.000 ... NaN 24030.0
21 -1.950 1.000 ... NaN 5375.0
22 -1.155 0.000 ... NaN NaN
23 -2.131 0.000 ... NaN 9285.0
24 -1.453 0.000 ... NaN NaN
25 -1.834 0.000 ... NaN NaN
26 -2.083 0.000 ... NaN NaN
27 -1.912 0.000 ... NaN 315.0
28 -1.320 0.000 ... NaN 2553.0
29 -1.702 0.000 ... NaN 8745.0
... ... ... ... ... ...
12407 -2.085 0.000 ... NaN NaN
12408 -0.606 0.000 ... NaN NaN
12409 -0.602 0.000 ... NaN 1000.0
12410 0.800 0.000 ... NaN 13991.0
12411 -1.371 0.000 ... NaN 64000.0
12412 -0.029 0.000 ... NaN NaN
12413 0.143 0.000 ... NaN 2215.0
12414 -1.428 0.000 ... NaN 10000.0
12415 0.068 0.000 ... NaN 106000.0
12416 -0.197 0.000 ... NaN NaN
12417 -0.168 0.000 ... NaN 33066.0
12418 0.426 0.000 ... NaN 21000.0
12419 -1.515 0.000 ... NaN 300.0
12420 -2.042 0.000 ... NaN 59500.0
12421 -1.121 0.000 ... NaN NaN
12422 -0.227 0.000 ... NaN 30695.0
12423 -0.656 0.000 ... NaN NaN
12424 -1.644 1.000 ... NaN 161300.0
12425 0.300 0.000 ... NaN NaN
12426 0.141 0.000 ... NaN NaN
12427 -2.085 0.000 ... NaN NaN
12428 0.350 0.000 ... NaN 58217380.0
12429 0.637 0.000 ... NaN 47926.0
12430 -1.162 1.000 ... NaN 300.0
12431 -0.928 0.000 ... NaN 0.0
12432 -0.245 0.000 ... NaN 3500.0
12433 -1.202 1.000 ... NaN NaN
12434 -0.510 0.000 ... NaN NaN
12435 -0.032 0.000 ... NaN NaN
12436 0.980 0.000 ... NaN 138900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.269149e+10 0.162390 13.343857 8.974211
1 NaN 5.847608e+09 0.000000 16.270792 11.633803
2 NaN 6.658320e+10 2.523659 25.993615 23.242984
3 NaN 3.059885e+10 2.225519 23.665856 21.802190
4 NaN 4.768399e+10 2.555556 21.716732 18.285157
5 NaN 1.898271e+11 0.409277 19.899824 17.451028
6 NaN 1.265669e+10 5.729795 18.392339 12.283400
7 NaN 7.106938e+10 0.000000 20.207661 14.415785
8 NaN 1.786524e+10 0.488301 35.322099 28.049137
9 NaN 4.371214e+10 1.651962 19.736240 17.124903
10 NaN 3.139304e+10 0.000000 34.426983 27.331510
11 NaN 2.595017e+10 1.260410 19.155196 14.722139
12 NaN 6.638766e+09 2.506775 12.696839 8.938888
13 NaN 2.070546e+10 1.263253 23.032960 20.492471
14 NaN 1.299553e+10 1.192369 13.087439 8.767158
15 NaN 3.912478e+10 1.746725 21.264952 18.012496
16 NaN 3.912478e+10 1.746725 24.935822 21.939015
17 NaN 2.977635e+10 0.177226 17.229289 15.137229
18 NaN 2.552484e+10 1.964167 25.732373 22.859469
19 NaN 9.627633e+10 3.230088 22.969904 18.248114
20 NaN 1.604789e+11 0.000000 28.468507 24.878328
21 NaN 1.256377e+11 1.947420 19.872983 17.236293
22 NaN 1.617455e+10 0.000000 29.288024 26.590970
23 NaN 8.981974e+10 0.000000 18.995751 15.952539
24 NaN 4.350092e+10 3.240741 22.297630 19.175208
25 NaN 2.726240e+10 0.000000 15.660150 12.368302
26 NaN 7.337252e+09 1.909855 10.853514 7.208390
27 NaN 7.337252e+09 1.909855 29.239020 27.310617
28 NaN 6.761879e+10 3.072378 21.150982 18.331034
29 NaN 3.328541e+11 2.570694 20.724980 17.903311
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 18.350535 12.808439
12408 NaN 7.543200e+06 0.000000 69.559597 67.296075
12409 91.26 2.231800e+06 0.000000 64.607735 61.128326
12410 223.97 7.356000e+05 0.000000 88.859535 85.331929
12411 7860.59 3.054000e+06 0.000000 72.697999 70.299957
12412 NaN 2.165040e+07 NaN 69.849070 66.384287
12413 24.00 6.832300e+05 NaN 66.192205 62.568875
12414 539.60 1.664740e+06 NaN 60.159138 57.901959
12415 113778.07 2.504440e+07 0.000000 98.095658 95.562345
12416 NaN 5.030700e+01 0.000000 32.085188 23.383031
12417 11469.82 1.727250e+07 0.000000 115.018310 113.315925
12418 3590.93 1.187048e+07 0.000000 143.427603 141.390122
12419 27256.26 6.152520e+07 1.333333 35.415669 31.063198
12420 14254.33 4.429248e+06 NaN 63.640817 61.817454
12421 NaN 2.224200e+05 0.000000 65.233612 62.548323
12422 1323.12 1.668300e+06 0.000000 121.517754 119.604755
12423 NaN 1.192920e+07 0.000000 82.303509 79.976216
12424 2201322.37 3.036740e+10 4.850000 20.488304 17.885493
12425 NaN 1.591600e+03 0.000000 54.274160 46.972723
12426 NaN 1.521940e+06 0.000000 74.987762 71.452032
12427 NaN 1.251480e+06 NaN 23.483920 17.144029
12428 156990.22 4.074168e+06 NaN 74.157808 70.661353
12429 50498.38 4.113560e+07 NaN 91.546632 88.078370
12430 401.64 4.347500e+05 0.000000 77.998433 76.044376
12431 NaN 7.632554e+06 0.000000 73.210172 69.122336
12432 20349.48 3.895710e+07 0.000000 52.629623 49.179404
12433 NaN 2.558040e+06 NaN 65.064060 62.675377
12434 NaN 3.367200e+05 NaN 41.763771 37.280042
12435 NaN 1.219116e+06 0.000000 138.137036 136.278286
12436 5275676.84 8.584932e+08 0.543478 39.720981 28.920903
HistBeta PredBeta DataDate
0 -0.000252 0.146783 20040614
1 0.000007 0.049138 20040614
2 -0.151483 0.032867 20040614
3 -0.204749 0.165559 20040614
4 -0.136275 0.176758 20040614
5 0.266940 0.491194 20040614
6 -0.015932 0.031356 20040614
7 0.047745 0.091799 20040614
8 0.775202 1.077747 20040614
9 -0.078484 0.023560 20040614
10 0.191007 0.574033 20040614
11 0.499646 0.849125 20040614
12 0.112899 0.369632 20040614
13 0.224265 0.393540 20040614
14 0.000007 0.036281 20040614
15 -0.000160 0.235763 20040614
16 0.384229 0.533284 20040614
17 0.147188 0.324573 20040614
18 0.373207 0.652598 20040614
19 0.016941 0.151417 20040614
20 0.309248 0.481590 20040614
21 0.064247 0.157651 20040614
22 0.442535 0.692408 20040614
23 -0.021937 0.209830 20040614
24 0.300792 0.546071 20040614
25 0.119508 0.342833 20040614
26 0.001296 0.182814 20040614
27 0.082472 0.432504 20040614
28 0.364086 0.507326 20040614
29 0.182202 0.433407 20040614
... ... ... ...
12407 0.000007 0.034247 20040614
12408 0.703522 0.946839 20040614
12409 0.705564 1.161528 20040614
12410 1.371968 1.444682 20040614
12411 0.339659 0.701029 20040614
12412 0.978057 1.343571 20040614
12413 1.059877 1.252895 20040614
12414 0.312776 0.480776 20040614
12415 1.023989 1.263089 20040614
12416 0.897860 1.186483 20040614
12417 0.911562 1.214625 20040614
12418 1.194118 1.443555 20040614
12419 0.271309 0.342619 20040614
12420 0.020576 0.374134 20040614
12421 0.458393 0.747642 20040614
12422 0.883629 1.174414 20040614
12423 0.679788 0.945961 20040614
12424 0.209701 0.298296 20040614
12425 1.134159 1.267257 20040614
12426 1.058868 1.341290 20040614
12427 0.000007 0.053136 20040614
12428 1.158050 1.395687 20040614
12429 1.294824 1.434319 20040614
12430 0.439021 0.666113 20040614
12431 0.550298 0.882351 20040614
12432 0.874950 1.094766 20040614
12433 0.420229 0.711363 20040614
12434 0.749359 1.045788 20040614
12435 0.976364 1.254995 20040614
12436 1.457867 1.609482 20040614
[12437 rows x 92 columns],
'20040615': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.492 0.000 0.0
1 USA0011 -0.166 0.000 0.0
2 USA0031 -0.737 0.000 0.0
3 USA0062 -0.599 0.432 0.0
4 USA00E2 -0.604 0.000 0.0
5 USA00F1 -0.478 0.000 0.0
6 USA00G2 -0.605 0.000 0.0
7 USA00H1 -0.711 0.000 0.0
8 USA00I1 -0.032 0.000 0.0
9 USA00J1 -0.240 0.000 0.0
10 USA00K1 -0.148 0.000 0.0
11 USA00P1 0.253 0.000 0.0
12 USA00R1 0.129 0.000 0.0
13 USA00S1 -0.048 0.000 0.0
14 USA00V1 -0.390 0.000 0.0
15 USA0131 -0.390 1.000 0.0
16 USA0161 -2.095 1.000 0.0
17 USA01I1 -0.368 0.000 0.0
18 USA01J2 0.177 0.000 0.0
19 USA01L1 0.371 0.000 0.0
20 USA01P1 -1.194 0.000 0.0
21 USA01Q1 -0.090 0.000 0.0
22 USA0202 -0.269 0.000 0.0
23 USA0231 -0.275 0.000 0.0
24 USA0281 -0.446 0.000 0.0
25 USA0291 -0.221 0.000 0.0
26 USA02A1 -0.441 0.000 0.0
27 USA02B1 -0.386 0.000 0.0
28 USA02H1 -0.513 0.000 0.0
29 USA02P1 -0.160 0.144 0.0
... ... ... ... ...
12403 USAZY41 0.746 0.000 0.0
12404 USAZY51 1.345 0.000 0.0
12405 USAZY61 0.639 0.000 0.0
12406 USAZY71 2.790 0.000 0.0
12407 USAZYI1 2.661 0.000 0.0
12408 USAZYJ1 -2.766 0.000 0.0
12409 USAZYK1 2.174 0.000 0.0
12410 USAZYM1 2.790 0.000 0.0
12411 USAZYR1 1.375 0.000 0.0
12412 USAZYS1 1.142 0.000 0.0
12413 USAZYT1 1.253 0.000 0.0
12414 USAZYV1 -2.766 0.000 0.0
12415 USAZYX1 0.708 0.000 0.0
12416 USAZZ41 1.015 0.000 0.0
12417 USAZZ51 0.720 0.000 0.0
12418 USAZZ61 -2.766 0.000 0.0
12419 USAZZ71 0.875 0.000 0.0
12420 USAZZ81 -0.393 0.000 0.0
12421 USAZZ91 2.696 0.000 0.0
12422 USAZZA1 1.421 0.000 0.0
12423 USAZZB1 0.236 0.000 0.0
12424 USAZZD1 2.790 0.000 0.0
12425 USAZZF1 1.378 0.000 0.0
12426 USAZZI1 0.850 0.000 0.0
12427 USAZZJ1 2.790 0.000 0.0
12428 USAZZL1 1.552 0.000 0.0
12429 USAZZP1 0.848 0.000 0.0
12430 USAZZR1 1.203 0.000 0.0
12431 USAZZX1 1.637 0.000 0.0
12432 USAZZY1 1.244 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
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12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.077 0.000 ... NaN NaN
1 -2.076 0.000 ... NaN NaN
2 -2.394 0.000 ... NaN 3000.0
3 -2.451 0.000 ... NaN NaN
4 -2.365 0.000 ... NaN 3024.0
5 -1.528 0.000 ... NaN 120.0
6 -2.110 0.000 ... NaN NaN
7 -1.977 0.000 ... NaN NaN
8 -0.471 0.000 ... NaN NaN
9 -2.243 0.865 ... NaN 29000.0
10 -1.680 0.000 ... NaN NaN
11 -1.033 0.000 ... NaN NaN
12 -1.840 0.000 ... NaN NaN
13 -1.612 0.000 ... NaN 2758.0
14 -2.076 0.000 ... NaN NaN
15 -2.081 0.000 ... NaN NaN
16 -1.212 0.000 ... NaN 1305.0
17 -1.774 0.000 ... NaN 2670.0
18 -1.304 0.000 ... NaN NaN
19 -2.040 0.000 ... NaN NaN
20 -1.394 0.000 ... NaN 9300.0
21 -1.946 1.000 ... NaN NaN
22 -1.162 0.000 ... NaN NaN
23 -2.123 0.000 ... NaN 9285.0
24 -1.453 0.000 ... NaN NaN
25 -1.829 0.000 ... NaN NaN
26 -2.074 0.000 ... NaN NaN
27 -1.903 0.000 ... NaN NaN
28 -1.323 0.000 ... NaN 2553.0
29 -1.695 0.000 ... NaN 8745.0
... ... ... ... ... ...
12403 -2.076 0.000 ... NaN NaN
12404 -0.609 0.000 ... NaN NaN
12405 -0.609 0.000 ... NaN NaN
12406 0.706 0.000 ... NaN 500.0
12407 -1.448 0.000 ... NaN 12000.0
12408 0.321 0.000 ... NaN 15159.0
12409 0.140 0.000 ... NaN 13040.0
12410 -1.577 0.000 ... NaN 172.0
12411 0.078 0.000 ... NaN 136600.0
12412 -0.200 0.000 ... NaN NaN
12413 -0.171 0.000 ... NaN 18000.0
12414 0.484 0.000 ... NaN 3342.0
12415 -1.507 0.000 ... NaN 400.0
12416 -2.029 0.000 ... NaN 52800.0
12417 -1.133 0.000 ... NaN NaN
12418 0.121 0.000 ... NaN 185250.0
12419 -0.660 0.000 ... NaN 51700.0
12420 -1.639 1.000 ... NaN 22100.0
12421 0.306 0.000 ... NaN NaN
12422 0.138 0.000 ... NaN NaN
12423 -2.076 0.000 ... NaN NaN
12424 0.291 0.000 ... NaN 14583900.0
12425 0.656 0.000 ... NaN 5080.0
12426 -1.173 1.000 ... NaN NaN
12427 -0.976 0.000 ... NaN 0.0
12428 -0.252 0.000 ... NaN NaN
12429 -1.212 1.000 ... NaN NaN
12430 -0.518 0.000 ... NaN NaN
12431 -0.034 0.000 ... NaN 97200.0
12432 0.934 0.000 ... NaN 129000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.345115e+10 0.162390 13.459422 9.342380
1 NaN 6.036241e+09 0.000000 16.444813 11.959720
2 NaN 6.722418e+10 2.523659 26.544242 23.883767
3 NaN 3.089084e+10 2.225519 24.513314 22.645080
4 NaN 4.759067e+10 2.555556 22.031219 18.758227
5 NaN 1.882356e+11 0.409277 20.042869 17.908181
6 NaN 1.283920e+10 5.729795 18.642025 12.641831
7 NaN 7.022453e+10 0.000000 20.397089 14.834482
8 NaN 1.806601e+10 0.488301 35.570330 28.919776
9 NaN 4.395535e+10 1.651962 20.070285 17.603237
10 NaN 3.183023e+10 0.000000 34.934120 28.168662
11 NaN 2.612124e+10 1.260410 19.110534 15.088749
12 NaN 6.650917e+09 2.506775 12.748024 9.183222
13 NaN 2.061601e+10 1.263253 23.475865 21.073919
14 NaN 1.300566e+10 1.192369 13.221128 9.048572
15 NaN 3.946130e+10 1.746725 21.574976 18.439866
16 NaN 3.946130e+10 1.746725 25.767501 22.825900
17 NaN 3.020266e+10 0.177226 17.476400 15.549425
18 NaN 2.573993e+10 1.964167 26.218878 23.573348
19 NaN 9.691817e+10 3.230088 23.525064 18.806247
20 NaN 1.624720e+11 0.000000 29.069215 25.635232
21 NaN 1.252709e+11 1.947420 20.109363 17.675677
22 NaN 1.692936e+10 0.000000 29.975011 27.391396
23 NaN 9.135600e+10 0.000000 19.243644 16.378866
24 NaN 4.356091e+10 3.240741 22.627628 19.707537
25 NaN 2.774535e+10 0.000000 15.772793 12.680655
26 NaN 7.285662e+09 1.909855 10.754757 7.430180
27 NaN 7.285662e+09 1.909855 29.676142 28.000541
28 NaN 6.850480e+10 3.072378 21.484846 18.811631
29 NaN 3.353845e+11 2.570694 20.986161 18.426625
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 18.687802 13.231621
12404 NaN 7.543200e+06 0.000000 71.565938 69.413841
12405 NaN 2.231800e+06 0.000000 65.689134 62.578978
12406 214.24 4.904000e+05 0.000000 89.954009 86.664396
12407 7623.29 2.799500e+06 0.000000 73.755185 71.422083
12408 1355.28 3.969240e+07 NaN 74.694659 71.178634
12409 28.83 6.832300e+05 NaN 66.979873 63.443278
12410 515.73 1.286390e+06 NaN 60.581910 58.439755
12411 112828.52 2.504440e+07 0.000000 100.593147 98.197264
12412 NaN 5.030700e+01 0.000000 32.450673 24.319480
12413 11234.83 1.727250e+07 0.000000 118.019709 116.425119
12414 3441.38 1.335429e+07 0.000000 147.480665 145.509049
12415 26371.45 6.204440e+07 1.333333 36.397949 31.975146
12416 13930.41 4.396680e+06 NaN 65.161947 63.420352
12417 NaN 2.224200e+05 0.000000 66.898351 64.375490
12418 1305.08 2.780500e+06 0.000000 140.741044 138.933103
12419 3008.68 1.192920e+07 0.000000 84.400426 82.207127
12420 2132145.65 3.056530e+10 4.850000 19.211526 16.493503
12421 NaN 1.591600e+03 0.000000 55.799198 48.672890
12422 NaN 1.521940e+06 0.000000 77.459337 74.191433
12423 NaN 1.251480e+06 NaN 23.814762 17.645652
12424 153831.73 3.055626e+06 NaN 77.534097 74.444185
12425 48710.99 4.113560e+07 NaN 93.625627 90.299611
12426 NaN 4.347500e+05 0.000000 79.252433 77.385403
12427 NaN 7.341356e+06 0.000000 75.680489 71.786358
12428 NaN 3.895710e+07 0.000000 53.906104 50.598011
12429 NaN 2.558040e+06 NaN 66.014353 63.667654
12430 NaN 3.367200e+05 NaN 42.658186 38.457229
12431 1324.86 1.219116e+06 0.000000 141.788896 140.050859
12432 5197344.50 8.554051e+08 0.543478 40.015468 29.880778
HistBeta PredBeta DataDate
0 -0.000274 0.118960 20040615
1 0.000001 0.038561 20040615
2 -0.151883 0.006121 20040615
3 -0.205867 0.112807 20040615
4 -0.138115 0.136391 20040615
5 0.262045 0.465017 20040615
6 -0.016254 0.018659 20040615
7 0.047791 0.059346 20040615
8 0.767394 1.036238 20040615
9 -0.079460 0.022047 20040615
10 0.189408 0.560447 20040615
11 0.499120 0.841913 20040615
12 0.113039 0.358274 20040615
13 0.221973 0.382553 20040615
14 0.000001 0.011952 20040615
15 -0.002164 0.204211 20040615
16 0.413107 0.513663 20040615
17 0.144835 0.298763 20040615
18 0.369154 0.642757 20040615
19 0.017537 0.149247 20040615
20 0.326319 0.461154 20040615
21 0.062375 0.140418 20040615
22 0.437174 0.660914 20040615
23 -0.022405 0.214289 20040615
24 0.298179 0.530676 20040615
25 0.118226 0.320978 20040615
26 0.001040 0.163475 20040615
27 0.082795 0.409600 20040615
28 0.360429 0.494734 20040615
29 0.182617 0.421073 20040615
... ... ... ...
12403 0.000001 0.061589 20040615
12404 0.701412 0.970612 20040615
12405 0.701755 1.122584 20040615
12406 1.330552 1.510820 20040615
12407 0.300501 0.777345 20040615
12408 1.146342 1.470518 20040615
12409 1.059932 1.319138 20040615
12410 0.238983 0.482254 20040615
12411 1.030191 1.298621 20040615
12412 0.897147 1.221025 20040615
12413 0.911192 1.234958 20040615
12414 1.224041 1.457241 20040615
12415 0.272107 0.386565 20040615
12416 0.022791 0.391483 20040615
12417 0.450893 0.772530 20040615
12418 1.050816 1.304547 20040615
12419 0.677140 0.973007 20040615
12420 0.209305 0.284150 20040615
12421 1.139177 1.341579 20040615
12422 1.058642 1.372781 20040615
12423 0.000001 0.066197 20040615
12424 1.131944 1.420108 20040615
12425 1.306391 1.494217 20040615
12426 0.431837 0.678992 20040615
12427 0.526380 0.902348 20040615
12428 0.872316 1.128215 20040615
12429 0.413442 0.743224 20040615
12430 0.745192 1.075187 20040615
12431 0.976637 1.291125 20040615
12432 1.439376 1.627200 20040615
[12433 rows x 92 columns],
'20040616': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.249 0.000 0.0
1 USA0011 0.275 0.000 0.0
2 USA0031 0.341 0.000 0.0
3 USA0062 0.068 0.432 0.0
4 USA00E2 0.439 0.000 0.0
5 USA00F1 -0.026 0.000 0.0
6 USA00G2 -0.123 0.000 0.0
7 USA00H1 0.676 0.000 0.0
8 USA00I1 -0.644 0.000 0.0
9 USA00J1 -0.048 0.000 0.0
10 USA00K1 -0.878 0.000 0.0
11 USA00P1 -0.049 0.000 0.0
12 USA00R1 -0.258 0.000 0.0
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14 USA00V1 -0.039 0.000 0.0
15 USA0131 -2.617 1.000 0.0
16 USA0161 2.758 1.000 0.0
17 USA01I1 -0.026 0.000 0.0
18 USA01J2 2.264 0.000 0.0
19 USA01L1 0.915 0.000 0.0
20 USA01P1 -0.127 0.000 0.0
21 USA01Q1 0.676 0.000 0.0
22 USA0202 -0.002 0.000 0.0
23 USA0231 -0.457 0.000 0.0
24 USA0281 -0.098 0.000 0.0
25 USA0291 -0.413 0.000 0.0
26 USA02A1 -0.376 0.000 0.0
27 USA02B1 1.779 0.000 0.0
28 USA02H1 -0.046 0.000 0.0
29 USA02P1 -0.089 0.144 0.0
... ... ... ... ...
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12404 USAZY51 0.897 0.000 0.0
12405 USAZY61 0.508 0.000 0.0
12406 USAZY71 0.464 0.000 0.0
12407 USAZYI1 -2.729 0.000 0.0
12408 USAZYJ1 0.992 0.000 0.0
12409 USAZYK1 0.449 0.000 0.0
12410 USAZYM1 -2.382 0.000 0.0
12411 USAZYR1 2.763 0.000 0.0
12412 USAZYS1 0.443 0.000 0.0
12413 USAZYT1 -2.699 0.000 0.0
12414 USAZYV1 0.424 0.000 0.0
12415 USAZYX1 0.466 0.000 0.0
12416 USAZZ41 -2.729 0.000 0.0
12417 USAZZ51 0.396 0.000 0.0
12418 USAZZ61 2.763 0.000 0.0
12419 USAZZ71 0.538 0.000 0.0
12420 USAZZ81 0.072 0.000 0.0
12421 USAZZ91 1.879 0.000 0.0
12422 USAZZA1 2.763 0.000 0.0
12423 USAZZB1 -0.276 0.000 0.0
12424 USAZZD1 0.471 0.000 0.0
12425 USAZZF1 2.763 0.000 0.0
12426 USAZZI1 0.787 0.000 0.0
12427 USAZZJ1 -1.553 0.000 0.0
12428 USAZZL1 0.800 0.000 0.0
12429 USAZZP1 0.802 0.000 0.0
12430 USAZZR1 0.469 0.000 0.0
12431 USAZZX1 0.835 0.000 0.0
12432 USAZZY1 0.915 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.070 0.000 ... NaN NaN
2 -2.389 0.000 ... NaN 3000.0
3 -2.448 0.000 ... NaN NaN
4 -2.362 0.000 ... NaN 3024.0
5 -1.522 0.000 ... NaN 120.0
6 -2.104 0.000 ... NaN NaN
7 -1.970 0.000 ... NaN NaN
8 -0.463 0.000 ... NaN NaN
9 -2.237 0.865 ... NaN 29000.0
10 -1.674 0.000 ... NaN NaN
11 -1.031 0.000 ... NaN NaN
12 -1.836 0.000 ... NaN NaN
13 -1.605 0.000 ... NaN NaN
14 -2.070 0.000 ... NaN NaN
15 -1.963 0.000 ... NaN 33.0
16 -1.213 0.000 ... NaN 510.0
17 -1.768 0.000 ... NaN 2670.0
18 -1.308 0.000 ... NaN 45.0
19 -2.034 0.000 ... NaN NaN
20 -1.387 0.000 ... NaN NaN
21 -1.942 1.000 ... NaN 1000.0
22 -1.156 0.000 ... NaN NaN
23 -2.118 0.000 ... NaN 9285.0
24 -1.446 0.000 ... NaN NaN
25 -1.823 0.000 ... NaN NaN
26 -2.068 0.000 ... NaN NaN
27 -1.900 0.000 ... NaN 200.0
28 -1.318 0.000 ... NaN 2553.0
29 -1.688 0.000 ... NaN 8745.0
... ... ... ... ... ...
12403 -2.070 0.000 ... NaN NaN
12404 -0.607 0.000 ... NaN NaN
12405 -0.609 0.000 ... NaN 1000.0
12406 0.727 0.000 ... NaN 3000.0
12407 -1.432 0.000 ... NaN 20112.0
12408 0.325 0.000 ... NaN NaN
12409 0.142 0.000 ... NaN 500.0
12410 -1.635 0.000 ... NaN 11000.0
12411 0.038 0.000 ... NaN 337338.0
12412 -0.198 0.000 ... NaN NaN
12413 -0.135 0.000 ... NaN 34750.0
12414 0.504 0.000 ... NaN NaN
12415 -1.507 0.000 ... NaN 3800.0
12416 -1.961 0.000 ... NaN 1013500.0
12417 -1.137 0.000 ... NaN NaN
12418 0.101 0.000 ... NaN 58700.0
12419 -0.660 0.000 ... NaN 15000.0
12420 -1.630 1.000 ... NaN 41500.0
12421 0.310 0.000 ... NaN NaN
12422 0.091 0.000 ... NaN 50050.0
12423 -2.070 0.000 ... NaN NaN
12424 0.293 0.000 ... NaN 18003570.0
12425 0.655 0.000 ... NaN 3392.0
12426 -1.160 1.000 ... NaN NaN
12427 -0.951 0.000 ... NaN 0.0
12428 -0.248 0.000 ... NaN NaN
12429 -1.231 1.000 ... NaN NaN
12430 -0.519 0.000 ... NaN NaN
12431 -0.033 0.000 ... NaN NaN
12432 0.937 0.000 ... NaN 102300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.317128e+10 0.162390 13.620936 9.379336
1 NaN 6.011090e+09 0.000000 16.495862 11.965730
2 NaN 6.697404e+10 2.523659 26.522758 23.847104
3 NaN 3.095955e+10 2.225519 24.565702 22.556281
4 NaN 4.865713e+10 2.555556 22.049526 18.686449
5 NaN 1.886791e+11 0.409277 19.989952 17.837636
6 NaN 1.288681e+10 5.729795 18.605430 12.611093
7 NaN 6.963570e+10 0.000000 20.527684 14.857633
8 NaN 1.772395e+10 0.488301 35.631179 28.884399
9 NaN 4.386617e+10 1.651962 20.005187 17.556774
10 NaN 3.140986e+10 0.000000 35.062258 28.210445
11 NaN 2.586758e+10 1.260410 19.022813 15.022930
12 NaN 6.671905e+09 2.506775 12.844241 9.259726
13 NaN 2.077608e+10 1.263253 23.516922 21.074543
14 NaN 1.308917e+10 1.192369 13.236561 9.026743
15 NaN 3.998211e+10 1.746725 27.616589 25.021720
16 NaN 3.998211e+10 1.746725 26.524896 23.495728
17 NaN 2.995036e+10 0.177226 17.413438 15.525199
18 NaN 2.526877e+10 1.964167 26.856303 23.977667
19 NaN 9.840511e+10 3.230088 23.633793 18.795865
20 NaN 1.641215e+11 0.000000 29.060622 25.603210
21 NaN 1.251731e+11 1.947420 20.069214 17.664022
22 NaN 1.655195e+10 0.000000 29.936313 27.354477
23 NaN 9.058787e+10 0.000000 19.247540 16.364711
24 NaN 4.382086e+10 3.240741 22.611032 19.669899
25 NaN 2.735899e+10 0.000000 15.868886 12.727497
26 NaN 7.251268e+09 1.909855 11.156771 7.579833
27 NaN 7.251268e+09 1.909855 29.957640 28.103257
28 NaN 6.883583e+10 3.072378 21.359281 18.744682
29 NaN 3.385475e+11 2.570694 21.046477 18.377905
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 18.730348 13.325067
12404 NaN 7.543200e+06 0.000000 71.520804 69.341234
12405 91.66 2.231800e+06 0.000000 65.207673 62.070677
12406 216.97 4.904000e+05 0.000000 84.232019 80.455097
12407 7147.41 3.054000e+06 0.000000 74.728431 72.440036
12408 NaN 3.969240e+07 NaN 79.240483 76.146669
12409 28.92 6.832300e+05 NaN 67.475240 64.033612
12410 487.32 1.362060e+06 NaN 56.933671 54.477113
12411 120173.90 2.393950e+07 0.000000 100.931957 98.494141
12412 NaN 5.030700e+01 0.000000 32.451344 24.330801
12413 11029.42 2.072700e+07 0.000000 119.936941 118.358536
12414 NaN 1.335429e+07 0.000000 147.553915 145.664486
12415 26105.05 6.230400e+07 1.333333 36.382508 31.971852
12416 20710.97 5.048040e+06 NaN 66.554667 64.713455
12417 NaN 2.224200e+05 0.000000 66.891627 64.342133
12418 1295.16 2.224400e+06 0.000000 142.072779 140.416607
12419 3131.41 1.192920e+07 0.000000 83.214465 81.037960
12420 2172492.40 3.067995e+10 4.850000 25.252561 23.257227
12421 NaN 1.591600e+03 0.000000 55.967213 48.714757
12422 2448.61 9.783900e+05 0.000000 79.354090 76.081932
12423 NaN 1.251480e+06 NaN 23.882004 17.628012
12424 154440.75 3.055626e+06 NaN 75.191750 71.877573
12425 48032.30 3.926580e+07 NaN 94.113279 90.721004
12426 NaN 4.347500e+05 0.000000 78.405478 76.499329
12427 NaN 7.843438e+06 0.000000 75.918428 72.049685
12428 NaN 3.895710e+07 0.000000 53.851854 50.547673
12429 NaN 2.558040e+06 NaN 65.431729 63.088621
12430 NaN 3.367200e+05 NaN 42.611896 38.403597
12431 NaN 1.219116e+06 0.000000 141.935471 140.191535
12432 5223120.50 8.418174e+08 0.543478 40.041943 29.976923
HistBeta PredBeta DataDate
0 -0.000275 0.125042 20040616
1 0.000001 0.045664 20040616
2 -0.152977 0.026692 20040616
3 -0.208290 0.117376 20040616
4 -0.139966 0.154307 20040616
5 0.262880 0.465885 20040616
6 -0.016326 0.017307 20040616
7 0.047922 0.074826 20040616
8 0.770377 1.034297 20040616
9 -0.079948 0.018859 20040616
10 0.189839 0.547843 20040616
11 0.498407 0.839260 20040616
12 0.112342 0.358604 20040616
13 0.222864 0.387611 20040616
14 0.000001 0.023827 20040616
15 0.051094 0.218636 20040616
16 0.411152 0.583618 20040616
17 0.144889 0.293094 20040616
18 0.365350 0.688487 20040616
19 0.017401 0.172359 20040616
20 0.327419 0.481221 20040616
21 0.061131 0.161397 20040616
22 0.438148 0.681642 20040616
23 -0.023155 0.208950 20040616
24 0.299315 0.532112 20040616
25 0.118431 0.320031 20040616
26 0.001046 0.172515 20040616
27 0.081591 0.455543 20040616
28 0.360781 0.490981 20040616
29 0.183167 0.422556 20040616
... ... ... ...
12403 0.000001 0.059573 20040616
12404 0.701378 0.963425 20040616
12405 0.700716 1.117071 20040616
12406 1.341342 1.582344 20040616
12407 0.305838 0.671631 20040616
12408 1.148357 1.434209 20040616
12409 1.060809 1.286276 20040616
12410 0.208567 0.475052 20040616
12411 1.010964 1.315003 20040616
12412 0.897528 1.211765 20040616
12413 0.927776 1.181173 20040616
12414 1.234374 1.437485 20040616
12415 0.269772 0.381501 20040616
12416 0.052190 0.361270 20040616
12417 0.447433 0.758911 20040616
12418 1.040900 1.288135 20040616
12419 0.675960 0.966297 20040616
12420 0.210848 0.292203 20040616
12421 1.141375 1.354615 20040616
12422 1.036362 1.388715 20040616
12423 0.000001 0.068427 20040616
12424 1.133212 1.433962 20040616
12425 1.306588 1.522177 20040616
12426 0.436566 0.691376 20040616
12427 0.536698 0.884772 20040616
12428 0.873835 1.123541 20040616
12429 0.402345 0.730555 20040616
12430 0.743891 1.069406 20040616
12431 0.976971 1.291117 20040616
12432 1.442159 1.628311 20040616
[12433 rows x 92 columns],
'20040617': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.624 0.000 0.0
1 USA0011 0.817 0.000 0.0
2 USA0031 0.044 0.000 0.0
3 USA0062 -0.296 0.432 0.0
4 USA00E2 0.186 0.000 0.0
5 USA00F1 0.033 0.000 0.0
6 USA00G2 0.364 0.000 0.0
7 USA00H1 -0.409 0.000 0.0
8 USA00I1 -2.064 0.000 0.0
9 USA00J1 -0.162 0.000 0.0
10 USA00K1 -1.940 0.000 0.0
11 USA00P1 -0.032 0.000 0.0
12 USA00R1 -0.091 0.000 0.0
13 USA00S1 -0.460 0.000 0.0
14 USA00V1 0.428 0.000 0.0
15 USA0131 -0.307 1.000 0.0
16 USA0161 -1.038 1.000 0.0
17 USA01I1 0.042 0.000 0.0
18 USA01J2 0.425 0.000 0.0
19 USA01L1 0.866 0.000 0.0
20 USA01P1 -1.145 0.000 0.0
21 USA01Q1 -1.283 0.000 0.0
22 USA0202 -0.401 0.000 0.0
23 USA0231 -0.830 0.000 0.0
24 USA0281 0.279 0.000 0.0
25 USA0291 -0.836 0.000 0.0
26 USA02A1 0.137 0.000 0.0
27 USA02B1 0.235 0.000 0.0
28 USA02H1 -0.147 0.000 0.0
29 USA02P1 0.345 0.144 0.0
... ... ... ... ...
12403 USAZY41 0.680 0.000 0.0
12404 USAZY51 0.168 0.000 0.0
12405 USAZY61 0.915 0.000 0.0
12406 USAZY71 0.470 0.000 0.0
12407 USAZYI1 2.832 0.000 0.0
12408 USAZYJ1 2.832 0.000 0.0
12409 USAZYK1 0.029 0.000 0.0
12410 USAZYM1 -0.011 0.000 0.0
12411 USAZYR1 2.832 0.000 0.0
12412 USAZYS1 0.178 0.000 0.0
12413 USAZYT1 2.832 0.000 0.0
12414 USAZYV1 2.832 0.000 0.0
12415 USAZYX1 0.737 0.000 0.0
12416 USAZZ41 2.832 0.000 0.0
12417 USAZZ51 0.301 0.000 0.0
12418 USAZZ61 0.529 0.000 0.0
12419 USAZZ71 0.281 0.000 0.0
12420 USAZZ81 -0.095 0.000 0.0
12421 USAZZ91 1.060 0.000 0.0
12422 USAZZA1 -2.694 0.000 0.0
12423 USAZZB1 -0.360 0.000 0.0
12424 USAZZD1 -0.079 0.000 0.0
12425 USAZZF1 -1.435 0.000 0.0
12426 USAZZI1 0.047 0.000 0.0
12427 USAZZJ1 2.832 0.000 0.0
12428 USAZZL1 0.665 0.000 0.0
12429 USAZZP1 -0.030 0.000 0.0
12430 USAZZR1 0.339 0.000 0.0
12431 USAZZX1 2.832 0.000 0.0
12432 USAZZY1 1.316 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.065 0.000 ... NaN NaN
1 -2.064 0.000 ... NaN NaN
2 -2.382 0.000 ... NaN 3000.0
3 -2.439 0.000 ... NaN NaN
4 -2.354 0.000 ... NaN 3024.0
5 -1.516 0.000 ... NaN 120.0
6 -2.098 0.000 ... NaN NaN
7 -1.965 0.000 ... NaN NaN
8 -0.461 0.000 ... NaN NaN
9 -2.230 0.865 ... NaN 29000.0
10 -1.669 0.000 ... NaN NaN
11 -1.027 0.000 ... NaN NaN
12 -1.832 0.000 ... NaN NaN
13 -1.599 0.000 ... NaN NaN
14 -2.064 0.000 ... NaN NaN
15 -1.963 0.000 ... NaN NaN
16 -1.213 0.000 ... NaN 4496.0
17 -1.762 0.000 ... NaN 2670.0
18 -1.304 0.000 ... NaN NaN
19 -2.028 0.000 ... NaN NaN
20 -1.385 0.000 ... NaN NaN
21 -1.944 1.000 ... NaN 37925.0
22 -1.156 0.000 ... NaN NaN
23 -2.116 0.000 ... NaN 9285.0
24 -1.441 0.000 ... NaN NaN
25 -1.820 0.000 ... NaN NaN
26 -2.062 0.000 ... NaN NaN
27 -1.904 0.000 ... NaN NaN
28 -1.323 0.000 ... NaN 2553.0
29 -1.683 0.000 ... NaN 8745.0
... ... ... ... ... ...
12403 -2.064 0.000 ... NaN NaN
12404 -0.603 0.000 ... NaN NaN
12405 -0.606 0.000 ... NaN NaN
12406 0.729 0.000 ... NaN 45000.0
12407 -1.419 0.000 ... NaN 62928.0
12408 0.340 0.000 ... NaN 3000.0
12409 0.146 0.000 ... NaN 2000.0
12410 -1.629 0.000 ... NaN NaN
12411 0.067 0.000 ... NaN 296039.0
12412 -0.196 0.000 ... NaN NaN
12413 -0.122 0.000 ... NaN 123950.0
12414 0.527 0.000 ... NaN 3000.0
12415 -1.501 0.000 ... NaN 2400.0
12416 -1.878 0.000 ... NaN 2168285.0
12417 -1.132 0.000 ... NaN NaN
12418 0.102 0.000 ... NaN 1515.0
12419 -0.657 0.000 ... NaN NaN
12420 -1.624 1.000 ... NaN 24200.0
12421 0.311 0.000 ... NaN NaN
12422 -0.033 0.000 ... NaN 155900.0
12423 -2.064 0.000 ... NaN NaN
12424 0.296 0.000 ... NaN 4509820.0
12425 0.659 0.000 ... NaN 9144.0
12426 -1.154 1.000 ... NaN NaN
12427 -0.913 0.000 ... NaN 0.0
12428 -0.241 0.000 ... NaN 3100.0
12429 -1.226 1.000 ... NaN NaN
12430 -0.515 0.000 ... NaN NaN
12431 -0.006 0.000 ... NaN 500.0
12432 0.941 0.000 ... NaN 78200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.285142e+10 0.162390 14.033803 9.435544
1 NaN 6.243737e+09 0.000000 17.122580 12.164277
2 NaN 6.750558e+10 2.523659 26.788899 23.902386
3 NaN 3.106260e+10 2.225519 24.679523 22.551931
4 NaN 4.861714e+10 2.555556 22.354143 18.728466
5 NaN 1.885226e+11 0.409277 20.257114 17.863664
6 NaN 1.283126e+10 5.729795 19.092903 12.671877
7 NaN 6.908527e+10 0.000000 20.952375 14.909635
8 NaN 1.697290e+10 0.488301 36.792239 29.212993
9 NaN 4.363918e+10 1.651962 20.251040 17.617802
10 NaN 3.085497e+10 0.000000 36.106653 28.488709
11 NaN 2.570240e+10 1.260410 19.158167 15.054606
12 NaN 6.724927e+09 2.506775 13.205233 9.291306
13 NaN 2.064426e+10 1.263253 23.669852 21.186026
14 NaN 1.326127e+10 1.192369 13.665813 9.075899
15 NaN 3.963758e+10 1.746725 27.886493 25.031628
16 NaN 3.963758e+10 1.746725 26.667828 23.621447
17 NaN 3.003736e+10 0.177226 17.589426 15.579120
18 NaN 2.551118e+10 1.964167 27.109812 24.087237
19 NaN 9.925020e+10 3.230088 24.219371 18.980374
20 NaN 1.605477e+11 0.000000 29.619560 25.777808
21 NaN 1.249285e+11 1.947420 20.545575 17.906243
22 NaN 1.622846e+10 0.000000 30.207361 27.376631
23 NaN 8.900041e+10 0.000000 19.729469 16.480096
24 NaN 4.375087e+10 3.240741 22.889457 19.762847
25 NaN 2.697263e+10 0.000000 16.457945 12.970028
26 NaN 7.314323e+09 1.909855 11.281158 7.614326
27 NaN 7.314323e+09 1.909855 30.153368 28.192927
28 NaN 6.931291e+10 3.072378 21.578496 18.791479
29 NaN 3.411834e+11 2.570694 21.337630 18.479840
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 19.250722 13.439656
12404 NaN 7.543200e+06 0.000000 72.595871 70.300963
12405 NaN 2.231800e+06 0.000000 66.257349 62.892091
12406 257.74 4.904000e+05 0.000000 84.495089 80.367285
12407 7712.57 2.926750e+06 0.000000 74.840630 72.324063
12408 1491.64 3.608400e+07 NaN 79.406912 75.960337
12409 29.38 6.832300e+05 NaN 68.603978 64.953601
12410 NaN 1.362060e+06 NaN 57.463050 54.815376
12411 117062.75 2.136140e+07 0.000000 102.990140 100.295765
12412 NaN 5.030700e+01 0.000000 33.071399 24.399992
12413 13145.29 1.974000e+07 0.000000 121.032766 119.322221
12414 3038.20 1.038667e+07 0.000000 150.486030 148.408468
12415 27556.80 6.230400e+07 1.333333 37.078988 32.341106
12416 33545.67 4.396680e+06 NaN 68.878888 66.963199
12417 NaN 2.224200e+05 0.000000 67.062503 64.317752
12418 1293.83 2.224400e+06 0.000000 143.520888 141.605021
12419 NaN 1.192920e+07 0.000000 83.356243 81.003133
12420 2171158.60 3.072125e+10 4.850000 21.683044 19.079985
12421 NaN 1.591600e+03 0.000000 56.641230 48.890327
12422 2447.45 2.717750e+06 0.000000 79.140657 75.720635
12423 NaN 1.251480e+06 NaN 24.513351 17.697284
12424 151225.51 3.055626e+06 NaN 76.575101 73.097233
12425 48583.45 3.963976e+07 NaN 94.624634 91.083393
12426 NaN 4.347500e+05 0.000000 78.241910 76.201502
12427 NaN 7.275889e+06 0.000000 77.725196 73.402688
12428 18531.32 3.852900e+07 0.000000 54.322491 50.761138
12429 NaN 2.558040e+06 NaN 65.050934 62.476904
12430 NaN 3.367200e+05 NaN 43.014951 38.458186
12431 1314.63 1.015930e+06 0.000000 144.437520 142.471833
12432 5100567.50 8.408910e+08 0.543478 41.093574 30.275496
HistBeta PredBeta DataDate
0 -0.000269 0.135070 20040617
1 0.000003 0.050459 20040617
2 -0.152688 0.029553 20040617
3 -0.208915 0.114402 20040617
4 -0.139195 0.155723 20040617
5 0.263014 0.461380 20040617
6 -0.016229 0.021299 20040617
7 0.047791 0.060732 20040617
8 0.769885 1.013875 20040617
9 -0.079643 0.018155 20040617
10 0.189573 0.510521 20040617
11 0.497926 0.817831 20040617
12 0.111558 0.361958 20040617
13 0.223289 0.391493 20040617
14 0.000003 0.037536 20040617
15 0.048748 0.193195 20040617
16 0.408611 0.556906 20040617
17 0.145084 0.287475 20040617
18 0.365092 0.687287 20040617
19 0.017670 0.188628 20040617
20 0.326243 0.465926 20040617
21 0.057729 0.147013 20040617
22 0.436059 0.683115 20040617
23 -0.024779 0.203173 20040617
24 0.299202 0.560068 20040617
25 0.117469 0.308592 20040617
26 0.001078 0.170892 20040617
27 0.076754 0.430678 20040617
28 0.355915 0.475563 20040617
29 0.182970 0.425928 20040617
... ... ... ...
12403 0.000003 0.059496 20040617
12404 0.701613 0.947692 20040617
12405 0.700124 1.115576 20040617
12406 1.341043 1.586511 20040617
12407 0.309573 0.776274 20040617
12408 1.154251 1.472572 20040617
12409 1.060900 1.278927 20040617
12410 0.208968 0.532654 20040617
12411 1.022966 1.348126 20040617
12412 0.897083 1.204873 20040617
12413 0.932397 1.214417 20040617
12414 1.244093 1.512970 20040617
12415 0.270582 0.385135 20040617
12416 0.089516 0.432849 20040617
12417 0.447568 0.763984 20040617
12418 1.040045 1.349335 20040617
12419 0.675803 0.965942 20040617
12420 0.211495 0.327655 20040617
12421 1.140445 1.346671 20040617
12422 0.975312 1.289622 20040617
12423 0.000003 0.064079 20040617
12424 1.133043 1.419154 20040617
12425 1.307526 1.458798 20040617
12426 0.436987 0.683034 20040617
12427 0.552505 0.941109 20040617
12428 0.875483 1.121566 20040617
12429 0.402356 0.720060 20040617
12430 0.743980 1.071323 20040617
12431 0.988142 1.351577 20040617
12432 1.442760 1.640337 20040617
[12433 rows x 92 columns],
'20040618': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 1.133 0.000 0.0
1 USA0011 0.244 0.000 0.0
2 USA0031 -0.114 0.000 0.0
3 USA0062 0.147 0.432 0.0
4 USA00E2 -0.054 0.000 0.0
5 USA00F1 -0.210 0.000 0.0
6 USA00G2 0.363 0.000 0.0
7 USA00H1 -0.192 0.000 0.0
8 USA00I1 2.385 0.000 0.0
9 USA00J1 0.001 0.000 0.0
10 USA00K1 -0.179 0.000 0.0
11 USA00P1 -0.216 0.000 0.0
12 USA00R1 -0.235 0.000 0.0
13 USA00S1 -0.221 0.000 0.0
14 USA00V1 0.300 0.000 0.0
15 USA0131 0.468 1.000 0.0
16 USA0161 0.602 1.000 0.0
17 USA01I1 -0.175 0.000 0.0
18 USA01J2 -0.227 0.000 0.0
19 USA01L1 0.024 0.000 0.0
20 USA01P1 -2.082 0.000 0.0
21 USA01Q1 0.043 0.000 0.0
22 USA0202 -2.954 0.000 0.0
23 USA0231 -0.935 0.000 0.0
24 USA0281 0.751 0.000 0.0
25 USA0291 -0.248 0.000 0.0
26 USA02A1 0.270 0.000 0.0
27 USA02B1 -0.911 0.000 0.0
28 USA02H1 0.005 0.000 0.0
29 USA02P1 0.604 0.144 0.0
... ... ... ... ...
12404 USAZY41 -0.126 0.000 0.0
12405 USAZY51 -1.123 0.000 0.0
12406 USAZY61 -0.419 0.000 0.0
12407 USAZY71 0.045 0.000 0.0
12408 USAZYI1 0.268 0.000 0.0
12409 USAZYJ1 -2.954 0.000 0.0
12410 USAZYK1 -0.379 0.000 0.0
12411 USAZYM1 0.085 0.000 0.0
12412 USAZYR1 -2.954 0.000 0.0
12413 USAZYS1 0.318 0.000 0.0
12414 USAZYT1 -2.954 0.000 0.0
12415 USAZYV1 -0.004 0.000 0.0
12416 USAZYX1 -0.040 0.000 0.0
12417 USAZZ41 2.875 0.000 0.0
12418 USAZZ51 0.112 0.000 0.0
12419 USAZZ61 0.070 0.000 0.0
12420 USAZZ71 -0.261 0.000 0.0
12421 USAZZ81 -1.366 0.000 0.0
12422 USAZZ91 0.152 0.000 0.0
12423 USAZZA1 2.705 0.000 0.0
12424 USAZZB1 0.452 0.000 0.0
12425 USAZZD1 -0.260 0.000 0.0
12426 USAZZF1 -0.369 0.000 0.0
12427 USAZZI1 0.009 0.000 0.0
12428 USAZZJ1 0.706 0.000 0.0
12429 USAZZL1 -2.954 0.000 0.0
12430 USAZZP1 0.179 0.000 0.0
12431 USAZZR1 0.098 0.000 0.0
12432 USAZZX1 -0.125 0.000 0.0
12433 USAZZY1 0.005 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
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12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
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12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.067 0.000 ... NaN NaN
1 -2.067 0.000 ... NaN NaN
2 -2.385 0.000 ... NaN 3000.0
3 -2.439 0.000 ... NaN NaN
4 -2.357 0.000 ... NaN 3024.0
5 -1.520 0.000 ... NaN 120.0
6 -2.101 0.000 ... NaN 1072.0
7 -1.967 0.000 ... NaN NaN
8 -0.486 0.000 ... NaN 387.0
9 -2.233 0.865 ... NaN 29000.0
10 -1.671 0.000 ... NaN NaN
11 -1.043 0.000 ... NaN NaN
12 -1.866 0.000 ... NaN NaN
13 -1.605 0.000 ... NaN NaN
14 -2.067 0.000 ... NaN NaN
15 -1.967 0.000 ... NaN NaN
16 -1.215 0.000 ... NaN 350.0
17 -1.765 0.000 ... NaN 2670.0
18 -1.306 0.000 ... NaN NaN
19 -2.030 0.000 ... NaN NaN
20 -1.372 0.000 ... NaN 3915.0
21 -1.947 1.000 ... NaN NaN
22 -1.032 0.000 ... NaN 1900.0
23 -2.111 0.000 ... NaN 865.0
24 -1.445 0.000 ... NaN NaN
25 -1.822 0.000 ... NaN NaN
26 -2.064 0.000 ... NaN NaN
27 -1.901 0.000 ... NaN 40.0
28 -1.324 0.000 ... NaN 2553.0
29 -1.686 0.000 ... NaN 8745.0
... ... ... ... ... ...
12404 -2.067 0.000 ... NaN NaN
12405 -0.604 0.000 ... NaN 137.0
12406 -0.606 0.000 ... NaN NaN
12407 0.729 0.000 ... NaN NaN
12408 -1.418 0.000 ... NaN 10000.0
12409 0.358 0.000 ... NaN 8775.0
12410 0.145 0.000 ... NaN 2000.0
12411 -1.629 0.000 ... NaN NaN
12412 0.093 0.000 ... NaN 262699.0
12413 -0.196 0.000 ... NaN NaN
12414 -0.098 0.000 ... NaN 64065.0
12415 0.527 0.000 ... NaN 2750.0
12416 -1.507 0.000 ... NaN 1800.0
12417 -1.889 0.000 ... NaN 505435.0
12418 -1.132 0.000 ... NaN NaN
12419 0.103 0.000 ... NaN 9800.0
12420 -0.657 0.000 ... NaN 15000.0
12421 -1.616 1.000 ... NaN 33400.0
12422 0.312 0.000 ... NaN NaN
12423 -0.084 0.000 ... NaN 7014.0
12424 -2.067 0.000 ... NaN NaN
12425 0.296 0.000 ... NaN 27118030.0
12426 0.657 0.000 ... NaN 39943.0
12427 -1.158 1.000 ... NaN NaN
12428 -0.915 0.000 ... NaN 0.0
12429 -0.219 0.000 ... NaN 3000.0
12430 -1.226 1.000 ... NaN NaN
12431 -0.515 0.000 ... NaN NaN
12432 -0.007 0.000 ... NaN 105000.0
12433 0.935 0.000 ... NaN 110700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.379099e+10 0.162390 14.355154 9.591259
1 NaN 6.168284e+09 0.000000 16.901323 12.034319
2 NaN 6.722418e+10 2.523659 26.534422 23.637463
3 NaN 3.138035e+10 2.225519 24.372000 22.229206
4 NaN 4.947030e+10 2.555556 22.137872 18.476477
5 NaN 1.882878e+11 0.409277 20.030123 17.628895
6 NaN 1.295822e+10 5.729795 19.041672 12.607439
7 NaN 6.882926e+10 0.000000 20.818763 14.730138
8 NaN 1.700265e+10 0.488301 37.168982 29.508930
9 NaN 4.377700e+10 1.651962 20.044316 17.400686
10 NaN 3.050187e+10 0.000000 35.823165 28.172506
11 NaN 2.568471e+10 1.260410 19.061815 14.970784
12 NaN 6.749228e+09 2.506775 13.259470 9.319489
13 NaN 2.079962e+10 1.263253 23.432123 20.942312
14 NaN 1.339793e+10 1.192369 13.583321 9.001676
15 NaN 3.990199e+10 1.746725 27.640784 24.771784
16 NaN 3.990199e+10 1.746725 26.474312 23.410165
17 NaN 2.973720e+10 0.177226 17.449274 15.400455
18 NaN 2.540875e+10 1.964167 26.841238 23.824091
19 NaN 9.993483e+10 3.230088 23.966186 18.768349
20 NaN 1.609600e+11 0.000000 29.833586 25.858015
21 NaN 1.256621e+11 1.947420 20.326764 17.713883
22 NaN 1.672718e+10 0.000000 34.925211 32.220731
23 NaN 8.912843e+10 0.000000 19.737769 16.458233
24 NaN 4.408080e+10 3.240741 22.825312 19.604523
25 NaN 2.735899e+10 0.000000 16.295992 12.812173
26 NaN 7.294260e+09 1.909855 11.253530 7.588473
27 NaN 7.294260e+09 1.909855 29.976283 28.012733
28 NaN 6.968289e+10 3.072378 21.383307 18.543206
29 NaN 3.435029e+11 2.570694 21.206226 18.227291
... ... ... ... ... ...
12404 NaN 5.056250e+06 NaN 19.182412 13.276430
12405 338.44 7.576875e+06 0.000000 72.223944 69.910510
12406 NaN 2.231800e+06 0.000000 65.658498 62.336579
12407 NaN 4.904000e+05 0.000000 85.276423 81.325272
12408 7817.11 2.926750e+06 0.000000 73.880609 71.362850
12409 1950.34 4.149660e+07 NaN 81.376008 78.108099
12410 23.36 6.832300e+05 NaN 68.366254 64.725762
12411 NaN 1.362060e+06 NaN 56.758934 54.073568
12412 109930.52 2.393950e+07 0.000000 102.929163 100.343873
12413 NaN 5.030700e+01 0.000000 32.874445 24.152769
12414 13810.14 2.220750e+07 0.000000 120.586241 118.852000
12415 2436.88 1.038667e+07 0.000000 148.900111 146.751619
12416 26885.05 6.204440e+07 1.333333 36.718244 31.947373
12417 36248.49 4.071000e+06 NaN 68.267436 66.271054
12418 NaN 2.224200e+05 0.000000 66.293948 63.534740
12419 1278.70 2.224400e+06 0.000000 141.932698 140.014719
12420 3124.59 1.192920e+07 0.000000 83.248471 80.841364
12421 2150485.80 3.136025e+10 4.850000 20.068496 17.132192
12422 NaN 1.591600e+03 0.000000 56.071203 48.293854
12423 2353.37 1.630650e+06 0.000000 83.649611 80.675248
12424 NaN 1.251480e+06 NaN 24.507324 17.700133
12425 133429.86 3.055626e+06 NaN 75.637014 72.126277
12426 52195.05 3.963976e+07 NaN 93.780006 90.226588
12427 NaN 4.347500e+05 0.000000 77.673648 75.634061
12428 NaN 7.211514e+06 0.000000 76.821742 72.526915
12429 19080.59 4.152570e+07 0.000000 56.014456 52.618887
12430 NaN 2.558040e+06 NaN 64.471808 61.919692
12431 NaN 3.367200e+05 NaN 42.572559 37.977068
12432 1358.36 1.015930e+06 0.000000 142.856322 140.874078
12433 4867643.85 8.378029e+08 0.543478 40.636355 29.900489
HistBeta PredBeta DataDate
0 -0.000275 0.151435 20040618
1 0.000001 0.055795 20040618
2 -0.152604 0.030952 20040618
3 -0.209931 0.127164 20040618
4 -0.139055 0.150718 20040618
5 0.262123 0.457181 20040618
6 -0.016322 0.024978 20040618
7 0.047916 0.061144 20040618
8 0.757809 1.076155 20040618
9 -0.079889 0.023136 20040618
10 0.189718 0.525827 20040618
11 0.490942 0.808558 20040618
12 0.096389 0.343828 20040618
13 0.221567 0.392163 20040618
14 0.000001 0.036612 20040618
15 0.047741 0.200568 20040618
16 0.408273 0.574047 20040618
17 0.144845 0.282896 20040618
18 0.364840 0.674874 20040618
19 0.017304 0.176853 20040618
20 0.333184 0.445748 20040618
21 0.057434 0.156060 20040618
22 0.495988 0.671776 20040618
23 -0.021410 0.202034 20040618
24 0.297842 0.575575 20040618
25 0.117360 0.311021 20040618
26 0.001019 0.173431 20040618
27 0.079365 0.407239 20040618
28 0.356199 0.478810 20040618
29 0.182674 0.436976 20040618
... ... ... ...
12404 0.000001 0.051137 20040618
12405 0.701229 0.924441 20040618
12406 0.700431 1.094116 20040618
12407 1.340685 1.575819 20040618
12408 0.310823 0.745203 20040618
12409 1.162526 1.351858 20040618
12410 1.060625 1.270082 20040618
12411 0.209611 0.534564 20040618
12412 1.035555 1.260801 20040618
12413 0.897128 1.212615 20040618
12414 0.944267 1.114097 20040618
12415 1.243730 1.542773 20040618
12416 0.268164 0.378975 20040618
12417 0.084933 0.503148 20040618
12418 0.448039 0.773056 20040618
12419 1.040524 1.341243 20040618
12420 0.675929 0.978377 20040618
12421 0.215932 0.306309 20040618
12422 1.140850 1.338396 20040618
12423 0.950677 1.246797 20040618
12424 0.000001 0.073443 20040618
12425 1.132967 1.417627 20040618
12426 1.306269 1.465615 20040618
12427 0.435767 0.680158 20040618
12428 0.552320 0.960998 20040618
12429 0.885845 1.063615 20040618
12430 0.402991 0.717593 20040618
12431 0.744014 1.072987 20040618
12432 0.987565 1.328033 20040618
12433 1.439643 1.624093 20040618
[12434 rows x 92 columns],
'20040621': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.358 0.000 0.0
1 USA0011 0.551 0.000 0.0
2 USA0031 -0.166 0.000 0.0
3 USA0062 -0.140 0.432 0.0
4 USA00E2 -0.187 0.000 0.0
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6 USA00G2 -0.282 0.000 0.0
7 USA00H1 -0.678 0.000 0.0
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9 USA00J1 0.157 0.000 0.0
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18 USA01J2 -0.072 0.000 0.0
19 USA01L1 0.311 0.000 0.0
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21 USA01Q1 0.148 0.000 0.0
22 USA0202 -0.126 0.000 0.0
23 USA0231 -0.456 0.000 0.0
24 USA0281 -0.042 0.000 0.0
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26 USA02A1 0.063 0.000 0.0
27 USA02B1 1.112 0.000 0.0
28 USA02H1 -0.187 0.000 0.0
29 USA02P1 0.260 0.144 0.0
... ... ... ... ...
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12404 USAZY61 -0.148 0.000 0.0
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12412 USAZYT1 2.798 0.000 0.0
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12415 USAZZ41 -2.399 0.000 0.0
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12418 USAZZ71 -0.339 0.000 0.0
12419 USAZZ81 -0.600 0.000 0.0
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12422 USAZZB1 -0.081 0.000 0.0
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12425 USAZZI1 0.443 0.000 0.0
12426 USAZZJ1 -2.043 0.000 0.0
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12428 USAZZP1 0.338 0.000 0.0
12429 USAZZR1 -0.420 0.000 0.0
12430 USAZZX1 -2.744 0.000 0.0
12431 USAZZY1 1.350 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.061 0.000 ... NaN NaN
2 -2.384 0.000 ... NaN 3000.0
3 -2.444 0.000 ... NaN NaN
4 -2.350 0.000 ... NaN 3024.0
5 -1.514 0.000 ... NaN 120.0
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17 -1.745 0.000 ... NaN 2670.0
18 -1.303 0.000 ... NaN NaN
19 -2.024 0.000 ... NaN NaN
20 -1.367 0.000 ... NaN NaN
21 -1.941 1.000 ... NaN NaN
22 -1.024 0.000 ... NaN NaN
23 -2.105 0.000 ... NaN 865.0
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25 -1.817 0.000 ... NaN NaN
26 -2.059 0.000 ... NaN NaN
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... ... ... ... ... ...
12402 -2.061 0.000 ... NaN NaN
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12406 -1.417 0.000 ... NaN NaN
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12408 0.146 0.000 ... NaN 55000.0
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12410 0.161 0.000 ... NaN 168286.0
12411 -0.194 0.000 ... NaN NaN
12412 0.040 0.000 ... NaN 13057.0
12413 0.526 0.000 ... NaN 2400.0
12414 -1.508 0.000 ... NaN 100.0
12415 -1.938 0.000 ... NaN 220100.0
12416 -1.130 0.000 ... NaN NaN
12417 0.102 0.000 ... NaN 77500.0
12418 -0.654 0.000 ... NaN NaN
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12422 -2.061 0.000 ... NaN NaN
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12425 -1.151 1.000 ... NaN NaN
12426 -0.982 0.000 ... NaN 0.0
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12429 -0.512 0.000 ... NaN NaN
12430 -0.061 0.000 ... NaN 40000.0
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.403088e+10 0.162390 14.070319 9.662680
1 NaN 6.155708e+09 0.000000 16.618073 12.170679
2 NaN 6.653630e+10 2.523659 26.282845 23.791755
3 NaN 3.113989e+10 2.225519 24.210141 22.334254
4 NaN 4.915036e+10 2.555556 21.975892 18.613189
5 NaN 1.867224e+11 0.409277 20.067216 17.768748
6 NaN 1.278365e+10 5.729795 18.676728 12.702866
7 NaN 6.761319e+10 0.000000 20.591886 14.945118
8 NaN 1.673123e+10 0.488301 36.734645 29.669828
9 NaN 4.376078e+10 1.651962 19.951582 17.541473
10 NaN 3.031690e+10 0.000000 35.409872 28.338956
11 NaN 2.543695e+10 1.260410 19.153413 15.179392
12 NaN 6.837598e+09 2.506775 13.094295 9.405208
13 NaN 2.088907e+10 1.263253 23.438667 21.083164
14 NaN 1.346626e+10 1.192369 13.371142 9.075367
15 NaN 3.966161e+10 1.746725 27.526362 24.829927
16 NaN 3.966161e+10 1.746725 26.548432 23.608452
17 NaN 2.932394e+10 0.177226 17.451847 15.561703
18 NaN 2.559995e+10 1.964167 26.877623 23.978573
19 NaN 9.980646e+10 3.230088 23.750359 18.908052
20 NaN 1.571800e+11 0.000000 29.665050 26.040701
21 NaN 1.251242e+11 1.947420 20.323576 17.838674
22 NaN 1.625542e+10 0.000000 35.027496 32.409715
23 NaN 8.864195e+10 0.000000 19.605659 16.599449
24 NaN 4.434075e+10 3.240741 22.794395 19.738659
25 NaN 2.670701e+10 0.000000 16.174717 12.941661
26 NaN 7.231206e+09 1.909855 11.135627 7.666776
27 NaN 7.231206e+09 1.909855 30.170673 28.333112
28 NaN 6.863137e+10 3.072378 21.342446 18.671716
29 NaN 3.437138e+11 2.570694 21.003453 18.196348
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 18.900565 13.436907
12403 NaN 7.576875e+06 0.000000 73.750578 71.623063
12404 NaN 2.231800e+06 0.000000 66.490521 63.310911
12405 NaN 4.904000e+05 0.000000 84.818803 80.865339
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12407 NaN 4.149660e+07 NaN 80.558511 77.401409
12408 50.57 6.832300e+05 NaN 68.154491 64.621960
12409 534.34 1.513400e+06 NaN 58.272552 55.845531
12410 107195.70 2.136140e+07 0.000000 104.511306 101.940703
12411 NaN 5.030700e+01 0.000000 32.784381 24.371306
12412 14385.86 1.727250e+07 0.000000 123.993221 122.272151
12413 2377.35 1.038667e+07 0.000000 149.961001 147.854372
12414 24639.84 6.230400e+07 1.333333 36.650014 32.245947
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12416 NaN 2.224200e+05 0.000000 66.100098 63.476716
12417 1249.46 2.224400e+06 0.000000 142.915648 141.079645
12418 NaN 1.192920e+07 0.000000 84.300410 81.942488
12419 2269764.00 3.148300e+10 4.850000 22.356777 19.924815
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12421 2340.77 1.956780e+06 0.000000 83.361716 80.528185
12422 NaN 1.251480e+06 NaN 24.162453 17.861686
12423 125729.78 3.055626e+06 NaN 76.434012 73.054819
12424 53920.14 3.870486e+07 NaN 94.187644 90.674066
12425 NaN 4.347500e+05 0.000000 78.705580 76.830309
12426 NaN 7.607762e+06 0.000000 77.405826 73.528945
12427 NaN 4.152570e+07 0.000000 56.159271 53.038618
12428 NaN 2.558040e+06 NaN 65.070306 62.685490
12429 NaN 3.367200e+05 NaN 42.682934 38.244850
12430 1359.00 1.219116e+06 0.000000 145.066330 143.242532
12431 4531655.74 8.208183e+08 0.543478 40.842529 30.331477
HistBeta PredBeta DataDate
0 -0.000263 0.148219 20040621
1 0.000004 0.071346 20040621
2 -0.154833 0.068125 20040621
3 -0.208379 0.129901 20040621
4 -0.138935 0.156993 20040621
5 0.262759 0.452034 20040621
6 -0.016092 0.019063 20040621
7 0.047573 0.052503 20040621
8 0.757839 1.084174 20040621
9 -0.079191 0.031787 20040621
10 0.189042 0.541767 20040621
11 0.491889 0.808090 20040621
12 0.096312 0.346145 20040621
13 0.224887 0.402854 20040621
14 0.000004 0.038469 20040621
15 0.049302 0.201041 20040621
16 0.404629 0.562048 20040621
17 0.151849 0.278954 20040621
18 0.364512 0.677657 20040621
19 0.018051 0.184958 20040621
20 0.333657 0.467549 20040621
21 0.057920 0.170909 20040621
22 0.498217 0.694946 20040621
23 -0.020813 0.209905 20040621
24 0.297526 0.575689 20040621
25 0.117537 0.316256 20040621
26 0.001141 0.177042 20040621
27 0.090108 0.448568 20040621
28 0.355699 0.475241 20040621
29 0.182520 0.436354 20040621
... ... ... ...
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12403 0.701241 0.926777 20040621
12404 0.699439 1.101922 20040621
12405 1.341283 1.566923 20040621
12406 0.309547 0.739271 20040621
12407 1.163093 1.415274 20040621
12408 1.060567 1.275503 20040621
12409 0.189578 0.457838 20040621
12410 1.067747 1.359073 20040621
12411 0.897359 1.201488 20040621
12412 1.009749 1.276240 20040621
12413 1.243286 1.537080 20040621
12414 0.266060 0.377771 20040621
12415 0.059014 0.430424 20040621
12416 0.447542 0.770776 20040621
12417 1.039617 1.328198 20040621
12418 0.676221 0.980305 20040621
12419 0.210432 0.306237 20040621
12420 1.139645 1.336617 20040621
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12426 0.518635 0.873773 20040621
12427 0.885812 1.037016 20040621
12428 0.409789 0.726627 20040621
12429 0.744209 1.065832 20040621
12430 0.961210 1.243862 20040621
12431 1.457716 1.649079 20040621
[12432 rows x 92 columns],
'20040622': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.355 0.000 0.0
2 USA0031 -0.585 0.000 0.0
3 USA0062 -0.010 0.432 0.0
4 USA00E2 -0.410 0.000 0.0
5 USA00F1 0.096 0.000 0.0
6 USA00G2 -1.160 0.000 0.0
7 USA00H1 -0.593 0.000 0.0
8 USA00I1 1.796 0.000 0.0
9 USA00J1 0.254 0.000 0.0
10 USA00K1 2.170 0.000 0.0
11 USA00P1 0.810 0.000 0.0
12 USA00R1 0.739 0.000 0.0
13 USA00S1 0.515 0.000 0.0
14 USA00V1 -0.371 0.000 0.0
15 USA0131 0.156 1.000 0.0
16 USA0161 1.422 1.000 0.0
17 USA01I1 -0.463 0.000 0.0
18 USA01J2 0.258 0.000 0.0
19 USA01L1 -0.201 0.000 0.0
20 USA01P1 0.930 0.000 0.0
21 USA01Q1 0.237 0.000 0.0
22 USA0202 0.223 0.000 0.0
23 USA0231 0.506 0.000 0.0
24 USA0281 -0.221 0.000 0.0
25 USA0291 0.237 0.000 0.0
26 USA02A1 0.067 0.000 0.0
27 USA02B1 0.266 0.000 0.0
28 USA02H1 0.258 0.000 0.0
29 USA02P1 0.732 0.144 0.0
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12416 USAZYR1 2.706 0.000 0.0
12417 USAZYS1 0.594 0.000 0.0
12418 USAZYT1 0.741 0.000 0.0
12419 USAZYV1 0.818 0.000 0.0
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12421 USAZZ41 2.706 0.000 0.0
12422 USAZZ51 0.253 0.000 0.0
12423 USAZZ61 0.607 0.000 0.0
12424 USAZZ71 0.033 0.000 0.0
12425 USAZZ81 -0.855 0.000 0.0
12426 USAZZ91 0.528 0.000 0.0
12427 USAZZA1 -2.786 0.000 0.0
12428 USAZZB1 -0.395 0.000 0.0
12429 USAZZD1 2.706 0.000 0.0
12430 USAZZF1 -0.030 0.000 0.0
12431 USAZZI1 0.072 0.000 0.0
12432 USAZZJ1 2.247 0.000 0.0
12433 USAZZL1 2.706 0.000 0.0
12434 USAZZP1 0.078 0.000 0.0
12435 USAZZR1 0.697 0.000 0.0
12436 USAZZX1 0.065 0.000 0.0
12437 USAZZY1 1.710 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
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27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.060 0.000 ... NaN NaN
1 -2.059 0.000 ... NaN NaN
2 -2.380 0.000 ... NaN 3000.0
3 -2.448 0.000 ... NaN NaN
4 -2.348 0.000 ... NaN 3024.0
5 -1.517 0.000 ... NaN 120.0
6 -2.093 0.000 ... NaN NaN
7 -1.960 0.000 ... NaN NaN
8 -0.492 0.000 ... NaN NaN
9 -2.224 0.865 ... NaN 29000.0
10 -1.667 0.000 ... NaN NaN
11 -1.051 0.000 ... NaN NaN
12 -1.875 0.000 ... NaN NaN
13 -1.596 0.000 ... NaN NaN
14 -2.059 0.000 ... NaN NaN
15 -1.960 0.000 ... NaN NaN
16 -1.242 0.000 ... NaN 870.0
17 -1.747 0.000 ... NaN 2670.0
18 -1.305 0.000 ... NaN NaN
19 -2.023 0.000 ... NaN NaN
20 -1.371 0.000 ... NaN NaN
21 -1.940 1.000 ... NaN NaN
22 -1.036 0.000 ... NaN NaN
23 -2.104 0.000 ... NaN 865.0
24 -1.443 0.000 ... NaN NaN
25 -1.817 0.000 ... NaN NaN
26 -2.057 0.000 ... NaN NaN
27 -1.875 0.000 ... NaN NaN
28 -1.322 0.000 ... NaN 2553.0
29 -1.682 0.000 ... NaN 8745.0
... ... ... ... ... ...
12408 -2.059 0.000 ... NaN NaN
12409 -0.602 0.000 ... NaN NaN
12410 -0.607 0.000 ... NaN NaN
12411 0.723 0.000 ... NaN NaN
12412 -1.409 0.000 ... NaN 15000.0
12413 0.312 0.000 ... NaN 2000.0
12414 0.140 0.000 ... NaN 19000.0
12415 -1.662 0.000 ... NaN NaN
12416 0.124 0.000 ... NaN 120525.0
12417 -0.195 0.000 ... NaN NaN
12418 0.038 0.000 ... NaN 1189.0
12419 0.521 0.000 ... NaN 59200.0
12420 -1.513 0.000 ... NaN 200.0
12421 -1.970 0.000 ... NaN 405500.0
12422 -1.127 0.000 ... NaN NaN
12423 0.101 0.000 ... NaN 685150.0
12424 -0.653 0.000 ... NaN NaN
12425 -1.612 1.000 ... NaN 168800.0
12426 0.307 0.000 ... NaN NaN
12427 -0.117 0.000 ... NaN 30400.0
12428 -2.059 0.000 ... NaN NaN
12429 0.273 0.000 ... NaN 19182240.0
12430 0.667 0.000 ... NaN 14614.0
12431 -1.151 1.000 ... NaN NaN
12432 -0.999 0.000 ... NaN 0.0
12433 -0.263 0.000 ... NaN 2500.0
12434 -1.207 1.000 ... NaN NaN
12435 -0.514 0.000 ... NaN NaN
12436 -0.065 0.000 ... NaN NaN
12437 0.928 0.000 ... NaN 221700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.501044e+10 0.162390 14.340246 9.783077
1 NaN 6.268888e+09 0.000000 16.986671 12.260176
2 NaN 6.569209e+10 2.523659 26.710521 24.088850
3 NaN 3.156929e+10 2.225519 24.467611 22.521253
4 NaN 4.925701e+10 2.555556 22.288946 18.767258
5 NaN 1.886269e+11 0.409277 20.109282 17.874053
6 NaN 1.297409e+10 5.729795 19.272493 13.029857
7 NaN 6.797161e+10 0.000000 20.959557 15.123606
8 NaN 1.725547e+10 0.488301 37.689744 30.294404
9 NaN 4.372025e+10 1.651962 20.156521 17.684730
10 NaN 3.119127e+10 0.000000 36.818908 29.144604
11 NaN 2.571420e+10 1.260410 19.458273 15.549387
12 NaN 6.914921e+09 2.506775 13.388810 9.739913
13 NaN 2.148227e+10 1.263253 23.953886 21.310595
14 NaN 1.327139e+10 1.192369 13.578737 9.177689
15 NaN 3.979782e+10 1.746725 27.616193 24.936825
16 NaN 3.979782e+10 1.746725 26.964817 24.081619
17 NaN 2.975460e+10 0.177226 17.668601 15.723315
18 NaN 2.617013e+10 1.964167 26.982801 24.210765
19 NaN 1.003734e+11 3.230088 23.971515 19.059947
20 NaN 1.595855e+11 0.000000 30.335396 26.522840
21 NaN 1.247574e+11 1.947420 20.451267 18.000714
22 NaN 1.651152e+10 0.000000 35.401027 32.822451
23 NaN 8.969172e+10 0.000000 19.941599 16.857410
24 NaN 4.399082e+10 3.240741 22.963043 19.899978
25 NaN 2.697263e+10 0.000000 16.357601 13.079939
26 NaN 7.320055e+09 1.909855 11.350744 7.749203
27 NaN 7.320055e+09 1.909855 30.414717 28.517722
28 NaN 6.923502e+10 3.072378 21.535592 18.802366
29 NaN 3.463496e+11 2.570694 21.435979 18.528833
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 19.265735 13.553250
12409 NaN 7.576875e+06 0.000000 74.618295 72.495901
12410 NaN 2.231800e+06 0.000000 63.357108 60.088088
12411 NaN 4.904000e+05 0.000000 84.913102 81.037851
12412 7111.43 2.926750e+06 0.000000 75.156881 72.776406
12413 2042.15 3.644484e+07 NaN 83.358452 80.320619
12414 56.90 6.832300e+05 NaN 69.087350 65.672228
12415 NaN 1.513400e+06 NaN 60.629462 58.448619
12416 105281.51 1.988820e+07 0.000000 105.928442 103.320511
12417 NaN 5.030700e+01 0.000000 32.957045 24.708057
12418 13750.87 1.727250e+07 0.000000 125.112328 123.345556
12419 2457.65 1.038667e+07 0.000000 151.283043 149.224773
12420 23527.85 6.230400e+07 1.333333 37.048409 32.526246
12421 38292.28 3.908160e+06 NaN 70.580506 68.768449
12422 NaN 2.224200e+05 0.000000 66.395781 63.744106
12423 1317.24 2.224400e+06 0.000000 144.167174 142.365404
12424 NaN 1.192920e+07 0.000000 85.698402 83.373088
12425 2424590.20 3.103604e+10 4.850000 23.788154 21.536957
12426 NaN 1.591600e+03 0.000000 56.070727 48.715569
12427 2234.37 2.174200e+06 0.000000 84.659416 81.830243
12428 NaN 1.251480e+06 NaN 24.564299 18.032398
12429 124374.39 2.546355e+06 NaN 77.196077 73.748383
12430 52850.91 3.889184e+07 NaN 94.479936 91.117817
12431 NaN 4.347500e+05 0.000000 77.931789 75.994281
12432 NaN 7.442530e+06 0.000000 78.275820 74.310724
12433 17614.68 3.852900e+07 0.000000 58.203215 55.119662
12434 NaN 2.558040e+06 NaN 65.755708 63.374713
12435 NaN 3.367200e+05 NaN 43.078126 38.717099
12436 NaN 1.219116e+06 0.000000 146.206376 144.552514
12437 4603292.95 8.029073e+08 0.543478 41.064711 30.869844
HistBeta PredBeta DataDate
0 -0.000273 0.150784 20040622
1 0.000001 0.038959 20040622
2 -0.154741 0.057887 20040622
3 -0.209234 0.137879 20040622
4 -0.139301 0.145929 20040622
5 0.261329 0.459473 20040622
6 -0.016243 -0.004386 20040622
7 0.047732 0.045230 20040622
8 0.755485 1.115950 20040622
9 -0.079526 0.044031 20040622
10 0.189007 0.598168 20040622
11 0.485951 0.831060 20040622
12 0.088835 0.349416 20040622
13 0.223234 0.391753 20040622
14 0.000001 0.019454 20040622
15 0.047962 0.206657 20040622
16 0.393906 0.575518 20040622
17 0.150522 0.270682 20040622
18 0.363678 0.670435 20040622
19 0.017397 0.168992 20040622
20 0.331418 0.488550 20040622
21 0.057339 0.153180 20040622
22 0.492930 0.672927 20040622
23 -0.021717 0.221532 20040622
24 0.296810 0.542720 20040622
25 0.116790 0.321601 20040622
26 0.001028 0.179043 20040622
27 0.088779 0.442108 20040622
28 0.355459 0.487769 20040622
29 0.181924 0.450748 20040622
... ... ... ...
12408 0.000001 0.047613 20040622
12409 0.702415 0.938329 20040622
12410 0.700059 1.108998 20040622
12411 1.340787 1.593471 20040622
12412 0.313346 0.755689 20040622
12413 1.142961 1.442375 20040622
12414 1.060149 1.281321 20040622
12415 0.191551 0.435220 20040622
12416 1.052291 1.402322 20040622
12417 0.898547 1.226013 20040622
12418 1.010992 1.349730 20040622
12419 1.243612 1.569320 20040622
12420 0.263175 0.354002 20040622
12421 0.043069 0.464520 20040622
12422 0.449042 0.788779 20040622
12423 1.041174 1.352729 20040622
12424 0.677519 0.990665 20040622
12425 0.215315 0.283838 20040622
12426 1.140338 1.343547 20040622
12427 0.936122 1.136928 20040622
12428 0.000001 0.060356 20040622
12429 1.123899 1.469393 20040622
12430 1.313745 1.503812 20040622
12431 0.437643 0.696924 20040622
12432 0.510826 0.912938 20040622
12433 0.865745 1.080688 20040622
12434 0.410887 0.717944 20040622
12435 0.744837 1.089453 20040622
12436 0.961179 1.212576 20040622
12437 1.439822 1.655627 20040622
[12438 rows x 92 columns],
'20040623': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.124 0.000 0.0
1 USA0011 -0.315 0.000 0.0
2 USA0031 -0.406 0.000 0.0
3 USA0062 0.204 0.432 0.0
4 USA00E2 0.165 0.000 0.0
5 USA00F1 -0.033 0.000 0.0
6 USA00G2 -0.014 0.000 0.0
7 USA00H1 0.390 0.000 0.0
8 USA00I1 1.004 0.000 0.0
9 USA00J1 -0.163 0.000 0.0
10 USA00K1 0.513 0.000 0.0
11 USA00P1 0.242 0.000 0.0
12 USA00R1 -0.719 0.000 0.0
13 USA00S1 -1.907 0.000 0.0
14 USA00V1 -0.180 0.000 0.0
15 USA0131 0.588 1.000 0.0
16 USA0161 0.866 1.000 0.0
17 USA01I1 -0.211 0.000 0.0
18 USA01J2 0.515 0.000 0.0
19 USA01L1 0.675 0.000 0.0
20 USA01P1 2.714 0.000 0.0
21 USA01Q1 0.056 0.000 0.0
22 USA0202 0.983 0.000 0.0
23 USA0231 0.111 0.000 0.0
24 USA0281 0.333 0.000 0.0
25 USA0291 0.151 0.000 0.0
26 USA02A1 -0.015 0.000 0.0
27 USA02B1 1.303 0.000 0.0
28 USA02H1 0.044 0.000 0.0
29 USA02P1 0.147 0.144 0.0
... ... ... ... ...
12408 USAZY41 -1.310 0.000 0.0
12409 USAZY51 -0.358 0.000 0.0
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12411 USAZY71 1.446 0.000 0.0
12412 USAZYI1 0.148 0.000 0.0
12413 USAZYJ1 0.589 0.000 0.0
12414 USAZYK1 0.883 0.000 0.0
12415 USAZYM1 -0.167 0.000 0.0
12416 USAZYR1 -2.669 0.000 0.0
12417 USAZYS1 0.697 0.000 0.0
12418 USAZYT1 -0.093 0.000 0.0
12419 USAZYV1 -2.840 0.000 0.0
12420 USAZYX1 0.011 0.000 0.0
12421 USAZZ41 -2.840 0.000 0.0
12422 USAZZ51 0.482 0.000 0.0
12423 USAZZ61 0.873 0.000 0.0
12424 USAZZ71 0.714 0.000 0.0
12425 USAZZ81 -2.728 0.000 0.0
12426 USAZZ91 1.363 0.000 0.0
12427 USAZZA1 0.616 0.000 0.0
12428 USAZZB1 -0.618 0.000 0.0
12429 USAZZD1 0.157 0.000 0.0
12430 USAZZF1 0.840 0.000 0.0
12431 USAZZI1 0.463 0.000 0.0
12432 USAZZJ1 2.020 0.000 0.0
12433 USAZZL1 1.568 0.000 0.0
12434 USAZZP1 -2.840 0.000 0.0
12435 USAZZR1 0.607 0.000 0.0
12436 USAZZX1 2.556 0.000 0.0
12437 USAZZY1 0.526 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12435 0.0 0.0 0.0 0.000
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12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.046 0.000 ... NaN NaN
1 -2.045 0.000 ... NaN NaN
2 -2.361 0.000 ... NaN 3000.0
3 -2.451 0.000 ... NaN NaN
4 -2.350 0.000 ... NaN 18160.0
5 -1.521 0.000 ... NaN 120.0
6 -2.079 0.000 ... NaN NaN
7 -1.947 0.000 ... NaN NaN
8 -0.512 0.000 ... NaN NaN
9 -2.210 0.865 ... NaN 29000.0
10 -1.660 0.000 ... NaN NaN
11 -1.081 0.000 ... NaN NaN
12 -1.908 0.000 ... NaN NaN
13 -1.498 0.000 ... NaN 7226.0
14 -2.045 0.000 ... NaN NaN
15 -1.957 0.000 ... NaN NaN
16 -1.249 0.000 ... NaN 744.0
17 -1.742 0.000 ... NaN 2670.0
18 -1.307 0.000 ... NaN NaN
19 -2.014 0.000 ... NaN NaN
20 -1.451 0.000 ... NaN 5000.0
21 -1.932 1.000 ... NaN NaN
22 -1.050 0.000 ... NaN NaN
23 -2.091 0.000 ... NaN 865.0
24 -1.442 0.000 ... NaN NaN
25 -1.808 0.000 ... NaN NaN
26 -2.044 0.000 ... NaN NaN
27 -1.906 0.000 ... NaN 160.0
28 -1.320 0.000 ... NaN 2553.0
29 -1.677 0.000 ... NaN 8745.0
... ... ... ... ... ...
12408 -2.045 0.000 ... NaN NaN
12409 -0.616 0.000 ... NaN 592.0
12410 -0.609 0.000 ... NaN 1000.0
12411 0.713 0.000 ... NaN 400.0
12412 -1.497 0.000 ... NaN 32500.0
12413 0.293 0.000 ... NaN NaN
12414 0.083 0.000 ... NaN 10000.0
12415 -1.661 0.000 ... NaN NaN
12416 0.164 0.000 ... NaN 362847.0
12417 -0.196 0.000 ... NaN NaN
12418 0.016 0.000 ... NaN 1925.0
12419 0.589 0.000 ... NaN 47000.0
12420 -1.523 0.000 ... NaN 900.0
12421 -1.824 0.000 ... NaN 259000.0
12422 -1.128 0.000 ... NaN NaN
12423 0.102 0.000 ... NaN 230000.0
12424 -0.652 0.000 ... NaN NaN
12425 -1.468 1.000 ... NaN 55900.0
12426 0.309 0.000 ... NaN NaN
12427 -0.124 0.000 ... NaN NaN
12428 -2.045 0.000 ... NaN NaN
12429 0.266 0.000 ... NaN 8351900.0
12430 0.654 0.000 ... NaN 13245.0
12431 -1.167 1.000 ... NaN 100.0
12432 -1.010 0.000 ... NaN 0.0
12433 -0.327 0.000 ... NaN 5500.0
12434 -0.853 1.000 ... NaN 4000.0
12435 -0.518 0.000 ... NaN NaN
12436 -0.221 0.000 ... NaN 50689.0
12437 0.918 0.000 ... NaN 97200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.614992e+10 0.162390 14.282526 9.658910
1 NaN 6.250024e+09 0.000000 17.061211 12.135675
2 NaN 6.558266e+10 2.523659 26.533388 23.764441
3 NaN 3.221339e+10 2.225519 24.411961 22.487330
4 NaN 4.916370e+10 2.555556 22.283409 18.608179
5 NaN 1.880530e+11 0.409277 19.958220 17.649465
6 NaN 1.302171e+10 5.729795 19.497885 12.919367
7 NaN 6.940529e+10 0.000000 21.097685 14.945312
8 NaN 1.730009e+10 0.488301 37.629352 30.113064
9 NaN 4.380942e+10 1.651962 20.090608 17.454792
10 NaN 3.194793e+10 0.000000 36.843365 28.895542
11 NaN 2.602096e+10 1.260410 19.307137 15.329128
12 NaN 6.987826e+09 2.506775 13.840845 9.975796
13 NaN 2.150110e+10 1.263253 24.342681 21.605884
14 NaN 1.315750e+10 1.192369 13.699618 9.063641
15 NaN 4.059907e+10 1.746725 27.503744 24.699463
16 NaN 4.059907e+10 1.746725 26.882836 23.901542
17 NaN 3.038536e+10 0.177226 17.640683 15.523453
18 NaN 2.659349e+10 1.964167 26.781374 23.953219
19 NaN 1.014966e+11 3.230088 24.179291 18.936091
20 NaN 1.647401e+11 0.000000 31.344375 27.250658
21 NaN 1.254420e+11 1.947420 20.443217 17.743641
22 NaN 1.694284e+10 0.000000 35.538076 32.768384
23 NaN 9.020381e+10 0.000000 19.918887 16.697852
24 NaN 4.439074e+10 3.240741 22.873663 19.692790
25 NaN 2.772120e+10 0.000000 16.392300 13.013037
26 NaN 7.403172e+09 1.909855 11.256399 7.800562
27 NaN 7.403172e+09 1.909855 30.204904 28.350503
28 NaN 6.900135e+10 3.072378 21.503837 18.531640
29 NaN 3.523593e+11 2.570694 21.131232 18.237357
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 20.045970 13.701723
12409 327.94 7.610550e+06 0.000000 74.442947 72.194720
12410 39.39 2.231800e+06 0.000000 65.027549 61.795298
12411 164.29 4.904000e+05 0.000000 87.743935 83.996246
12412 6078.70 2.926750e+06 0.000000 74.076474 71.601387
12413 NaN 3.644484e+07 NaN 82.687742 79.682475
12414 59.85 6.832300e+05 NaN 65.385857 61.574008
12415 NaN 1.513400e+06 NaN 60.325745 58.035868
12416 109209.12 2.102993e+07 0.000000 104.961102 102.385562
12417 NaN 5.030700e+01 0.000000 33.176207 24.736351
12418 13478.49 1.727250e+07 0.000000 124.072441 122.289672
12419 2594.47 1.187048e+07 0.000000 150.729371 148.574314
12420 21188.90 6.230400e+07 1.333333 37.004586 32.131680
12421 38436.01 4.389970e+06 NaN 70.323444 68.165425
12422 NaN 2.224200e+05 0.000000 66.189878 63.423577
12423 1324.15 2.224400e+06 0.000000 143.046473 141.184753
12424 NaN 1.192920e+07 0.000000 85.369167 82.929108
12425 1968371.20 3.325928e+10 4.850000 29.388415 27.233441
12426 NaN 1.591600e+03 0.000000 55.867569 48.242396
12427 NaN 2.174200e+06 0.000000 84.221391 81.402096
12428 NaN 1.251480e+06 NaN 24.788626 17.886225
12429 110436.64 2.546355e+06 NaN 77.477285 74.168566
12430 53593.00 3.926580e+07 NaN 94.363083 90.879915
12431 106.80 4.347500e+05 0.000000 77.445069 75.407143
12432 NaN 7.319533e+06 0.000000 77.784058 73.645708
12433 18714.68 3.767280e+07 0.000000 57.739142 54.567059
12434 154.67 3.837060e+06 NaN 68.581642 65.906111
12435 NaN 3.367200e+05 NaN 43.009354 38.456615
12436 1270.86 1.015930e+06 0.000000 146.306347 144.607625
12437 4384507.90 8.171126e+08 0.543478 40.929857 30.553871
HistBeta PredBeta DataDate
0 -0.000300 0.136117 20040623
1 -0.000007 0.038764 20040623
2 -0.153523 0.055157 20040623
3 -0.210105 0.138548 20040623
4 -0.148512 0.140341 20040623
5 0.255140 0.455814 20040623
6 -0.016595 0.019869 20040623
7 0.047798 0.067655 20040623
8 0.745784 1.121163 20040623
9 -0.080326 0.052696 20040623
10 0.187392 0.603424 20040623
11 0.468954 0.814826 20040623
12 0.066474 0.293203 20040623
13 0.265952 0.386609 20040623
14 -0.000007 0.009931 20040623
15 0.042892 0.219741 20040623
16 0.387260 0.580709 20040623
17 0.147262 0.276520 20040623
18 0.359190 0.660181 20040623
19 0.015236 0.173519 20040623
20 0.288798 0.504391 20040623
21 0.055071 0.138563 20040623
22 0.484141 0.670798 20040623
23 -0.022175 0.228040 20040623
24 0.293577 0.550367 20040623
25 0.115127 0.314835 20040623
26 0.000712 0.167162 20040623
27 0.067435 0.436625 20040623
28 0.352473 0.495963 20040623
29 0.179142 0.434100 20040623
... ... ... ...
12408 -0.000007 0.036864 20040623
12409 0.695130 0.929239 20040623
12410 0.698404 1.122416 20040623
12411 1.341683 1.612858 20040623
12412 0.266739 0.737567 20040623
12413 1.137458 1.399829 20040623
12414 1.035085 1.360998 20040623
12415 0.186598 0.434254 20040623
12416 1.074695 1.327387 20040623
12417 0.899430 1.234355 20040623
12418 1.002742 1.331987 20040623
12419 1.281616 1.544867 20040623
12420 0.253888 0.376976 20040623
12421 0.107355 0.467019 20040623
12422 0.446212 0.829557 20040623
12423 1.044447 1.366126 20040623
12424 0.677699 1.019740 20040623
12425 0.280632 0.293648 20040623
12426 1.145230 1.383481 20040623
12427 0.934712 1.209539 20040623
12428 -0.000007 0.059373 20040623
12429 1.124283 1.423725 20040623
12430 1.312812 1.514262 20040623
12431 0.427092 0.711715 20040623
12432 0.503277 0.942347 20040623
12433 0.835836 1.103568 20040623
12434 0.579897 0.817346 20040623
12435 0.742840 1.103674 20040623
12436 0.887169 1.203816 20040623
12437 1.441208 1.653065 20040623
[12438 rows x 92 columns],
'20040624': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.267 0.000 0.0
1 USA0011 0.161 0.000 0.0
2 USA0031 0.129 0.000 0.0
3 USA0062 0.284 0.432 0.0
4 USA00E2 0.085 0.000 0.0
5 USA00F1 0.293 0.000 0.0
6 USA00G2 -1.320 0.000 0.0
7 USA00H1 2.592 0.000 0.0
8 USA00I1 -0.547 0.000 0.0
9 USA00J1 0.086 0.000 0.0
10 USA00K1 -0.463 0.000 0.0
11 USA00P1 -0.049 0.000 0.0
12 USA00R1 -0.240 0.000 0.0
13 USA00S1 -0.147 0.000 0.0
14 USA00V1 -0.256 0.000 0.0
15 USA0131 0.030 1.000 0.0
16 USA0161 -0.934 1.000 0.0
17 USA01I1 0.218 0.000 0.0
18 USA01J2 0.493 0.000 0.0
19 USA01L1 -0.206 0.000 0.0
20 USA01P1 -1.440 0.000 0.0
21 USA01Q1 0.006 0.000 0.0
22 USA0202 -0.085 0.000 0.0
23 USA0231 0.281 0.000 0.0
24 USA0281 -0.024 0.000 0.0
25 USA0291 0.155 0.000 0.0
26 USA02A1 0.014 0.000 0.0
27 USA02B1 -1.973 0.000 0.0
28 USA02H1 0.277 0.000 0.0
29 USA02P1 -0.165 0.144 0.0
... ... ... ... ...
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12412 USAZY51 0.007 0.000 0.0
12413 USAZY61 0.477 0.000 0.0
12414 USAZY71 -0.359 0.000 0.0
12415 USAZYI1 2.824 0.000 0.0
12416 USAZYJ1 1.222 0.000 0.0
12417 USAZYK1 0.051 0.000 0.0
12418 USAZYM1 -2.875 0.000 0.0
12419 USAZYR1 0.432 0.000 0.0
12420 USAZYS1 -0.012 0.000 0.0
12421 USAZYT1 0.159 0.000 0.0
12422 USAZYV1 -0.020 0.000 0.0
12423 USAZYX1 0.388 0.000 0.0
12424 USAZZ41 2.817 0.000 0.0
12425 USAZZ51 0.257 0.000 0.0
12426 USAZZ61 -2.849 0.000 0.0
12427 USAZZ71 0.472 0.000 0.0
12428 USAZZ81 1.314 0.000 0.0
12429 USAZZ91 -0.830 0.000 0.0
12430 USAZZA1 0.032 0.000 0.0
12431 USAZZB1 -0.046 0.000 0.0
12432 USAZZD1 -2.875 0.000 0.0
12433 USAZZF1 0.325 0.000 0.0
12434 USAZZI1 0.125 0.000 0.0
12435 USAZZJ1 -0.613 0.000 0.0
12436 USAZZL1 -2.626 0.000 0.0
12437 USAZZP1 0.006 0.000 0.0
12438 USAZZR1 0.049 0.000 0.0
12439 USAZZX1 -2.794 0.000 0.0
12440 USAZZY1 1.971 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12440 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.048 0.000 ... NaN NaN
1 -2.048 0.000 ... NaN NaN
2 -2.363 0.000 ... NaN 3000.0
3 -2.452 0.000 ... NaN NaN
4 -2.353 0.000 ... NaN 18160.0
5 -1.522 0.000 ... NaN 120.0
6 -2.081 0.000 ... NaN NaN
7 -1.908 0.000 ... NaN 1000.0
8 -0.514 0.000 ... NaN NaN
9 -2.212 0.865 ... NaN 29000.0
10 -1.663 0.000 ... NaN NaN
11 -1.085 0.000 ... NaN NaN
12 -1.916 0.000 ... NaN NaN
13 -1.498 0.000 ... NaN NaN
14 -2.048 0.000 ... NaN NaN
15 -1.956 0.000 ... NaN NaN
16 -1.261 0.000 ... NaN 364.0
17 -1.744 0.000 ... NaN 2670.0
18 -1.310 0.000 ... NaN NaN
19 -2.015 0.000 ... NaN NaN
20 -1.472 0.000 ... NaN 1500.0
21 -1.934 1.000 ... NaN NaN
22 -1.048 0.000 ... NaN NaN
23 -2.092 0.000 ... NaN 865.0
24 -1.444 0.000 ... NaN NaN
25 -1.811 0.000 ... NaN NaN
26 -2.046 0.000 ... NaN NaN
27 -1.929 0.000 ... NaN 80.0
28 -1.326 0.000 ... NaN 2553.0
29 -1.684 0.000 ... NaN 8745.0
... ... ... ... ... ...
12411 -2.048 0.000 ... NaN NaN
12412 -0.616 0.000 ... NaN NaN
12413 -0.613 0.000 ... NaN 5000.0
12414 0.715 0.000 ... NaN NaN
12415 -1.417 0.000 ... NaN 71604.0
12416 0.296 0.000 ... NaN 2000.0
12417 0.083 0.000 ... NaN 6500.0
12418 -1.637 0.000 ... NaN 25400.0
12419 0.165 0.000 ... NaN 180961.0
12420 -0.198 0.000 ... NaN NaN
12421 0.016 0.000 ... NaN 14850.0
12422 0.589 0.000 ... NaN 24500.0
12423 -1.522 0.000 ... NaN 1300.0
12424 -1.779 0.000 ... NaN 111500.0
12425 -1.132 0.000 ... NaN NaN
12426 0.034 0.000 ... NaN 82000.0
12427 -0.655 0.000 ... NaN NaN
12428 -1.449 1.000 ... NaN 41600.0
12429 0.308 0.000 ... NaN NaN
12430 -0.124 0.000 ... NaN 10000.0
12431 -2.048 0.000 ... NaN NaN
12432 0.248 0.000 ... NaN 3977225.0
12433 0.656 0.000 ... NaN 8443.0
12434 -1.173 1.000 ... NaN NaN
12435 -1.016 0.000 ... NaN 0.0
12436 -0.368 0.000 ... NaN 2000.0
12437 -0.855 1.000 ... NaN NaN
12438 -0.520 0.000 ... NaN NaN
12439 -0.269 0.000 ... NaN 50000.0
12440 0.923 0.000 ... NaN 148600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.563016e+10 0.162390 14.463812 9.794846
1 NaN 6.212298e+09 0.000000 16.894114 12.285992
2 NaN 6.552012e+10 2.523659 26.689984 24.033990
3 NaN 3.182693e+10 2.225519 24.510486 22.691949
4 NaN 4.907038e+10 2.555556 22.399275 18.835024
5 NaN 1.862789e+11 0.409277 20.284740 17.835032
6 NaN 1.175207e+10 5.729795 20.382366 13.866442
7 NaN 6.978931e+10 0.000000 21.998995 16.244442
8 NaN 1.710303e+10 0.488301 37.934476 30.533748
9 NaN 4.377700e+10 1.651962 20.173005 17.655758
10 NaN 3.172934e+10 0.000000 36.944737 29.289867
11 NaN 2.580269e+10 1.260410 19.416248 15.515866
12 NaN 6.938118e+09 2.506775 14.169198 10.187534
13 NaN 2.133161e+10 1.263253 24.374608 21.875949
14 NaN 1.303350e+10 1.192369 13.758630 9.205403
15 NaN 4.034267e+10 1.746725 27.479168 24.770950
16 NaN 4.034267e+10 1.746725 27.273730 24.279807
17 NaN 3.051587e+10 0.177226 17.673675 15.699091
18 NaN 2.700661e+10 1.964167 27.235784 24.264935
19 NaN 1.009832e+11 3.230088 24.224855 19.172980
20 NaN 1.624033e+11 0.000000 31.763416 27.871404
21 NaN 1.248063e+11 1.947420 20.655826 18.045086
22 NaN 1.683501e+10 0.000000 35.917973 33.208400
23 NaN 8.941008e+10 0.000000 20.024265 16.895759
24 NaN 4.396083e+10 3.240741 23.068740 19.934784
25 NaN 2.786609e+10 0.000000 16.543176 13.161174
26 NaN 7.557943e+09 1.909855 11.511881 7.894395
27 NaN 7.557943e+09 1.909855 31.121705 29.133283
28 NaN 6.864111e+10 3.072378 21.605841 18.754568
29 NaN 3.507778e+11 2.570694 21.436071 18.514806
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 19.835345 13.902449
12412 NaN 7.610550e+06 0.000000 75.732266 73.583326
12413 62.11 2.231800e+06 0.000000 66.219214 63.040331
12414 NaN 4.904000e+05 0.000000 93.795040 90.272209
12415 6547.10 2.417750e+06 0.000000 76.514508 74.043811
12416 2133.06 3.608400e+07 NaN 83.163293 80.103253
12417 60.53 6.832300e+05 NaN 66.480720 62.641049
12418 717.87 2.724120e+06 NaN 62.911187 60.589102
12419 104701.18 2.099310e+07 0.000000 106.402601 103.769061
12420 NaN 5.030700e+01 0.000000 33.421090 25.026645
12421 12917.02 1.727250e+07 0.000000 125.814452 124.024298
12422 2645.21 1.187048e+07 0.000000 152.821376 150.782987
12423 21746.40 6.230400e+07 1.333333 37.049010 32.526877
12424 37995.78 4.052280e+06 NaN 72.218820 70.291087
12425 NaN 2.224200e+05 0.000000 66.901086 64.215724
12426 1324.04 2.780500e+06 0.000000 147.116879 145.320132
12427 NaN 1.192920e+07 0.000000 86.076227 83.686490
12428 1754476.05 3.280023e+10 4.850000 25.487199 23.020200
12429 NaN 1.591600e+03 0.000000 56.413042 48.814264
12430 2266.00 2.174200e+06 0.000000 84.622158 81.794133
12431 NaN 1.251480e+06 NaN 24.735205 18.104483
12432 104896.30 3.055626e+06 NaN 80.756704 77.561457
12433 53343.80 3.926580e+07 NaN 94.822436 91.242769
12434 NaN 4.347500e+05 0.000000 78.351216 76.378833
12435 NaN 7.319757e+06 0.000000 78.570189 74.588640
12436 15568.32 4.066950e+07 0.000000 59.784965 56.774466
12437 NaN 3.837060e+06 NaN 72.436603 70.072685
12438 NaN 3.367200e+05 NaN 43.416580 38.896058
12439 1240.32 1.219116e+06 0.000000 149.952499 148.206696
12440 4230149.70 8.127892e+08 0.543478 42.242365 31.484879
HistBeta PredBeta DataDate
0 -0.000290 0.143186 20040624
1 -0.000004 0.062667 20040624
2 -0.153307 0.074989 20040624
3 -0.208790 0.157080 20040624
4 -0.148536 0.153585 20040624
5 0.255362 0.455646 20040624
6 -0.016403 -0.018254 20040624
7 0.067645 0.139227 20040624
8 0.745268 1.120990 20040624
9 -0.079717 0.042679 20040624
10 0.186654 0.604406 20040624
11 0.467898 0.795277 20040624
12 0.063950 0.315179 20040624
13 0.267041 0.434779 20040624
14 -0.000004 0.028467 20040624
15 0.044519 0.239961 20040624
16 0.382296 0.570101 20040624
17 0.147315 0.264625 20040624
18 0.358509 0.682088 20040624
19 0.015805 0.183611 20040624
20 0.279635 0.471702 20040624
21 0.055428 0.180114 20040624
22 0.485573 0.699705 20040624
23 -0.021687 0.250359 20040624
24 0.293186 0.565911 20040624
25 0.115186 0.324318 20040624
26 0.000807 0.178168 20040624
27 0.057410 0.386676 20040624
28 0.350721 0.484265 20040624
29 0.176791 0.432754 20040624
... ... ... ...
12411 -0.000004 0.018894 20040624
12412 0.695586 0.906984 20040624
12413 0.696757 1.090516 20040624
12414 1.342281 1.549816 20040624
12415 0.306498 0.796080 20040624
12416 1.138683 1.395384 20040624
12417 1.035259 1.343945 20040624
12418 0.199269 0.399251 20040624
12419 1.074841 1.370210 20040624
12420 0.898364 1.201930 20040624
12421 1.002368 1.296447 20040624
12422 1.280920 1.517230 20040624
12423 0.255379 0.350769 20040624
12424 0.130546 0.551239 20040624
12425 0.444777 0.803441 20040624
12426 1.011492 1.248698 20040624
12427 0.676795 0.997226 20040624
12428 0.291057 0.403161 20040624
12429 1.144653 1.321424 20040624
12430 0.934536 1.178032 20040624
12431 -0.000004 0.073336 20040624
12432 1.115260 1.336688 20040624
12433 1.313620 1.532068 20040624
12434 0.425143 0.695289 20040624
12435 0.501279 0.876007 20040624
12436 0.815932 0.997825 20040624
12437 0.579457 0.764424 20040624
12438 0.742226 1.074392 20040624
12439 0.864283 1.161996 20040624
12440 1.442993 1.657490 20040624
[12441 rows x 92 columns],
'20040625': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -1.313 0.000 0.0
1 USA0011 -0.612 0.000 0.0
2 USA0031 -1.051 0.000 0.0
3 USA0062 -1.440 0.432 0.0
4 USA00E2 -0.764 0.000 0.0
5 USA00F1 0.593 0.000 0.0
6 USA00G2 -0.463 0.000 0.0
7 USA00H1 -0.610 0.000 0.0
8 USA00I1 0.056 0.000 0.0
9 USA00J1 -0.847 0.000 0.0
10 USA00K1 -0.058 0.000 0.0
11 USA00P1 0.080 0.000 0.0
12 USA00R1 -0.337 0.000 0.0
13 USA00S1 -0.095 0.000 0.0
14 USA00V1 -0.694 0.000 0.0
15 USA0131 -0.132 1.000 0.0
16 USA0161 -1.177 1.000 0.0
17 USA01I1 -0.282 0.000 0.0
18 USA01J2 -1.946 0.000 0.0
19 USA01L1 -0.712 0.000 0.0
20 USA01P1 -0.270 0.000 0.0
21 USA01Q1 0.045 0.000 0.0
22 USA0202 0.074 0.000 0.0
23 USA0231 -0.077 0.000 0.0
24 USA0281 -0.434 0.000 0.0
25 USA0291 -0.023 0.000 0.0
26 USA02A1 -0.504 0.000 0.0
27 USA02B1 -1.944 0.000 0.0
28 USA02H1 -0.430 0.000 0.0
29 USA02P1 -0.759 0.144 0.0
... ... ... ... ...
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12416 USAZY51 1.170 0.000 0.0
12417 USAZY61 0.947 0.000 0.0
12418 USAZY71 -2.550 0.000 0.0
12419 USAZYI1 -1.281 0.000 0.0
12420 USAZYJ1 1.581 0.000 0.0
12421 USAZYK1 0.878 0.000 0.0
12422 USAZYM1 -2.950 0.000 0.0
12423 USAZYR1 2.750 0.000 0.0
12424 USAZYS1 -2.945 0.000 0.0
12425 USAZYT1 -2.300 0.000 0.0
12426 USAZYV1 2.750 0.000 0.0
12427 USAZYX1 1.074 0.000 0.0
12428 USAZZ41 0.222 0.000 0.0
12429 USAZZ51 0.380 0.000 0.0
12430 USAZZ61 2.750 0.000 0.0
12431 USAZZ71 1.039 0.000 0.0
12432 USAZZ81 -0.027 0.000 0.0
12433 USAZZ91 0.601 0.000 0.0
12434 USAZZA1 0.812 0.000 0.0
12435 USAZZB1 -0.165 0.000 0.0
12436 USAZZD1 2.750 0.000 0.0
12437 USAZZF1 2.750 0.000 0.0
12438 USAZZI1 0.348 0.000 0.0
12439 USAZZJ1 1.848 0.000 0.0
12440 USAZZL1 2.441 0.000 0.0
12441 USAZZP1 0.412 0.000 0.0
12442 USAZZR1 0.782 0.000 0.0
12443 USAZZX1 0.753 0.000 0.0
12444 USAZZY1 -2.409 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
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12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
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12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.075 0.000 ... NaN NaN
1 -2.074 0.000 ... NaN NaN
2 -2.394 0.000 ... NaN 3000.0
3 -2.470 0.000 ... NaN 76.0
4 -2.389 0.000 ... NaN 18160.0
5 -1.522 0.000 ... NaN 70.0
6 -2.108 0.000 ... NaN NaN
7 -1.935 0.000 ... NaN NaN
8 -0.525 0.000 ... NaN NaN
9 -2.239 0.865 ... NaN 29000.0
10 -1.687 0.000 ... NaN NaN
11 -1.121 0.000 ... NaN NaN
12 -1.953 0.000 ... NaN NaN
13 -1.516 0.000 ... NaN NaN
14 -2.074 0.000 ... NaN NaN
15 -1.979 0.000 ... NaN NaN
16 -1.304 0.000 ... NaN 1576.0
17 -1.768 0.000 ... NaN 2670.0
18 -1.373 0.000 ... NaN 90.0
19 -2.046 0.000 ... NaN NaN
20 -1.492 0.000 ... NaN NaN
21 -1.932 1.000 ... NaN 70.0
22 -1.061 0.000 ... NaN NaN
23 -2.127 0.000 ... NaN 865.0
24 -1.465 0.000 ... NaN NaN
25 -1.839 0.000 ... NaN NaN
26 -2.072 0.000 ... NaN NaN
27 -2.011 0.000 ... NaN 555.0
28 -1.345 0.000 ... NaN 2553.0
29 -1.709 0.000 ... NaN 8745.0
... ... ... ... ... ...
12415 -2.074 0.000 ... NaN NaN
12416 -0.630 0.000 ... NaN NaN
12417 -0.626 0.000 ... NaN NaN
12418 0.603 0.000 ... NaN 11700.0
12419 -1.452 0.000 ... NaN 50400.0
12420 0.294 0.000 ... NaN NaN
12421 0.081 0.000 ... NaN 332090.0
12422 -1.692 0.000 ... NaN 32000.0
12423 0.177 0.000 ... NaN 90185.0
12424 -0.441 0.000 ... NaN 100.0
12425 -0.051 0.000 ... NaN 18291.0
12426 0.604 0.000 ... NaN 162700.0
12427 -1.540 0.000 ... NaN 1200.0
12428 -1.817 0.000 ... NaN 44000.0
12429 -1.146 0.000 ... NaN NaN
12430 0.105 0.000 ... NaN 1135482.0
12431 -0.673 0.000 ... NaN NaN
12432 -1.451 1.000 ... NaN 33200.0
12433 0.303 0.000 ... NaN NaN
12434 -0.131 0.000 ... NaN 10000.0
12435 -2.074 0.000 ... NaN NaN
12436 0.258 0.000 ... NaN 11603240.0
12437 0.660 0.000 ... NaN 7120.0
12438 -1.191 1.000 ... NaN NaN
12439 -1.031 0.000 ... NaN 0.0
12440 -0.371 0.000 ... NaN 5800.0
12441 -0.862 1.000 ... NaN NaN
12442 -0.530 0.000 ... NaN NaN
12443 -0.284 0.000 ... NaN 23320.0
12444 0.844 0.000 ... NaN 380900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.487050e+10 0.162390 16.460530 12.123066
1 NaN 6.382067e+09 0.000000 18.274224 13.858672
2 NaN 6.340960e+10 2.523659 29.964625 27.356704
3 NaN 3.161223e+10 2.225519 27.721744 25.923749
4 NaN 4.859047e+10 2.555556 24.750756 21.361386
5 NaN 1.871920e+11 0.409277 22.272062 19.901249
6 NaN 1.179175e+10 5.729795 21.866293 15.555017
7 NaN 6.867565e+10 0.000000 23.602624 18.549143
8 NaN 1.717368e+10 0.488301 41.089577 34.197683
9 NaN 4.355000e+10 1.651962 22.760199 20.335893
10 NaN 3.201519e+10 0.000000 39.966170 32.859323
11 NaN 2.503581e+10 1.260410 21.044458 17.335746
12 NaN 7.016546e+09 2.506775 15.329964 11.630983
13 NaN 2.138811e+10 1.263253 26.835853 24.480449
14 NaN 1.280826e+10 1.192369 14.948244 10.640438
15 NaN 4.110385e+10 1.746725 30.428953 27.910192
16 NaN 4.110385e+10 1.746725 30.298373 27.568096
17 NaN 2.999386e+10 0.177226 19.534315 17.681659
18 NaN 2.668226e+10 1.964167 30.994750 28.392689
19 NaN 9.990274e+10 3.230088 26.400006 21.647415
20 NaN 1.578673e+11 0.000000 34.769125 31.290032
21 NaN 1.225077e+11 1.947420 22.951365 20.431122
22 NaN 1.706415e+10 0.000000 39.689368 37.211815
23 NaN 9.222654e+10 0.000000 21.893921 18.970282
24 NaN 4.375087e+10 3.240741 25.363792 22.445638
25 NaN 2.784194e+10 0.000000 17.877659 14.709808
26 NaN 7.552210e+09 1.909855 12.370181 8.991929
27 NaN 7.552210e+09 1.909855 35.285470 33.614208
28 NaN 6.830033e+10 3.072378 23.912660 21.248276
29 NaN 3.392855e+11 2.570694 24.104966 21.282253
... ... ... ... ... ...
12415 NaN 5.056250e+06 NaN 21.295767 15.558940
12416 NaN 7.610550e+06 0.000000 83.931227 81.840707
12417 NaN 2.231800e+06 0.000000 74.428658 71.393601
12418 178.10 9.808000e+05 0.000000 102.389751 99.062473
12419 6834.74 2.481375e+06 0.000000 85.442167 83.197899
12420 NaN 3.608400e+07 NaN 97.476384 94.351392
12421 210.57 6.832300e+05 NaN 74.817996 71.155353
12422 1052.05 3.480820e+06 NaN 70.646358 68.328534
12423 101080.74 2.025650e+07 0.000000 118.985202 116.287570
12424 NaN 1.006140e+04 0.000000 35.963295 28.139628
12425 12952.58 1.974000e+07 0.000000 140.925592 139.235562
12426 3128.28 1.112858e+07 0.000000 170.473703 168.440420
12427 22049.40 6.230400e+07 1.333333 40.891571 36.562629
12428 36987.65 4.052280e+06 NaN 81.493614 79.652233
12429 NaN 2.224200e+05 0.000000 74.209017 71.618768
12430 1386.49 2.224400e+06 0.000000 165.801394 164.171680
12431 NaN 1.192920e+07 0.000000 96.239592 93.942471
12432 1720815.25 3.242856e+10 4.850000 26.975705 24.735658
12433 NaN 1.591600e+03 0.000000 61.776341 54.530761
12434 2094.10 2.174200e+06 0.000000 95.180318 92.440956
12435 NaN 1.251480e+06 NaN 26.684904 20.231001
12436 104730.26 2.546355e+06 NaN 89.839220 86.570912
12437 51689.07 3.833090e+07 NaN 106.481243 102.887543
12438 NaN 4.347500e+05 0.000000 87.014639 85.136038
12439 NaN 7.171586e+06 0.000000 87.261960 83.430708
12440 16248.77 3.981330e+07 0.000000 66.961444 64.032461
12441 NaN 3.837060e+06 NaN 83.419404 81.215440
12442 NaN 3.367200e+05 NaN 47.856435 43.376446
12443 1211.68 1.316868e+06 0.000000 166.942247 165.380931
12444 4499065.80 8.600372e+08 0.543478 45.849350 36.165119
HistBeta PredBeta DataDate
0 -0.000280 0.091972 20040625
1 -0.000002 0.028926 20040625
2 -0.153849 0.020918 20040625
3 -0.221665 0.094512 20040625
4 -0.151138 0.101355 20040625
5 0.265642 0.446965 20040625
6 -0.016210 -0.043880 20040625
7 0.067132 0.078766 20040625
8 0.744968 1.121048 20040625
9 -0.079361 -0.004097 20040625
10 0.186235 0.591125 20040625
11 0.458152 0.773946 20040625
12 0.058443 0.280941 20040625
13 0.268181 0.414501 20040625
14 -0.000002 -0.007954 20040625
15 0.046001 0.210415 20040625
16 0.370301 0.525462 20040625
17 0.146987 0.234514 20040625
18 0.336982 0.597872 20040625
19 0.013355 0.142150 20040625
20 0.279989 0.455477 20040625
21 0.068444 0.166837 20040625
22 0.487071 0.682171 20040625
23 -0.025157 0.217732 20040625
24 0.292761 0.535381 20040625
25 0.112975 0.287935 20040625
26 0.000843 0.144537 20040625
27 0.030173 0.313870 20040625
28 0.350510 0.449511 20040625
29 0.175537 0.386740 20040625
... ... ... ...
12415 -0.000002 0.002235 20040625
12416 0.694312 0.924804 20040625
12417 0.696248 1.097993 20040625
12418 1.287053 1.467603 20040625
12419 0.298924 0.694863 20040625
12420 1.138614 1.434916 20040625
12421 1.035929 1.358639 20040625
12422 0.183824 0.326846 20040625
12423 1.082456 1.423243 20040625
12424 0.785258 1.043262 20040625
12425 0.972598 1.232564 20040625
12426 1.287655 1.580425 20040625
12427 0.256869 0.347512 20040625
12428 0.123589 0.512892 20040625
12429 0.446125 0.792028 20040625
12430 1.047838 1.257460 20040625
12431 0.673544 1.002438 20040625
12432 0.299375 0.369937 20040625
12433 1.143008 1.337281 20040625
12434 0.934040 1.190338 20040625
12435 -0.000002 0.057029 20040625
12436 1.121303 1.438114 20040625
12437 1.314678 1.590961 20040625
12438 0.424794 0.685020 20040625
12439 0.501320 0.902375 20040625
12440 0.819032 1.025050 20040625
12441 0.582663 0.756457 20040625
12442 0.742512 1.095346 20040625
12443 0.860400 1.123602 20040625
12444 1.402778 1.586438 20040625
[12445 rows x 92 columns],
'20040628': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.273 0.000 0.0
1 USA0011 0.003 0.000 0.0
2 USA0031 -0.066 0.000 0.0
3 USA0062 -0.380 0.432 0.0
4 USA00E2 -0.237 0.000 0.0
5 USA00F1 0.091 0.000 0.0
6 USA00G2 0.231 0.000 0.0
7 USA00H1 -0.042 0.000 0.0
8 USA00I1 -0.661 0.000 0.0
9 USA00J1 0.452 0.000 0.0
10 USA00K1 -0.395 0.000 0.0
11 USA00P1 0.039 0.000 0.0
12 USA00R1 0.160 0.000 0.0
13 USA00S1 -0.084 0.000 0.0
14 USA00V1 0.016 0.000 0.0
15 USA0131 -0.724 1.000 0.0
16 USA0161 -0.340 1.000 0.0
17 USA01I1 -0.027 0.000 0.0
18 USA01J2 -0.256 0.000 0.0
19 USA01L1 -0.640 0.000 0.0
20 USA01P1 -0.094 0.000 0.0
21 USA01Q1 0.486 0.000 0.0
22 USA0202 -0.307 0.000 0.0
23 USA0231 -0.509 0.000 0.0
24 USA0281 0.333 0.000 0.0
25 USA0291 -0.308 0.000 0.0
26 USA02A1 0.033 0.000 0.0
27 USA02B1 0.136 0.000 0.0
28 USA02H1 -0.028 0.000 0.0
29 USA02P1 -0.222 0.144 0.0
... ... ... ... ...
12414 USAZY41 0.315 0.000 0.0
12415 USAZY51 0.036 0.000 0.0
12416 USAZY61 0.217 0.000 0.0
12417 USAZY71 2.862 0.000 0.0
12418 USAZYI1 1.320 0.000 0.0
12419 USAZYJ1 -1.249 0.000 0.0
12420 USAZYK1 -0.379 0.000 0.0
12421 USAZYM1 2.862 0.000 0.0
12422 USAZYR1 -2.562 0.000 0.0
12423 USAZYS1 -0.453 0.000 0.0
12424 USAZYT1 2.862 0.000 0.0
12425 USAZYV1 -0.360 0.000 0.0
12426 USAZYX1 -0.438 0.000 0.0
12427 USAZZ41 -2.774 0.000 0.0
12428 USAZZ51 -0.319 0.000 0.0
12429 USAZZ61 -0.080 0.000 0.0
12430 USAZZ71 -0.230 0.000 0.0
12431 USAZZ81 -0.405 0.000 0.0
12432 USAZZ91 -1.661 0.000 0.0
12433 USAZZA1 -0.208 0.000 0.0
12434 USAZZB1 -0.685 0.000 0.0
12435 USAZZD1 -0.237 0.000 0.0
12436 USAZZF1 0.333 0.000 0.0
12437 USAZZI1 -0.111 0.000 0.0
12438 USAZZJ1 1.742 0.000 0.0
12439 USAZZL1 2.862 0.000 0.0
12440 USAZZP1 -0.055 0.000 0.0
12441 USAZZR1 -0.393 0.000 0.0
12442 USAZZX1 0.574 0.000 0.0
12443 USAZZY1 1.161 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
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12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.069 0.000 ... NaN NaN
1 -2.069 0.000 ... NaN NaN
2 -2.389 0.000 ... NaN 3000.0
3 -2.465 0.000 ... NaN NaN
4 -2.384 0.000 ... NaN 18160.0
5 -1.515 0.000 ... NaN 3500.0
6 -2.102 0.000 ... NaN NaN
7 -1.930 0.000 ... NaN NaN
8 -0.519 0.000 ... NaN NaN
9 -2.233 0.865 ... NaN 29000.0
10 -1.682 0.000 ... NaN NaN
11 -1.117 0.000 ... NaN NaN
12 -1.949 0.000 ... NaN NaN
13 -1.509 0.000 ... NaN NaN
14 -2.069 0.000 ... NaN NaN
15 -1.971 0.000 ... NaN NaN
16 -1.292 0.000 ... NaN 320.0
17 -1.764 0.000 ... NaN 2670.0
18 -1.368 0.000 ... NaN NaN
19 -2.040 0.000 ... NaN NaN
20 -1.486 0.000 ... NaN NaN
21 -1.926 1.000 ... NaN NaN
22 -1.054 0.000 ... NaN NaN
23 -2.123 0.000 ... NaN 865.0
24 -1.460 0.000 ... NaN NaN
25 -1.835 0.000 ... NaN NaN
26 -2.067 0.000 ... NaN NaN
27 -2.011 0.000 ... NaN NaN
28 -1.343 0.000 ... NaN 2553.0
29 -1.704 0.000 ... NaN 8745.0
... ... ... ... ... ...
12414 -2.069 0.000 ... NaN NaN
12415 -0.627 0.000 ... NaN 562.0
12416 -0.624 0.000 ... NaN NaN
12417 0.616 0.000 ... NaN 8000.0
12418 -1.421 0.000 ... NaN 5400.0
12419 0.297 0.000 ... NaN 4000.0
12420 0.060 0.000 ... NaN 9000.0
12421 -1.536 0.000 ... NaN 15000.0
12422 0.166 0.000 ... NaN 64826.0
12423 -0.436 0.000 ... NaN NaN
12424 -0.025 0.000 ... NaN 26400.0
12425 0.602 0.000 ... NaN 50762.0
12426 -1.540 0.000 ... NaN 2200.0
12427 -1.839 0.000 ... NaN 64500.0
12428 -1.143 0.000 ... NaN NaN
12429 0.109 0.000 ... NaN 5000.0
12430 -0.679 0.000 ... NaN NaN
12431 -1.467 1.000 ... NaN 30200.0
12432 0.306 0.000 ... NaN NaN
12433 -0.128 0.000 ... NaN NaN
12434 -2.069 0.000 ... NaN NaN
12435 0.260 0.000 ... NaN 4942999.0
12436 0.680 0.000 ... NaN 12699.0
12437 -1.184 1.000 ... NaN NaN
12438 -0.982 0.000 ... NaN 0.0
12439 -0.338 0.000 ... NaN 14940.0
12440 -0.860 1.000 ... NaN NaN
12441 -0.527 0.000 ... NaN NaN
12442 -0.281 0.000 ... NaN NaN
12443 0.890 0.000 ... NaN 167300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.463061e+10 0.162390 16.484007 11.992682
1 NaN 6.262600e+09 0.000000 18.320589 13.734162
2 NaN 6.375354e+10 2.523659 29.665476 26.925305
3 NaN 3.120860e+10 2.225519 27.721496 25.770164
4 NaN 4.865713e+10 2.555556 24.603459 21.017110
5 NaN 1.866181e+11 0.409277 22.134317 19.497472
6 NaN 1.144260e+10 5.729795 21.922391 15.350731
7 NaN 6.852204e+10 0.000000 23.584940 18.248770
8 NaN 1.695803e+10 0.488301 41.185060 33.734630
9 NaN 4.368782e+10 1.651962 22.591429 19.975642
10 NaN 3.169571e+10 0.000000 39.836048 32.329346
11 NaN 2.494142e+10 1.260410 21.139364 17.028642
12 NaN 7.113753e+09 2.506775 15.439257 11.462731
13 NaN 2.136928e+10 1.263253 26.507006 24.061835
14 NaN 1.278042e+10 1.192369 15.016316 10.508363
15 NaN 4.023050e+10 1.746725 30.294030 27.515851
16 NaN 4.023050e+10 1.746725 30.167435 27.212054
17 NaN 2.971980e+10 0.177226 19.340554 17.360146
18 NaN 2.645351e+10 1.964167 30.712291 28.033178
19 NaN 9.929299e+10 3.230088 26.397656 21.357521
20 NaN 1.602040e+11 0.000000 34.475804 30.772013
21 NaN 1.232169e+11 1.947420 22.903886 20.198033
22 NaN 1.683501e+10 0.000000 39.238270 36.564505
23 NaN 9.040864e+10 0.000000 21.831682 18.693529
24 NaN 4.372088e+10 3.240741 25.243919 22.069075
25 NaN 2.711752e+10 0.000000 17.947527 14.519244
26 NaN 7.721311e+09 1.909855 12.423790 8.821910
27 NaN 7.721311e+09 1.909855 34.925291 33.228898
28 NaN 6.985815e+10 3.072378 23.735246 20.838044
29 NaN 3.406562e+11 2.570694 23.994892 20.997616
... ... ... ... ... ...
12414 NaN 5.056250e+06 NaN 21.422467 15.364619
12415 225.25 7.644450e+06 0.000000 82.122258 79.822244
12416 NaN 2.231800e+06 0.000000 71.887609 68.466043
12417 197.93 7.356000e+05 0.000000 99.649330 95.979240
12418 6835.23 2.417750e+06 0.000000 84.254695 81.797687
12419 2384.25 3.644484e+07 NaN 95.929429 92.533918
12420 223.79 6.832300e+05 NaN 73.550850 69.551168
12421 1140.48 2.270100e+06 NaN 70.797535 68.452792
12422 104597.69 2.099310e+07 0.000000 117.289645 114.528664
12423 NaN 1.006140e+04 0.000000 36.047524 28.017642
12424 13586.99 1.776600e+07 0.000000 139.449618 137.601019
12425 3335.44 1.112858e+07 0.000000 168.243890 166.006326
12426 24050.26 6.303088e+07 1.333333 40.382409 35.915267
12427 37713.50 4.221125e+06 NaN 81.625537 79.550880
12428 NaN 2.224200e+05 0.000000 73.181514 70.362826
12429 1430.86 2.224400e+06 0.000000 163.694120 161.788250
12430 NaN 1.192920e+07 0.000000 93.374608 90.995290
12431 1714659.95 3.305613e+10 4.850000 24.866957 22.321846
12432 NaN 1.591600e+03 0.000000 61.936627 54.136711
12433 NaN 2.174200e+06 0.000000 93.441735 90.427663
12434 NaN 1.251480e+06 NaN 26.809678 19.948340
12435 103819.05 2.546355e+06 NaN 88.517302 85.084961
12436 43446.30 3.739600e+07 NaN 103.695949 99.738899
12437 NaN 4.347500e+05 0.000000 85.737288 83.704320
12438 NaN 6.670494e+06 0.000000 86.814607 82.577847
12439 16374.52 3.681660e+07 0.000000 68.603839 65.247584
12440 NaN 3.837060e+06 NaN 81.960402 79.571266
12441 NaN 3.367200e+05 NaN 47.507959 42.607862
12442 NaN 1.316868e+06 0.000000 164.640541 162.922467
12443 4093117.74 8.180390e+08 0.543478 46.396691 35.566644
HistBeta PredBeta DataDate
0 -0.000272 0.101761 20040628
1 0.000000 0.025232 20040628
2 -0.154081 0.031858 20040628
3 -0.222544 0.099555 20040628
4 -0.151726 0.103509 20040628
5 0.266317 0.440979 20040628
6 -0.016086 -0.026411 20040628
7 0.066815 0.075136 20040628
8 0.746029 1.115706 20040628
9 -0.079243 0.009433 20040628
10 0.186085 0.585848 20040628
11 0.458335 0.779640 20040628
12 0.057597 0.283353 20040628
13 0.269482 0.417117 20040628
14 0.000000 -0.001358 20040628
15 0.046862 0.202341 20040628
16 0.373900 0.531957 20040628
17 0.146502 0.233003 20040628
18 0.337456 0.601440 20040628
19 0.013777 0.122902 20040628
20 0.280504 0.459638 20040628
21 0.068635 0.175385 20040628
22 0.488486 0.690829 20040628
23 -0.026029 0.205897 20040628
24 0.292915 0.540453 20040628
25 0.112581 0.285351 20040628
26 0.000912 0.142601 20040628
27 0.027854 0.314954 20040628
28 0.349157 0.449231 20040628
29 0.175329 0.384818 20040628
... ... ... ...
12414 0.000000 0.015242 20040628
12415 0.694275 0.924003 20040628
12416 0.695455 1.087892 20040628
12417 1.292654 1.470155 20040628
12418 0.311601 0.762679 20040628
12419 1.138737 1.410548 20040628
12420 1.024893 1.335448 20040628
12421 0.256330 0.509278 20040628
12422 1.075724 1.312979 20040628
12423 0.786000 1.024982 20040628
12424 0.983683 1.264279 20040628
12425 1.285513 1.560998 20040628
12426 0.254688 0.336966 20040628
12427 0.110545 0.449142 20040628
12428 0.445417 0.784632 20040628
12429 1.048330 1.327455 20040628
12430 0.668924 0.978591 20040628
12431 0.289492 0.355912 20040628
12432 1.143144 1.290906 20040628
12433 0.934062 1.173870 20040628
12434 0.000000 0.048553 20040628
12435 1.120971 1.394254 20040628
12436 1.323305 1.595673 20040628
12437 0.425949 0.682030 20040628
12438 0.523198 0.939347 20040628
12439 0.833141 1.095697 20040628
12440 0.581997 0.751261 20040628
12441 0.742281 1.084469 20040628
12442 0.860814 1.144752 20040628
12443 1.424275 1.640296 20040628
[12444 rows x 92 columns],
'20040629': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.613 0.000 0.0
1 USA0011 -0.861 0.000 0.0
2 USA0031 -0.162 0.000 0.0
3 USA0062 0.413 0.432 0.0
4 USA00E2 -0.563 0.000 0.0
5 USA00F1 -0.109 0.000 0.0
6 USA00G2 0.207 0.000 0.0
7 USA00H1 0.350 0.000 0.0
8 USA00I1 0.612 0.000 0.0
9 USA00J1 -0.091 0.000 0.0
10 USA00K1 1.169 0.000 0.0
11 USA00P1 -0.422 0.000 0.0
12 USA00R1 -0.304 0.000 0.0
13 USA00S1 0.135 0.000 0.0
14 USA00V1 0.534 0.000 0.0
15 USA0131 0.459 1.000 0.0
16 USA0161 2.236 1.000 0.0
17 USA01I1 0.469 0.000 0.0
18 USA01J2 -0.269 0.000 0.0
19 USA01L1 -0.031 0.000 0.0
20 USA01P1 1.021 0.000 0.0
21 USA01Q1 -0.019 0.000 0.0
22 USA0202 0.792 0.000 0.0
23 USA0231 0.204 0.000 0.0
24 USA0281 0.627 0.000 0.0
25 USA0291 0.714 0.000 0.0
26 USA02A1 0.053 0.000 0.0
27 USA02B1 0.146 0.000 0.0
28 USA02H1 -0.358 0.000 0.0
29 USA02P1 0.265 0.144 0.0
... ... ... ... ...
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12417 USAZY51 2.001 0.000 0.0
12418 USAZY61 0.684 0.000 0.0
12419 USAZY71 0.993 0.000 0.0
12420 USAZYI1 0.894 0.000 0.0
12421 USAZYJ1 2.789 0.000 0.0
12422 USAZYK1 1.514 0.000 0.0
12423 USAZYM1 -2.816 0.000 0.0
12424 USAZYR1 -2.816 0.000 0.0
12425 USAZYS1 2.789 0.000 0.0
12426 USAZYT1 2.782 0.000 0.0
12427 USAZYV1 -2.816 0.000 0.0
12428 USAZYX1 -2.816 0.000 0.0
12429 USAZZ41 2.789 0.000 0.0
12430 USAZZ51 0.756 0.000 0.0
12431 USAZZ61 0.968 0.000 0.0
12432 USAZZ71 -2.816 0.000 0.0
12433 USAZZ81 1.068 0.000 0.0
12434 USAZZ91 1.270 0.000 0.0
12435 USAZZA1 0.739 0.000 0.0
12436 USAZZB1 1.575 0.000 0.0
12437 USAZZD1 0.472 0.000 0.0
12438 USAZZF1 1.446 0.000 0.0
12439 USAZZI1 0.750 0.000 0.0
12440 USAZZJ1 -2.298 0.000 0.0
12441 USAZZL1 -0.265 0.000 0.0
12442 USAZZP1 0.903 0.000 0.0
12443 USAZZR1 0.478 0.000 0.0
12444 USAZZX1 0.371 0.000 0.0
12445 USAZZY1 -0.684 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12445 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -2.063 0.000 ... NaN NaN
2 -2.381 0.000 ... NaN 3000.0
3 -2.467 0.000 ... NaN NaN
4 -2.377 0.000 ... NaN 18160.0
5 -1.513 0.000 ... NaN 3500.0
6 -2.096 0.000 ... NaN NaN
7 -1.924 0.000 ... NaN NaN
8 -0.521 0.000 ... NaN NaN
9 -2.227 0.865 ... NaN 29000.0
10 -1.678 0.000 ... NaN NaN
11 -1.117 0.000 ... NaN NaN
12 -1.944 0.000 ... NaN NaN
13 -1.508 0.000 ... NaN NaN
14 -2.063 0.000 ... NaN NaN
15 -1.969 0.000 ... NaN NaN
16 -1.312 0.000 ... NaN 160.0
17 -1.763 0.000 ... NaN 2670.0
18 -1.366 0.000 ... NaN NaN
19 -2.035 0.000 ... NaN NaN
20 -1.486 0.000 ... NaN NaN
21 -1.923 1.000 ... NaN NaN
22 -1.061 0.000 ... NaN NaN
23 -2.118 0.000 ... NaN 865.0
24 -1.461 0.000 ... NaN NaN
25 -1.831 0.000 ... NaN NaN
26 -2.061 0.000 ... NaN NaN
27 -2.004 0.000 ... NaN NaN
28 -1.348 0.000 ... NaN 2553.0
29 -1.701 0.000 ... NaN 8745.0
... ... ... ... ... ...
12416 -2.063 0.000 ... NaN NaN
12417 -0.636 0.000 ... NaN 22688.0
12418 -0.636 0.000 ... NaN NaN
12419 0.626 0.000 ... NaN 300.0
12420 -1.417 0.000 ... NaN NaN
12421 0.280 0.000 ... NaN 833.0
12422 0.057 0.000 ... NaN NaN
12423 -1.450 0.000 ... NaN 6820.0
12424 0.189 0.000 ... NaN 279484.0
12425 -0.334 0.000 ... NaN 771.0
12426 -0.039 0.000 ... NaN 86255.0
12427 0.608 0.000 ... NaN 74600.0
12428 -1.505 0.000 ... NaN 1700.0
12429 -1.853 0.000 ... NaN 54500.0
12430 -1.144 0.000 ... NaN NaN
12431 0.102 0.000 ... NaN 23615.0
12432 -0.652 0.000 ... NaN 19800.0
12433 -1.477 1.000 ... NaN 65200.0
12434 0.305 0.000 ... NaN NaN
12435 -0.145 0.000 ... NaN NaN
12436 -2.063 0.000 ... NaN NaN
12437 0.260 0.000 ... NaN 22425510.0
12438 0.706 0.000 ... NaN 2400.0
12439 -1.184 1.000 ... NaN NaN
12440 -0.950 0.000 ... NaN 0.0
12441 -0.335 0.000 ... NaN 4950.0
12442 -0.861 1.000 ... NaN NaN
12443 -0.529 0.000 ... NaN NaN
12444 -0.288 0.000 ... NaN NaN
12445 0.883 0.000 ... NaN 133800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.598999e+10 0.162390 16.968346 11.960517
1 NaN 6.199722e+09 0.000000 19.044169 13.737950
2 NaN 6.456648e+10 2.523659 29.568645 26.456258
3 NaN 3.147482e+10 2.225519 27.710683 25.465485
4 NaN 4.832386e+10 2.555556 24.809200 20.721140
5 NaN 1.861484e+11 0.409277 21.980852 19.127409
6 NaN 1.164098e+10 5.729795 22.455909 15.205689
7 NaN 6.918768e+10 0.000000 24.005068 18.003377
8 NaN 1.715881e+10 0.488301 41.252885 33.261338
9 NaN 4.395535e+10 1.651962 22.589807 19.662538
10 NaN 3.302407e+10 0.000000 40.551447 31.984434
11 NaN 2.488833e+10 1.260410 21.015228 16.824452
12 NaN 7.101602e+09 2.506775 15.716006 11.330861
13 NaN 2.141636e+10 1.263253 26.383518 23.710152
14 NaN 1.276776e+10 1.192369 15.513940 10.461383
15 NaN 4.047087e+10 1.746725 30.261259 27.105615
16 NaN 4.047087e+10 1.746725 30.800011 27.426568
17 NaN 3.023311e+10 0.177226 19.400285 17.169434
18 NaN 2.691102e+10 1.964167 30.491673 27.621228
19 NaN 9.995623e+10 3.230088 26.696940 21.030185
20 NaN 1.629531e+11 0.000000 34.705652 30.455594
21 NaN 1.235836e+11 1.947420 22.923548 19.885010
22 NaN 1.740112e+10 0.000000 38.889501 35.981934
23 NaN 9.127919e+10 0.000000 22.048968 18.441857
24 NaN 4.414079e+10 3.240741 25.348395 21.827626
25 NaN 2.757632e+10 0.000000 18.370015 14.491272
26 NaN 7.698382e+09 1.909855 12.730377 8.716592
27 NaN 7.698382e+09 1.909855 34.548634 32.589379
28 NaN 6.946869e+10 3.072378 23.650333 20.481633
29 NaN 3.408671e+11 2.570694 24.025526 20.696022
... ... ... ... ... ...
12416 NaN 5.056250e+06 NaN 21.966227 15.210044
12417 1354.57 7.475325e+06 0.000000 81.409244 78.833392
12418 NaN 2.231800e+06 0.000000 71.400341 67.759602
12419 189.35 7.356000e+05 0.000000 102.567776 99.008120
12420 NaN 2.417750e+06 0.000000 83.760153 81.079468
12421 2312.22 3.464064e+07 NaN 95.318147 91.580979
12422 NaN 6.832300e+05 NaN 73.899422 69.628129
12423 1150.64 3.026800e+06 NaN 74.064664 71.325140
12424 107719.62 2.283460e+07 0.000000 116.305864 113.342950
12425 NaN 5.030700e+01 0.000000 58.689335 53.478229
12426 14341.64 1.727250e+07 0.000000 137.660735 135.542056
12427 3455.10 1.187048e+07 0.000000 165.846295 163.469260
12428 24415.25 6.510768e+07 1.333333 41.694842 36.375833
12429 36271.75 3.714590e+06 NaN 81.677486 79.514414
12430 NaN 2.224200e+05 0.000000 72.066098 68.956211
12431 1370.11 2.224400e+06 0.000000 161.160454 159.106714
12432 3108.95 1.312212e+07 0.000000 93.328640 90.637758
12433 1913312.55 3.247070e+10 4.850000 24.339162 21.436027
12434 NaN 1.591600e+03 0.000000 61.798718 53.300196
12435 NaN 2.174200e+06 0.000000 92.208252 89.005504
12436 NaN 1.251480e+06 NaN 27.877887 20.293825
12437 104196.71 2.546355e+06 NaN 87.950944 84.308359
12438 41689.65 3.739600e+07 NaN 102.805978 98.446260
12439 NaN 4.347500e+05 0.000000 84.894808 82.620608
12440 NaN 6.966566e+06 0.000000 86.156193 81.525391
12441 16608.98 3.724470e+07 0.000000 67.678020 64.187631
12442 NaN 3.837060e+06 NaN 78.507193 75.775410
12443 NaN 3.367200e+05 NaN 47.017290 41.841256
12444 NaN 1.316868e+06 0.000000 162.199177 160.345682
12445 4078681.95 8.192743e+08 0.543478 46.297465 35.031562
HistBeta PredBeta DataDate
0 -0.000281 0.117750 20040629
1 -0.000002 -0.001451 20040629
2 -0.154191 0.028653 20040629
3 -0.224814 0.108360 20040629
4 -0.152042 0.093143 20040629
5 0.265655 0.434527 20040629
6 -0.016248 -0.024609 20040629
7 0.067205 0.080249 20040629
8 0.745188 1.129682 20040629
9 -0.079761 0.001118 20040629
10 0.186085 0.609365 20040629
11 0.457259 0.767128 20040629
12 0.057094 0.273703 20040629
13 0.268366 0.416363 20040629
14 -0.000002 0.011147 20040629
15 0.045209 0.213544 20040629
16 0.362885 0.571568 20040629
17 0.145062 0.237035 20040629
18 0.336834 0.593663 20040629
19 0.013139 0.129001 20040629
20 0.278719 0.485835 20040629
21 0.067621 0.165016 20040629
22 0.484064 0.705440 20040629
23 -0.026958 0.217676 20040629
24 0.291014 0.543686 20040629
25 0.112051 0.303500 20040629
26 0.000798 0.156880 20040629
27 0.028390 0.319175 20040629
28 0.345528 0.438281 20040629
29 0.174977 0.391943 20040629
... ... ... ...
12416 -0.000002 0.024701 20040629
12417 0.689783 0.963249 20040629
12418 0.689545 1.094125 20040629
12419 1.300081 1.429943 20040629
12420 0.312295 0.759471 20040629
12421 1.132442 1.476563 20040629
12422 1.024736 1.378072 20040629
12423 0.296169 0.409288 20040629
12424 1.088875 1.319504 20040629
12425 0.836018 1.176020 20040629
12426 0.978633 1.353182 20040629
12427 1.291203 1.510079 20040629
12428 0.269734 0.297272 20040629
12429 0.101100 0.536207 20040629
12430 0.444301 0.809650 20040629
12431 1.046601 1.353538 20040629
12432 0.682050 0.930473 20040629
12433 0.283191 0.364579 20040629
12434 1.144641 1.337178 20040629
12435 0.927413 1.194048 20040629
12436 -0.000002 0.091701 20040629
12437 1.122914 1.412031 20040629
12438 1.338635 1.647765 20040629
12439 0.424709 0.701866 20040629
12440 0.537813 0.865509 20040629
12441 0.835455 1.082467 20040629
12442 0.581041 0.776781 20040629
12443 0.741581 1.100686 20040629
12444 0.858164 1.136658 20040629
12445 1.424297 1.614412 20040629
[12446 rows x 92 columns],
'20040630': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.059 0.000 0.0
1 USA0011 0.021 0.000 0.0
2 USA0031 -0.278 0.000 0.0
3 USA0062 -1.019 0.432 0.0
4 USA00E2 -0.140 0.000 0.0
5 USA00F1 0.204 0.000 0.0
6 USA00G2 -1.501 0.000 0.0
7 USA00H1 0.677 0.000 0.0
8 USA00I1 0.604 0.000 0.0
9 USA00J1 -0.065 0.000 0.0
10 USA00K1 0.880 0.000 0.0
11 USA00P1 0.441 0.000 0.0
12 USA00R1 0.256 0.000 0.0
13 USA00S1 0.308 0.000 0.0
14 USA00V1 0.296 0.000 0.0
15 USA0131 0.282 1.000 0.0
16 USA0161 -0.732 1.000 0.0
17 USA01I1 0.483 0.000 0.0
18 USA01J2 0.653 0.000 0.0
19 USA01L1 0.605 0.000 0.0
20 USA01P1 0.523 0.000 0.0
21 USA01Q1 -0.051 0.000 0.0
22 USA0202 0.555 0.000 0.0
23 USA0231 0.151 0.000 0.0
24 USA0281 0.059 0.000 0.0
25 USA0291 0.009 0.000 0.0
26 USA02A1 0.008 0.000 0.0
27 USA02B1 -0.164 0.000 0.0
28 USA02H1 0.094 0.000 0.0
29 USA02P1 0.147 0.144 0.0
... ... ... ... ...
12431 USAZY41 -0.412 0.000 0.0
12432 USAZY51 -2.322 0.000 0.0
12433 USAZY61 -0.521 0.000 0.0
12434 USAZY71 -0.026 0.000 0.0
12435 USAZYI1 2.001 0.000 0.0
12436 USAZYJ1 0.087 0.000 0.0
12437 USAZYK1 2.753 0.000 0.0
12438 USAZYM1 2.011 0.000 0.0
12439 USAZYR1 1.408 0.000 0.0
12440 USAZYS1 -0.301 0.000 0.0
12441 USAZYT1 2.360 0.000 0.0
12442 USAZYV1 -2.863 0.000 0.0
12443 USAZYX1 -2.863 0.000 0.0
12444 USAZZ41 -2.863 0.000 0.0
12445 USAZZ51 -0.291 0.000 0.0
12446 USAZZ61 -0.194 0.000 0.0
12447 USAZZ71 -0.151 0.000 0.0
12448 USAZZ81 0.129 0.000 0.0
12449 USAZZ91 0.471 0.000 0.0
12450 USAZZA1 1.753 0.000 0.0
12451 USAZZB1 -0.874 0.000 0.0
12452 USAZZD1 0.068 0.000 0.0
12453 USAZZF1 2.453 0.000 0.0
12454 USAZZI1 -2.863 0.000 0.0
12455 USAZZJ1 -2.716 0.000 0.0
12456 USAZZL1 2.608 0.000 0.0
12457 USAZZP1 -0.580 0.000 0.0
12458 USAZZR1 -0.040 0.000 0.0
12459 USAZZX1 0.121 0.000 0.0
12460 USAZZY1 2.462 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.068 0.000 ... NaN 0.0
1 -2.068 0.000 ... NaN 0.0
2 -2.387 0.000 ... NaN 3000.0
3 -2.463 0.000 ... NaN 3280.0
4 -2.385 0.000 ... NaN 18160.0
5 -1.518 0.000 ... NaN 2100.0
6 -2.058 0.000 ... NaN 1072.0
7 -1.928 0.000 ... NaN 1000.0
8 -0.532 0.000 ... NaN 7218.0
9 -2.234 0.865 ... NaN 29000.0
10 -1.684 0.000 ... NaN 0.0
11 -1.122 0.000 ... NaN NaN
12 -1.949 0.000 ... NaN NaN
13 -1.519 0.000 ... NaN 21805.0
14 -2.068 0.000 ... NaN NaN
15 -1.980 0.000 ... NaN 33.0
16 -1.294 0.000 ... NaN 757.0
17 -1.771 0.000 ... NaN 2670.0
18 -1.374 0.000 ... NaN 2210.0
19 -2.043 0.000 ... NaN 9776.0
20 -1.494 0.000 ... NaN 78245.0
21 -1.930 1.000 ... NaN 99760.0
22 -1.073 0.000 ... NaN 1900.0
23 -2.125 0.000 ... NaN 865.0
24 -1.468 0.000 ... NaN NaN
25 -1.837 0.000 ... NaN 0.0
26 -2.066 0.000 ... NaN 2925.0
27 -2.005 0.000 ... NaN 25.0
28 -1.354 0.000 ... NaN 2553.0
29 -1.708 0.000 ... NaN 8745.0
... ... ... ... ... ...
12431 -2.068 0.000 ... NaN NaN
12432 -0.619 0.000 ... NaN 32000.0
12433 -0.645 0.000 ... NaN NaN
12434 0.631 0.000 ... NaN 850.0
12435 -1.534 0.000 ... NaN 128500.0
12436 0.276 0.000 ... NaN NaN
12437 -0.181 0.000 ... NaN 8275.0
12438 -1.534 0.000 ... NaN 1800.0
12439 0.174 0.000 ... NaN 188428.0
12440 -0.336 0.000 ... NaN 771.0
12441 -0.112 0.000 ... NaN 60000.0
12442 0.632 0.000 ... NaN 15600.0
12443 -1.418 0.000 ... NaN 4600.0
12444 -1.720 0.000 ... NaN 32000.0
12445 -1.157 0.000 ... NaN NaN
12446 0.102 0.000 ... NaN 128412.0
12447 -0.659 0.000 ... NaN NaN
12448 -1.493 1.000 ... NaN 73700.0
12449 0.310 0.000 ... NaN 10000.0
12450 -0.157 0.000 ... NaN NaN
12451 -2.068 0.000 ... NaN NaN
12452 0.264 0.000 ... NaN 11187520.0
12453 0.658 0.000 ... NaN 8081.0
12454 -1.180 1.000 ... NaN NaN
12455 -0.825 0.000 ... NaN 0.0
12456 -0.423 0.000 ... NaN 13300.0
12457 -0.870 1.000 ... NaN NaN
12458 -0.537 0.000 ... NaN NaN
12459 -0.289 0.000 ... NaN 2600.0
12460 0.841 0.000 ... NaN 97700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.624988e+10 0.150875 16.376063 11.586674
1 NaN 6.243737e+09 0.000000 18.376033 13.332765
2 NaN 6.372227e+10 2.551521 28.702105 25.722394
3 NaN 3.145765e+10 2.047502 26.985041 24.766740
4 NaN 4.820388e+10 2.544248 24.066827 20.105655
5 NaN 1.859658e+11 0.420875 21.204943 18.554813
6 NaN 1.160924e+10 6.493506 21.927532 15.054191
7 NaN 6.985331e+10 0.000000 23.378284 17.595717
8 NaN 1.750458e+10 0.509771 39.911322 32.543504
9 NaN 4.377700e+10 1.629630 21.924471 19.076398
10 NaN 3.299044e+10 0.000000 39.461669 31.335090
11 NaN 2.470546e+10 1.337154 20.275046 16.385982
12 NaN 7.070673e+09 2.312139 15.130258 10.975722
13 NaN 2.172237e+10 1.213697 25.674898 23.080957
14 NaN 1.310942e+10 1.158301 15.002575 10.144521
15 NaN 4.093559e+10 1.565864 29.290797 26.338007
16 NaN 4.093559e+10 1.565864 29.772680 26.717900
17 NaN 3.047237e+10 0.171306 18.856165 16.707340
18 NaN 2.712270e+10 2.064451 29.765292 27.014136
19 NaN 1.006729e+11 3.102752 26.006065 20.477749
20 NaN 1.628844e+11 0.000000 33.790679 29.786957
21 NaN 1.234369e+11 1.980983 22.183419 19.282315
22 NaN 1.760330e+10 0.000000 37.888536 35.241606
23 NaN 9.171446e+10 0.000000 21.337404 17.886565
24 NaN 4.441073e+10 3.151733 24.478593 21.203594
25 NaN 2.752802e+10 0.000000 17.717756 14.052360
26 NaN 7.732776e+09 1.853225 12.293316 8.433280
27 NaN 7.732776e+09 1.853225 33.543968 31.690298
28 NaN 6.947843e+10 2.914798 22.793838 19.814613
29 NaN 3.416051e+11 2.469136 23.220181 20.083890
... ... ... ... ... ...
12431 NaN 5.056250e+06 NaN 21.496449 15.077128
12432 3012.75 7.712100e+06 0.000000 75.942811 73.494861
12433 NaN 2.231800e+06 0.000000 69.138324 65.795538
12434 190.50 7.356000e+05 0.000000 95.216351 91.776189
12435 7400.67 1.908750e+06 0.000000 80.628253 78.036530
12436 NaN 3.464064e+07 NaN 86.951943 83.354371
12437 213.80 3.416150e+04 NaN 68.510165 64.485899
12438 1162.91 2.270100e+06 NaN 70.739237 68.363844
12439 112944.21 2.246630e+07 0.000000 107.243838 104.421659
12440 NaN 5.030700e+01 0.000000 56.440300 51.279837
12441 15187.09 1.529850e+07 0.000000 125.414486 123.313546
12442 3515.38 1.261239e+07 0.000000 146.988669 144.634997
12443 26144.05 6.853440e+07 1.136364 41.468593 36.212472
12444 36453.57 4.221125e+06 NaN 79.118676 76.873542
12445 NaN 2.224200e+05 0.000000 68.465305 65.537826
12446 1393.46 2.224400e+06 0.000000 143.098980 141.048277
12447 NaN 1.312212e+07 0.000000 88.178164 85.701183
12448 1940727.71 3.208318e+10 4.540667 24.014156 21.457707
12449 0.05 1.591600e+03 0.000000 59.327472 51.310347
12450 NaN 2.119845e+06 0.000000 86.630231 83.553761
12451 NaN 1.251480e+06 0.000000 27.211329 19.934861
12452 106739.32 2.546355e+06 NaN 83.634704 80.229986
12453 42369.19 3.459130e+07 NaN 95.764989 91.501551
12454 NaN 4.523750e+05 0.000000 80.441277 78.126063
12455 NaN 7.675526e+06 0.000000 82.840127 78.324995
12456 18996.93 3.381990e+07 0.000000 66.942384 63.587913
12457 NaN 3.837060e+06 NaN 73.583581 70.902377
12458 NaN 3.367200e+05 NaN 45.131166 40.361756
12459 1139.68 1.316868e+06 0.000000 143.891574 142.006451
12460 4006304.86 8.087747e+08 0.610920 45.607615 34.753366
HistBeta PredBeta DataDate
0 -0.000291 0.104879 20040630
1 -0.000015 0.017518 20040630
2 -0.154133 0.023537 20040630
3 -0.210582 0.088731 20040630
4 -0.153271 0.090590 20040630
5 0.265091 0.434971 20040630
6 0.004783 -0.029043 20040630
7 0.067500 0.086097 20040630
8 0.741031 1.127142 20040630
9 -0.080413 -0.000263 20040630
10 0.185191 0.619065 20040630
11 0.456466 0.776499 20040630
12 0.057086 0.281367 20040630
13 0.264554 0.427789 20040630
14 -0.000015 0.008119 20040630
15 0.042371 0.215824 20040630
16 0.373039 0.536325 20040630
17 0.142942 0.239561 20040630
18 0.334491 0.608933 20040630
19 0.011991 0.154915 20040630
20 0.276672 0.493079 20040630
21 0.066579 0.162091 20040630
22 0.480162 0.713923 20040630
23 -0.027560 0.226839 20040630
24 0.289323 0.530951 20040630
25 0.111178 0.294555 20040630
26 0.000630 0.150073 20040630
27 0.030330 0.321005 20040630
28 0.344424 0.442764 20040630
29 0.173577 0.391060 20040630
... ... ... ...
12431 -0.000015 -0.001930 20040630
12432 0.698984 0.885002 20040630
12433 0.686449 1.050955 20040630
12434 1.302469 1.403562 20040630
12435 0.257306 0.735311 20040630
12436 1.130833 1.453878 20040630
12437 0.910543 1.311990 20040630
12438 0.257266 0.493887 20040630
12439 1.081570 1.349032 20040630
12440 0.835371 1.227554 20040630
12441 0.943567 1.330951 20040630
12442 1.302710 1.487227 20040630
12443 0.313644 0.307873 20040630
12444 0.167896 0.499153 20040630
12445 0.439535 0.778336 20040630
12446 1.047178 1.314589 20040630
12447 0.679718 0.927310 20040630
12448 0.277307 0.355992 20040630
12449 1.147543 1.329411 20040630
12450 0.921865 1.200881 20040630
12451 -0.000015 0.046665 20040630
12452 1.124919 1.403391 20040630
12453 1.315247 1.645698 20040630
12454 0.428243 0.624972 20040630
12455 0.599803 0.911857 20040630
12456 0.793711 1.102989 20040630
12457 0.577839 0.739271 20040630
12458 0.738773 1.071472 20040630
12459 0.858063 1.135714 20040630
12460 1.403672 1.661173 20040630
[12461 rows x 92 columns],
'20040701': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.187 0.000 0.0
1 USA0011 -0.394 0.000 0.0
2 USA0031 0.573 0.000 0.0
3 USA0062 0.680 0.432 0.0
4 USA00E2 0.637 0.000 0.0
5 USA00F1 0.281 0.000 0.0
6 USA00G2 0.897 0.000 0.0
7 USA00H1 0.493 0.000 0.0
8 USA00I1 -1.376 0.000 0.0
9 USA00J1 0.098 0.000 0.0
10 USA00K1 -1.172 0.000 0.0
11 USA00P1 -0.378 0.000 0.0
12 USA00R1 -0.065 0.000 0.0
13 USA00S1 1.396 0.000 0.0
14 USA00V1 -0.052 0.000 0.0
15 USA0131 -0.213 1.000 0.0
16 USA0161 0.155 1.000 0.0
17 USA01I1 -0.029 0.000 0.0
18 USA01J2 0.229 0.000 0.0
19 USA01L1 1.412 0.000 0.0
20 USA01P1 -0.109 0.000 0.0
21 USA01Q1 -0.084 0.000 0.0
22 USA0202 -0.084 0.000 0.0
23 USA0231 -0.130 0.000 0.0
24 USA0281 -0.398 0.000 0.0
25 USA0291 -0.134 0.000 0.0
26 USA02A1 0.054 0.000 0.0
27 USA02B1 0.220 0.000 0.0
28 USA02H1 -0.055 0.000 0.0
29 USA02P1 -2.219 0.144 0.0
... ... ... ... ...
12418 USAZY41 -0.097 0.000 0.0
12419 USAZY51 -0.155 0.000 0.0
12420 USAZY61 0.205 0.000 0.0
12421 USAZY71 -2.758 0.000 0.0
12422 USAZYI1 2.785 0.000 0.0
12423 USAZYJ1 0.328 0.000 0.0
12424 USAZYK1 -0.715 0.000 0.0
12425 USAZYM1 -0.343 0.000 0.0
12426 USAZYR1 -2.758 0.000 0.0
12427 USAZYS1 -1.656 0.000 0.0
12428 USAZYT1 1.433 0.000 0.0
12429 USAZYV1 -1.841 0.000 0.0
12430 USAZYX1 -1.439 0.000 0.0
12431 USAZZ41 -2.758 0.000 0.0
12432 USAZZ51 -0.807 0.000 0.0
12433 USAZZ61 -1.555 0.000 0.0
12434 USAZZ71 -2.758 0.000 0.0
12435 USAZZ81 0.352 0.000 0.0
12436 USAZZ91 -0.345 0.000 0.0
12437 USAZZA1 -1.540 0.000 0.0
12438 USAZZB1 -0.888 0.000 0.0
12439 USAZZD1 -1.355 0.000 0.0
12440 USAZZF1 -1.055 0.000 0.0
12441 USAZZI1 -0.519 0.000 0.0
12442 USAZZJ1 0.942 0.000 0.0
12443 USAZZL1 -1.100 0.000 0.0
12444 USAZZP1 -1.114 0.000 0.0
12445 USAZZR1 -1.263 0.000 0.0
12446 USAZZX1 -2.758 0.000 0.0
12447 USAZZY1 -0.749 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.029 0.000 ... NaN NaN
1 -2.029 0.000 ... NaN NaN
2 -2.335 0.000 ... NaN 3000.0
3 -2.436 0.000 ... NaN NaN
4 -2.331 0.000 ... NaN 18160.0
5 -1.496 0.000 ... NaN 105.0
6 -2.017 0.000 ... NaN NaN
7 -1.897 0.000 ... NaN NaN
8 -0.542 0.000 ... NaN NaN
9 -2.185 0.865 ... NaN 29000.0
10 -1.661 0.000 ... NaN NaN
11 -1.100 0.000 ... NaN NaN
12 -1.910 0.000 ... NaN NaN
13 -1.426 0.000 ... NaN 6634.0
14 -2.029 0.000 ... NaN NaN
15 -1.984 0.000 ... NaN 27.0
16 -1.280 0.000 ... NaN 1500.0
17 -1.754 0.000 ... NaN 2670.0
18 -1.357 0.000 ... NaN NaN
19 -2.000 0.000 ... NaN NaN
20 -1.470 0.000 ... NaN NaN
21 -1.893 1.000 ... NaN NaN
22 -1.046 0.000 ... NaN NaN
23 -2.079 0.000 ... NaN 865.0
24 -1.449 0.000 ... NaN NaN
25 -1.805 0.000 ... NaN NaN
26 -2.027 0.000 ... NaN NaN
27 -1.962 0.000 ... NaN NaN
28 -1.335 0.000 ... NaN 2553.0
29 -1.799 0.000 ... NaN 4750.0
... ... ... ... ... ...
12418 -2.029 0.000 ... NaN NaN
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12420 -0.644 0.000 ... NaN NaN
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12422 -1.280 0.000 ... NaN 13900.0
12423 0.264 0.000 ... NaN NaN
12424 -0.179 0.000 ... NaN 6470.0
12425 -1.501 0.000 ... NaN NaN
12426 0.127 0.000 ... NaN 92292.0
12427 -0.331 0.000 ... NaN NaN
12428 -0.082 0.000 ... NaN 17100.0
12429 0.617 0.000 ... NaN NaN
12430 -1.724 0.000 ... NaN 25100.0
12431 -1.758 0.000 ... NaN 33500.0
12432 -1.124 0.000 ... NaN NaN
12433 0.098 0.000 ... NaN 27685.0
12434 -1.094 0.000 ... NaN 15000.0
12435 -1.447 1.000 ... NaN 24500.0
12436 0.290 0.000 ... NaN NaN
12437 -0.147 0.000 ... NaN NaN
12438 -2.029 0.000 ... NaN NaN
12439 0.260 0.000 ... NaN 9784992.0
12440 0.673 0.000 ... NaN NaN
12441 -1.156 1.000 ... NaN NaN
12442 -0.816 0.000 ... NaN 0.0
12443 -0.451 0.000 ... NaN 14000.0
12444 -0.855 1.000 ... NaN NaN
12445 -0.518 0.000 ... NaN NaN
12446 -0.363 0.000 ... NaN 133700.0
12447 0.748 0.000 ... NaN 85500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.537028e+10 0.150875 16.549080 11.670537
1 NaN 6.117982e+09 0.000000 18.659312 13.378847
2 NaN 6.365973e+10 2.551521 28.796112 25.764806
3 NaN 3.096813e+10 2.047502 27.196638 24.965441
4 NaN 4.813723e+10 2.544248 24.208054 20.129839
5 NaN 1.865398e+11 0.420875 21.229032 18.552090
6 NaN 1.157749e+10 6.493506 22.408332 15.265291
7 NaN 7.009652e+10 0.000000 23.542565 17.617797
8 NaN 1.667546e+10 0.509771 41.020270 32.987159
9 NaN 4.372025e+10 1.629630 22.109480 19.148269
10 NaN 3.183023e+10 0.000000 40.628261 31.923682
11 NaN 2.448129e+10 1.337154 20.623021 16.535765
12 NaN 7.068463e+09 2.312139 15.447353 11.125443
13 NaN 2.130337e+10 1.213697 26.241477 23.398062
14 NaN 1.246407e+10 1.158301 15.262013 10.221645
15 NaN 3.998211e+10 1.565864 29.634917 26.496892
16 NaN 3.998211e+10 1.565864 29.963808 26.778173
17 NaN 2.299457e+10 0.171306 19.294708 16.914980
18 NaN 2.669250e+10 2.064451 30.111184 27.123936
19 NaN 9.998832e+10 3.102752 26.451773 20.619210
20 NaN 1.586233e+11 0.000000 34.312219 30.046489
21 NaN 1.231435e+11 1.980983 22.436591 19.357908
22 NaN 1.695632e+10 0.000000 38.231440 35.378172
23 NaN 9.099754e+10 0.000000 21.673268 18.047198
24 NaN 4.387085e+10 3.151733 25.032993 21.502938
25 NaN 2.690019e+10 0.000000 18.123859 14.245508
26 NaN 7.549344e+09 1.853225 12.352289 8.466114
27 NaN 7.549344e+09 1.853225 33.738114 31.788325
28 NaN 6.817376e+10 2.914798 23.158893 19.981056
29 NaN 3.374932e+11 2.469136 24.714093 21.312390
... ... ... ... ... ...
12418 NaN 5.056250e+06 NaN 21.796347 15.174017
12419 NaN 7.712100e+06 0.000000 78.883741 76.437300
12420 NaN 2.231800e+06 0.000000 70.033527 66.504975
12421 221.03 9.808000e+05 0.000000 100.081163 96.636900
12422 7367.31 1.654250e+06 0.000000 83.015106 80.162973
12423 NaN 3.464064e+07 NaN 88.116010 84.302915
12424 213.04 3.416150e+04 NaN 68.781892 64.561921
12425 NaN 2.270100e+06 NaN 72.422750 69.957479
12426 104956.58 2.320290e+07 0.000000 108.120391 105.178199
12427 NaN 5.030700e+01 0.000000 57.332147 51.818606
12428 14697.50 1.480500e+07 0.000000 126.325775 124.132530
12429 NaN 1.261238e+07 0.000000 148.169345 145.749150
12430 40386.67 7.502440e+07 1.136364 45.134652 39.997524
12431 36467.43 4.389970e+06 NaN 80.853524 78.658255
12432 NaN 2.224200e+05 0.000000 69.100318 65.974495
12433 1339.62 2.224400e+06 0.000000 144.173811 141.998786
12434 3347.59 2.087610e+07 0.000000 88.094844 85.519322
12435 1866514.29 3.194590e+10 4.540667 24.251645 21.496937
12436 NaN 1.591600e+03 0.000000 59.822255 51.475662
12437 NaN 2.119845e+06 0.000000 88.497996 85.228308
12438 NaN 1.251480e+06 0.000000 27.724795 20.174028
12439 104803.26 2.546355e+06 NaN 85.209603 81.617205
12440 NaN 3.459130e+07 NaN 97.200145 92.855995
12441 NaN 4.523750e+05 0.000000 81.104080 78.833595
12442 NaN 7.688188e+06 0.000000 83.335260 78.672479
12443 21023.84 3.424800e+07 0.000000 67.148894 63.957785
12444 NaN 3.837060e+06 NaN 75.084407 72.236221
12445 NaN 3.367200e+05 NaN 45.813809 40.675583
12446 1218.69 1.426607e+06 0.000000 145.485502 143.473502
12447 3800875.52 8.140245e+08 0.610920 45.723797 34.827300
HistBeta PredBeta DataDate
0 -0.000231 0.109826 20040701
1 0.000015 0.042830 20040701
2 -0.150155 0.061416 20040701
3 -0.199721 0.119394 20040701
4 -0.148550 0.127239 20040701
5 0.261422 0.450418 20040701
6 0.005828 0.016171 20040701
7 0.064645 0.097780 20040701
8 0.729816 1.106405 20040701
9 -0.076652 0.017883 20040701
10 0.180507 0.614883 20040701
11 0.456068 0.761713 20040701
12 0.058339 0.286934 20040701
13 0.295691 0.487873 20040701
14 0.000015 0.017919 20040701
15 0.021718 0.208341 20040701
16 0.367511 0.552673 20040701
17 0.134855 0.239419 20040701
18 0.329499 0.599234 20040701
19 0.013948 0.186433 20040701
20 0.274157 0.493512 20040701
21 0.066513 0.175167 20040701
22 0.482486 0.725501 20040701
23 -0.024773 0.233573 20040701
24 0.284646 0.532657 20040701
25 0.109996 0.299713 20040701
26 0.000997 0.159302 20040701
27 0.032504 0.342098 20040701
28 0.340650 0.450330 20040701
29 0.112816 0.305537 20040701
... ... ... ...
12418 0.000015 0.010896 20040701
12419 0.697320 0.912033 20040701
12420 0.679599 1.049297 20040701
12421 1.251468 1.291951 20040701
12422 0.367378 0.852688 20040701
12423 1.125731 1.445479 20040701
12424 0.907912 1.266690 20040701
12425 0.259057 0.455054 20040701
12426 1.058269 1.241133 20040701
12427 0.833486 1.197252 20040701
12428 0.955813 1.323063 20040701
12429 1.298752 1.452593 20040701
12430 0.149617 0.229024 20040701
12431 0.133014 0.434031 20040701
12432 0.443939 0.777200 20040701
12433 1.043955 1.280926 20040701
12434 0.458681 0.689534 20040701
12435 0.285551 0.383889 20040701
12436 1.138039 1.304979 20040701
12437 0.923675 1.136413 20040701
12438 0.000015 0.054059 20040701
12439 1.123373 1.380184 20040701
12440 1.326418 1.585544 20040701
12441 0.428576 0.643087 20040701
12442 0.595120 0.913895 20040701
12443 0.774382 1.006324 20040701
12444 0.576017 0.735009 20040701
12445 0.741669 1.052384 20040701
12446 0.817876 1.039746 20040701
12447 1.362970 1.571644 20040701
[12448 rows x 92 columns],
'20040702': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.478 0.000 0.0
1 USA0011 0.786 0.000 0.0
2 USA0031 -0.072 0.000 0.0
3 USA0062 -0.638 0.432 0.0
4 USA00E2 -0.442 0.000 0.0
5 USA00F1 -0.186 0.000 0.0
6 USA00G2 0.303 0.000 0.0
7 USA00H1 0.345 0.000 0.0
8 USA00I1 -1.618 0.000 0.0
9 USA00J1 -0.115 0.000 0.0
10 USA00K1 -2.258 0.000 0.0
11 USA00P1 -0.679 0.000 0.0
12 USA00R1 -0.483 0.000 0.0
13 USA00S1 -0.192 0.000 0.0
14 USA00V1 -0.109 0.000 0.0
15 USA0131 -0.667 1.000 0.0
16 USA0161 0.970 1.000 0.0
17 USA01I1 -0.293 0.000 0.0
18 USA01J2 -1.019 0.000 0.0
19 USA01L1 0.077 0.000 0.0
20 USA01P1 -0.179 0.000 0.0
21 USA01Q1 -0.058 0.000 0.0
22 USA0202 -0.306 0.000 0.0
23 USA0231 -0.960 0.000 0.0
24 USA0281 -0.308 0.000 0.0
25 USA0291 -0.697 0.000 0.0
26 USA02A1 -0.542 0.000 0.0
27 USA02B1 1.822 0.000 0.0
28 USA02H1 0.074 0.000 0.0
29 USA02P1 -0.638 0.144 0.0
... ... ... ... ...
12416 USAZY41 0.123 0.000 0.0
12417 USAZY51 1.296 0.000 0.0
12418 USAZY61 0.121 0.000 0.0
12419 USAZY71 0.793 0.000 0.0
12420 USAZYI1 0.341 0.000 0.0
12421 USAZYJ1 0.537 0.000 0.0
12422 USAZYK1 -0.271 0.000 0.0
12423 USAZYM1 -2.726 0.000 0.0
12424 USAZYR1 2.754 0.000 0.0
12425 USAZYS1 0.203 0.000 0.0
12426 USAZYT1 -2.726 0.000 0.0
12427 USAZYV1 2.754 0.000 0.0
12428 USAZYX1 0.544 0.000 0.0
12429 USAZZ41 2.754 0.000 0.0
12430 USAZZ51 0.442 0.000 0.0
12431 USAZZ61 0.570 0.000 0.0
12432 USAZZ71 0.398 0.000 0.0
12433 USAZZ81 -1.088 0.000 0.0
12434 USAZZ91 0.800 0.000 0.0
12435 USAZZA1 0.325 0.000 0.0
12436 USAZZB1 -0.191 0.000 0.0
12437 USAZZD1 -0.007 0.000 0.0
12438 USAZZF1 -2.726 0.000 0.0
12439 USAZZI1 0.335 0.000 0.0
12440 USAZZJ1 -0.726 0.000 0.0
12441 USAZZL1 -2.726 0.000 0.0
12442 USAZZP1 0.508 0.000 0.0
12443 USAZZR1 0.090 0.000 0.0
12444 USAZZX1 0.553 0.000 0.0
12445 USAZZY1 1.726 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12418 0.0 0.0 0.0 0.000
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12441 0.0 0.0 0.0 0.000
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12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.025 0.000 ... NaN NaN
1 -2.025 0.000 ... NaN NaN
2 -2.330 0.000 ... NaN 3000.0
3 -2.430 0.000 ... NaN NaN
4 -2.327 0.000 ... NaN 18160.0
5 -1.491 0.000 ... NaN 105.0
6 -2.012 0.000 ... NaN NaN
7 -1.894 0.000 ... NaN NaN
8 -0.537 0.000 ... NaN NaN
9 -2.179 0.865 ... NaN 29000.0
10 -1.658 0.000 ... NaN NaN
11 -1.096 0.000 ... NaN NaN
12 -1.909 0.000 ... NaN NaN
13 -1.421 0.000 ... NaN NaN
14 -2.025 0.000 ... NaN NaN
15 -1.977 0.000 ... NaN NaN
16 -1.265 0.000 ... NaN 1000.0
17 -1.750 0.000 ... NaN 2670.0
18 -1.354 0.000 ... NaN NaN
19 -1.995 0.000 ... NaN NaN
20 -1.465 0.000 ... NaN NaN
21 -1.888 1.000 ... NaN NaN
22 -1.038 0.000 ... NaN NaN
23 -2.075 0.000 ... NaN 865.0
24 -1.445 0.000 ... NaN NaN
25 -1.801 0.000 ... NaN NaN
26 -2.022 0.000 ... NaN NaN
27 -1.932 0.000 ... NaN 310.0
28 -1.340 0.000 ... NaN 2553.0
29 -1.794 0.000 ... NaN 4750.0
... ... ... ... ... ...
12416 -2.025 0.000 ... NaN NaN
12417 -0.598 0.000 ... NaN 225.0
12418 -0.667 0.000 ... NaN NaN
12419 0.526 0.000 ... NaN 30000.0
12420 -1.283 0.000 ... NaN NaN
12421 0.268 0.000 ... NaN 940.0
12422 -0.152 0.000 ... NaN 300.0
12423 -1.515 0.000 ... NaN 20000.0
12424 0.160 0.000 ... NaN 45643.0
12425 -0.329 0.000 ... NaN NaN
12426 -0.131 0.000 ... NaN 10000.0
12427 0.660 0.000 ... NaN 2565.0
12428 -1.735 0.000 ... NaN 21800.0
12429 -1.640 0.000 ... NaN 2533.0
12430 -1.119 0.000 ... NaN NaN
12431 0.098 0.000 ... NaN 256018.0
12432 -1.088 0.000 ... NaN NaN
12433 -1.458 1.000 ... NaN 37100.0
12434 0.289 0.000 ... NaN NaN
12435 -0.143 0.000 ... NaN NaN
12436 -2.025 0.000 ... NaN NaN
12437 0.257 0.000 ... NaN 6776006.0
12438 0.681 0.000 ... NaN 10914.0
12439 -1.150 1.000 ... NaN NaN
12440 -0.823 0.000 ... NaN 0.0
12441 -0.529 0.000 ... NaN 11300.0
12442 -0.850 1.000 ... NaN NaN
12443 -0.514 0.000 ... NaN NaN
12444 -0.374 0.000 ... NaN 252500.0
12445 0.748 0.000 ... NaN 74100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.483052e+10 0.150875 16.119065 11.303287
1 NaN 6.193435e+09 0.000000 18.212712 12.883488
2 NaN 6.345650e+10 2.551521 27.720763 24.720267
3 NaN 3.081355e+10 2.047502 26.073821 23.813805
4 NaN 4.808391e+10 2.544248 23.399687 19.324355
5 NaN 1.868007e+11 0.420875 20.366169 17.786452
6 NaN 1.147434e+10 6.493506 21.668722 14.729910
7 NaN 7.065975e+10 0.000000 22.804978 16.916847
8 NaN 1.645238e+10 0.509771 39.863254 31.809569
9 NaN 4.367161e+10 1.629630 21.301311 18.370551
10 NaN 3.110720e+10 0.000000 39.726983 30.975355
11 NaN 2.353743e+10 1.337154 20.146097 16.037124
12 NaN 7.018755e+09 2.312139 15.049082 10.764727
13 NaN 2.143519e+10 1.213697 25.195244 22.452117
14 NaN 1.252481e+10 1.158301 14.822168 9.835191
15 NaN 3.967764e+10 1.565864 28.544538 25.376885
16 NaN 3.967764e+10 1.565864 29.016012 25.764847
17 NaN 2.251606e+10 0.171306 18.613929 16.208133
18 NaN 2.619403e+10 2.064451 29.112543 26.069974
19 NaN 9.975298e+10 3.102752 25.393883 19.784386
20 NaN 1.577298e+11 0.000000 33.055189 28.794728
21 NaN 1.235592e+11 1.980983 21.608002 18.566367
22 NaN 1.688892e+10 0.000000 36.709289 33.848581
23 NaN 8.994777e+10 0.000000 20.947116 17.402923
24 NaN 4.361090e+10 3.151733 24.191128 20.646113
25 NaN 2.612748e+10 0.000000 17.641138 13.764597
26 NaN 7.512085e+09 1.853225 12.078300 8.273395
27 NaN 7.512085e+09 1.853225 32.728919 30.701563
28 NaN 6.883583e+10 2.914798 22.357486 19.183801
29 NaN 3.339084e+11 2.469136 23.570343 20.563753
... ... ... ... ... ...
12416 NaN 5.056250e+06 NaN 21.219309 14.614300
12417 3018.58 7.610625e+06 0.000000 76.181128 73.636900
12418 NaN 2.231800e+06 0.000000 67.843305 64.371976
12419 236.03 9.808000e+05 0.000000 93.926833 90.387240
12420 NaN 1.654250e+06 0.000000 80.120668 77.449441
12421 1871.03 3.464064e+07 NaN 85.112818 81.248595
12422 208.44 3.416150e+04 NaN 65.850414 61.466124
12423 1317.10 2.572780e+06 NaN 71.825721 69.240454
12424 104852.40 2.246630e+07 0.000000 104.389972 101.302814
12425 NaN 5.030700e+01 0.000000 55.103658 49.652213
12426 12459.02 1.727250e+07 0.000000 122.949956 120.873188
12427 2516.09 1.038667e+07 0.000000 143.779933 141.271925
12428 56576.90 7.637432e+07 1.136364 43.587177 38.470043
12429 35825.92 3.714590e+06 NaN 79.485564 77.441563
12430 NaN 2.224200e+05 0.000000 66.439413 63.309391
12431 1383.09 2.224400e+06 0.000000 138.759971 136.634891
12432 NaN 2.087610e+07 0.000000 85.789951 83.456452
12433 1894431.33 3.227763e+10 4.540667 24.317680 21.596234
12434 NaN 1.591600e+03 0.000000 57.464579 49.052262
12435 NaN 2.119845e+06 0.000000 85.204460 82.033109
12436 NaN 1.251480e+06 0.000000 26.818822 19.394338
12437 104463.80 2.546355e+06 NaN 81.320610 77.683981
12438 41508.62 3.552620e+07 NaN 93.274441 88.857416
12439 NaN 4.523750e+05 0.000000 78.401729 76.125311
12440 NaN 7.790879e+06 0.000000 80.242550 75.667951
12441 23463.61 4.066950e+07 0.000000 71.518372 68.672697
12442 NaN 3.837060e+06 NaN 72.200433 69.419922
12443 NaN 3.367200e+05 NaN 44.029579 38.946531
12444 1340.85 1.426607e+06 0.000000 140.083789 138.131243
12445 3620567.81 8.106276e+08 0.610920 44.886458 33.662848
HistBeta PredBeta DataDate
0 -0.000216 0.104067 20040702
1 0.000022 0.074825 20040702
2 -0.150085 0.056567 20040702
3 -0.199083 0.104166 20040702
4 -0.148348 0.113390 20040702
5 0.262179 0.452248 20040702
6 0.006200 0.019458 20040702
7 0.064159 0.097055 20040702
8 0.730643 1.084148 20040702
9 -0.076042 0.017264 20040702
10 0.180319 0.575634 20040702
11 0.456098 0.753922 20040702
12 0.057086 0.280067 20040702
13 0.296529 0.472869 20040702
14 0.000022 0.018462 20040702
15 0.023262 0.199405 20040702
16 0.373143 0.576992 20040702
17 0.134972 0.231670 20040702
18 0.329644 0.585335 20040702
19 0.014715 0.175084 20040702
20 0.274871 0.489529 20040702
21 0.066983 0.175574 20040702
22 0.484846 0.721368 20040702
23 -0.024640 0.251287 20040702
24 0.284891 0.534217 20040702
25 0.110104 0.291157 20040702
26 0.001112 0.150432 20040702
27 0.045773 0.393059 20040702
28 0.336607 0.449802 20040702
29 0.113329 0.328050 20040702
... ... ... ...
12416 0.000022 0.018798 20040702
12417 0.701078 0.946321 20040702
12418 0.667136 1.036633 20040702
12419 1.252955 1.380118 20040702
12420 0.364609 0.793750 20040702
12421 1.126335 1.452956 20040702
12422 0.920178 1.290374 20040702
12423 0.250367 0.384825 20040702
12424 1.073020 1.342726 20040702
12425 0.832897 1.226738 20040702
12426 0.930347 1.210823 20040702
12427 1.318767 1.537113 20040702
12428 0.142134 0.283052 20040702
12429 0.188898 0.566195 20040702
12430 0.444794 0.800617 20040702
12431 1.042673 1.300864 20040702
12432 0.460384 0.746439 20040702
12433 0.278585 0.354141 20040702
12434 1.136583 1.320039 20040702
12435 0.924172 1.163434 20040702
12436 0.000022 0.065290 20040702
12437 1.120700 1.397358 20040702
12438 1.329124 1.550551 20040702
12439 0.429860 0.657113 20040702
12440 0.590288 0.882320 20040702
12441 0.734730 0.936837 20040702
12442 0.576942 0.770958 20040702
12443 0.742325 1.067360 20040702
12444 0.811034 1.063837 20040702
12445 1.362262 1.611994 20040702
[12446 rows x 92 columns],
'20040706': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 1.034 0.000 0.0
1 USA0011 0.805 0.000 0.0
2 USA0031 -0.122 0.000 0.0
3 USA0062 0.517 0.432 0.0
4 USA00E2 -0.030 0.000 0.0
5 USA00F1 0.251 0.000 0.0
6 USA00G2 0.620 0.000 0.0
7 USA00H1 0.644 0.000 0.0
8 USA00I1 -1.844 0.000 0.0
9 USA00J1 0.758 0.000 0.0
10 USA00K1 -1.012 0.000 0.0
11 USA00P1 -0.419 0.000 0.0
12 USA00R1 0.231 0.000 0.0
13 USA00S1 0.082 0.000 0.0
14 USA00V1 0.709 0.000 0.0
15 USA0131 0.580 1.000 0.0
16 USA0161 1.336 1.000 0.0
17 USA01I1 0.244 0.000 0.0
18 USA01J2 0.808 0.000 0.0
19 USA01L1 1.827 0.000 0.0
20 USA01P1 2.829 0.000 0.0
21 USA01Q1 0.170 0.000 0.0
22 USA0202 -0.505 0.000 0.0
23 USA0231 0.116 0.000 0.0
24 USA0281 0.388 0.000 0.0
25 USA0291 -0.541 0.000 0.0
26 USA02A1 0.078 0.000 0.0
27 USA02B1 -0.445 0.000 0.0
28 USA02H1 0.054 0.000 0.0
29 USA02P1 0.660 0.144 0.0
... ... ... ... ...
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12425 USAZYM1 2.829 0.000 0.0
12426 USAZYR1 -0.080 0.000 0.0
12427 USAZYS1 -2.127 0.000 0.0
12428 USAZYT1 2.829 0.000 0.0
12429 USAZYV1 -2.714 0.000 0.0
12430 USAZYX1 -2.714 0.000 0.0
12431 USAZZ41 -0.787 0.000 0.0
12432 USAZZ51 -1.317 0.000 0.0
12433 USAZZ61 -2.302 0.000 0.0
12434 USAZZ71 -2.714 0.000 0.0
12435 USAZZ81 0.841 0.000 0.0
12436 USAZZ91 -0.500 0.000 0.0
12437 USAZZA1 -2.714 0.000 0.0
12438 USAZZB1 -0.893 0.000 0.0
12439 USAZZD1 -1.734 0.000 0.0
12440 USAZZF1 1.664 0.000 0.0
12441 USAZZI1 -0.587 0.000 0.0
12442 USAZZJ1 2.829 0.000 0.0
12443 USAZZL1 2.829 0.000 0.0
12444 USAZZP1 -1.020 0.000 0.0
12445 USAZZR1 -1.768 0.000 0.0
12446 USAZZX1 2.829 0.000 0.0
12447 USAZZY1 -2.714 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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12 0.0 0.0 0.0 0.000
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25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
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12423 0.0 0.0 0.0 0.000
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12425 0.0 0.0 0.0 0.000
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12443 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.965 0.000 ... NaN NaN
1 -1.964 0.000 ... NaN NaN
2 -2.257 0.000 ... NaN 3000.0
3 -2.346 0.000 ... NaN NaN
4 -2.253 0.000 ... NaN 18160.0
5 -1.450 0.000 ... NaN 105.0
6 -1.951 0.000 ... NaN NaN
7 -1.842 0.000 ... NaN NaN
8 -0.533 0.000 ... NaN NaN
9 -2.110 0.865 ... NaN 29000.0
10 -1.615 0.000 ... NaN NaN
11 -1.061 0.000 ... NaN NaN
12 -1.851 0.000 ... NaN NaN
13 -1.387 0.000 ... NaN 12616.0
14 -1.964 0.000 ... NaN NaN
15 -1.911 0.000 ... NaN NaN
16 -1.172 0.000 ... NaN 132.0
17 -1.697 0.000 ... NaN 2670.0
18 -1.320 0.000 ... NaN NaN
19 -1.933 0.000 ... NaN NaN
20 -1.232 0.000 ... NaN 5590.0
21 -1.858 1.000 ... NaN 22050.0
22 -1.005 0.000 ... NaN NaN
23 -1.983 0.000 ... NaN 2865.0
24 -1.408 0.000 ... NaN NaN
25 -1.749 0.000 ... NaN NaN
26 -1.962 0.000 ... NaN NaN
27 -1.876 0.000 ... NaN NaN
28 -1.304 0.000 ... NaN 2553.0
29 -1.742 0.000 ... NaN 4750.0
... ... ... ... ... ...
12418 -1.964 0.000 ... NaN NaN
12419 -0.587 0.000 ... NaN 15500.0
12420 -0.650 0.000 ... NaN NaN
12421 0.524 0.000 ... NaN NaN
12422 -1.411 0.000 ... NaN 12000.0
12423 0.265 0.000 ... NaN NaN
12424 -0.146 0.000 ... NaN 3000.0
12425 -1.378 0.000 ... NaN 28000.0
12426 0.188 0.000 ... NaN 50695.0
12427 -0.318 0.000 ... NaN 771.0
12428 0.053 0.000 ... NaN 54728.0
12429 0.646 0.000 ... NaN NaN
12430 -1.894 0.000 ... NaN 17000.0
12431 -1.599 0.000 ... NaN 148240.0
12432 -1.082 0.000 ... NaN NaN
12433 0.097 0.000 ... NaN 20110.0
12434 -1.093 0.000 ... NaN 38800.0
12435 -1.407 1.000 ... NaN 46100.0
12436 0.275 0.000 ... NaN NaN
12437 -0.145 0.000 ... NaN 38000.0
12438 -1.964 0.000 ... NaN NaN
12439 0.253 0.000 ... NaN 2446400.0
12440 0.737 0.000 ... NaN 3526.0
12441 -1.117 1.000 ... NaN NaN
12442 -0.405 0.000 ... NaN 0.0
12443 -0.301 0.000 ... NaN 5400.0
12444 -0.832 1.000 ... NaN NaN
12445 -0.490 0.000 ... NaN NaN
12446 -0.141 0.000 ... NaN 384880.0
12447 0.611 0.000 ... NaN 139300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.425078e+10 0.150875 16.586974 11.318488
1 NaN 6.168284e+09 0.000000 18.583789 13.019103
2 NaN 6.220582e+10 2.551521 27.738298 24.482528
3 NaN 3.056450e+10 2.047502 26.023111 23.643014
4 NaN 4.787062e+10 2.544248 23.527508 19.131711
5 NaN 1.854962e+11 0.420875 20.578625 17.602859
6 NaN 1.146640e+10 6.493506 22.189929 14.773831
7 NaN 6.916207e+10 0.000000 23.080616 16.794972
8 NaN 1.582403e+10 0.509771 41.039201 32.021820
9 NaN 4.386617e+10 1.629630 21.450360 18.258267
10 NaN 3.028327e+10 0.000000 40.252570 30.888104
11 NaN 2.405066e+10 1.337154 20.529152 15.942476
12 NaN 6.906084e+09 2.312139 15.272078 10.663180
13 NaN 2.143519e+10 1.213697 25.227818 22.232147
14 NaN 1.243876e+10 1.158301 15.188898 9.868552
15 NaN 3.950938e+10 1.565864 28.511988 25.130204
16 NaN 3.950938e+10 1.565864 29.313902 25.637424
17 NaN 2.262046e+10 0.171306 18.641949 16.046010
18 NaN 2.619744e+10 2.064451 29.234785 25.786530
19 NaN 9.990274e+10 3.102752 26.234513 19.951717
20 NaN 1.538124e+11 0.000000 34.304832 29.059577
21 NaN 1.238771e+11 1.980983 21.626911 18.338515
22 NaN 1.616107e+10 0.000000 36.829021 33.540970
23 NaN 8.943568e+10 0.000000 21.074721 17.218672
24 NaN 4.290105e+10 3.151733 24.404606 20.440714
25 NaN 2.453375e+10 0.000000 17.995719 13.775112
26 NaN 7.400306e+09 1.853225 12.281958 8.203546
27 NaN 7.400306e+09 1.853225 32.692039 30.465331
28 NaN 6.865084e+10 2.914798 22.407499 18.989845
29 NaN 3.355954e+11 2.469136 23.705196 20.436239
... ... ... ... ... ...
12418 NaN 5.056250e+06 NaN 21.756948 14.688199
12419 3697.11 7.644450e+06 0.000000 75.195900 72.456201
12420 NaN 2.231800e+06 0.000000 67.910415 64.066606
12421 NaN 9.808000e+05 0.000000 96.167927 92.285601
12422 5771.37 1.908750e+06 0.000000 81.114828 78.102312
12423 NaN 3.464064e+07 NaN 85.163841 80.868142
12424 206.00 3.416150e+04 NaN 66.973214 62.130725
12425 1471.19 2.270100e+06 NaN 70.698205 68.009283
12426 93475.35 2.209800e+07 0.000000 104.188162 100.827656
12427 NaN 5.030700e+01 0.000000 56.270422 49.984253
12428 11706.81 1.480500e+07 0.000000 123.435751 120.949760
12429 NaN 1.038667e+07 0.000000 143.920735 140.906691
12430 71791.70 8.182592e+07 1.136364 45.085824 39.592747
12431 35552.04 3.714590e+06 NaN 78.436156 75.987596
12432 NaN 2.224200e+05 0.000000 66.486523 62.985434
12433 862.39 2.224400e+06 0.000000 138.638164 136.234090
12434 2244.64 2.206902e+07 0.000000 85.608489 82.860179
12435 1991004.40 3.233457e+10 4.540667 22.239529 18.873128
12436 NaN 1.591600e+03 0.000000 57.924110 48.653021
12437 5149.48 2.174200e+06 0.000000 85.989152 82.285775
12438 NaN 1.251480e+06 0.000000 27.378050 19.281778
12439 96583.55 2.546355e+06 NaN 82.625229 78.579932
12440 38984.33 3.365640e+07 NaN 93.398833 88.178591
12441 NaN 4.523750e+05 0.000000 77.648690 75.115781
12442 NaN 6.593948e+06 0.000000 83.919679 78.543633
12443 24494.52 3.596040e+07 0.000000 73.330895 69.998190
12444 NaN 3.837060e+06 NaN 71.903233 68.748729
12445 NaN 3.367200e+05 NaN 44.602880 38.859459
12446 796.14 1.097390e+06 0.000000 141.711756 139.324003
12447 3873800.50 8.307002e+08 0.610920 45.779509 34.149309
HistBeta PredBeta DataDate
0 -0.000166 0.133479 20040706
1 0.000048 0.082382 20040706
2 -0.147234 0.073489 20040706
3 -0.192355 0.142351 20040706
4 -0.145555 0.134221 20040706
5 0.259618 0.493027 20040706
6 0.007011 0.037398 20040706
7 0.061888 0.110940 20040706
8 0.721505 1.076536 20040706
9 -0.073379 0.049112 20040706
10 0.176252 0.600763 20040706
11 0.455514 0.758479 20040706
12 0.057432 0.302647 20040706
13 0.291158 0.482929 20040706
14 0.000048 0.038247 20040706
15 0.026891 0.239516 20040706
16 0.399556 0.623033 20040706
17 0.134640 0.249573 20040706
18 0.324701 0.622113 20040706
19 0.015995 0.214896 20040706
20 0.369385 0.655722 20040706
21 0.053813 0.179411 20040706
22 0.483939 0.728394 20040706
23 -0.009379 0.284789 20040706
24 0.280424 0.550896 20040706
25 0.108643 0.304345 20040706
26 0.001395 0.162061 20040706
27 0.044730 0.372785 20040706
28 0.333103 0.456762 20040706
29 0.112383 0.362218 20040706
... ... ... ...
12418 0.000048 0.029663 20040706
12419 0.694461 0.903917 20040706
12420 0.662727 1.017332 20040706
12421 1.254481 1.333421 20040706
12422 0.279011 0.681770 20040706
12423 1.123855 1.423857 20040706
12424 0.916538 1.266110 20040706
12425 0.295694 0.559718 20040706
12426 1.085206 1.327967 20040706
12427 0.830175 1.206875 20040706
12428 1.016878 1.364956 20040706
12429 1.316085 1.548317 20040706
12430 0.035365 0.184423 20040706
12431 0.184491 0.592357 20040706
12432 0.444920 0.776915 20040706
12433 1.039332 1.242163 20040706
12434 0.439230 0.673970 20040706
12435 0.281053 0.397450 20040706
12436 1.128780 1.293808 20040706
12437 0.917038 1.106002 20040706
12438 0.000048 0.048529 20040706
12439 1.117697 1.369152 20040706
12440 1.362095 1.674314 20040706
12441 0.427226 0.650570 20040706
12442 0.786428 1.127616 20040706
12443 0.838622 1.052627 20040706
12444 0.570764 0.742410 20040706
12445 0.743159 1.039938 20040706
12446 0.919282 1.216351 20040706
12447 1.298497 1.491055 20040706
[12448 rows x 92 columns],
'20040707': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.174 0.000 0.0
1 USA0011 0.383 0.000 0.0
2 USA0031 -0.382 0.000 0.0
3 USA0062 0.235 0.432 0.0
4 USA00E2 -0.416 0.000 0.0
5 USA00F1 -0.201 0.000 0.0
6 USA00G2 0.413 0.000 0.0
7 USA00H1 -0.076 0.000 0.0
8 USA00I1 0.551 0.000 0.0
9 USA00J1 -0.423 0.000 0.0
10 USA00K1 0.389 0.000 0.0
11 USA00P1 -0.109 0.000 0.0
12 USA00R1 0.071 0.000 0.0
13 USA00S1 -0.013 0.000 0.0
14 USA00V1 0.176 0.000 0.0
15 USA0131 0.471 1.000 0.0
16 USA0161 0.689 1.000 0.0
17 USA01I1 0.427 0.000 0.0
18 USA01J2 0.175 0.000 0.0
19 USA01L1 0.503 0.000 0.0
20 USA01P1 0.240 0.000 0.0
21 USA01Q1 -0.411 0.000 0.0
22 USA0202 0.276 0.000 0.0
23 USA0231 0.112 0.000 0.0
24 USA0281 0.358 0.000 0.0
25 USA0291 0.147 0.000 0.0
26 USA02A1 0.027 0.000 0.0
27 USA02B1 0.314 0.000 0.0
28 USA02H1 -0.160 0.000 0.0
29 USA02P1 0.065 0.144 0.0
... ... ... ... ...
12419 USAZY41 -0.614 0.000 0.0
12420 USAZY51 0.127 0.000 0.0
12421 USAZY61 -0.839 0.000 0.0
12422 USAZY71 -0.862 0.000 0.0
12423 USAZYI1 1.580 0.000 0.0
12424 USAZYJ1 -1.087 0.000 0.0
12425 USAZYK1 -0.485 0.000 0.0
12426 USAZYM1 -0.629 0.000 0.0
12427 USAZYR1 1.996 0.000 0.0
12428 USAZYS1 -1.152 0.000 0.0
12429 USAZYT1 2.492 0.000 0.0
12430 USAZYV1 -1.046 0.000 0.0
12431 USAZYX1 -0.258 0.000 0.0
12432 USAZZ41 2.335 0.000 0.0
12433 USAZZ51 -1.217 0.000 0.0
12434 USAZZ61 -0.861 0.000 0.0
12435 USAZZ71 -2.855 0.000 0.0
12436 USAZZ81 -0.081 0.000 0.0
12437 USAZZ91 0.083 0.000 0.0
12438 USAZZA1 -0.924 0.000 0.0
12439 USAZZB1 -0.911 0.000 0.0
12440 USAZZD1 -0.281 0.000 0.0
12441 USAZZF1 -0.563 0.000 0.0
12442 USAZZI1 -1.192 0.000 0.0
12443 USAZZJ1 0.577 0.000 0.0
12444 USAZZL1 -2.855 0.000 0.0
12445 USAZZP1 -1.026 0.000 0.0
12446 USAZZR1 -1.119 0.000 0.0
12447 USAZZX1 -0.441 0.000 0.0
12448 USAZZY1 -1.302 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
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7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
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11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
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18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.969 0.000 ... NaN NaN
1 -1.969 0.000 ... NaN NaN
2 -2.263 0.000 ... NaN 3000.0
3 -2.354 0.000 ... NaN NaN
4 -2.261 0.000 ... NaN 18160.0
5 -1.452 0.000 ... NaN 105.0
6 -1.955 0.000 ... NaN NaN
7 -1.845 0.000 ... NaN NaN
8 -0.531 0.000 ... NaN NaN
9 -2.115 0.865 ... NaN 29000.0
10 -1.618 0.000 ... NaN NaN
11 -1.073 0.000 ... NaN NaN
12 -1.855 0.000 ... NaN NaN
13 -1.393 0.000 ... NaN NaN
14 -1.969 0.000 ... NaN NaN
15 -1.916 0.000 ... NaN NaN
16 -1.185 0.000 ... NaN NaN
17 -1.702 0.000 ... NaN 2670.0
18 -1.321 0.000 ... NaN NaN
19 -1.937 0.000 ... NaN NaN
20 -1.233 0.000 ... NaN NaN
21 -1.862 1.000 ... NaN NaN
22 -1.048 0.000 ... NaN NaN
23 -1.988 0.000 ... NaN 2865.0
24 -1.410 0.000 ... NaN NaN
25 -1.752 0.000 ... NaN NaN
26 -1.966 0.000 ... NaN NaN
27 -1.859 0.000 ... NaN NaN
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29 -1.745 0.000 ... NaN 4750.0
... ... ... ... ... ...
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12421 -0.634 0.000 ... NaN NaN
12422 0.539 0.000 ... NaN NaN
12423 -1.431 0.000 ... NaN 10000.0
12424 0.266 0.000 ... NaN NaN
12425 -0.176 0.000 ... NaN 6400.0
12426 -1.385 0.000 ... NaN 5000.0
12427 0.157 0.000 ... NaN 113920.0
12428 -0.320 0.000 ... NaN NaN
12429 0.029 0.000 ... NaN 95368.0
12430 0.651 0.000 ... NaN 1125.0
12431 -1.897 0.000 ... NaN 16900.0
12432 -1.594 0.000 ... NaN 181218.0
12433 -1.090 0.000 ... NaN NaN
12434 0.114 0.000 ... NaN 62475.0
12435 -1.055 0.000 ... NaN 9000.0
12436 -1.412 1.000 ... NaN 24900.0
12437 0.278 0.000 ... NaN NaN
12438 -0.162 0.000 ... NaN NaN
12439 -1.969 0.000 ... NaN NaN
12440 0.249 0.000 ... NaN 2694646.0
12441 0.741 0.000 ... NaN 800.0
12442 -1.121 1.000 ... NaN NaN
12443 -0.422 0.000 ... NaN 0.0
12444 -0.270 0.000 ... NaN 1000.0
12445 -0.815 1.000 ... NaN NaN
12446 -0.494 0.000 ... NaN NaN
12447 -0.150 0.000 ... NaN 60000.0
12448 0.623 0.000 ... NaN 137700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.381098e+10 0.150875 16.398626 11.365836
1 NaN 6.281463e+09 0.000000 18.592751 13.106273
2 NaN 6.187751e+10 2.551521 27.774217 24.556499
3 NaN 3.085649e+10 2.047502 25.986844 23.727202
4 NaN 4.777730e+10 2.544248 23.502609 19.198364
5 NaN 1.846613e+11 0.420875 20.591686 17.612745
6 NaN 1.156162e+10 6.493506 22.199747 14.872290
7 NaN 6.898286e+10 0.000000 22.946163 16.830309
8 NaN 1.604339e+10 0.509771 40.834845 32.156767
9 NaN 4.384996e+10 1.629630 21.369786 18.283869
10 NaN 3.055231e+10 0.000000 40.099706 31.015627
11 NaN 2.409785e+10 1.337154 20.346994 15.929318
12 NaN 6.943641e+09 2.312139 15.192114 10.678471
13 NaN 2.161409e+10 1.213697 25.142685 22.282665
14 NaN 1.262098e+10 1.158301 15.002048 9.891939
15 NaN 3.957348e+10 1.565864 28.459297 25.213876
16 NaN 3.957348e+10 1.565864 29.294054 25.761853
17 NaN 2.246820e+10 0.171306 18.650819 16.109496
18 NaN 2.646034e+10 2.064451 29.113222 25.813878
19 NaN 9.995623e+10 3.102752 25.874104 20.032801
20 NaN 1.540873e+11 0.000000 33.999554 29.176120
21 NaN 1.232902e+11 1.980983 21.590621 18.392977
22 NaN 1.651152e+10 0.000000 36.706549 33.660004
23 NaN 9.015260e+10 0.000000 21.063948 17.297553
24 NaN 4.308101e+10 3.151733 24.354912 20.506635
25 NaN 2.646554e+10 0.000000 17.878940 13.810841
26 NaN 7.394574e+09 1.853225 12.205522 8.223437
27 NaN 7.394574e+09 1.853225 32.686012 30.534459
28 NaN 6.979973e+10 2.914798 22.349784 18.991987
29 NaN 3.375986e+11 2.469136 23.622719 20.555001
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 21.598651 14.778453
12420 6496.83 7.610625e+06 0.000000 75.318193 72.694059
12421 NaN 2.231800e+06 0.000000 67.958201 64.248194
12422 NaN 9.808000e+05 0.000000 95.316127 91.524317
12423 5018.46 1.781500e+06 0.000000 80.289736 77.336594
12424 NaN 3.464064e+07 NaN 85.722358 81.580836
12425 205.76 3.416150e+04 NaN 65.018044 60.220688
12426 1410.57 2.270100e+06 NaN 71.320814 68.696933
12427 93567.18 2.062480e+07 0.000000 105.071944 101.724968
12428 NaN 5.030700e+01 0.000000 56.329827 50.227320
12429 12251.78 1.332450e+07 0.000000 124.945184 122.409673
12430 1742.10 1.038667e+07 0.000000 145.275041 142.407017
12431 88851.95 8.229320e+07 1.136364 44.807897 39.639461
12432 35951.90 3.545745e+06 NaN 78.708269 76.205132
12433 NaN 2.224200e+05 0.000000 66.756501 63.340917
12434 806.29 2.224400e+06 0.000000 139.805784 137.549737
12435 2428.73 2.684070e+07 0.000000 86.812573 84.097857
12436 1986375.40 3.232161e+10 4.540667 23.545799 20.609962
12437 NaN 1.591600e+03 0.000000 57.725796 48.730055
12438 NaN 2.174200e+06 0.000000 84.954984 81.476119
12439 NaN 1.251480e+06 0.000000 27.271801 19.369264
12440 94278.96 2.546355e+06 NaN 81.974601 78.033886
12441 37191.96 3.365640e+07 NaN 93.997840 89.080413
12442 NaN 4.523750e+05 0.000000 78.386260 75.923640
12443 NaN 6.533062e+06 0.000000 83.972572 78.872014
12444 24183.16 3.981330e+07 0.000000 75.521909 72.381914
12445 NaN 3.837060e+06 NaN 72.091878 68.998303
12446 NaN 3.367200e+05 NaN 44.552061 39.049223
12447 811.96 1.097390e+06 0.000000 143.178410 140.776957
12448 3953869.80 8.411998e+08 0.610920 45.432977 34.442018
HistBeta PredBeta DataDate
0 -0.000172 0.125995 20040707
1 0.000044 0.084323 20040707
2 -0.148191 0.062490 20040707
3 -0.193801 0.140495 20040707
4 -0.147345 0.121266 20040707
5 0.259957 0.492264 20040707
6 0.006995 0.043421 20040707
7 0.062115 0.098695 20040707
8 0.723700 1.121029 20040707
9 -0.073819 0.030199 20040707
10 0.176723 0.622347 20040707
11 0.450603 0.756966 20040707
12 0.057199 0.303618 20040707
13 0.289705 0.478290 20040707
14 0.000044 0.034992 20040707
15 0.026614 0.243776 20040707
16 0.394405 0.620246 20040707
17 0.134420 0.253866 20040707
18 0.325744 0.616728 20040707
19 0.015978 0.213584 20040707
20 0.370369 0.627795 20040707
21 0.053909 0.168386 20040707
22 0.463297 0.722124 20040707
23 -0.009849 0.287917 20040707
24 0.281375 0.558565 20040707
25 0.108824 0.314483 20040707
26 0.001381 0.167422 20040707
27 0.055425 0.392871 20040707
28 0.331891 0.451547 20040707
29 0.112579 0.362126 20040707
... ... ... ...
12419 0.000044 0.018972 20040707
12420 0.694161 0.917466 20040707
12421 0.671769 1.006877 20040707
12422 1.262170 1.363362 20040707
12423 0.270353 0.773282 20040707
12424 1.124601 1.413600 20040707
12425 0.902282 1.281288 20040707
12426 0.293645 0.485058 20040707
12427 1.069948 1.358266 20040707
12428 0.829483 1.228281 20040707
12429 1.005508 1.402785 20040707
12430 1.318191 1.584982 20040707
12431 0.036302 0.248133 20040707
12432 0.188609 0.660142 20040707
12433 0.442379 0.760128 20040707
12434 1.047944 1.252945 20040707
12435 0.459696 0.687367 20040707
12436 0.280122 0.380678 20040707
12437 1.130600 1.301029 20040707
12438 0.909189 1.131227 20040707
12439 0.000044 0.049622 20040707
12440 1.116019 1.395387 20040707
12441 1.363896 1.640878 20040707
12442 0.426546 0.630236 20040707
12443 0.778507 1.156177 20040707
12444 0.854872 1.035913 20040707
12445 0.580836 0.748003 20040707
12446 0.741987 1.032825 20040707
12447 0.915102 1.271590 20040707
12448 1.304537 1.486496 20040707
[12449 rows x 92 columns],
'20040708': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.329 0.000 0.0
1 USA0011 0.416 0.000 0.0
2 USA0031 0.675 0.000 0.0
3 USA0062 0.871 0.432 0.0
4 USA00E2 0.718 0.000 0.0
5 USA00F1 -0.050 0.000 0.0
6 USA00G2 -0.379 0.000 0.0
7 USA00H1 -0.319 0.000 0.0
8 USA00I1 0.340 0.000 0.0
9 USA00J1 0.439 0.000 0.0
10 USA00K1 1.697 0.000 0.0
11 USA00P1 -0.358 0.000 0.0
12 USA00R1 0.120 0.000 0.0
13 USA00S1 0.184 0.000 0.0
14 USA00V1 0.084 0.000 0.0
15 USA0131 1.149 1.000 0.0
16 USA0161 0.414 1.000 0.0
17 USA01I1 -0.057 0.000 0.0
18 USA01J2 0.085 0.000 0.0
19 USA01L1 0.399 0.000 0.0
20 USA01P1 0.579 0.000 0.0
21 USA01Q1 0.428 0.000 0.0
22 USA0202 0.173 0.000 0.0
23 USA0231 0.561 0.000 0.0
24 USA0281 0.272 0.000 0.0
25 USA0291 0.420 0.000 0.0
26 USA02A1 0.198 0.000 0.0
27 USA02B1 0.288 0.000 0.0
28 USA02H1 0.030 0.000 0.0
29 USA02P1 0.306 0.144 0.0
... ... ... ... ...
12420 USAZY41 -0.387 0.000 0.0
12421 USAZY51 -2.724 0.000 0.0
12422 USAZY61 -1.382 0.000 0.0
12423 USAZY71 2.741 0.000 0.0
12424 USAZYI1 -2.724 0.000 0.0
12425 USAZYJ1 -2.724 0.000 0.0
12426 USAZYK1 -1.105 0.000 0.0
12427 USAZYM1 -0.238 0.000 0.0
12428 USAZYR1 -0.484 0.000 0.0
12429 USAZYS1 -1.530 0.000 0.0
12430 USAZYT1 -2.724 0.000 0.0
12431 USAZYV1 -2.724 0.000 0.0
12432 USAZYX1 0.496 0.000 0.0
12433 USAZZ41 -0.568 0.000 0.0
12434 USAZZ51 -1.256 0.000 0.0
12435 USAZZ61 -1.619 0.000 0.0
12436 USAZZ71 -2.724 0.000 0.0
12437 USAZZ81 0.038 0.000 0.0
12438 USAZZ91 -0.825 0.000 0.0
12439 USAZZA1 -1.566 0.000 0.0
12440 USAZZB1 -0.084 0.000 0.0
12441 USAZZD1 -1.200 0.000 0.0
12442 USAZZF1 2.781 0.000 0.0
12443 USAZZI1 -0.548 0.000 0.0
12444 USAZZJ1 -0.551 0.000 0.0
12445 USAZZL1 2.781 0.000 0.0
12446 USAZZP1 -0.563 0.000 0.0
12447 USAZZR1 -1.430 0.000 0.0
12448 USAZZX1 -1.163 0.000 0.0
12449 USAZZY1 -2.724 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
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12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.961 0.000 ... NaN NaN
1 -1.960 0.000 ... NaN NaN
2 -2.249 0.000 ... NaN 3000.0
3 -2.329 0.000 ... NaN NaN
4 -2.249 0.000 ... NaN 18160.0
5 -1.446 0.000 ... NaN 105.0
6 -1.945 0.000 ... NaN NaN
7 -1.842 0.000 ... NaN NaN
8 -0.545 0.000 ... NaN NaN
9 -2.101 0.865 ... NaN 29000.0
10 -1.618 0.000 ... NaN NaN
11 -1.072 0.000 ... NaN NaN
12 -1.846 0.000 ... NaN NaN
13 -1.386 0.000 ... NaN NaN
14 -1.960 0.000 ... NaN NaN
15 -1.900 0.000 ... NaN NaN
16 -1.214 0.000 ... NaN 2067.0
17 -1.693 0.000 ... NaN 2670.0
18 -1.323 0.000 ... NaN NaN
19 -1.925 0.000 ... NaN NaN
20 -1.243 0.000 ... NaN NaN
21 -1.842 1.000 ... NaN NaN
22 -1.041 0.000 ... NaN NaN
23 -1.988 0.000 ... NaN 2865.0
24 -1.405 0.000 ... NaN NaN
25 -1.747 0.000 ... NaN NaN
26 -1.957 0.000 ... NaN NaN
27 -1.848 0.000 ... NaN NaN
28 -1.308 0.000 ... NaN 2553.0
29 -1.736 0.000 ... NaN 4750.0
... ... ... ... ... ...
12420 -1.960 0.000 ... NaN NaN
12421 -0.653 0.000 ... NaN 500.0
12422 -0.625 0.000 ... NaN NaN
12423 0.623 0.000 ... NaN 10000.0
12424 -1.582 0.000 ... NaN 15000.0
12425 0.199 0.000 ... NaN 5000.0
12426 -0.176 0.000 ... NaN 7000.0
12427 -1.376 0.000 ... NaN NaN
12428 0.193 0.000 ... NaN 83675.0
12429 -0.318 0.000 ... NaN NaN
12430 -0.118 0.000 ... NaN 39500.0
12431 0.442 0.000 ... NaN 30240.0
12432 -1.779 0.000 ... NaN 7700.0
12433 -1.597 0.000 ... NaN 13500.0
12434 -1.073 0.000 ... NaN NaN
12435 0.111 0.000 ... NaN 7319.0
12436 -1.144 0.000 ... NaN 30000.0
12437 -1.415 1.000 ... NaN 16000.0
12438 0.267 0.000 ... NaN NaN
12439 -0.161 0.000 ... NaN NaN
12440 -1.960 0.000 ... NaN NaN
12441 0.247 0.000 ... NaN 6384419.0
12442 0.824 0.000 ... NaN 1000.0
12443 -1.122 1.000 ... NaN NaN
12444 -0.432 0.000 ... NaN 0.0
12445 -0.036 0.000 ... NaN 2100.0
12446 -0.815 1.000 ... NaN NaN
12447 -0.483 0.000 ... NaN NaN
12448 -0.148 0.000 ... NaN NaN
12449 0.612 0.000 ... NaN 188500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.353111e+10 0.150875 16.322978 11.254093
1 NaN 6.218586e+09 0.000000 18.491874 13.026721
2 NaN 6.297186e+10 2.551521 27.466609 24.320056
3 NaN 3.052156e+10 2.047502 25.802159 23.494980
4 NaN 4.781729e+10 2.544248 23.379964 19.023369
5 NaN 1.829394e+11 0.420875 20.356944 17.430148
6 NaN 1.125215e+10 6.493506 22.031738 14.722009
7 NaN 6.825323e+10 0.000000 22.844233 16.697964
8 NaN 1.575338e+10 0.509771 40.617592 31.854317
9 NaN 4.367161e+10 1.629630 21.224145 18.101846
10 NaN 3.088860e+10 0.000000 40.181853 30.850601
11 NaN 2.386188e+10 1.337154 20.416168 15.948989
12 NaN 6.824342e+09 2.312139 15.122016 10.569310
13 NaN 2.169883e+10 1.213697 24.970059 22.073218
14 NaN 1.259061e+10 1.158301 14.910940 9.792813
15 NaN 4.003820e+10 1.565864 28.473493 25.082400
16 NaN 4.003820e+10 1.565864 29.191554 25.513554
17 NaN 2.179829e+10 0.171306 18.531935 15.979635
18 NaN 2.612916e+10 2.064451 28.940111 25.579572
19 NaN 9.985995e+10 3.102752 25.489028 19.838912
20 NaN 1.523691e+11 0.000000 33.762255 28.893081
21 NaN 1.236325e+11 1.980983 21.464522 18.221559
22 NaN 1.590497e+10 0.000000 36.475481 33.353180
23 NaN 8.987095e+10 0.000000 20.921317 17.126983
24 NaN 4.276108e+10 3.151733 24.182645 20.309204
25 NaN 2.523402e+10 0.000000 17.785474 13.666798
26 NaN 7.305725e+09 1.853225 12.182434 8.128634
27 NaN 7.305725e+09 1.853225 32.518732 30.308371
28 NaN 6.905003e+10 2.914798 22.172808 18.769108
29 NaN 3.342247e+11 2.469136 23.489676 20.393222
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 21.521991 14.740649
12421 6498.19 7.982700e+06 0.000000 76.252370 73.614680
12422 NaN 2.231800e+06 0.000000 68.884325 65.118185
12423 221.15 7.356000e+05 0.000000 94.808966 90.588378
12424 4707.55 2.036000e+06 0.000000 81.360556 78.421440
12425 2031.71 3.644484e+07 NaN 86.644831 82.559057
12426 205.92 3.416150e+04 NaN 65.296354 60.438178
12427 NaN 2.270100e+06 NaN 71.371734 68.804696
12428 89186.28 2.025650e+07 0.000000 104.893699 101.424683
12429 NaN 5.030700e+01 0.000000 56.346846 50.124143
12430 12162.42 1.480500e+07 0.000000 125.562953 123.290187
12431 1865.81 1.335429e+07 0.000000 148.197052 145.502780
12432 96527.55 8.047600e+07 1.136364 44.555402 39.275829
12433 35289.06 3.545745e+06 NaN 78.056861 75.630123
12434 NaN 2.224200e+05 0.000000 66.611434 63.038195
12435 580.10 2.224400e+06 0.000000 140.048857 137.727415
12436 2711.45 3.041946e+07 0.000000 87.918122 85.211880
12437 1983268.20 3.253821e+10 4.540667 22.919913 19.830263
12438 NaN 1.591600e+03 0.000000 57.623190 48.559421
12439 NaN 2.174200e+06 0.000000 85.368236 81.773638
12440 NaN 1.251480e+06 0.000000 27.164601 19.314800
12441 76542.98 2.546355e+06 NaN 83.481940 79.773047
12442 28251.25 3.085170e+07 NaN 95.109835 89.771701
12443 NaN 4.523750e+05 0.000000 78.118941 75.638292
12444 NaN 6.531254e+06 0.000000 83.593040 78.487023
12445 23607.93 3.467610e+07 0.000000 77.388680 73.942401
12446 NaN 3.837060e+06 NaN 72.019211 68.920527
12447 NaN 3.367200e+05 NaN 44.778808 39.074795
12448 NaN 1.097390e+06 0.000000 143.331588 140.884049
12449 4011184.90 8.362588e+08 0.610920 46.557587 35.006220
HistBeta PredBeta DataDate
0 -0.000122 0.133744 20040708
1 0.000069 0.090490 20040708
2 -0.145526 0.092995 20040708
3 -0.185948 0.168144 20040708
4 -0.145395 0.146208 20040708
5 0.259626 0.485621 20040708
6 0.007878 0.040890 20040708
7 0.059798 0.094208 20040708
8 0.714148 1.111475 20040708
9 -0.070801 0.050600 20040708
10 0.172869 0.646552 20040708
11 0.447918 0.747674 20040708
12 0.057664 0.309473 20040708
13 0.289977 0.480666 20040708
14 0.000069 0.039238 20040708
15 0.030444 0.268685 20040708
16 0.376502 0.606630 20040708
17 0.134837 0.254347 20040708
18 0.321783 0.620259 20040708
19 0.017827 0.234238 20040708
20 0.362080 0.627453 20040708
21 0.059737 0.179479 20040708
22 0.463576 0.729691 20040708
23 -0.013849 0.293540 20040708
24 0.280302 0.556951 20040708
25 0.107887 0.327769 20040708
26 0.001688 0.177100 20040708
27 0.056756 0.400407 20040708
28 0.329321 0.456213 20040708
29 0.113266 0.373294 20040708
... ... ... ...
12420 0.000069 0.025013 20040708
12421 0.659595 0.830749 20040708
12422 0.673403 0.993536 20040708
12423 1.302973 1.495031 20040708
12424 0.190888 0.623266 20040708
12425 1.089491 1.337354 20040708
12426 0.900262 1.272403 20040708
12427 0.294666 0.499084 20040708
12428 1.086128 1.370723 20040708
12429 0.828436 1.231827 20040708
12430 0.929373 1.233131 20040708
12431 1.211821 1.444151 20040708
12432 0.091412 0.309463 20040708
12433 0.183506 0.603757 20040708
12434 0.447607 0.780012 20040708
12435 1.044941 1.211689 20040708
12436 0.411691 0.654763 20040708
12437 0.275253 0.386563 20040708
12438 1.123696 1.280155 20040708
12439 0.907932 1.132522 20040708
12440 0.000069 0.081143 20040708
12441 1.113728 1.340977 20040708
12442 1.404778 1.736534 20040708
12443 0.422760 0.638377 20040708
12444 0.770809 1.135187 20040708
12445 0.970864 1.169791 20040708
12446 0.577981 0.765559 20040708
12447 0.745494 1.033683 20040708
12448 0.914133 1.267125 20040708
12449 1.297801 1.460767 20040708
[12450 rows x 92 columns],
'20040709': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.865 0.000 0.0
1 USA0011 -0.532 0.000 0.0
2 USA0031 -0.455 0.000 0.0
3 USA0062 0.534 0.432 0.0
4 USA00E2 -0.788 0.000 0.0
5 USA00F1 -0.087 0.000 0.0
6 USA00G2 0.115 0.000 0.0
7 USA00H1 -0.458 0.000 0.0
8 USA00I1 0.489 0.000 0.0
9 USA00J1 0.147 0.000 0.0
10 USA00K1 0.680 0.000 0.0
11 USA00P1 0.105 0.000 0.0
12 USA00R1 0.094 0.000 0.0
13 USA00S1 0.090 0.000 0.0
14 USA00V1 -0.716 0.000 0.0
15 USA0131 0.672 1.000 0.0
16 USA0161 -0.412 1.000 0.0
17 USA01I1 -0.339 0.000 0.0
18 USA01J2 0.429 0.000 0.0
19 USA01L1 0.114 0.000 0.0
20 USA01P1 0.348 0.000 0.0
21 USA01Q1 0.123 0.000 0.0
22 USA0202 -0.322 0.000 0.0
23 USA0231 0.260 0.000 0.0
24 USA0281 0.463 0.000 0.0
25 USA0291 0.361 0.000 0.0
26 USA02A1 0.275 0.000 0.0
27 USA02B1 2.818 0.000 0.0
28 USA02H1 -0.191 0.000 0.0
29 USA02P1 0.755 0.144 0.0
... ... ... ... ...
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12423 USAZY51 -2.798 0.000 0.0
12424 USAZY61 0.270 0.000 0.0
12425 USAZY71 0.616 0.000 0.0
12426 USAZYI1 2.818 0.000 0.0
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12428 USAZYK1 0.781 0.000 0.0
12429 USAZYM1 0.056 0.000 0.0
12430 USAZYR1 -1.254 0.000 0.0
12431 USAZYS1 0.727 0.000 0.0
12432 USAZYT1 2.818 0.000 0.0
12433 USAZYV1 2.818 0.000 0.0
12434 USAZYX1 2.258 0.000 0.0
12435 USAZZ41 -2.798 0.000 0.0
12436 USAZZ51 0.619 0.000 0.0
12437 USAZZ61 0.818 0.000 0.0
12438 USAZZ71 2.080 0.000 0.0
12439 USAZZ81 -0.588 0.000 0.0
12440 USAZZ91 0.752 0.000 0.0
12441 USAZZA1 0.766 0.000 0.0
12442 USAZZB1 0.565 0.000 0.0
12443 USAZZD1 2.738 0.000 0.0
12444 USAZZF1 -2.798 0.000 0.0
12445 USAZZI1 2.705 0.000 0.0
12446 USAZZJ1 -2.511 0.000 0.0
12447 USAZZL1 -0.007 0.000 0.0
12448 USAZZP1 0.399 0.000 0.0
12449 USAZZR1 0.568 0.000 0.0
12450 USAZZX1 0.246 0.000 0.0
12451 USAZZY1 0.421 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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9 0.0 0.0 0.0 0.000
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11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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17 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
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12427 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
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12435 0.0 0.0 0.0 0.000
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12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.958 0.000 ... NaN NaN
1 -1.957 0.000 ... NaN NaN
2 -2.245 0.000 ... NaN 3000.0
3 -2.328 0.000 ... NaN NaN
4 -2.245 0.000 ... NaN 18160.0
5 -1.447 0.000 ... NaN 105.0
6 -1.942 0.000 ... NaN NaN
7 -1.839 0.000 ... NaN NaN
8 -0.549 0.000 ... NaN NaN
9 -2.098 0.865 ... NaN 29000.0
10 -1.616 0.000 ... NaN NaN
11 -1.073 0.000 ... NaN NaN
12 -1.844 0.000 ... NaN NaN
13 -1.388 0.000 ... NaN NaN
14 -1.957 0.000 ... NaN NaN
15 -1.901 0.000 ... NaN NaN
16 -1.201 0.000 ... NaN 960.0
17 -1.694 0.000 ... NaN 2670.0
18 -1.323 0.000 ... NaN NaN
19 -1.923 0.000 ... NaN NaN
20 -1.242 0.000 ... NaN NaN
21 -1.840 1.000 ... NaN NaN
22 -1.048 0.000 ... NaN NaN
23 -1.986 0.000 ... NaN 2865.0
24 -1.404 0.000 ... NaN NaN
25 -1.745 0.000 ... NaN NaN
26 -1.954 0.000 ... NaN NaN
27 -1.872 0.000 ... NaN 45.0
28 -1.311 0.000 ... NaN 2553.0
29 -1.735 0.000 ... NaN 4750.0
... ... ... ... ... ...
12422 -1.957 0.000 ... NaN NaN
12423 -0.640 0.000 ... NaN 4000.0
12424 -0.626 0.000 ... NaN NaN
12425 0.619 0.000 ... NaN NaN
12426 -1.635 0.000 ... NaN 30001.0
12427 0.194 0.000 ... NaN NaN
12428 -0.176 0.000 ... NaN 2000.0
12429 -1.377 0.000 ... NaN NaN
12430 0.197 0.000 ... NaN 22507.0
12431 -0.318 0.000 ... NaN NaN
12432 -0.146 0.000 ... NaN 7300.0
12433 0.409 0.000 ... NaN 4000.0
12434 -1.848 0.000 ... NaN 22400.0
12435 -1.563 0.000 ... NaN 38000.0
12436 -1.073 0.000 ... NaN NaN
12437 0.114 0.000 ... NaN 16450.0
12438 -1.153 0.000 ... NaN 35683.0
12439 -1.405 1.000 ... NaN 14800.0
12440 0.267 0.000 ... NaN NaN
12441 -0.169 0.000 ... NaN NaN
12442 -1.957 0.000 ... NaN NaN
12443 0.222 0.000 ... NaN 3162000.0
12444 0.838 0.000 ... NaN 1050.0
12445 -1.138 1.000 ... NaN 226.0
12446 -0.403 0.000 ... NaN 0.0
12447 -0.041 0.000 ... NaN NaN
12448 -0.813 1.000 ... NaN NaN
12449 -0.484 0.000 ... NaN NaN
12450 -0.150 0.000 ... NaN 25800.0
12451 0.597 0.000 ... NaN 54300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.477055e+10 0.150875 16.082025 11.112721
1 NaN 6.243737e+09 0.000000 18.232003 12.918317
2 NaN 6.237778e+10 2.551521 26.846237 23.804866
3 NaN 3.108836e+10 2.047502 25.284560 23.088347
4 NaN 4.833719e+10 2.544248 22.870310 18.622658
5 NaN 1.825481e+11 0.420875 19.869750 17.033225
6 NaN 1.140292e+10 6.493506 21.409409 14.408785
7 NaN 6.862445e+10 0.000000 22.300681 16.367211
8 NaN 1.608057e+10 0.509771 39.630230 31.196180
9 NaN 4.348515e+10 1.629630 20.576005 17.691125
10 NaN 3.137623e+10 0.000000 39.144001 30.232891
11 NaN 2.389728e+10 1.337154 19.903490 15.580515
12 NaN 6.805564e+09 2.312139 14.698378 10.333475
13 NaN 2.165646e+10 1.213697 24.400987 21.599386
14 NaN 1.218316e+10 1.158301 14.813500 9.795325
15 NaN 4.009428e+10 1.565864 27.864197 24.600046
16 NaN 4.009428e+10 1.565864 28.522096 24.966355
17 NaN 2.128933e+10 0.171306 18.128782 15.643040
18 NaN 2.631694e+10 2.064451 28.274195 25.013524
19 NaN 1.005018e+11 3.102752 24.806101 19.416575
20 NaN 1.536749e+11 0.000000 32.908431 28.273365
21 NaN 1.247574e+11 1.980983 20.892523 17.779655
22 NaN 1.629586e+10 0.000000 35.587048 32.589033
23 NaN 9.202171e+10 0.000000 20.415800 16.778131
24 NaN 4.308101e+10 3.151733 23.639807 19.913995
25 NaN 2.499255e+10 0.000000 17.388456 13.446616
26 NaN 7.377377e+09 1.853225 11.869110 7.998363
27 NaN 7.377377e+09 1.853225 33.299863 31.007610
28 NaN 6.784273e+10 2.914798 21.661165 18.373395
29 NaN 3.391801e+11 2.469136 23.034167 19.981020
... ... ... ... ... ...
12422 NaN 5.056250e+06 NaN 20.891598 14.402208
12423 6720.01 8.253300e+06 0.000000 75.474169 72.938754
12424 NaN 2.231800e+06 0.000000 66.919061 63.361671
12425 NaN 7.356000e+05 0.000000 92.455411 88.481257
12426 4884.83 1.654250e+06 0.000000 80.729042 78.167930
12427 NaN 3.644484e+07 NaN 81.842174 78.227670
12428 205.96 3.416150e+04 NaN 63.243959 58.421238
12429 NaN 2.270100e+06 NaN 69.755195 67.320915
12430 84244.50 2.062480e+07 0.000000 102.649275 99.375949
12431 NaN 5.030700e+01 0.000000 55.092545 49.069890
12432 11969.76 1.381800e+07 0.000000 123.453489 121.189828
12433 1773.58 1.187048e+07 0.000000 145.827374 143.353464
12434 116664.45 6.946896e+07 1.136364 50.886383 46.192744
12435 35337.01 3.714590e+06 NaN 76.585940 74.132030
12436 NaN 2.224200e+05 0.000000 64.533909 61.126145
12437 580.77 2.224400e+06 0.000000 137.330803 135.137401
12438 3522.43 2.982300e+07 0.000000 85.725639 83.269697
12439 1946962.60 3.273415e+10 4.540667 25.380217 22.832345
12440 NaN 1.591600e+03 0.000000 56.111030 47.384510
12441 NaN 2.174200e+06 0.000000 83.199186 79.803184
12442 NaN 1.251480e+06 0.000000 26.384088 18.894687
12443 69963.89 2.037084e+06 NaN 82.630476 78.945695
12444 22740.57 3.272150e+07 NaN 92.991957 88.088348
12445 69.46 4.347500e+05 0.000000 77.107155 74.648581
12446 NaN 6.793030e+06 0.000000 81.884891 76.965816
12447 NaN 3.467610e+07 0.000000 75.693957 72.350538
12448 NaN 3.837060e+06 NaN 70.132807 67.191510
12449 NaN 3.367200e+05 NaN 43.645558 38.226145
12450 730.14 1.097390e+06 0.000000 140.680612 138.316850
12451 3916027.90 8.337884e+08 0.610920 45.353592 34.273800
HistBeta PredBeta DataDate
0 -0.000137 0.151179 20040709
1 0.000060 0.070086 20040709
2 -0.145410 0.076385 20040709
3 -0.187602 0.170705 20040709
4 -0.145484 0.121424 20040709
5 0.258191 0.479591 20040709
6 0.007536 0.048191 20040709
7 0.060078 0.083688 20040709
8 0.712418 1.120973 20040709
9 -0.071194 0.054226 20040709
10 0.172793 0.651738 20040709
11 0.447029 0.749775 20040709
12 0.057156 0.309309 20040709
13 0.288095 0.476865 20040709
14 0.000060 0.020092 20040709
15 0.028647 0.270678 20040709
16 0.382285 0.587749 20040709
17 0.133242 0.241485 20040709
18 0.320784 0.626060 20040709
19 0.017145 0.226540 20040709
20 0.361604 0.625982 20040709
21 0.059158 0.177049 20040709
22 0.459932 0.716412 20040709
23 -0.014270 0.296321 20040709
24 0.279683 0.559043 20040709
25 0.107409 0.331415 20040709
26 0.001577 0.182238 20040709
27 0.042908 0.447675 20040709
28 0.327016 0.449579 20040709
29 0.112240 0.385270 20040709
... ... ... ...
12422 0.000060 0.026388 20040709
12423 0.666354 0.783729 20040709
12424 0.673200 1.008533 20040709
12425 1.303111 1.497160 20040709
12426 0.163263 0.670782 20040709
12427 1.087977 1.334810 20040709
12428 0.900992 1.313405 20040709
12429 0.293587 0.508650 20040709
12430 1.089390 1.339344 20040709
12431 0.829009 1.278704 20040709
12432 0.916258 1.319418 20040709
12433 1.196759 1.451917 20040709
12434 0.055209 0.355089 20040709
12435 0.199513 0.570323 20040709
12436 0.447102 0.807434 20040709
12437 1.047639 1.252019 20040709
12438 0.406744 0.753590 20040709
12439 0.279214 0.373623 20040709
12440 1.124865 1.298620 20040709
12441 0.904306 1.177759 20040709
12442 0.000060 0.103167 20040709
12443 1.102032 1.393853 20040709
12444 1.413695 1.638843 20040709
12445 0.414356 0.699507 20040709
12446 0.786003 1.102213 20040709
12447 0.969123 1.209231 20040709
12448 0.578957 0.786716 20040709
12449 0.744962 1.060672 20040709
12450 0.914254 1.295507 20040709
12451 1.291792 1.488089 20040709
[12452 rows x 92 columns],
'20040712': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.591 0.000 0.0
1 USA0011 0.404 0.000 0.0
2 USA0031 -0.364 0.000 0.0
3 USA0062 -0.203 0.432 0.0
4 USA00E2 -0.513 0.000 0.0
5 USA00F1 0.351 0.000 0.0
6 USA00G2 1.416 0.000 0.0
7 USA00H1 0.272 0.000 0.0
8 USA00I1 -1.728 0.000 0.0
9 USA00J1 0.174 0.000 0.0
10 USA00K1 -2.492 0.000 0.0
11 USA00P1 -0.340 0.000 0.0
12 USA00R1 -0.035 0.000 0.0
13 USA00S1 -1.717 0.000 0.0
14 USA00V1 0.008 0.000 0.0
15 USA0131 0.264 1.000 0.0
16 USA0161 0.558 1.000 0.0
17 USA01I1 -0.123 0.000 0.0
18 USA01J2 -0.004 0.000 0.0
19 USA01L1 -0.262 0.000 0.0
20 USA01P1 -0.939 0.000 0.0
21 USA01Q1 0.171 0.000 0.0
22 USA0202 -1.030 0.000 0.0
23 USA0231 -0.872 0.000 0.0
24 USA0281 0.314 0.000 0.0
25 USA0291 -0.818 0.000 0.0
26 USA02A1 -0.296 0.000 0.0
27 USA02B1 -0.280 0.000 0.0
28 USA02H1 0.510 0.000 0.0
29 USA02P1 0.375 0.144 0.0
... ... ... ... ...
12419 USAZY41 0.475 0.000 0.0
12420 USAZY51 -0.040 0.000 0.0
12421 USAZY61 0.236 0.000 0.0
12422 USAZY71 -0.542 0.000 0.0
12423 USAZYI1 -2.737 0.000 0.0
12424 USAZYJ1 -0.162 0.000 0.0
12425 USAZYK1 -0.385 0.000 0.0
12426 USAZYM1 -0.261 0.000 0.0
12427 USAZYR1 2.774 0.000 0.0
12428 USAZYS1 -0.720 0.000 0.0
12429 USAZYT1 2.456 0.000 0.0
12430 USAZYV1 2.774 0.000 0.0
12431 USAZYX1 1.733 0.000 0.0
12432 USAZZ41 2.774 0.000 0.0
12433 USAZZ51 -0.559 0.000 0.0
12434 USAZZ61 -0.212 0.000 0.0
12435 USAZZ71 -0.479 0.000 0.0
12436 USAZZ81 -0.239 0.000 0.0
12437 USAZZ91 -0.747 0.000 0.0
12438 USAZZA1 -0.369 0.000 0.0
12439 USAZZB1 -0.940 0.000 0.0
12440 USAZZD1 -0.347 0.000 0.0
12441 USAZZF1 1.674 0.000 0.0
12442 USAZZI1 -0.433 0.000 0.0
12443 USAZZJ1 -2.737 0.000 0.0
12444 USAZZL1 -1.103 0.000 0.0
12445 USAZZP1 -0.295 0.000 0.0
12446 USAZZR1 -0.630 0.000 0.0
12447 USAZZX1 2.774 0.000 0.0
12448 USAZZY1 0.013 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12422 0.0 0.0 0.0 0.000
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12446 0.0 0.0 0.0 0.000
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12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.956 0.000 ... NaN NaN
1 -1.956 0.000 ... NaN NaN
2 -2.245 0.000 ... NaN 3000.0
3 -2.331 0.000 ... NaN NaN
4 -2.246 0.000 ... NaN 18160.0
5 -1.446 0.000 ... NaN 105.0
6 -1.941 0.000 ... NaN 1880.0
7 -1.837 0.000 ... NaN NaN
8 -0.545 0.000 ... NaN NaN
9 -2.098 0.865 ... NaN 29000.0
10 -1.614 0.000 ... NaN NaN
11 -1.073 0.000 ... NaN NaN
12 -1.844 0.000 ... NaN NaN
13 -1.384 0.000 ... NaN 545.0
14 -1.956 0.000 ... NaN NaN
15 -1.901 0.000 ... NaN NaN
16 -1.197 0.000 ... NaN 100.0
17 -1.693 0.000 ... NaN 2670.0
18 -1.320 0.000 ... NaN NaN
19 -1.923 0.000 ... NaN NaN
20 -1.241 0.000 ... NaN NaN
21 -1.839 1.000 ... NaN NaN
22 -1.051 0.000 ... NaN NaN
23 -1.986 0.000 ... NaN 2865.0
24 -1.402 0.000 ... NaN NaN
25 -1.744 0.000 ... NaN NaN
26 -1.953 0.000 ... NaN NaN
27 -1.876 0.000 ... NaN NaN
28 -1.315 0.000 ... NaN 2553.0
29 -1.734 0.000 ... NaN 4750.0
... ... ... ... ... ...
12419 -1.956 0.000 ... NaN NaN
12420 -0.638 0.000 ... NaN NaN
12421 -0.624 0.000 ... NaN 2000.0
12422 0.625 0.000 ... NaN 18500.0
12423 -1.625 0.000 ... NaN 15600.0
12424 0.198 0.000 ... NaN NaN
12425 -0.206 0.000 ... NaN 2200.0
12426 -1.378 0.000 ... NaN NaN
12427 0.207 0.000 ... NaN 295667.0
12428 -0.316 0.000 ... NaN NaN
12429 -0.139 0.000 ... NaN 60300.0
12430 0.403 0.000 ... NaN 1240.0
12431 -1.851 0.000 ... NaN 2000.0
12432 -1.565 0.000 ... NaN 232008.0
12433 -1.075 0.000 ... NaN NaN
12434 0.119 0.000 ... NaN 352310.0
12435 -1.156 0.000 ... NaN NaN
12436 -1.404 1.000 ... NaN 23500.0
12437 0.272 0.000 ... NaN NaN
12438 -0.151 0.000 ... NaN 10000.0
12439 -1.956 0.000 ... NaN NaN
12440 0.227 0.000 ... NaN 2772300.0
12441 0.845 0.000 ... NaN 3755.0
12442 -1.148 1.000 ... NaN NaN
12443 -0.409 0.000 ... NaN 0.0
12444 -0.035 0.000 ... NaN 25000.0
12445 -0.827 1.000 ... NaN NaN
12446 -0.483 0.000 ... NaN NaN
12447 -0.149 0.000 ... NaN 225000.0
12448 0.605 0.000 ... NaN 64200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.477055e+10 0.150875 15.919104 11.031695
1 NaN 6.294039e+09 0.000000 18.025444 12.767420
2 NaN 6.315946e+10 2.551521 26.465768 23.420710
3 NaN 3.083931e+10 2.047502 24.988861 22.785825
4 NaN 4.785728e+10 2.544248 22.631391 18.405691
5 NaN 1.841135e+11 0.420875 19.524017 16.734425
6 NaN 1.208535e+10 6.493506 22.073408 14.891859
7 NaN 6.909807e+10 0.000000 21.957418 16.088950
8 NaN 1.585005e+10 0.509771 39.156227 30.841023
9 NaN 4.389049e+10 1.629630 20.248547 17.369679
10 NaN 3.056912e+10 0.000000 39.551070 30.284790
11 NaN 2.388548e+10 1.337154 19.344524 15.268289
12 NaN 6.815505e+09 2.312139 14.454289 10.171792
13 NaN 2.170825e+10 1.213697 24.351044 21.562845
14 NaN 1.219834e+10 1.158301 14.604807 9.618713
15 NaN 4.022248e+10 1.565864 27.318670 24.091007
16 NaN 4.022248e+10 1.565864 27.985716 24.553069
17 NaN 2.066292e+10 0.171306 17.783579 15.343287
18 NaN 2.670958e+10 2.064451 27.685574 24.561937
19 NaN 1.003413e+11 3.102752 24.347232 19.088150
20 NaN 1.532625e+11 0.000000 32.496153 27.911509
21 NaN 1.242928e+11 1.980983 20.493824 17.566407
22 NaN 1.598584e+10 0.000000 35.124090 32.180494
23 NaN 9.084391e+10 0.000000 20.310141 16.582640
24 NaN 4.323098e+10 3.151733 23.151892 19.562004
25 NaN 2.617577e+10 0.000000 17.287586 13.301113
26 NaN 7.377377e+09 1.853225 11.642069 7.870157
27 NaN 7.377377e+09 1.853225 32.709333 30.467622
28 NaN 6.829060e+10 2.914798 21.368208 18.104763
29 NaN 3.437138e+11 2.469136 22.612755 19.651673
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 20.758974 14.346913
12420 NaN 8.253300e+06 0.000000 74.475096 72.144752
12421 47.62 2.231800e+06 0.000000 66.829165 63.432361
12422 233.11 7.356000e+05 0.000000 90.910342 87.095940
12423 5130.96 1.781500e+06 0.000000 79.919043 77.216042
12424 NaN 3.644484e+07 NaN 80.997691 77.565891
12425 215.77 3.416150e+04 NaN 62.855272 58.389688
12426 NaN 2.270100e+06 NaN 68.026159 65.603506
12427 93810.39 1.951990e+07 0.000000 101.467211 98.143568
12428 NaN 5.030700e+01 0.000000 53.910418 48.156373
12429 12777.01 1.332450e+07 0.000000 121.815837 119.625383
12430 1862.17 1.038667e+07 0.000000 144.325576 141.954943
12431 119004.95 6.827480e+07 1.136364 50.289120 45.737854
12432 35535.12 3.376900e+06 NaN 76.123809 73.812404
12433 NaN 2.224200e+05 0.000000 63.464813 60.151646
12434 658.02 2.224400e+06 0.000000 135.476924 133.377200
12435 NaN 2.982300e+07 0.000000 84.643253 82.301748
12436 1924503.40 3.281782e+10 4.540667 29.848853 27.796907
12437 NaN 1.591600e+03 0.000000 54.947699 46.496096
12438 6729.74 2.174200e+06 0.000000 82.101254 78.834793
12439 NaN 1.251480e+06 0.000000 26.162202 18.660469
12440 71128.30 2.037084e+06 NaN 79.366671 75.733346
12441 19571.82 3.085170e+07 NaN 92.478423 87.712079
12442 NaN 4.347500e+05 0.000000 75.173719 72.880495
12443 NaN 6.990369e+06 0.000000 80.872020 76.147817
12444 23936.40 3.510420e+07 0.000000 74.425123 71.285602
12445 NaN 3.837060e+06 NaN 69.004329 66.137130
12446 NaN 3.367200e+05 NaN 42.631861 37.377998
12447 755.80 9.876510e+05 0.000000 139.280716 136.891061
12448 3876748.10 8.381117e+08 0.610920 44.307775 33.670823
HistBeta PredBeta DataDate
0 -0.000140 0.148432 20040712
1 0.000060 0.083052 20040712
2 -0.145996 0.066152 20040712
3 -0.189427 0.152440 20040712
4 -0.146581 0.110141 20040712
5 0.257603 0.480229 20040712
6 0.007413 0.069625 20040712
7 0.060372 0.086201 20040712
8 0.713025 1.083554 20040712
9 -0.071583 0.049039 20040712
10 0.172983 0.595744 20040712
11 0.446431 0.737321 20040712
12 0.056617 0.303331 20040712
13 0.289135 0.442380 20040712
14 0.000060 0.021882 20040712
15 0.027912 0.265113 20040712
16 0.383310 0.600532 20040712
17 0.132787 0.236724 20040712
18 0.321223 0.621472 20040712
19 0.016858 0.210927 20040712
20 0.361277 0.598341 20040712
21 0.059097 0.194023 20040712
22 0.457218 0.698304 20040712
23 -0.015151 0.265871 20040712
24 0.280181 0.555713 20040712
25 0.107153 0.303042 20040712
26 0.001533 0.167798 20040712
27 0.040663 0.418954 20040712
28 0.323918 0.461059 20040712
29 0.111972 0.380061 20040712
... ... ... ...
12419 0.000060 0.036693 20040712
12420 0.666168 0.834628 20040712
12421 0.672947 1.000168 20040712
12422 1.304161 1.488728 20040712
12423 0.167301 0.609258 20040712
12424 1.088534 1.339108 20040712
12425 0.884438 1.285757 20040712
12426 0.291937 0.511786 20040712
12427 1.093138 1.417202 20040712
12428 0.828766 1.247757 20040712
12429 0.917904 1.330294 20040712
12430 1.191776 1.455596 20040712
12431 0.053116 0.424741 20040712
12432 0.197427 0.666312 20040712
12433 0.445271 0.792826 20040712
12434 1.048319 1.245067 20040712
12435 0.404324 0.689306 20040712
12436 0.279123 0.382493 20040712
12437 1.125935 1.274443 20040712
12438 0.911922 1.158305 20040712
12439 0.000060 0.074383 20040712
12440 1.102889 1.387033 20040712
12441 1.415390 1.729115 20040712
12442 0.408434 0.663962 20040712
12443 0.781657 1.076598 20040712
12444 0.970782 1.183413 20040712
12445 0.570491 0.762896 20040712
12446 0.744067 1.046680 20040712
12447 0.912991 1.352168 20040712
12448 1.294107 1.491533 20040712
[12449 rows x 92 columns],
'20040713': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.146 0.000 0.0
1 USA0011 0.244 0.000 0.0
2 USA0031 -0.284 0.000 0.0
3 USA0062 -0.102 0.432 0.0
4 USA00E2 0.098 0.000 0.0
5 USA00F1 -0.163 0.000 0.0
6 USA00G2 -0.475 0.000 0.0
7 USA00H1 0.200 0.000 0.0
8 USA00I1 0.160 0.000 0.0
9 USA00J1 -0.436 0.000 0.0
10 USA00K1 -0.753 0.000 0.0
11 USA00P1 -0.410 0.000 0.0
12 USA00R1 -0.231 0.000 0.0
13 USA00S1 -0.061 0.000 0.0
14 USA00V1 0.060 0.000 0.0
15 USA0131 0.041 1.000 0.0
16 USA0161 -0.080 1.000 0.0
17 USA01I1 0.211 0.000 0.0
18 USA01J2 -0.076 0.000 0.0
19 USA01L1 -0.340 0.000 0.0
20 USA01P1 -0.181 0.000 0.0
21 USA01Q1 -0.348 0.000 0.0
22 USA0202 -0.027 0.000 0.0
23 USA0231 -0.104 0.000 0.0
24 USA0281 -0.007 0.000 0.0
25 USA0291 0.194 0.000 0.0
26 USA02A1 -0.021 0.000 0.0
27 USA02B1 -1.273 0.000 0.0
28 USA02H1 -0.377 0.000 0.0
29 USA02P1 -0.293 0.144 0.0
... ... ... ... ...
12419 USAZY41 0.360 0.000 0.0
12420 USAZY51 0.364 0.000 0.0
12421 USAZY61 -0.024 0.000 0.0
12422 USAZY71 2.526 0.000 0.0
12423 USAZYI1 1.852 0.000 0.0
12424 USAZYJ1 -0.353 0.000 0.0
12425 USAZYK1 -0.164 0.000 0.0
12426 USAZYM1 0.225 0.000 0.0
12427 USAZYR1 -2.781 0.000 0.0
12428 USAZYS1 -0.759 0.000 0.0
12429 USAZYT1 -2.781 0.000 0.0
12430 USAZYV1 2.070 0.000 0.0
12431 USAZYX1 -2.158 0.000 0.0
12432 USAZZ41 2.519 0.000 0.0
12433 USAZZ51 2.156 0.000 0.0
12434 USAZZ61 2.402 0.000 0.0
12435 USAZZ71 2.249 0.000 0.0
12436 USAZZ81 0.935 0.000 0.0
12437 USAZZ91 -0.424 0.000 0.0
12438 USAZZA1 -0.615 0.000 0.0
12439 USAZZB1 0.262 0.000 0.0
12440 USAZZD1 -2.781 0.000 0.0
12441 USAZZF1 2.567 0.000 0.0
12442 USAZZI1 -0.206 0.000 0.0
12443 USAZZJ1 -0.489 0.000 0.0
12444 USAZZL1 0.506 0.000 0.0
12445 USAZZP1 -0.227 0.000 0.0
12446 USAZZR1 -0.796 0.000 0.0
12447 USAZZX1 0.032 0.000 0.0
12448 USAZZY1 0.501 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.955 0.000 ... NaN NaN
1 -1.955 0.000 ... NaN NaN
2 -2.244 0.000 ... NaN 3000.0
3 -2.330 0.000 ... NaN NaN
4 -2.247 0.000 ... NaN 18160.0
5 -1.445 0.000 ... NaN 105.0
6 -1.940 0.000 ... NaN NaN
7 -1.835 0.000 ... NaN NaN
8 -0.543 0.000 ... NaN NaN
9 -2.097 0.865 ... NaN 29000.0
10 -1.612 0.000 ... NaN NaN
11 -1.082 0.000 ... NaN NaN
12 -1.843 0.000 ... NaN NaN
13 -1.386 0.000 ... NaN NaN
14 -1.955 0.000 ... NaN NaN
15 -1.900 0.000 ... NaN NaN
16 -1.193 0.000 ... NaN 120.0
17 -1.693 0.000 ... NaN 2670.0
18 -1.319 0.000 ... NaN NaN
19 -1.921 0.000 ... NaN NaN
20 -1.230 0.000 ... NaN NaN
21 -1.838 1.000 ... NaN NaN
22 -1.050 0.000 ... NaN NaN
23 -1.984 0.000 ... NaN 2865.0
24 -1.396 0.000 ... NaN NaN
25 -1.743 0.000 ... NaN NaN
26 -1.952 0.000 ... NaN NaN
27 -1.869 0.000 ... NaN 105.0
28 -1.316 0.000 ... NaN 2553.0
29 -1.733 0.000 ... NaN 4750.0
... ... ... ... ... ...
12419 -1.955 0.000 ... NaN NaN
12420 -0.636 0.000 ... NaN NaN
12421 -0.624 0.000 ... NaN NaN
12422 0.607 0.000 ... NaN 3800.0
12423 -1.568 0.000 ... NaN 46000.0
12424 0.199 0.000 ... NaN NaN
12425 -0.220 0.000 ... NaN 1000.0
12426 -1.379 0.000 ... NaN NaN
12427 0.211 0.000 ... NaN 366977.0
12428 -0.316 0.000 ... NaN 416.0
12429 -0.130 0.000 ... NaN 127160.0
12430 0.399 0.000 ... NaN 17140.0
12431 -1.849 0.000 ... NaN 3200.0
12432 -1.558 0.000 ... NaN 42000.0
12433 -1.050 0.000 ... NaN 300.0
12434 0.109 0.000 ... NaN 555575.0
12435 -1.262 0.000 ... NaN 37000.0
12436 -1.406 1.000 ... NaN 44800.0
12437 0.273 0.000 ... NaN NaN
12438 -0.151 0.000 ... NaN NaN
12439 -1.955 0.000 ... NaN NaN
12440 0.234 0.000 ... NaN 6302464.0
12441 0.853 0.000 ... NaN 2318.0
12442 -1.153 1.000 ... NaN NaN
12443 -0.419 0.000 ... NaN 0.0
12444 -0.036 0.000 ... NaN 30970.0
12445 -0.826 1.000 ... NaN NaN
12446 -0.483 0.000 ... NaN NaN
12447 -0.162 0.000 ... NaN 185000.0
12448 0.608 0.000 ... NaN 65300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.489049e+10 0.150875 15.839427 11.156270
1 NaN 6.419794e+09 0.000000 18.087272 12.961725
2 NaN 6.297186e+10 2.551521 26.650682 23.696005
3 NaN 3.059026e+10 2.047502 25.161189 23.006064
4 NaN 4.732406e+10 2.544248 22.718007 18.602236
5 NaN 1.834351e+11 0.420875 19.539235 16.901990
6 NaN 1.175207e+10 6.493506 21.907264 15.058956
7 NaN 6.978931e+10 0.000000 21.956786 16.277564
8 NaN 1.588351e+10 0.509771 39.106966 31.232344
9 NaN 4.383374e+10 1.629630 20.363375 17.601369
10 NaN 3.014876e+10 0.000000 39.406645 30.694344
11 NaN 2.384419e+10 1.337154 19.314123 15.449262
12 NaN 6.816610e+09 2.312139 14.420757 10.320413
13 NaN 2.166588e+10 1.213697 24.378744 21.814642
14 NaN 1.228439e+10 1.158301 14.558174 9.730889
15 NaN 4.027056e+10 1.565864 27.436005 24.324081
16 NaN 4.027056e+10 1.565864 28.113210 24.850310
17 NaN 2.103268e+10 0.171306 17.891252 15.523058
18 NaN 2.706466e+10 2.064451 27.807414 24.827525
19 NaN 1.005339e+11 3.102752 24.399760 19.317221
20 NaN 1.519567e+11 0.000000 32.548990 28.220363
21 NaN 1.238771e+11 1.980983 20.573547 17.752776
22 NaN 1.624194e+10 0.000000 35.342749 32.582828
23 NaN 9.063908e+10 0.000000 20.259017 16.778923
24 NaN 4.294104e+10 3.151733 23.199241 19.787168
25 NaN 2.569282e+10 0.000000 17.225183 13.452781
26 NaN 7.377377e+09 1.853225 11.565632 7.967888
27 NaN 7.377377e+09 1.853225 33.036960 30.967690
28 NaN 6.908898e+10 2.914798 21.386763 18.320995
29 NaN 3.462442e+11 2.469136 22.780290 19.986999
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 20.750123 14.620638
12420 NaN 8.253300e+06 0.000000 75.303628 73.085215
12421 NaN 2.231800e+06 0.000000 67.920598 64.667726
12422 225.96 4.904000e+05 0.000000 92.025844 88.273364
12423 5106.83 1.272500e+06 0.000000 82.081868 79.536673
12424 NaN 3.644484e+07 NaN 82.876422 79.641111
12425 205.99 3.416150e+04 NaN 62.709606 58.432393
12426 NaN 2.270100e+06 NaN 68.864601 66.582288
12427 98720.71 2.025650e+07 0.000000 102.529735 99.478348
12428 NaN 5.030700e+01 0.000000 54.138403 48.609625
12429 13930.23 1.480500e+07 0.000000 123.751251 121.795115
12430 1828.17 9.644765e+06 0.000000 146.292179 143.905740
12431 116530.90 6.962472e+07 1.136364 50.632288 46.353395
12432 34091.71 3.039210e+06 NaN 77.663692 75.384330
12433 0.27 1.482800e+05 0.000000 71.870329 68.987528
12434 703.87 1.668300e+06 0.000000 139.132248 137.126683
12435 4329.70 2.863008e+07 0.000000 85.160438 82.936657
12436 1899850.25 3.255475e+10 4.540667 21.693992 18.689728
12437 NaN 1.591600e+03 0.000000 55.191888 47.088191
12438 NaN 2.174200e+06 0.000000 83.606988 80.512295
12439 NaN 1.251480e+06 0.000000 26.053542 18.924092
12440 69327.58 2.546355e+06 NaN 81.123120 77.699526
12441 18850.78 2.991680e+07 NaN 92.911715 88.251578
12442 NaN 4.347500e+05 0.000000 76.117245 73.929279
12443 NaN 6.962992e+06 0.000000 81.565903 77.109363
12444 28591.91 3.493296e+07 0.000000 75.119911 72.142984
12445 NaN 3.837060e+06 NaN 70.445971 67.735100
12446 NaN 3.367200e+05 NaN 42.838694 37.801495
12447 797.12 9.876510e+05 0.000000 140.773631 138.640765
12448 3782891.90 8.504641e+08 0.610920 44.453334 34.134459
HistBeta PredBeta DataDate
0 -0.000142 0.141359 20040713
1 0.000058 0.084817 20040713
2 -0.146286 0.062823 20040713
3 -0.189756 0.153791 20040713
4 -0.147511 0.116761 20040713
5 0.257635 0.468199 20040713
6 0.007411 0.043081 20040713
7 0.060399 0.081139 20040713
8 0.713590 1.106702 20040713
9 -0.071690 0.033382 20040713
10 0.173050 0.601286 20040713
11 0.441073 0.727074 20040713
12 0.056519 0.297856 20040713
13 0.287553 0.456934 20040713
14 0.000058 0.022157 20040713
15 0.027851 0.261905 20040713
16 0.385038 0.589436 20040713
17 0.132223 0.235249 20040713
18 0.321407 0.620041 20040713
19 0.016827 0.199734 20040713
20 0.366464 0.604051 20040713
21 0.059128 0.179396 20040713
22 0.457285 0.710256 20040713
23 -0.014971 0.271744 20040713
24 0.282662 0.551273 20040713
25 0.107192 0.314107 20040713
26 0.001531 0.169309 20040713
27 0.043358 0.390969 20040713
28 0.322823 0.445438 20040713
29 0.112025 0.367409 20040713
... ... ... ...
12419 0.000058 0.040423 20040713
12420 0.666452 0.846534 20040713
12421 0.672670 0.992580 20040713
12422 1.295040 1.544110 20040713
12423 0.195576 0.735480 20040713
12424 1.088729 1.342109 20040713
12425 0.876642 1.285654 20040713
12426 0.291160 0.527562 20040713
12427 1.094784 1.333747 20040713
12428 0.828505 1.249494 20040713
12429 0.922385 1.224868 20040713
12430 1.189854 1.547434 20040713
12431 0.053705 0.358700 20040713
12432 0.200693 0.683217 20040713
12433 0.457091 0.862206 20040713
12434 1.043114 1.300385 20040713
12435 0.350083 0.705340 20040713
12436 0.277486 0.422598 20040713
12437 1.126186 1.273079 20040713
12438 0.911818 1.154908 20040713
12439 0.000058 0.093492 20040713
12440 1.106352 1.341805 20040713
12441 1.418948 1.758168 20040713
12442 0.405385 0.659753 20040713
12443 0.776364 1.082732 20040713
12444 0.969948 1.204201 20040713
12445 0.570339 0.766193 20040713
12446 0.743702 1.042553 20040713
12447 0.906229 1.287592 20040713
12448 1.295427 1.510191 20040713
[12449 rows x 92 columns],
'20040714': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.114 0.000 0.0
1 USA0011 0.606 0.000 0.0
2 USA0031 0.569 0.000 0.0
3 USA0062 -0.155 0.432 0.0
4 USA00E2 0.790 0.000 0.0
5 USA00F1 0.414 0.000 0.0
6 USA00G2 0.418 0.000 0.0
7 USA00H1 0.483 0.000 0.0
8 USA00I1 -1.510 0.000 0.0
9 USA00J1 0.518 0.000 0.0
10 USA00K1 -2.357 0.000 0.0
11 USA00P1 0.131 0.000 0.0
12 USA00R1 -0.085 0.000 0.0
13 USA00S1 -0.145 0.000 0.0
14 USA00V1 0.288 0.000 0.0
15 USA0131 -0.450 1.000 0.0
16 USA0161 -0.642 1.000 0.0
17 USA01I1 0.459 0.000 0.0
18 USA01J2 0.585 0.000 0.0
19 USA01L1 1.207 0.000 0.0
20 USA01P1 -0.050 0.000 0.0
21 USA01Q1 0.512 0.000 0.0
22 USA0202 0.339 0.000 0.0
23 USA0231 -0.496 0.000 0.0
24 USA0281 0.406 0.000 0.0
25 USA0291 -0.819 0.000 0.0
26 USA02A1 -0.658 0.000 0.0
27 USA02B1 -0.366 0.000 0.0
28 USA02H1 0.004 0.000 0.0
29 USA02P1 0.313 0.144 0.0
... ... ... ... ...
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12420 USAZY51 -0.728 0.000 0.0
12421 USAZY61 -0.093 0.000 0.0
12422 USAZY71 -0.826 0.000 0.0
12423 USAZYI1 -0.515 0.000 0.0
12424 USAZYJ1 -0.053 0.000 0.0
12425 USAZYK1 -0.151 0.000 0.0
12426 USAZYM1 -2.721 0.000 0.0
12427 USAZYR1 2.799 0.000 0.0
12428 USAZYS1 -0.436 0.000 0.0
12429 USAZYT1 -2.721 0.000 0.0
12430 USAZYV1 2.799 0.000 0.0
12431 USAZYX1 -0.791 0.000 0.0
12432 USAZZ41 2.799 0.000 0.0
12433 USAZZ51 -0.388 0.000 0.0
12434 USAZZ61 -2.721 0.000 0.0
12435 USAZZ71 2.799 0.000 0.0
12436 USAZZ81 0.019 0.000 0.0
12437 USAZZ91 0.698 0.000 0.0
12438 USAZZA1 -0.438 0.000 0.0
12439 USAZZB1 -1.566 0.000 0.0
12440 USAZZD1 2.799 0.000 0.0
12441 USAZZF1 -0.953 0.000 0.0
12442 USAZZI1 0.344 0.000 0.0
12443 USAZZJ1 -1.705 0.000 0.0
12444 USAZZL1 -2.721 0.000 0.0
12445 USAZZP1 2.799 0.000 0.0
12446 USAZZR1 -0.325 0.000 0.0
12447 USAZZX1 -0.440 0.000 0.0
12448 USAZZY1 0.455 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
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12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.944 0.000 ... NaN NaN
1 -1.943 0.000 ... NaN NaN
2 -2.231 0.000 ... NaN 3000.0
3 -2.317 0.000 ... NaN NaN
4 -2.234 0.000 ... NaN 18160.0
5 -1.435 0.000 ... NaN 105.0
6 -1.928 0.000 ... NaN NaN
7 -1.826 0.000 ... NaN NaN
8 -0.543 0.000 ... NaN NaN
9 -2.084 0.865 ... NaN 29000.0
10 -1.604 0.000 ... NaN NaN
11 -1.073 0.000 ... NaN NaN
12 -1.833 0.000 ... NaN NaN
13 -1.375 0.000 ... NaN NaN
14 -1.943 0.000 ... NaN NaN
15 -1.886 0.000 ... NaN NaN
16 -1.189 0.000 ... NaN 240.0
17 -1.685 0.000 ... NaN 2670.0
18 -1.310 0.000 ... NaN NaN
19 -1.909 0.000 ... NaN NaN
20 -1.222 0.000 ... NaN NaN
21 -1.826 1.000 ... NaN NaN
22 -1.040 0.000 ... NaN NaN
23 -1.975 0.000 ... NaN 2865.0
24 -1.387 0.000 ... NaN NaN
25 -1.733 0.000 ... NaN NaN
26 -1.940 0.000 ... NaN NaN
27 -1.879 0.000 ... NaN NaN
28 -1.306 0.000 ... NaN 2553.0
29 -1.722 0.000 ... NaN 4750.0
... ... ... ... ... ...
12419 -1.943 0.000 ... NaN NaN
12420 -0.633 0.000 ... NaN 250.0
12421 -0.620 0.000 ... NaN NaN
12422 0.610 0.000 ... NaN NaN
12423 -1.559 0.000 ... NaN 136108.0
12424 0.204 0.000 ... NaN NaN
12425 -0.223 0.000 ... NaN 8000.0
12426 -1.376 0.000 ... NaN 500.0
12427 0.269 0.000 ... NaN 83275.0
12428 -0.312 0.000 ... NaN NaN
12429 -0.199 0.000 ... NaN 91150.0
12430 0.421 0.000 ... NaN 480.0
12431 -1.858 0.000 ... NaN 1500.0
12432 -1.527 0.000 ... NaN 34600.0
12433 -1.044 0.000 ... NaN NaN
12434 0.018 0.000 ... NaN 43447.0
12435 -1.180 0.000 ... NaN 12000.0
12436 -1.402 1.000 ... NaN 15900.0
12437 0.272 0.000 ... NaN NaN
12438 -0.145 0.000 ... NaN NaN
12439 -1.943 0.000 ... NaN NaN
12440 0.257 0.000 ... NaN 6462784.0
12441 0.848 0.000 ... NaN 3000.0
12442 -1.141 1.000 ... NaN NaN
12443 -0.449 0.000 ... NaN 0.0
12444 -0.090 0.000 ... NaN 6400.0
12445 -0.573 1.000 ... NaN 3500.0
12446 -0.477 0.000 ... NaN NaN
12447 -0.160 0.000 ... NaN NaN
12448 0.631 0.000 ... NaN 96400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.361108e+10 0.150875 16.745480 11.954596
1 NaN 6.482671e+09 0.000000 19.259317 13.963205
2 NaN 6.217455e+10 2.551521 28.446763 25.447246
3 NaN 3.046144e+10 2.047502 26.942753 24.707467
4 NaN 4.728406e+10 2.544248 24.236859 20.067551
5 NaN 1.829133e+11 0.420875 20.595264 18.132351
6 NaN 1.187110e+10 6.493506 23.213341 16.134133
7 NaN 7.104377e+10 0.000000 23.300016 17.457658
8 NaN 1.538158e+10 0.509771 42.051293 33.816391
9 NaN 4.401209e+10 1.629630 21.748854 18.885984
10 NaN 2.828233e+10 0.000000 43.904101 33.887518
11 NaN 2.314219e+10 1.337154 20.184229 16.503715
12 NaN 6.760274e+09 2.312139 15.186792 11.039148
13 NaN 2.128453e+10 1.213697 25.884289 23.366070
14 NaN 1.226161e+10 1.158301 15.346213 10.408294
15 NaN 3.951739e+10 1.565864 29.282640 26.059983
16 NaN 3.951739e+10 1.565864 29.982468 26.734911
17 NaN 2.184179e+10 0.171306 18.964032 16.629032
18 NaN 2.689736e+10 2.064451 29.642816 26.701524
19 NaN 1.013576e+11 3.102752 26.364025 21.018617
20 NaN 1.519567e+11 0.000000 34.550626 30.284555
21 NaN 1.250997e+11 1.980983 21.990462 19.100221
22 NaN 1.595889e+10 0.000000 37.680084 35.048845
23 NaN 8.920524e+10 0.000000 21.813933 18.076231
24 NaN 4.275108e+10 3.151733 24.562084 21.188212
25 NaN 2.492011e+10 0.000000 18.756459 14.691063
26 NaN 7.331520e+09 1.853225 12.596707 8.913354
27 NaN 7.331520e+09 1.853225 35.177681 33.226635
28 NaN 6.938107e+10 2.914798 22.628716 19.599637
29 NaN 3.493017e+11 2.469136 24.307235 21.521964
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 22.116139 15.936215
12420 6733.99 8.320950e+06 0.000000 80.965161 78.824121
12421 NaN 2.231800e+06 0.000000 73.293410 70.164169
12422 NaN 4.904000e+05 0.000000 93.439841 89.540097
12423 5027.32 1.272500e+06 0.000000 87.474381 85.043636
12424 NaN 3.644484e+07 NaN 91.855495 88.585755
12425 205.16 3.416150e+04 NaN 66.291072 62.193551
12426 1193.21 2.421440e+06 NaN 73.521591 70.911961
12427 97336.96 1.841500e+07 0.000000 110.200648 107.175250
12428 NaN 5.030700e+01 0.000000 57.068634 51.750863
12429 14895.73 1.776600e+07 0.000000 134.066415 132.371982
12430 1753.12 8.902860e+06 0.000000 156.228936 153.916763
12431 117863.19 7.118232e+07 1.136364 53.872266 49.614090
12432 33857.57 2.870365e+06 NaN 83.204669 80.904984
12433 NaN 1.482800e+05 0.000000 76.557890 73.578080
12434 707.59 2.224400e+06 0.000000 152.610656 150.632590
12435 4553.34 2.445486e+07 0.000000 92.635050 90.402492
12436 1667535.25 3.258441e+10 4.540667 24.222951 21.494362
12437 NaN 1.591600e+03 0.000000 58.404254 50.380844
12438 NaN 2.174200e+06 0.000000 88.729716 85.735395
12439 NaN 1.251480e+06 0.000000 28.447527 20.931877
12440 49332.67 2.037084e+06 NaN 90.712109 87.760116
12441 14276.36 2.991680e+07 NaN 98.710232 94.450026
12442 NaN 4.347500e+05 0.000000 80.885108 78.720528
12443 NaN 7.231059e+06 0.000000 87.024878 82.582409
12444 29177.14 3.852900e+07 0.000000 82.043982 79.349007
12445 35.67 2.131700e+06 NaN 78.130496 75.345919
12446 NaN 3.367200e+05 NaN 45.260539 40.403102
12447 NaN 9.876510e+05 0.000000 150.202997 148.162763
12448 3724874.29 8.368765e+08 0.610920 46.543420 36.479776
HistBeta PredBeta DataDate
0 -0.000126 0.140882 20040714
1 0.000066 0.093247 20040714
2 -0.146059 0.080284 20040714
3 -0.189494 0.156408 20040714
4 -0.147533 0.137723 20040714
5 0.257834 0.484401 20040714
6 0.007765 0.048988 20040714
7 0.059682 0.084723 20040714
8 0.710556 1.080413 20040714
9 -0.071091 0.048621 20040714
10 0.172119 0.581440 20040714
11 0.441608 0.736113 20040714
12 0.056228 0.300983 20040714
13 0.288419 0.459217 20040714
14 0.000066 0.028357 20040714
15 0.029313 0.251840 20040714
16 0.382879 0.567748 20040714
17 0.131175 0.250668 20040714
18 0.321429 0.637153 20040714
19 0.017377 0.229924 20040714
20 0.366096 0.605169 20040714
21 0.059499 0.192150 20040714
22 0.458394 0.720562 20040714
23 -0.015871 0.266400 20040714
24 0.282311 0.560218 20040714
25 0.106545 0.301160 20040714
26 0.001626 0.158414 20040714
27 0.032575 0.387612 20040714
28 0.323450 0.449588 20040714
29 0.112260 0.378317 20040714
... ... ... ...
12419 0.000066 0.020932 20040714
12420 0.664877 0.823906 20040714
12421 0.671235 0.990481 20040714
12422 1.295172 1.537653 20040714
12423 0.194879 0.677752 20040714
12424 1.089132 1.360582 20040714
12425 0.872679 1.285280 20040714
12426 0.287892 0.457640 20040714
12427 1.122287 1.432667 20040714
12428 0.827361 1.252708 20040714
12429 0.885100 1.138488 20040714
12430 1.199536 1.574890 20040714
12431 0.043595 0.368426 20040714
12432 0.211442 0.699772 20040714
12433 0.456117 0.897370 20040714
12434 0.995125 1.253641 20040714
12435 0.387136 0.759252 20040714
12436 0.274487 0.392432 20040714
12437 1.124054 1.293146 20040714
12438 0.912054 1.162470 20040714
12439 0.000066 0.065289 20040714
12440 1.116220 1.359090 20040714
12441 1.416239 1.680762 20040714
12442 0.406973 0.669947 20040714
12443 0.758106 1.033915 20040714
12444 0.940203 1.107035 20040714
12445 0.695022 0.939938 20040714
12446 0.743722 1.050026 20040714
12447 0.904920 1.278049 20040714
12448 1.306118 1.526468 20040714
[12449 rows x 92 columns],
'20040715': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.258 0.000 0.0
1 USA0011 -0.059 0.000 0.0
2 USA0031 -0.883 0.000 0.0
3 USA0062 -0.041 0.432 0.0
4 USA00E2 -0.912 0.000 0.0
5 USA00F1 -0.376 0.000 0.0
6 USA00G2 -1.203 0.000 0.0
7 USA00H1 -2.289 0.000 0.0
8 USA00I1 0.426 0.000 0.0
9 USA00J1 -0.561 0.000 0.0
10 USA00K1 0.235 0.000 0.0
11 USA00P1 -0.049 0.000 0.0
12 USA00R1 0.495 0.000 0.0
13 USA00S1 0.112 0.000 0.0
14 USA00V1 -0.260 0.000 0.0
15 USA0131 -0.368 1.000 0.0
16 USA0161 1.907 1.000 0.0
17 USA01I1 -0.178 0.000 0.0
18 USA01J2 0.302 0.000 0.0
19 USA01L1 -0.142 0.000 0.0
20 USA01P1 -0.359 0.000 0.0
21 USA01Q1 -0.771 0.000 0.0
22 USA0202 -0.359 0.000 0.0
23 USA0231 0.244 0.000 0.0
24 USA0281 -0.205 0.000 0.0
25 USA0291 -0.061 0.000 0.0
26 USA02A1 -0.091 0.000 0.0
27 USA02B1 -0.609 0.000 0.0
28 USA02H1 -0.373 0.000 0.0
29 USA02P1 -1.682 0.144 0.0
... ... ... ... ...
12413 USAZY41 0.289 0.000 0.0
12414 USAZY51 0.641 0.000 0.0
12415 USAZY61 0.408 0.000 0.0
12416 USAZY71 0.209 0.000 0.0
12417 USAZYI1 0.201 0.000 0.0
12418 USAZYJ1 -0.186 0.000 0.0
12419 USAZYK1 -2.412 0.000 0.0
12420 USAZYM1 2.854 0.000 0.0
12421 USAZYR1 1.566 0.000 0.0
12422 USAZYS1 0.251 0.000 0.0
12423 USAZYT1 -2.263 0.000 0.0
12424 USAZYV1 -2.788 0.000 0.0
12425 USAZYX1 0.888 0.000 0.0
12426 USAZZ41 -2.166 0.000 0.0
12427 USAZZ51 0.203 0.000 0.0
12428 USAZZ61 0.320 0.000 0.0
12429 USAZZ71 0.161 0.000 0.0
12430 USAZZ81 0.308 0.000 0.0
12431 USAZZ91 0.682 0.000 0.0
12432 USAZZA1 -2.700 0.000 0.0
12433 USAZZB1 0.072 0.000 0.0
12434 USAZZD1 -2.196 0.000 0.0
12435 USAZZF1 0.399 0.000 0.0
12436 USAZZI1 -0.387 0.000 0.0
12437 USAZZJ1 2.854 0.000 0.0
12438 USAZZL1 -1.529 0.000 0.0
12439 USAZZP1 -0.169 0.000 0.0
12440 USAZZR1 0.354 0.000 0.0
12441 USAZZX1 -2.825 0.000 0.0
12442 USAZZY1 -1.158 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
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12420 0.0 0.0 0.0 0.000
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12423 0.0 0.0 0.0 0.000
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12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
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12435 0.0 0.0 0.0 0.000
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12438 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.956 0.000 ... NaN NaN
1 -1.955 0.000 ... NaN NaN
2 -2.246 0.000 ... NaN 3000.0
3 -2.329 0.000 ... NaN NaN
4 -2.253 0.000 ... NaN 18160.0
5 -1.444 0.000 ... NaN 105.0
6 -1.940 0.000 ... NaN NaN
7 -1.867 0.000 ... NaN 8300.0
8 -0.548 0.000 ... NaN NaN
9 -2.096 0.865 ... NaN 29000.0
10 -1.615 0.000 ... NaN NaN
11 -1.086 0.000 ... NaN NaN
12 -1.855 0.000 ... NaN NaN
13 -1.383 0.000 ... NaN NaN
14 -1.955 0.000 ... NaN NaN
15 -1.895 0.000 ... NaN NaN
16 -1.157 0.000 ... NaN 690.0
17 -1.696 0.000 ... NaN 2670.0
18 -1.319 0.000 ... NaN NaN
19 -1.920 0.000 ... NaN NaN
20 -1.231 0.000 ... NaN NaN
21 -1.837 1.000 ... NaN NaN
22 -1.045 0.000 ... NaN NaN
23 -1.987 0.000 ... NaN 2865.0
24 -1.396 0.000 ... NaN NaN
25 -1.745 0.000 ... NaN NaN
26 -1.952 0.000 ... NaN NaN
27 -1.907 0.000 ... NaN 10000.0
28 -1.317 0.000 ... NaN 2553.0
29 -1.764 0.000 ... NaN 10400.0
... ... ... ... ... ...
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12414 -0.640 0.000 ... NaN NaN
12415 -0.624 0.000 ... NaN NaN
12416 0.614 0.000 ... NaN NaN
12417 -1.571 0.000 ... NaN 20000.0
12418 0.204 0.000 ... NaN NaN
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12420 -1.279 0.000 ... NaN 6480.0
12421 0.277 0.000 ... NaN 745950.0
12422 -0.316 0.000 ... NaN NaN
12423 -0.242 0.000 ... NaN 66000.0
12424 0.379 0.000 ... NaN 196250.0
12425 -1.864 0.000 ... NaN 2600.0
12426 -1.576 0.000 ... NaN 110117.0
12427 -1.049 0.000 ... NaN NaN
12428 0.016 0.000 ... NaN 110000.0
12429 -1.183 0.000 ... NaN NaN
12430 -1.393 1.000 ... NaN 22100.0
12431 0.268 0.000 ... NaN NaN
12432 -0.159 0.000 ... NaN 25000.0
12433 -1.955 0.000 ... NaN NaN
12434 0.230 0.000 ... NaN 31534700.0
12435 0.859 0.000 ... NaN 18071.0
12436 -1.143 1.000 ... NaN NaN
12437 -0.428 0.000 ... NaN 0.0
12438 -0.115 0.000 ... NaN 2850.0
12439 -0.580 1.000 ... NaN NaN
12440 -0.480 0.000 ... NaN NaN
12441 -0.293 0.000 ... NaN 110000.0
12442 0.608 0.000 ... NaN 43200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.313129e+10 0.150875 17.199354 12.346627
1 NaN 6.407218e+09 0.000000 19.678928 14.442135
2 NaN 6.217455e+10 2.551521 29.584072 26.422865
3 NaN 3.065897e+10 2.047502 27.614848 25.390684
4 NaN 4.637757e+10 2.544248 25.162335 20.966460
5 NaN 1.814002e+11 0.420875 21.186908 18.741292
6 NaN 1.158543e+10 6.493506 24.112007 16.954518
7 NaN 7.168381e+10 0.000000 24.742321 18.955898
8 NaN 1.538901e+10 0.509771 43.202373 34.983504
9 NaN 4.391481e+10 1.629630 22.313408 19.499679
10 NaN 2.821507e+10 0.000000 44.786748 35.047277
11 NaN 2.356103e+10 1.337154 20.840407 17.057072
12 NaN 6.797831e+09 2.312139 15.636618 11.452810
13 NaN 2.127512e+10 1.213697 26.676157 24.135444
14 NaN 1.241852e+10 1.158301 15.689990 10.828483
15 NaN 3.937316e+10 1.565864 30.103953 26.905820
16 NaN 3.937316e+10 1.565864 31.327064 27.958094
17 NaN 2.195489e+10 0.171306 19.489784 17.165764
18 NaN 2.710904e+10 2.064451 30.540202 27.535497
19 NaN 1.014004e+11 3.102752 26.852229 21.709452
20 NaN 1.521629e+11 0.000000 35.499050 31.267136
21 NaN 1.243172e+11 1.980983 22.761793 19.840432
22 NaN 1.566235e+10 0.000000 39.024382 36.358720
23 NaN 8.928205e+10 0.000000 22.467083 18.716527
24 NaN 4.261111e+10 3.151733 25.266301 21.888525
25 NaN 2.511329e+10 0.000000 19.187017 15.151455
26 NaN 7.400306e+09 1.853225 12.847236 9.227051
27 NaN 7.400306e+09 1.853225 36.141995 34.211657
28 NaN 6.990683e+10 2.914798 23.232558 20.188351
29 NaN 3.518322e+11 2.469136 25.595389 22.674530
... ... ... ... ... ...
12413 NaN 5.056250e+06 NaN 22.621440 16.519457
12414 NaN 8.320950e+06 0.000000 82.159003 80.006350
12415 NaN 2.231800e+06 0.000000 76.959204 73.838680
12416 NaN 4.904000e+05 0.000000 97.355790 93.349343
12417 4998.23 1.272500e+06 0.000000 89.920323 87.466945
12418 NaN 3.644484e+07 NaN 95.465845 92.134616
12419 218.03 6.832300e+04 NaN 68.714730 64.579915
12420 1227.89 1.816080e+06 NaN 77.639118 75.258098
12421 109729.12 1.804670e+07 0.000000 114.249400 111.035474
12422 NaN 5.030700e+01 0.000000 58.842888 53.325938
12423 15809.36 1.974000e+07 0.000000 139.344780 137.687246
12424 2363.88 1.038667e+07 0.000000 162.641132 160.378823
12425 119686.29 7.097464e+07 1.136364 55.521608 51.294985
12426 33984.05 3.039210e+06 NaN 87.255942 85.151267
12427 NaN 1.482800e+05 0.000000 79.112134 76.079243
12428 685.49 2.224400e+06 0.000000 157.945818 156.136889
12429 NaN 2.445486e+07 0.000000 95.891577 93.725520
12430 1665876.96 3.226233e+10 4.540667 23.851585 20.901878
12431 NaN 1.591600e+03 0.000000 60.074390 52.032772
12432 6780.21 2.282910e+06 0.000000 91.261963 88.044156
12433 NaN 1.251480e+06 0.000000 28.869888 21.654281
12434 52522.22 2.546355e+06 NaN 88.382257 85.011928
12435 15082.61 2.991680e+07 NaN 102.155099 97.682508
12436 NaN 4.347500e+05 0.000000 82.993762 80.807900
12437 NaN 6.943299e+06 0.000000 90.317615 85.753761
12438 29779.53 3.981330e+07 0.000000 84.730560 82.152820
12439 NaN 2.131700e+06 NaN 76.910181 73.775311
12440 NaN 3.367200e+05 NaN 46.634077 41.689756
12441 834.11 1.975302e+06 0.000000 177.183461 175.415579
12442 3607066.24 8.532434e+08 0.610920 47.903549 37.854686
HistBeta PredBeta DataDate
0 -0.000112 0.138530 20040715
1 0.000074 0.083667 20040715
2 -0.146585 0.033277 20040715
3 -0.188751 0.145237 20040715
4 -0.150146 0.104073 20040715
5 0.258016 0.483196 20040715
6 0.008017 0.015977 20040715
7 0.044735 0.023710 20040715
8 0.710259 1.097697 20040715
9 -0.070708 0.023722 20040715
10 0.171787 0.599915 20040715
11 0.438541 0.727291 20040715
12 0.050475 0.304812 20040715
13 0.289056 0.460055 20040715
14 0.000074 0.018647 20040715
15 0.030664 0.247705 20040715
16 0.402826 0.623982 20040715
17 0.131066 0.234261 20040715
18 0.320987 0.629475 20040715
19 0.017920 0.205543 20040715
20 0.365811 0.589980 20040715
21 0.059743 0.168527 20040715
22 0.459419 0.712903 20040715
23 -0.015801 0.274456 20040715
24 0.282102 0.544612 20040715
25 0.106007 0.299683 20040715
26 0.001702 0.158642 20040715
27 0.024461 0.355241 20040715
28 0.321955 0.435049 20040715
29 0.096748 0.325666 20040715
... ... ... ...
12413 0.000074 0.034430 20040715
12414 0.663914 0.849114 20040715
12415 0.671725 0.996020 20040715
12416 1.296469 1.562735 20040715
12417 0.194148 0.697031 20040715
12418 1.089973 1.362242 20040715
12419 0.855231 1.216309 20040715
12420 0.341418 0.618284 20040715
12421 1.126524 1.467956 20040715
12422 0.827238 1.276112 20040715
12423 0.864732 1.049890 20040715
12424 1.178171 1.437720 20040715
12425 0.046146 0.389735 20040715
12426 0.191410 0.514259 20040715
12427 0.457381 0.915301 20040715
12428 0.995123 1.199413 20040715
12429 0.389668 0.697296 20040715
12430 0.284073 0.407155 20040715
12431 1.122177 1.296536 20040715
12432 0.906413 1.107612 20040715
12433 0.000074 0.085517 20040715
12434 1.102633 1.361472 20040715
12435 1.420091 1.717206 20040715
12436 0.410001 0.661055 20040715
12437 0.770970 1.123344 20040715
12438 0.928941 1.032850 20040715
12439 0.694233 1.000501 20040715
12440 0.744658 1.065986 20040715
12441 0.838778 1.177531 20040715
12442 1.293759 1.487219 20040715
[12443 rows x 92 columns],
'20040716': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.519 0.000 0.0
1 USA0011 1.532 0.000 0.0
2 USA0031 2.798 0.000 0.0
3 USA0062 0.362 0.432 0.0
4 USA00E2 0.569 0.000 0.0
5 USA00F1 0.029 0.000 0.0
6 USA00G2 0.431 0.000 0.0
7 USA00H1 -0.934 0.000 0.0
8 USA00I1 -0.964 0.000 0.0
9 USA00J1 -0.007 0.000 0.0
10 USA00K1 -0.128 0.000 0.0
11 USA00P1 -0.297 0.000 0.0
12 USA00R1 -0.111 0.000 0.0
13 USA00S1 -0.130 0.000 0.0
14 USA00V1 -0.405 0.000 0.0
15 USA0131 0.601 1.000 0.0
16 USA0161 0.574 1.000 0.0
17 USA01I1 -0.180 0.000 0.0
18 USA01J2 -0.033 0.000 0.0
19 USA01L1 1.516 0.000 0.0
20 USA01P1 0.644 0.000 0.0
21 USA01Q1 0.020 0.000 0.0
22 USA0202 -0.724 0.000 0.0
23 USA0231 0.254 0.000 0.0
24 USA0281 0.525 0.000 0.0
25 USA0291 0.177 0.000 0.0
26 USA02A1 0.274 0.000 0.0
27 USA02B1 0.082 0.000 0.0
28 USA02H1 0.262 0.000 0.0
29 USA02P1 -0.041 0.144 0.0
... ... ... ... ...
12413 USAZY41 0.230 0.000 0.0
12414 USAZY51 -0.463 0.000 0.0
12415 USAZY61 -0.918 0.000 0.0
12416 USAZY71 -1.502 0.000 0.0
12417 USAZYI1 -1.123 0.000 0.0
12418 USAZYJ1 -2.728 0.000 0.0
12419 USAZYK1 -0.624 0.000 0.0
12420 USAZYM1 -0.151 0.000 0.0
12421 USAZYR1 -1.353 0.000 0.0
12422 USAZYS1 -0.980 0.000 0.0
12423 USAZYT1 -1.249 0.000 0.0
12424 USAZYV1 2.650 0.000 0.0
12425 USAZYX1 -0.630 0.000 0.0
12426 USAZZ41 2.798 0.000 0.0
12427 USAZZ51 -0.972 0.000 0.0
12428 USAZZ61 2.798 0.000 0.0
12429 USAZZ71 -1.013 0.000 0.0
12430 USAZZ81 -2.728 0.000 0.0
12431 USAZZ91 0.014 0.000 0.0
12432 USAZZA1 2.392 0.000 0.0
12433 USAZZB1 -2.728 0.000 0.0
12434 USAZZD1 -0.907 0.000 0.0
12435 USAZZF1 -1.159 0.000 0.0
12436 USAZZI1 -0.312 0.000 0.0
12437 USAZZJ1 -0.622 0.000 0.0
12438 USAZZL1 -1.188 0.000 0.0
12439 USAZZP1 -0.792 0.000 0.0
12440 USAZZR1 -0.976 0.000 0.0
12441 USAZZX1 2.798 0.000 0.0
12442 USAZZY1 0.469 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
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12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.935 0.000 ... NaN NaN
1 -1.934 0.000 ... NaN NaN
2 -2.007 0.000 ... NaN 1600.0
3 -2.299 0.000 ... NaN NaN
4 -2.228 0.000 ... NaN 18160.0
5 -1.428 0.000 ... NaN 105.0
6 -1.918 0.000 ... NaN NaN
7 -1.848 0.000 ... NaN NaN
8 -0.543 0.000 ... NaN NaN
9 -2.071 0.865 ... NaN 29000.0
10 -1.599 0.000 ... NaN NaN
11 -1.078 0.000 ... NaN NaN
12 -1.836 0.000 ... NaN NaN
13 -1.368 0.000 ... NaN NaN
14 -1.934 0.000 ... NaN NaN
15 -1.869 0.000 ... NaN NaN
16 -1.143 0.000 ... NaN NaN
17 -1.681 0.000 ... NaN 2670.0
18 -1.305 0.000 ... NaN NaN
19 -1.898 0.000 ... NaN NaN
20 -1.185 0.000 ... NaN 10000.0
21 -1.816 1.000 ... NaN 1975.0
22 -1.039 0.000 ... NaN NaN
23 -1.964 0.000 ... NaN 2865.0
24 -1.385 0.000 ... NaN NaN
25 -1.727 0.000 ... NaN NaN
26 -1.931 0.000 ... NaN NaN
27 -1.894 0.000 ... NaN NaN
28 -1.311 0.000 ... NaN 2553.0
29 -1.749 0.000 ... NaN 6250.0
... ... ... ... ... ...
12413 -1.934 0.000 ... NaN NaN
12414 -0.626 0.000 ... NaN NaN
12415 -0.613 0.000 ... NaN NaN
12416 0.612 0.000 ... NaN 1000.0
12417 -1.552 0.000 ... NaN 17500.0
12418 0.065 0.000 ... NaN 9923.0
12419 -0.253 0.000 ... NaN NaN
12420 -1.254 0.000 ... NaN NaN
12421 0.275 0.000 ... NaN 186310.0
12422 -0.308 0.000 ... NaN NaN
12423 -0.240 0.000 ... NaN 69774.0
12424 0.445 0.000 ... NaN 6000.0
12425 -1.853 0.000 ... NaN 1500.0
12426 -1.503 0.000 ... NaN 45600.0
12427 -1.030 0.000 ... NaN NaN
12428 0.170 0.000 ... NaN 34442.0
12429 -1.156 0.000 ... NaN NaN
12430 -1.491 1.000 ... NaN 52000.0
12431 0.263 0.000 ... NaN NaN
12432 -0.129 0.000 ... NaN 15200.0
12433 -1.019 0.000 ... NaN 1000.0
12434 0.228 0.000 ... NaN 5601188.0
12435 0.852 0.000 ... NaN 38509.0
12436 -1.124 1.000 ... NaN NaN
12437 -0.451 0.000 ... NaN 0.0
12438 -0.110 0.000 ... NaN 10000.0
12439 -0.579 1.000 ... NaN NaN
12440 -0.466 0.000 ... NaN NaN
12441 -0.229 0.000 ... NaN 211000.0
12442 0.579 0.000 ... NaN 47500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.327123e+10 0.150875 17.431949 12.441603
1 NaN 6.400931e+09 0.000000 20.470127 15.049645
2 NaN 6.112710e+10 2.551521 33.520246 30.591290
3 NaN 3.126012e+10 2.047502 27.984738 25.743127
4 NaN 4.575103e+10 2.544248 25.329851 21.142087
5 NaN 1.800435e+11 0.420875 21.386497 18.861058
6 NaN 1.172826e+10 6.493506 24.331973 17.099989
7 NaN 7.133819e+10 0.000000 25.429915 19.593685
8 NaN 1.488708e+10 0.509771 43.624623 35.333158
9 NaN 4.349326e+10 1.629630 22.446981 19.639912
10 NaN 2.799648e+10 0.000000 45.243225 35.344062
11 NaN 2.360232e+10 1.337154 20.888299 17.148849
12 NaN 6.796727e+09 2.312139 15.788740 11.567316
13 NaN 2.127041e+10 1.213697 26.882770 24.335634
14 NaN 1.213001e+10 1.158301 16.547320 11.447830
15 NaN 3.936515e+10 1.565864 30.386624 27.138582
16 NaN 3.936515e+10 1.565864 31.525091 28.211125
17 NaN 2.194619e+10 0.171306 19.775577 17.353506
18 NaN 2.656618e+10 2.064451 30.758436 27.754260
19 NaN 1.020529e+11 3.102752 27.751315 22.242735
20 NaN 1.477643e+11 0.000000 35.887883 31.565974
21 NaN 1.236815e+11 1.980983 22.935791 19.987696
22 NaN 1.578366e+10 0.000000 39.436288 36.710386
23 NaN 9.069029e+10 0.000000 22.702264 18.859350
24 NaN 4.249113e+10 3.151733 25.473181 22.043680
25 NaN 2.475107e+10 0.000000 19.360338 15.260732
26 NaN 7.248402e+09 1.853225 12.947138 9.329197
27 NaN 7.248402e+09 1.853225 36.351561 34.453357
28 NaN 7.119202e+10 2.914798 23.456749 20.351980
29 NaN 3.488800e+11 2.469136 25.726549 22.956997
... ... ... ... ... ...
12413 NaN 5.056250e+06 NaN 22.859685 16.645119
12414 NaN 8.320950e+06 0.000000 81.493460 79.300617
12415 NaN 2.231800e+06 0.000000 78.156825 75.013344
12416 204.61 4.904000e+05 0.000000 97.160296 93.114085
12417 4858.37 1.272500e+06 0.000000 90.846659 88.296387
12418 1854.69 4.690920e+07 NaN 96.218165 92.999192
12419 NaN 6.832300e+04 NaN 75.449487 72.047545
12420 NaN 1.816080e+06 NaN 74.187634 71.484255
12421 103911.95 1.804670e+07 0.000000 115.044379 111.937704
12422 NaN 5.030700e+01 0.000000 59.465937 53.903056
12423 16414.57 1.974000e+07 0.000000 140.402044 138.773417
12424 2380.24 8.902860e+06 0.000000 164.328290 162.099442
12425 118442.71 7.159768e+07 1.136364 55.908504 51.672950
12426 27038.98 2.870365e+06 NaN 88.419316 86.076473
12427 NaN 1.482800e+05 0.000000 79.368307 76.235804
12428 679.51 1.668300e+06 0.000000 161.337519 159.405776
12429 NaN 2.445486e+07 0.000000 96.730916 94.452050
12430 1685616.06 3.366201e+10 4.540667 28.783399 26.055381
12431 NaN 1.591600e+03 0.000000 60.543767 52.413945
12432 6918.39 2.174200e+06 0.000000 97.974849 94.845497
12433 5.91 2.711540e+06 0.000000 50.709342 44.623414
12434 48885.15 2.546355e+06 NaN 94.954097 92.144948
12435 17559.48 2.991680e+07 NaN 102.910850 98.506463
12436 NaN 4.347500e+05 0.000000 83.788255 81.578053
12437 NaN 7.026392e+06 0.000000 90.874567 86.446292
12438 31893.16 3.981330e+07 0.000000 85.369280 82.789530
12439 NaN 2.131700e+06 NaN 77.537124 74.378926
12440 NaN 3.367200e+05 NaN 47.306908 42.248501
12441 987.56 1.755824e+06 0.000000 178.738914 177.007604
12442 3525775.43 8.594196e+08 0.610920 48.361111 38.125260
HistBeta PredBeta DataDate
0 -0.000085 0.150476 20040716
1 0.000089 0.116351 20040716
2 -0.036917 0.201955 20040716
3 -0.185375 0.161895 20040716
4 -0.149066 0.134169 20040716
5 0.257742 0.502456 20040716
6 0.008490 0.038823 20040716
7 0.044130 0.028933 20040716
8 0.707947 1.078614 20040716
9 -0.069379 0.037051 20040716
10 0.170564 0.601165 20040716
11 0.435754 0.715039 20040716
12 0.049853 0.300666 20040716
13 0.287848 0.458368 20040716
14 0.000089 0.015458 20040716
15 0.033083 0.271970 20040716
16 0.402525 0.615982 20040716
17 0.129026 0.229044 20040716
18 0.320080 0.627885 20040716
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12439 0.689404 0.994077 20040716
12440 0.746897 1.051514 20040716
12441 0.867349 1.200102 20040716
12442 1.278527 1.498113 20040716
[12443 rows x 92 columns],
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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19 -1.901 0.000 ... NaN NaN
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21 -1.819 1.000 ... NaN NaN
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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2 NaN 6.117400e+10 2.551521 33.102847 30.362318
3 NaN 3.079637e+10 2.047502 27.482491 25.313339
4 NaN 4.505783e+10 2.544248 25.108729 21.008420
5 NaN 1.794956e+11 0.420875 21.344441 18.723532
6 NaN 1.160924e+10 6.493506 23.984779 16.969561
7 NaN 7.118458e+10 0.000000 25.045410 19.431375
8 NaN 1.479784e+10 0.509771 43.409384 35.096775
9 NaN 4.320952e+10 1.629630 22.170536 19.471826
10 NaN 2.819825e+10 0.000000 44.825845 35.117900
11 NaN 2.367311e+10 1.337154 20.945811 17.124311
12 NaN 6.814401e+09 2.312139 15.705981 11.510508
13 NaN 2.101147e+10 1.213697 26.714757 24.166423
14 NaN 1.215279e+10 1.158301 16.287760 11.347735
15 NaN 3.899658e+10 1.565864 30.097478 26.915729
16 NaN 3.899658e+10 1.565864 32.114104 28.706341
17 NaN 2.187659e+10 0.171306 19.618221 17.197223
18 NaN 2.669592e+10 2.064451 30.492619 27.494046
19 NaN 1.018069e+11 3.102752 27.208860 22.064200
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24 NaN 4.271109e+10 3.151733 25.241531 21.854287
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26 NaN 7.248402e+09 1.853225 12.912208 9.344743
27 NaN 7.248402e+09 1.853225 36.194172 34.315559
28 NaN 7.190277e+10 2.914798 23.320440 20.233663
29 NaN 3.503561e+11 2.469136 25.736287 22.953315
... ... ... ... ... ...
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12418 NaN 1.816080e+06 NaN 74.204492 71.556740
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HistBeta PredBeta DataDate
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2 -0.037192 0.199139 20040719
3 -0.186235 0.158249 20040719
4 -0.150057 0.117884 20040719
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6 0.008498 0.039298 20040719
7 0.044191 0.033316 20040719
8 0.709532 1.102415 20040719
9 -0.069588 0.038261 20040719
10 0.170940 0.619429 20040719
11 0.435772 0.703796 20040719
12 0.050231 0.307348 20040719
13 0.287089 0.452483 20040719
14 0.000092 0.022987 20040719
15 0.033021 0.255739 20040719
16 0.398992 0.553956 20040719
17 0.129007 0.222563 20040719
18 0.321493 0.621314 20040719
19 0.018668 0.210195 20040719
20 0.382143 0.616368 20040719
21 0.060332 0.180874 20040719
22 0.455126 0.710590 20040719
23 -0.015589 0.274898 20040719
24 0.280669 0.545729 20040719
25 0.105818 0.309891 20040719
26 0.001860 0.184161 20040719
27 0.019299 0.383702 20040719
28 0.314663 0.435582 20040719
29 0.094651 0.334045 20040719
... ... ... ...
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12437 0.690233 1.014248 20040719
12438 0.746331 1.059008 20040719
12439 0.881321 1.215816 20040719
12440 1.276044 1.458778 20040719
[12441 rows x 92 columns],
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2 USA0031 -0.820 0.000 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12441 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.913 0.000 ... NaN NaN
1 -1.912 0.000 ... NaN NaN
2 -1.973 0.000 ... NaN 400.0
3 -2.275 0.000 ... NaN NaN
4 -2.200 0.000 ... NaN 18160.0
5 -1.424 0.000 ... NaN 105.0
6 -1.898 0.000 ... NaN NaN
7 -1.827 0.000 ... NaN NaN
8 -0.553 0.000 ... NaN NaN
9 -2.048 0.865 ... NaN 29000.0
10 -1.583 0.000 ... NaN NaN
11 -1.078 0.000 ... NaN NaN
12 -1.814 0.000 ... NaN NaN
13 -1.461 0.000 ... NaN 1350.0
14 -1.912 0.000 ... NaN NaN
15 -1.856 0.000 ... NaN NaN
16 -1.214 0.000 ... NaN 385.0
17 -1.666 0.000 ... NaN 2670.0
18 -1.299 0.000 ... NaN NaN
19 -1.880 0.000 ... NaN NaN
20 -1.179 0.000 ... NaN NaN
21 -1.799 1.000 ... NaN NaN
22 -1.043 0.000 ... NaN NaN
23 -1.943 0.000 ... NaN 2865.0
24 -1.376 0.000 ... NaN NaN
25 -1.710 0.000 ... NaN NaN
26 -1.909 0.000 ... NaN NaN
27 -1.871 0.000 ... NaN NaN
28 -1.306 0.000 ... NaN 2553.0
29 -1.735 0.000 ... NaN 6250.0
... ... ... ... ... ...
12412 -1.912 0.000 ... NaN NaN
12413 -0.622 0.000 ... NaN 3750.0
12414 -0.607 0.000 ... NaN NaN
12415 0.611 0.000 ... NaN NaN
12416 -1.204 0.000 ... NaN 109400.0
12417 -0.022 0.000 ... NaN 75444.0
12418 -0.418 0.000 ... NaN 13100.0
12419 -1.108 0.000 ... NaN 10000.0
12420 0.270 0.000 ... NaN 119126.0
12421 -0.302 0.000 ... NaN NaN
12422 -0.255 0.000 ... NaN 120920.0
12423 0.436 0.000 ... NaN NaN
12424 -1.855 0.000 ... NaN 1700.0
12425 -1.613 0.000 ... NaN 57000.0
12426 -1.012 0.000 ... NaN NaN
12427 0.168 0.000 ... NaN 1750.0
12428 -1.087 0.000 ... NaN 22000.0
12429 -1.483 1.000 ... NaN 28000.0
12430 0.253 0.000 ... NaN NaN
12431 -0.129 0.000 ... NaN NaN
12432 -1.010 0.000 ... NaN NaN
12433 0.222 0.000 ... NaN 5856126.0
12434 0.777 0.000 ... NaN 16785.0
12435 -1.115 1.000 ... NaN NaN
12436 -0.509 0.000 ... NaN 0.0
12437 -0.095 0.000 ... NaN 2300.0
12438 -0.578 1.000 ... NaN NaN
12439 -0.461 0.000 ... NaN NaN
12440 0.180 0.000 ... NaN 4000.0
12441 0.533 0.000 ... NaN 102100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.391094e+10 0.150875 17.391882 12.468819
1 NaN 6.463808e+09 0.000000 20.279002 14.751945
2 NaN 6.154921e+10 2.551521 32.776160 30.003272
3 NaN 3.083073e+10 2.047502 27.240714 24.960125
4 NaN 4.567105e+10 2.544248 25.024465 20.754900
5 NaN 1.794434e+11 0.420875 20.949796 18.468401
6 NaN 1.135531e+10 6.493506 24.100935 17.020051
7 NaN 7.296388e+10 0.000000 24.844304 19.137340
8 NaN 1.510644e+10 0.509771 42.827991 34.745955
9 NaN 4.312845e+10 1.629630 21.956318 19.192705
10 NaN 2.902217e+10 0.000000 44.365668 34.692931
11 NaN 2.370851e+10 1.337154 20.795888 17.061842
12 NaN 6.744810e+09 2.312139 15.582462 11.354008
13 NaN 2.099264e+10 1.213697 26.935422 24.366470
14 NaN 1.225149e+10 1.158301 16.367515 11.288774
15 NaN 3.906869e+10 1.565864 29.822396 26.562058
16 NaN 3.906869e+10 1.565864 31.687034 28.551477
17 NaN 2.185484e+10 0.171306 19.373597 16.914832
18 NaN 2.665495e+10 2.064451 30.149831 27.150316
19 NaN 1.013790e+11 3.102752 27.256204 21.908743
20 NaN 1.505134e+11 0.000000 35.152944 30.913985
21 NaN 1.224588e+11 1.980983 22.352754 19.388921
22 NaN 1.710458e+10 0.000000 38.775681 36.014492
23 NaN 9.217534e+10 0.000000 22.310489 18.416920
24 NaN 4.274108e+10 3.151733 24.874550 21.503356
25 NaN 2.622407e+10 0.000000 18.986553 14.904191
26 NaN 7.107963e+09 1.853225 12.955479 9.278017
27 NaN 7.107963e+09 1.853225 35.787272 33.842971
28 NaN 7.232144e+10 2.914798 23.065991 19.944384
29 NaN 3.501452e+11 2.469136 25.472669 22.622864
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 22.452730 16.285083
12413 6936.64 8.320950e+06 0.000000 79.768965 77.523697
12414 NaN 2.231800e+06 0.000000 76.933503 73.872825
12415 NaN 4.904000e+05 0.000000 96.591257 92.333354
12416 5442.17 1.972375e+06 0.000000 93.851518 91.235570
12417 5162.14 3.860988e+07 NaN 97.227376 94.006396
12418 229.03 2.732920e+04 NaN 73.623984 70.256712
12419 1251.07 2.270100e+06 NaN 74.945748 72.178933
12420 93533.28 1.767840e+07 0.000000 113.408064 110.163555
12421 NaN 5.030700e+01 0.000000 58.782146 53.002589
12422 16443.33 1.974000e+07 0.000000 138.128850 136.487993
12423 NaN 8.902860e+06 0.000000 162.129016 159.744771
12424 118581.76 7.398600e+07 1.136364 55.152606 50.955091
12425 11140.24 2.566444e+06 NaN 87.564617 85.282514
12426 NaN 1.482800e+05 0.000000 78.725248 75.565220
12427 680.99 1.668300e+06 0.000000 159.107481 156.940885
12428 4215.16 2.147256e+07 0.000000 94.753853 92.500672
12429 1719210.20 3.312148e+10 4.540667 35.278879 33.351588
12430 NaN 1.591600e+03 0.000000 59.390852 51.208109
12431 NaN 2.174200e+06 0.000000 93.824514 90.835686
12432 NaN 2.711540e+06 0.000000 49.726246 44.019281
12433 42256.49 2.037084e+06 NaN 89.233986 85.756756
12434 16892.30 2.898190e+07 NaN 101.889991 97.398201
12435 NaN 4.347500e+05 0.000000 81.199432 78.956165
12436 NaN 6.592733e+06 0.000000 89.630480 85.144273
12437 32525.66 3.895710e+07 0.000000 83.862502 81.248487
12438 NaN 2.131700e+06 NaN 76.126753 72.912368
12439 NaN 3.367200e+05 NaN 46.953241 41.948554
12440 1225.06 2.194780e+06 0.000000 195.131979 193.263946
12441 3516247.95 8.646694e+08 0.610920 47.748298 37.597170
HistBeta PredBeta DataDate
0 -0.000118 0.106241 20040720
1 0.000070 0.073031 20040720
2 -0.031091 0.169679 20040720
3 -0.186824 0.131598 20040720
4 -0.148042 0.096123 20040720
5 0.252093 0.466915 20040720
6 0.007696 -0.001466 20040720
7 0.044209 0.027201 20040720
8 0.700892 1.097374 20040720
9 -0.069954 0.017500 20040720
10 0.169822 0.607942 20040720
11 0.430501 0.712299 20040720
12 0.050736 0.298234 20040720
13 0.232576 0.458176 20040720
14 0.000070 -0.003700 20040720
15 0.029360 0.231199 20040720
16 0.360347 0.573481 20040720
17 0.127097 0.209082 20040720
18 0.316456 0.593440 20040720
19 0.016932 0.164420 20040720
20 0.378451 0.610694 20040720
21 0.058550 0.161710 20040720
22 0.448302 0.695394 20040720
23 -0.015601 0.256220 20040720
24 0.276812 0.522661 20040720
25 0.104374 0.282465 20040720
26 0.001611 0.162362 20040720
27 0.021651 0.381892 20040720
28 0.312950 0.434755 20040720
29 0.091741 0.316710 20040720
... ... ... ...
12412 0.000070 0.030225 20040720
12413 0.665494 0.889395 20040720
12414 0.673147 1.025258 20040720
12415 1.301227 1.634117 20040720
12416 0.365130 0.771277 20040720
12417 0.974799 1.315870 20040720
12418 0.770590 1.133662 20040720
12419 0.414869 0.689329 20040720
12420 1.125427 1.468965 20040720
12421 0.830136 1.326595 20040720
12422 0.854575 1.141819 20040720
12423 1.210811 1.590727 20040720
12424 0.029688 0.321587 20040720
12425 0.154480 0.614614 20040720
12426 0.464094 0.943070 20040720
12427 1.072863 1.444625 20040720
12428 0.425640 0.781317 20040720
12429 0.221263 0.354039 20040720
12430 1.116648 1.304955 20040720
12431 0.919505 1.224880 20040720
12432 0.465358 0.880755 20040720
12433 1.100746 1.457457 20040720
12434 1.386905 1.740397 20040720
12435 0.410961 0.675640 20040720
12436 0.723522 1.127139 20040720
12437 0.937032 1.116761 20040720
12438 0.687991 1.033858 20040720
12439 0.748664 1.099391 20040720
12440 1.078825 1.419618 20040720
12441 1.260993 1.439685 20040720
[12442 rows x 92 columns],
'20040721': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.862 0.000 0.0
1 USA0011 -0.188 0.000 0.0
2 USA0031 0.390 0.000 0.0
3 USA0062 0.928 0.432 0.0
4 USA00E2 0.710 0.000 0.0
5 USA00F1 0.074 0.000 0.0
6 USA00G2 0.615 0.000 0.0
7 USA00H1 -0.454 0.000 0.0
8 USA00I1 -0.825 0.000 0.0
9 USA00J1 -0.362 0.000 0.0
10 USA00K1 -0.771 0.000 0.0
11 USA00P1 -0.051 0.000 0.0
12 USA00R1 0.473 0.000 0.0
13 USA00S1 -1.153 0.000 0.0
14 USA00V1 0.256 0.000 0.0
15 USA0131 0.973 1.000 0.0
16 USA0161 0.679 1.000 0.0
17 USA01I1 -0.078 0.000 0.0
18 USA01J2 -0.926 0.000 0.0
19 USA01L1 -0.136 0.000 0.0
20 USA01P1 0.209 0.000 0.0
21 USA01Q1 -0.686 0.000 0.0
22 USA0202 -0.295 0.000 0.0
23 USA0231 0.537 0.000 0.0
24 USA0281 0.559 0.000 0.0
25 USA0291 0.339 0.000 0.0
26 USA02A1 0.806 0.000 0.0
27 USA02B1 0.157 0.000 0.0
28 USA02H1 0.148 0.000 0.0
29 USA02P1 0.444 0.144 0.0
... ... ... ... ...
12412 USAZY41 0.788 0.000 0.0
12413 USAZY51 -0.381 0.000 0.0
12414 USAZY61 0.140 0.000 0.0
12415 USAZY71 -2.729 0.000 0.0
12416 USAZYI1 1.865 0.000 0.0
12417 USAZYJ1 -0.862 0.000 0.0
12418 USAZYK1 -0.281 0.000 0.0
12419 USAZYM1 -1.171 0.000 0.0
12420 USAZYR1 -1.637 0.000 0.0
12421 USAZYS1 -0.701 0.000 0.0
12422 USAZYT1 -2.516 0.000 0.0
12423 USAZYV1 -2.729 0.000 0.0
12424 USAZYX1 -0.179 0.000 0.0
12425 USAZZ41 -2.729 0.000 0.0
12426 USAZZ51 -0.423 0.000 0.0
12427 USAZZ61 -0.720 0.000 0.0
12428 USAZZ71 -0.324 0.000 0.0
12429 USAZZ81 0.114 0.000 0.0
12430 USAZZ91 -1.356 0.000 0.0
12431 USAZZA1 -0.834 0.000 0.0
12432 USAZZB1 -0.119 0.000 0.0
12433 USAZZD1 -0.999 0.000 0.0
12434 USAZZF1 -2.334 0.000 0.0
12435 USAZZI1 -1.333 0.000 0.0
12436 USAZZJ1 1.757 0.000 0.0
12437 USAZZL1 -0.465 0.000 0.0
12438 USAZZP1 -1.546 0.000 0.0
12439 USAZZR1 -0.667 0.000 0.0
12440 USAZZX1 -0.941 0.000 0.0
12441 USAZZY1 0.511 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.855 0.000 ... NaN NaN
1 -1.855 0.000 ... NaN NaN
2 -1.915 0.000 ... NaN 400.0
3 -2.180 0.000 ... NaN NaN
4 -2.123 0.000 ... NaN 18160.0
5 -1.394 0.000 ... NaN 105.0
6 -1.839 0.000 ... NaN NaN
7 -1.777 0.000 ... NaN NaN
8 -0.580 0.000 ... NaN NaN
9 -1.977 0.865 ... NaN 29000.0
10 -1.551 0.000 ... NaN NaN
11 -1.040 0.000 ... NaN NaN
12 -1.756 0.000 ... NaN NaN
13 -1.420 0.000 ... NaN NaN
14 -1.855 0.000 ... NaN NaN
15 -1.791 0.000 ... NaN NaN
16 -1.212 0.000 ... NaN 285.0
17 -1.617 0.000 ... NaN 2670.0
18 -1.396 0.000 ... NaN 26750.0
19 -1.819 0.000 ... NaN NaN
20 -1.167 0.000 ... NaN NaN
21 -1.746 1.000 ... NaN NaN
22 -1.013 0.000 ... NaN NaN
23 -1.879 0.000 ... NaN 2865.0
24 -1.352 0.000 ... NaN NaN
25 -1.664 0.000 ... NaN NaN
26 -1.851 0.000 ... NaN NaN
27 -1.882 0.000 ... NaN 1500.0
28 -1.284 0.000 ... NaN 2553.0
29 -1.683 0.000 ... NaN 6250.0
... ... ... ... ... ...
12412 -1.855 0.000 ... NaN NaN
12413 -0.611 0.000 ... NaN NaN
12414 -0.604 0.000 ... NaN NaN
12415 0.246 0.000 ... NaN 9000.0
12416 -1.095 0.000 ... NaN 15000.0
12417 -0.036 0.000 ... NaN NaN
12418 -0.412 0.000 ... NaN NaN
12419 -1.066 0.000 ... NaN NaN
12420 0.233 0.000 ... NaN 145764.0
12421 -0.300 0.000 ... NaN NaN
12422 -0.319 0.000 ... NaN 54200.0
12423 0.351 0.000 ... NaN 68500.0
12424 -1.790 0.000 ... NaN 1700.0
12425 -1.689 0.000 ... NaN 68000.0
12426 -0.985 0.000 ... NaN NaN
12427 0.130 0.000 ... NaN 438800.0
12428 -1.038 0.000 ... NaN NaN
12429 -1.335 1.000 ... NaN 27600.0
12430 0.235 0.000 ... NaN NaN
12431 -0.125 0.000 ... NaN NaN
12432 -0.945 0.000 ... NaN NaN
12433 0.196 0.000 ... NaN 77768720.0
12434 0.736 0.000 ... NaN 5017.0
12435 -1.077 1.000 ... NaN NaN
12436 -0.367 0.000 ... NaN 0.0
12437 -0.108 0.000 ... NaN 11000.0
12438 -0.552 1.000 ... NaN NaN
12439 -0.445 0.000 ... NaN NaN
12440 0.178 0.000 ... NaN NaN
12441 0.575 0.000 ... NaN 64800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.269149e+10 0.150875 18.187419 12.940056
1 NaN 6.004802e+09 0.000000 21.233730 15.494190
2 NaN 6.059556e+10 2.551521 34.001712 31.183747
3 NaN 3.144047e+10 2.047502 28.641905 26.208189
4 NaN 4.625760e+10 2.544248 25.955536 21.589025
5 NaN 1.757126e+11 0.420875 22.236181 19.292923
6 NaN 1.136324e+10 6.493506 25.015616 17.701305
7 NaN 7.149180e+10 0.000000 26.674406 20.618979
8 NaN 1.477553e+10 0.509771 45.507076 36.747124
9 NaN 4.230966e+10 1.629630 23.126459 20.209281
10 NaN 2.782833e+10 0.000000 47.405641 37.056125
11 NaN 2.363772e+10 1.337154 21.965126 17.762351
12 NaN 6.622197e+09 2.312139 16.337399 11.790305
13 NaN 2.034295e+10 1.213697 28.605722 25.733049
14 NaN 1.207180e+10 1.158301 17.025013 11.764292
15 NaN 3.823540e+10 1.565864 31.027700 27.538358
16 NaN 3.823540e+10 1.565864 33.056384 29.648012
17 NaN 2.177219e+10 0.171306 20.386149 17.731462
18 NaN 2.627255e+10 2.064451 32.133436 29.044248
19 NaN 1.004804e+11 3.102752 28.289336 22.837745
20 NaN 1.453589e+11 0.000000 36.694588 32.198531
21 NaN 1.203070e+11 1.980983 23.740924 20.572365
22 NaN 1.636325e+10 0.000000 40.743139 37.593043
23 NaN 9.092073e+10 0.000000 23.384731 19.297941
24 NaN 4.214121e+10 3.151733 26.022451 22.341196
25 NaN 2.595844e+10 0.000000 19.962255 15.697842
26 NaN 7.752838e+09 1.853225 13.731175 9.638464
27 NaN 7.752838e+09 1.853225 37.424127 35.355324
28 NaN 6.971210e+10 2.914798 24.159155 20.757898
29 NaN 3.437138e+11 2.469136 26.637941 23.565510
... ... ... ... ... ...
12412 NaN 5.056250e+06 NaN 23.576793 17.145784
12413 NaN 8.320950e+06 0.000000 83.039846 80.597471
12414 NaN 2.231800e+06 0.000000 79.724433 76.329879
12415 180.98 9.808000e+05 0.000000 97.641969 93.367043
12416 5544.44 1.908750e+06 0.000000 99.515211 96.947152
12417 NaN 3.860988e+07 NaN 100.103985 96.657717
12418 NaN 2.732920e+04 NaN 70.358315 65.957189
12419 NaN 2.270100e+06 NaN 83.572974 80.979115
12420 92276.95 1.767840e+07 0.000000 118.313464 114.915463
12421 NaN 5.030700e+01 0.000000 61.346012 55.222093
12422 17245.70 2.023350e+07 0.000000 144.409817 142.598849
12423 2554.78 9.348003e+06 0.000000 169.671255 167.147425
12424 119566.33 7.414176e+07 1.136364 57.366925 53.031919
12425 10036.90 2.701520e+06 NaN 91.722543 89.443216
12426 NaN 1.482800e+05 0.000000 82.068136 78.724651
12427 726.73 1.668300e+06 0.000000 166.259558 163.959301
12428 NaN 2.147256e+07 0.000000 99.535450 97.118845
12429 1687370.87 3.249316e+10 4.540667 26.135141 22.953029
12430 NaN 1.591600e+03 0.000000 62.384524 53.650930
12431 NaN 2.174200e+06 0.000000 98.214702 94.899771
12432 NaN 2.711540e+06 0.000000 52.099852 45.908799
12433 53388.83 2.037084e+06 NaN 92.777767 89.019076
12434 16824.64 2.916888e+07 NaN 106.440056 101.609013
12435 NaN 4.347500e+05 0.000000 85.402865 82.938442
12436 NaN 6.311971e+06 0.000000 93.634125 88.673518
12437 34775.66 3.852900e+07 0.000000 87.472016 84.595159
12438 NaN 2.131700e+06 NaN 80.055676 76.545944
12439 NaN 3.367200e+05 NaN 49.344863 43.800703
12440 NaN 2.194780e+06 0.000000 203.914184 202.016787
12441 3478423.67 8.445967e+08 0.610920 50.141090 39.078845
HistBeta PredBeta DataDate
0 -0.000046 0.145515 20040721
1 0.000106 0.094257 20040721
2 -0.031896 0.213962 20040721
3 -0.171881 0.200854 20040721
4 -0.141643 0.160935 20040721
5 0.244542 0.500144 20040721
6 0.008687 0.047884 20040721
7 0.041487 0.056262 20040721
8 0.676145 1.060441 20040721
9 -0.064550 0.052189 20040721
10 0.160994 0.629341 20040721
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12438 0.690862 1.000047 20040721
12439 0.747192 1.086101 20040721
12440 1.077444 1.315392 20040721
12441 1.287937 1.472362 20040721
[12442 rows x 92 columns],
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12446 USAZZY1 1.009 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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17 -1.623 0.000 ... NaN 2670.0
18 -1.402 0.000 ... NaN NaN
19 -1.823 0.000 ... NaN NaN
20 -1.185 0.000 ... NaN 2000.0
21 -1.749 1.000 ... NaN NaN
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12422 -0.063 0.000 ... NaN 249.0
12423 -0.427 0.000 ... NaN 2200.0
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12426 -0.304 0.000 ... NaN NaN
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12428 0.350 0.000 ... NaN 580.0
12429 -1.809 0.000 ... NaN 5800.0
12430 -1.685 0.000 ... NaN 19350.0
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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2 NaN 6.139287e+10 2.551521 34.252503 31.396852
3 NaN 3.143188e+10 2.047502 28.990120 26.505668
4 NaN 4.755068e+10 2.544248 26.073792 21.686356
5 NaN 1.753996e+11 0.420875 22.340166 19.494459
6 NaN 1.129976e+10 6.493506 25.208498 17.849370
7 NaN 7.181181e+10 0.000000 27.132451 20.921880
8 NaN 1.515106e+10 0.509771 46.362464 37.182082
9 NaN 4.201781e+10 1.629630 23.484287 20.445873
10 NaN 2.846729e+10 0.000000 48.025533 37.501478
11 NaN 2.353743e+10 1.337154 21.804086 17.786059
12 NaN 6.645394e+09 2.312139 16.922901 12.312256
13 NaN 2.024879e+10 1.213697 28.792386 25.979563
14 NaN 1.187187e+10 1.158301 17.468655 12.117498
15 NaN 3.789887e+10 1.565864 31.411179 27.818278
16 NaN 3.789887e+10 1.565864 33.699786 30.219381
17 NaN 2.220720e+10 0.171306 20.282000 17.797652
18 NaN 2.510488e+10 2.064451 32.421142 29.337676
19 NaN 1.008120e+11 3.102752 28.444138 22.967940
20 NaN 1.472145e+11 0.000000 39.676444 35.147146
21 NaN 1.197446e+11 1.980983 24.112479 20.837726
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23 NaN 9.140721e+10 0.000000 23.549477 19.402188
24 NaN 4.206122e+10 3.151733 26.166381 22.525429
25 NaN 2.612748e+10 0.000000 20.121690 15.810825
26 NaN 7.629595e+09 1.853225 14.214229 10.163026
27 NaN 7.629595e+09 1.853225 39.837084 37.441160
28 NaN 6.851453e+10 2.914798 24.247903 20.845597
29 NaN 3.466659e+11 2.469136 26.821859 23.780492
... ... ... ... ... ...
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12418 8054.82 8.320950e+06 0.000000 83.989564 81.526340
12419 NaN 2.231800e+06 0.000000 81.454563 78.056848
12420 191.33 9.808000e+05 0.000000 104.778910 101.236119
12421 5729.21 1.908750e+06 0.000000 101.263570 98.681851
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12423 196.40 2.732920e+04 NaN 71.034819 66.739305
12424 NaN 2.270100e+06 NaN 84.296792 81.688432
12425 91842.01 1.583690e+07 0.000000 120.628269 117.150903
12426 NaN 5.030700e+01 0.000000 61.708872 55.523374
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12431 NaN 1.482800e+05 0.000000 82.622860 79.261823
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12433 4246.98 2.087610e+07 0.000000 100.977834 98.583789
12434 1464099.63 3.231956e+10 4.540667 26.404004 23.260412
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12439 17020.54 2.804700e+07 NaN 108.174741 103.511964
12440 NaN 4.347500e+05 0.000000 85.954845 83.491720
12441 NaN 6.341627e+06 0.000000 94.239638 89.409323
12442 35798.39 3.852900e+07 0.000000 88.125268 85.281619
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12444 NaN 3.367200e+05 NaN 49.458624 43.998774
12445 NaN 2.194780e+06 0.000000 204.421965 202.586419
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HistBeta PredBeta DataDate
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1 0.000102 0.075408 20040722
2 -0.032187 0.199089 20040722
3 -0.173346 0.163206 20040722
4 -0.142831 0.146516 20040722
5 0.243560 0.474350 20040722
6 0.008630 0.024426 20040722
7 0.041493 0.063181 20040722
8 0.675587 1.131499 20040722
9 -0.064907 0.029391 20040722
10 0.161008 0.656683 20040722
11 0.427606 0.742100 20040722
12 0.047259 0.292470 20040722
13 0.230677 0.434614 20040722
14 0.000102 0.012160 20040722
15 0.033333 0.251138 20040722
16 0.335980 0.588497 20040722
17 0.124923 0.240429 20040722
18 0.242140 0.523694 20040722
19 0.018948 0.174419 20040722
20 0.356892 0.670928 20040722
21 0.057766 0.159682 20040722
22 0.440046 0.703127 20040722
23 -0.012740 0.278041 20040722
24 0.265621 0.514194 20040722
25 0.101254 0.327779 20040722
26 0.001954 0.157684 20040722
27 0.000753 0.300425 20040722
28 0.302088 0.438328 20040722
29 0.091053 0.333929 20040722
... ... ... ...
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12418 0.659163 0.871900 20040722
12419 0.668699 0.997756 20040722
12420 1.113977 1.295315 20040722
12421 0.405682 0.757801 20040722
12422 0.951798 1.319021 20040722
12423 0.758702 1.185178 20040722
12424 0.417396 0.622241 20040722
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12426 0.824002 1.297131 20040722
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12429 0.025919 0.327750 20040722
12430 0.092155 0.466110 20040722
12431 0.460554 0.922318 20040722
12432 1.050681 1.391387 20040722
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12434 0.272532 0.372082 20040722
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12436 0.910502 1.266959 20040722
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12441 0.784758 1.153662 20040722
12442 0.922970 1.093782 20040722
12443 0.690406 0.992483 20040722
12444 0.746904 1.085902 20040722
12445 1.077679 1.329148 20040722
12446 1.280583 1.484160 20040722
[12447 rows x 92 columns],
'20040723': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.216 0.000 0.0
2 USA0031 0.004 0.000 0.0
3 USA0062 0.735 0.432 0.0
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20 USA01P1 -0.082 0.000 0.0
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29 USA02P1 0.304 0.144 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.848 0.000 ... NaN NaN
1 -1.848 0.000 ... NaN NaN
2 -1.908 0.000 ... NaN 400.0
3 -2.157 0.000 ... NaN NaN
4 -2.106 0.000 ... NaN 18160.0
5 -1.398 0.000 ... NaN 105.0
6 -1.830 0.000 ... NaN NaN
7 -1.772 0.000 ... NaN NaN
8 -0.598 0.000 ... NaN NaN
9 -1.965 0.865 ... NaN 29000.0
10 -1.552 0.000 ... NaN NaN
11 -1.043 0.000 ... NaN NaN
12 -1.756 0.000 ... NaN NaN
13 -1.416 0.000 ... NaN NaN
14 -1.848 0.000 ... NaN NaN
15 -1.777 0.000 ... NaN NaN
16 -1.225 0.000 ... NaN NaN
17 -1.614 0.000 ... NaN 2670.0
18 -1.400 0.000 ... NaN NaN
19 -1.809 0.000 ... NaN NaN
20 -1.191 0.000 ... NaN NaN
21 -1.739 1.000 ... NaN NaN
22 -0.888 0.000 ... NaN 117380.0
23 -1.868 0.000 ... NaN 2865.0
24 -1.358 0.000 ... NaN NaN
25 -1.660 0.000 ... NaN NaN
26 -1.844 0.000 ... NaN NaN
27 -1.789 0.000 ... NaN 100.0
28 -1.290 0.000 ... NaN 2553.0
29 -1.675 0.000 ... NaN 6250.0
... ... ... ... ... ...
12420 -1.848 0.000 ... NaN NaN
12421 -0.612 0.000 ... NaN NaN
12422 -0.597 0.000 ... NaN 1000.0
12423 0.244 0.000 ... NaN NaN
12424 -1.223 0.000 ... NaN 50114.0
12425 -0.070 0.000 ... NaN NaN
12426 -0.422 0.000 ... NaN 120.0
12427 -1.050 0.000 ... NaN 20000.0
12428 0.242 0.000 ... NaN 354153.0
12429 -0.300 0.000 ... NaN NaN
12430 -0.393 0.000 ... NaN 148552.0
12431 0.342 0.000 ... NaN 27400.0
12432 -1.668 0.000 ... NaN 6000.0
12433 -1.797 0.000 ... NaN 111109.0
12434 -0.971 0.000 ... NaN NaN
12435 0.115 0.000 ... NaN 4150.0
12436 -0.839 0.000 ... NaN 14000.0
12437 -1.308 1.000 ... NaN 34200.0
12438 0.219 0.000 ... NaN NaN
12439 -0.135 0.000 ... NaN NaN
12440 -0.915 0.000 ... NaN NaN
12441 0.172 0.000 ... NaN 2657000.0
12442 0.716 0.000 ... NaN 6286.0
12443 -1.061 1.000 ... NaN NaN
12444 -0.479 0.000 ... NaN 0.0
12445 -0.069 0.000 ... NaN 11600.0
12446 -0.535 1.000 ... NaN NaN
12447 -0.437 0.000 ... NaN NaN
12448 0.174 0.000 ... NaN 377500.0
12449 0.605 0.000 ... NaN 78300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.117218e+10 0.150875 18.699928 13.496337
1 NaN 6.023665e+09 0.000000 22.461217 16.778749
2 NaN 6.039233e+10 2.551521 35.247721 32.437128
3 NaN 3.113989e+10 2.047502 29.795411 27.413925
4 NaN 4.665752e+10 2.544248 26.716554 22.382993
5 NaN 1.776694e+11 0.420875 22.909803 20.070393
6 NaN 1.112519e+10 6.493506 27.241257 19.552251
7 NaN 7.086456e+10 0.000000 27.705186 21.619659
8 NaN 1.459707e+10 0.509771 47.765791 38.597406
9 NaN 4.170164e+10 1.629630 24.514214 21.277475
10 NaN 2.749203e+10 0.000000 49.287308 38.878874
11 NaN 2.337226e+10 1.337154 22.499496 18.386602
12 NaN 6.626615e+09 2.312139 17.314642 12.745323
13 NaN 2.028175e+10 1.213697 29.782857 26.940321
14 NaN 1.176811e+10 1.158301 17.880020 12.535944
15 NaN 3.770658e+10 1.565864 32.257842 28.749472
16 NaN 3.770658e+10 1.565864 34.692808 31.222809
17 NaN 2.213760e+10 0.171306 20.834404 18.388275
18 NaN 2.499904e+10 2.064451 33.624362 30.404976
19 NaN 1.002344e+11 3.102752 29.219251 23.748313
20 NaN 1.439156e+11 0.000000 40.757803 36.330888
21 NaN 1.104526e+11 1.980983 25.670497 22.045176
22 NaN 1.624194e+10 0.000000 43.299101 39.799067
23 NaN 8.997337e+10 0.000000 24.164328 20.039880
24 NaN 4.227118e+10 3.151733 26.803151 23.260599
25 NaN 2.576527e+10 0.000000 20.610532 16.324924
26 NaN 7.586604e+09 1.853225 14.568134 10.533427
27 NaN 7.586604e+09 1.853225 40.807858 38.770242
28 NaN 6.803745e+10 2.914798 24.933627 21.518702
29 NaN 3.428703e+11 2.469136 27.584219 24.548034
... ... ... ... ... ...
12420 NaN 5.056250e+06 NaN 24.734826 18.314431
12421 NaN 8.320950e+06 0.000000 87.928071 85.483541
12422 36.36 2.231800e+06 0.000000 85.872955 82.588822
12423 NaN 9.808000e+05 0.000000 109.465826 105.886672
12424 5776.69 2.163250e+06 0.000000 104.123054 101.420495
12425 NaN 3.067140e+07 NaN 102.519633 98.854992
12426 191.91 2.732920e+04 NaN 74.520244 70.222452
12427 1341.98 2.270100e+06 NaN 93.650577 91.094619
12428 89185.58 1.546860e+07 0.000000 125.760914 122.351864
12429 NaN 5.030700e+01 0.000000 64.155765 57.924373
12430 20514.88 2.072700e+07 0.000000 153.227274 151.475757
12431 2275.63 9.348003e+06 0.000000 180.644865 178.279463
12432 127589.48 7.102656e+07 1.136364 60.273738 55.590609
12433 6822.16 3.039210e+06 NaN 97.722652 95.487475
12434 NaN 1.482800e+05 0.000000 86.083300 82.691326
12435 569.79 1.668300e+06 0.000000 177.048265 174.762195
12436 4437.89 1.789380e+07 0.000000 107.090879 104.454997
12437 1407279.63 3.208924e+10 4.540667 27.546411 24.099922
12438 NaN 1.591600e+03 0.000000 64.555745 55.938972
12439 NaN 1.848070e+06 0.000000 101.705880 98.098027
12440 NaN 2.711540e+06 0.000000 54.172215 47.884264
12441 48993.81 1.527813e+06 NaN 97.298586 93.555465
12442 16184.84 2.804700e+07 NaN 112.130186 107.532177
12443 NaN 4.347500e+05 0.000000 91.795205 89.299540
12444 NaN 6.542724e+06 0.000000 97.919447 93.289068
12445 36992.03 3.724470e+07 0.000000 91.702660 88.688991
12446 NaN 2.131700e+06 NaN 88.930482 85.774832
12447 NaN 3.367200e+05 NaN 51.460917 45.864629
12448 1523.38 2.194780e+06 0.000000 216.590749 214.763090
12449 3276076.71 8.152597e+08 0.610920 52.581790 41.505696
HistBeta PredBeta DataDate
0 -0.000004 0.139375 20040723
1 0.000125 0.082095 20040723
2 -0.032177 0.201647 20040723
3 -0.164368 0.205368 20040723
4 -0.137262 0.159213 20040723
5 0.239335 0.486749 20040723
6 0.009346 0.053562 20040723
7 0.040137 0.065061 20040723
8 0.664921 1.101316 20040723
9 -0.062338 0.028307 20040723
10 0.157280 0.641191 20040723
11 0.428471 0.737934 20040723
12 0.048691 0.305529 20040723
13 0.229765 0.436091 20040723
14 0.000125 0.028319 20040723
15 0.037678 0.275395 20040723
16 0.331410 0.576884 20040723
17 0.124403 0.247848 20040723
18 0.238183 0.553985 20040723
19 0.020641 0.187254 20040723
20 0.349685 0.648714 20040723
21 0.057781 0.155569 20040723
22 0.510984 0.823711 20040723
23 -0.010765 0.277161 20040723
24 0.260455 0.533634 20040723
25 0.100134 0.323200 20040723
26 0.002236 0.166812 20040723
27 0.031492 0.366606 20040723
28 0.296647 0.437213 20040723
29 0.091911 0.348423 20040723
... ... ... ...
12420 0.000125 0.037210 20040723
12421 0.657878 0.874485 20040723
12422 0.665786 1.011324 20040723
12423 1.113121 1.289218 20040723
12424 0.332644 0.665714 20040723
12425 0.946202 1.351938 20040723
12426 0.758908 1.187935 20040723
12427 0.424795 0.622475 20040723
12428 1.112363 1.432993 20040723
12429 0.823469 1.272823 20040723
12430 0.774178 0.993335 20040723
12431 1.165580 1.444987 20040723
12432 0.095720 0.446451 20040723
12433 0.027297 0.418091 20040723
12434 0.466656 0.928789 20040723
12435 1.044572 1.371455 20040723
12436 0.536959 0.968187 20040723
12437 0.287548 0.377775 20040723
12438 1.100072 1.252166 20040723
12439 0.911534 1.283722 20040723
12440 0.496687 0.912475 20040723
12441 1.075010 1.403028 20040723
12442 1.364469 1.641768 20040723
12443 0.418756 0.648458 20040723
12444 0.728470 1.056145 20040723
12445 0.946609 1.162116 20040723
12446 0.698821 0.980718 20040723
12447 0.750867 1.081479 20040723
12448 1.076107 1.317337 20040723
12449 1.305442 1.514966 20040723
[12450 rows x 92 columns],
'20040726': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.340 0.000 0.0
1 USA0011 -0.239 0.000 0.0
2 USA0031 -0.452 0.000 0.0
3 USA0062 0.894 0.432 0.0
4 USA00E2 -0.743 0.000 0.0
5 USA00F1 0.340 0.000 0.0
6 USA00G2 1.720 0.000 0.0
7 USA00H1 -0.115 0.000 0.0
8 USA00I1 -0.808 0.000 0.0
9 USA00J1 0.057 0.000 0.0
10 USA00K1 0.057 0.000 0.0
11 USA00P1 -0.167 0.000 0.0
12 USA00R1 0.032 0.000 0.0
13 USA00S1 -0.108 0.000 0.0
14 USA00V1 -0.151 0.000 0.0
15 USA0131 -0.071 1.000 0.0
16 USA0161 -0.651 1.000 0.0
17 USA01I1 -0.349 0.000 0.0
18 USA01J2 0.475 0.000 0.0
19 USA01L1 -0.483 0.000 0.0
20 USA01P1 -0.510 0.000 0.0
21 USA01Q1 0.067 0.000 0.0
22 USA0202 -1.158 0.000 0.0
23 USA0231 0.170 0.000 0.0
24 USA0281 0.134 0.000 0.0
25 USA0291 0.096 0.000 0.0
26 USA02A1 0.213 0.000 0.0
27 USA02B1 -0.196 0.000 0.0
28 USA02H1 0.274 0.000 0.0
29 USA02P1 -0.007 0.144 0.0
... ... ... ... ...
12419 USAZY41 -0.066 0.000 0.0
12420 USAZY51 -0.734 0.000 0.0
12421 USAZY61 -0.326 0.000 0.0
12422 USAZY71 2.869 0.000 0.0
12423 USAZYI1 -0.131 0.000 0.0
12424 USAZYJ1 -2.774 0.000 0.0
12425 USAZYK1 -0.509 0.000 0.0
12426 USAZYM1 -0.992 0.000 0.0
12427 USAZYR1 2.267 0.000 0.0
12428 USAZYS1 -0.457 0.000 0.0
12429 USAZYT1 -2.774 0.000 0.0
12430 USAZYV1 2.869 0.000 0.0
12431 USAZYX1 -1.139 0.000 0.0
12432 USAZZ41 2.869 0.000 0.0
12433 USAZZ51 -0.404 0.000 0.0
12434 USAZZ61 2.869 0.000 0.0
12435 USAZZ71 -2.774 0.000 0.0
12436 USAZZ81 0.320 0.000 0.0
12437 USAZZ91 -0.952 0.000 0.0
12438 USAZZA1 -0.622 0.000 0.0
12439 USAZZB1 -0.602 0.000 0.0
12440 USAZZD1 -0.438 0.000 0.0
12441 USAZZF1 -1.613 0.000 0.0
12442 USAZZI1 -1.029 0.000 0.0
12443 USAZZJ1 -1.133 0.000 0.0
12444 USAZZL1 -2.143 0.000 0.0
12445 USAZZP1 -0.837 0.000 0.0
12446 USAZZR1 -0.490 0.000 0.0
12447 USAZZX1 2.869 0.000 0.0
12448 USAZZY1 -0.464 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.842 0.000 ... NaN NaN
1 -1.842 0.000 ... NaN NaN
2 -1.903 0.000 ... NaN 400.0
3 -2.123 0.000 ... NaN 24115.0
4 -2.099 0.000 ... NaN 18160.0
5 -1.386 0.000 ... NaN 105.0
6 -1.824 0.000 ... NaN NaN
7 -1.768 0.000 ... NaN NaN
8 -0.596 0.000 ... NaN NaN
9 -1.958 0.865 ... NaN 29000.0
10 -1.548 0.000 ... NaN NaN
11 -1.474 0.000 ... NaN NaN
12 -1.751 0.000 ... NaN NaN
13 -1.414 0.000 ... NaN NaN
14 -1.842 0.000 ... NaN NaN
15 -1.769 0.000 ... NaN NaN
16 -1.236 0.000 ... NaN 100.0
17 -1.610 0.000 ... NaN 2670.0
18 -1.396 0.000 ... NaN NaN
19 -1.806 0.000 ... NaN NaN
20 -1.182 0.000 ... NaN NaN
21 -1.725 1.000 ... NaN NaN
22 -0.883 0.000 ... NaN NaN
23 -1.868 0.000 ... NaN 2865.0
24 -1.346 0.000 ... NaN NaN
25 -1.655 0.000 ... NaN NaN
26 -1.838 0.000 ... NaN NaN
27 -1.792 0.000 ... NaN 300.0
28 -1.311 0.000 ... NaN 2553.0
29 -1.675 0.000 ... NaN 6250.0
... ... ... ... ... ...
12419 -1.842 0.000 ... NaN NaN
12420 -0.607 0.000 ... NaN NaN
12421 -0.592 0.000 ... NaN NaN
12422 0.295 0.000 ... NaN 13000.0
12423 -1.214 0.000 ... NaN 580.0
12424 -0.207 0.000 ... NaN 300.0
12425 -0.418 0.000 ... NaN 3900.0
12426 -1.041 0.000 ... NaN NaN
12427 0.302 0.000 ... NaN 182830.0
12428 -0.298 0.000 ... NaN 167.0
12429 -0.433 0.000 ... NaN 197850.0
12430 0.406 0.000 ... NaN 117140.0
12431 -1.657 0.000 ... NaN 2100.0
12432 -1.699 0.000 ... NaN 26390.0
12433 -0.966 0.000 ... NaN NaN
12434 0.248 0.000 ... NaN 503387.0
12435 -0.919 0.000 ... NaN 20000.0
12436 -1.286 1.000 ... NaN 33400.0
12437 0.220 0.000 ... NaN NaN
12438 -0.132 0.000 ... NaN NaN
12439 -0.907 0.000 ... NaN NaN
12440 0.173 0.000 ... NaN 4253444.0
12441 0.698 0.000 ... NaN NaN
12442 -1.054 1.000 ... NaN NaN
12443 -0.474 0.000 ... NaN 0.0
12444 -0.083 0.000 ... NaN 5000.0
12445 -0.531 1.000 ... NaN NaN
12446 -0.433 0.000 ... NaN NaN
12447 0.245 0.000 ... NaN 40000.0
12448 0.622 0.000 ... NaN 53600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.095228e+10 0.150875 18.414050 13.333573
1 NaN 6.011090e+09 0.000000 22.229525 16.692252
2 NaN 6.020472e+10 2.551521 34.948584 32.141523
3 NaN 3.132024e+10 2.047502 29.686405 27.482723
4 NaN 4.657754e+10 2.544248 26.651630 22.305803
5 NaN 1.800174e+11 0.420875 22.688740 19.797524
6 NaN 1.168859e+10 6.493506 28.313718 20.419340
7 NaN 7.097977e+10 0.000000 27.262081 21.366305
8 NaN 1.442232e+10 0.509771 47.535564 38.312194
9 NaN 4.187189e+10 1.629630 24.166260 20.997627
10 NaN 2.722300e+10 0.000000 48.770237 38.517942
11 NaN 2.330147e+10 1.337154 20.977120 18.243824
12 NaN 6.614465e+09 2.312139 17.088260 12.573282
13 NaN 2.028645e+10 1.213697 29.482466 26.626954
14 NaN 1.187693e+10 1.158301 17.552472 12.389626
15 NaN 3.765850e+10 1.565864 31.948636 28.402575
16 NaN 3.765850e+10 1.565864 34.485503 31.001143
17 NaN 2.195489e+10 0.171306 20.599052 18.170499
18 NaN 2.478736e+10 2.064451 33.341981 30.001008
19 NaN 9.997762e+10 3.102752 29.017795 23.596629
20 NaN 1.411665e+11 0.000000 40.633253 36.195330
21 NaN 1.083252e+11 1.980983 25.304900 21.756426
22 NaN 1.614759e+10 0.000000 43.050793 39.621330
23 NaN 9.048545e+10 0.000000 23.930089 19.780128
24 NaN 4.189126e+10 3.151733 26.562687 22.947282
25 NaN 2.533061e+10 0.000000 20.385971 16.111096
26 NaN 7.557943e+09 1.853225 14.355932 10.404266
27 NaN 7.557943e+09 1.853225 40.235955 38.239748
28 NaN 6.834902e+10 2.914798 24.644710 21.224006
29 NaN 3.406562e+11 2.469136 27.425873 24.479850
... ... ... ... ... ...
12419 NaN 5.056250e+06 NaN 24.408271 18.107169
12420 NaN 8.320950e+06 0.000000 87.187984 84.717720
12421 NaN 2.231800e+06 0.000000 85.160909 81.799311
12422 193.25 6.130000e+05 0.000000 113.463426 109.792090
12423 4940.61 2.163250e+06 0.000000 102.605945 100.017053
12424 5245.18 4.690920e+07 NaN 100.991724 97.349293
12425 41.67 2.732920e+04 NaN 73.408276 68.910766
12426 NaN 2.270100e+06 NaN 94.067491 91.243704
12427 89467.08 1.399540e+07 0.000000 125.320118 121.480074
12428 NaN 5.030700e+01 0.000000 63.931395 57.436624
12429 25229.74 2.270100e+07 0.000000 152.215213 150.450450
12430 1988.49 7.419050e+06 0.000000 180.504961 177.952333
12431 133449.35 7.097464e+07 1.136364 59.499565 54.967520
12432 6358.99 2.701520e+06 NaN 99.506317 97.445352
12433 NaN 1.482800e+05 0.000000 85.272958 81.775043
12434 409.06 1.112200e+06 0.000000 179.922715 177.408176
12435 5030.17 2.385840e+07 0.000000 106.961041 104.236787
12436 1411286.91 3.212525e+10 4.540667 27.336840 23.862176
12437 NaN 1.591600e+03 0.000000 64.195399 55.394737
12438 NaN 1.848070e+06 0.000000 101.195763 97.428793
12439 NaN 2.711540e+06 0.000000 53.694688 47.255128
12440 48035.46 1.527813e+06 NaN 96.179852 92.237106
12441 NaN 2.804700e+07 NaN 111.191152 106.446218
12442 NaN 4.347500e+05 0.000000 91.834662 89.331822
12443 NaN 6.543647e+06 0.000000 97.038651 92.340887
12444 38076.41 3.810090e+07 0.000000 90.842888 87.817889
12445 NaN 2.131700e+06 NaN 88.329692 85.113958
12446 NaN 3.367200e+05 NaN 50.917179 45.066821
12447 1582.60 1.646085e+06 0.000000 217.726791 215.762246
12448 2661840.60 8.063042e+08 0.610920 52.351048 40.995429
HistBeta PredBeta DataDate
0 0.000013 0.150724 20040726
1 0.000135 0.087829 20040726
2 -0.032532 0.196121 20040726
3 -0.149602 0.244225 20040726
4 -0.136627 0.161155 20040726
5 0.243193 0.497376 20040726
6 0.009590 0.083653 20040726
7 0.039767 0.092666 20040726
8 0.664011 1.093861 20040726
9 -0.061595 0.043597 20040726
10 0.156672 0.661817 20040726
11 0.196366 0.414478 20040726
12 0.048742 0.313122 20040726
13 0.228385 0.440920 20040726
14 0.000135 0.033123 20040726
15 0.039251 0.274056 20040726
16 0.323206 0.552624 20040726
17 0.123809 0.240458 20040726
18 0.237990 0.566012 20040726
19 0.019202 0.172313 20040726
20 0.351865 0.637077 20040726
21 0.062477 0.168739 20040726
22 0.511438 0.784529 20040726
23 -0.013909 0.278809 20040726
24 0.264441 0.537245 20040726
25 0.099974 0.334242 20040726
26 0.002336 0.180009 20040726
27 0.026952 0.355429 20040726
28 0.283017 0.435669 20040726
29 0.089178 0.357539 20040726
... ... ... ...
12419 0.000135 0.050204 20040726
12420 0.658377 0.866922 20040726
12421 0.666076 1.009540 20040726
12422 1.139097 1.377161 20040726
12423 0.334635 0.722115 20040726
12424 0.871517 1.234847 20040726
12425 0.758758 1.196944 20040726
12426 0.426985 0.624968 20040726
12427 1.142445 1.506473 20040726
12428 0.822718 1.296557 20040726
12429 0.750880 0.962677 20040726
12430 1.198304 1.540551 20040726
12431 0.098470 0.414758 20040726
12432 0.076293 0.496027 20040726
12433 0.466966 0.941850 20040726
12434 1.114057 1.500562 20040726
12435 0.491766 0.889943 20040726
12436 0.296250 0.399307 20040726
12437 1.099091 1.229735 20040726
12438 0.911326 1.299005 20040726
12439 0.498155 0.907283 20040726
12440 1.073691 1.412448 20040726
12441 1.353800 1.601915 20040726
12442 0.419807 0.645436 20040726
12443 0.729187 1.046474 20040726
12444 0.937259 1.095550 20040726
12445 0.698694 1.000079 20040726
12446 0.751220 1.082935 20040726
12447 1.112488 1.422076 20040726
12448 1.313312 1.498855 20040726
[12449 rows x 92 columns],
'20040727': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.800 0.000 0.0
1 USA0011 -1.050 0.000 0.0
2 USA0031 -0.343 0.000 0.0
3 USA0062 -0.585 0.432 0.0
4 USA00E2 -0.690 0.000 0.0
5 USA00F1 0.046 0.000 0.0
6 USA00G2 0.186 0.000 0.0
7 USA00H1 -0.082 0.000 0.0
8 USA00I1 -0.912 0.000 0.0
9 USA00J1 -0.644 0.000 0.0
10 USA00K1 -1.568 0.000 0.0
11 USA00P1 -0.074 0.000 0.0
12 USA00R1 -0.510 0.000 0.0
13 USA00S1 0.585 0.000 0.0
14 USA00V1 -0.276 0.000 0.0
15 USA0131 -0.122 1.000 0.0
16 USA0161 0.276 1.000 0.0
17 USA01I1 -0.292 0.000 0.0
18 USA01J2 -0.704 0.000 0.0
19 USA01L1 -0.071 0.000 0.0
20 USA01P1 -0.968 0.000 0.0
21 USA01Q1 -0.555 0.000 0.0
22 USA0202 -0.044 0.000 0.0
23 USA0231 -0.880 0.000 0.0
24 USA0281 -0.538 0.000 0.0
25 USA0291 -0.865 0.000 0.0
26 USA02A1 -1.069 0.000 0.0
27 USA02B1 -1.121 0.000 0.0
28 USA02H1 -0.124 0.000 0.0
29 USA02P1 1.524 0.144 0.0
... ... ... ... ...
12421 USAZY41 -0.775 0.000 0.0
12422 USAZY51 0.267 0.000 0.0
12423 USAZY61 0.114 0.000 0.0
12424 USAZY71 2.741 0.000 0.0
12425 USAZYI1 2.279 0.000 0.0
12426 USAZYJ1 0.811 0.000 0.0
12427 USAZYK1 0.346 0.000 0.0
12428 USAZYM1 2.741 0.000 0.0
12429 USAZYR1 -1.201 0.000 0.0
12430 USAZYS1 0.435 0.000 0.0
12431 USAZYT1 2.741 0.000 0.0
12432 USAZYV1 1.128 0.000 0.0
12433 USAZYX1 0.064 0.000 0.0
12434 USAZZ41 -2.794 0.000 0.0
12435 USAZZ51 0.390 0.000 0.0
12436 USAZZ61 0.910 0.000 0.0
12437 USAZZ71 0.613 0.000 0.0
12438 USAZZ81 0.404 0.000 0.0
12439 USAZZ91 0.972 0.000 0.0
12440 USAZZA1 -2.794 0.000 0.0
12441 USAZZB1 -0.991 0.000 0.0
12442 USAZZD1 2.741 0.000 0.0
12443 USAZZF1 0.758 0.000 0.0
12444 USAZZI1 -2.794 0.000 0.0
12445 USAZZJ1 1.032 0.000 0.0
12446 USAZZL1 2.741 0.000 0.0
12447 USAZZP1 -0.074 0.000 0.0
12448 USAZZR1 0.656 0.000 0.0
12449 USAZZX1 0.635 0.000 0.0
12450 USAZZY1 -0.305 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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6 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
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21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
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12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
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12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.818 0.000 ... NaN NaN
1 -1.818 0.000 ... NaN NaN
2 -1.874 0.000 ... NaN 400.0
3 -2.093 0.000 ... NaN NaN
4 -2.066 0.000 ... NaN 18160.0
5 -1.381 0.000 ... NaN 105.0
6 -1.802 0.000 ... NaN NaN
7 -1.745 0.000 ... NaN NaN
8 -0.621 0.000 ... NaN NaN
9 -1.933 0.865 ... NaN 29000.0
10 -1.535 0.000 ... NaN NaN
11 -1.463 0.000 ... NaN NaN
12 -1.724 0.000 ... NaN NaN
13 -1.422 0.000 ... NaN NaN
14 -1.818 0.000 ... NaN NaN
15 -1.755 0.000 ... NaN NaN
16 -1.230 0.000 ... NaN 280.0
17 -1.604 0.000 ... NaN 2670.0
18 -1.393 0.000 ... NaN NaN
19 -1.787 0.000 ... NaN NaN
20 -1.181 0.000 ... NaN NaN
21 -1.705 1.000 ... NaN NaN
22 -0.899 0.000 ... NaN NaN
23 -1.844 0.000 ... NaN 2865.0
24 -1.340 0.000 ... NaN NaN
25 -1.638 0.000 ... NaN NaN
26 -1.814 0.000 ... NaN NaN
27 -1.765 0.000 ... NaN NaN
28 -1.302 0.000 ... NaN 2553.0
29 -1.787 0.000 ... NaN 3500.0
... ... ... ... ... ...
12421 -1.818 0.000 ... NaN NaN
12422 -0.609 0.000 ... NaN NaN
12423 -0.592 0.000 ... NaN NaN
12424 0.216 0.000 ... NaN 70715.0
12425 -1.311 0.000 ... NaN 10000.0
12426 -0.225 0.000 ... NaN NaN
12427 -0.401 0.000 ... NaN NaN
12428 -1.148 0.000 ... NaN 28400.0
12429 0.391 0.000 ... NaN 72011.0
12430 -0.295 0.000 ... NaN NaN
12431 -0.654 0.000 ... NaN 50525.0
12432 0.407 0.000 ... NaN 3800.0
12433 -1.678 0.000 ... NaN 600.0
12434 -1.427 0.000 ... NaN 91500.0
12435 -0.955 0.000 ... NaN NaN
12436 0.250 0.000 ... NaN 100820.0
12437 -0.907 0.000 ... NaN NaN
12438 -1.335 1.000 ... NaN 39500.0
12439 0.216 0.000 ... NaN NaN
12440 -0.010 0.000 ... NaN 15794.0
12441 -0.912 0.000 ... NaN NaN
12442 0.015 0.000 ... NaN 24582280.0
12443 0.663 0.000 ... NaN 16250.0
12444 -0.979 1.000 ... NaN 600.0
12445 -0.507 0.000 ... NaN 0.0
12446 -0.209 0.000 ... NaN 11800.0
12447 -0.544 1.000 ... NaN NaN
12448 -0.430 0.000 ... NaN NaN
12449 0.240 0.000 ... NaN 20000.0
12450 0.638 0.000 ... NaN 65500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.233166e+10 0.150875 18.674807 13.379210
1 NaN 6.130557e+09 0.000000 22.978252 17.150202
2 NaN 6.126780e+10 2.551521 34.896132 31.963567
3 NaN 3.207598e+10 2.047502 29.633526 27.333127
4 NaN 4.681749e+10 2.544248 26.728754 22.154099
5 NaN 1.848179e+11 0.420875 22.595604 19.740660
6 NaN 1.193458e+10 6.493506 28.668967 20.374251
7 NaN 7.155580e+10 0.000000 27.393627 21.244214
8 NaN 1.436655e+10 0.509771 47.402915 38.173722
9 NaN 4.207456e+10 1.629630 24.417605 20.994786
10 NaN 2.720618e+10 0.000000 49.088355 38.542972
11 NaN 2.426892e+10 1.337154 21.011933 18.194395
12 NaN 6.743705e+09 2.312139 17.311303 12.623661
13 NaN 2.079020e+10 1.213697 29.769486 26.842716
14 NaN 1.197816e+10 1.158301 17.799015 12.310696
15 NaN 3.863602e+10 1.565864 31.894842 28.226831
16 NaN 3.863602e+10 1.565864 34.313824 30.888636
17 NaN 1.914039e+10 0.171306 20.744087 18.042418
18 NaN 2.464055e+10 2.064451 33.512103 29.892078
19 NaN 1.003948e+11 3.102752 29.194071 23.458028
20 NaN 1.423349e+11 0.000000 40.652965 36.126265
21 NaN 1.069803e+11 1.980983 25.497288 21.685757
22 NaN 1.629586e+10 0.000000 42.850575 39.527150
23 NaN 9.056227e+10 0.000000 24.340441 19.831199
24 NaN 4.230117e+10 3.151733 26.611281 22.813516
25 NaN 2.607918e+10 0.000000 20.536637 16.025543
26 NaN 7.592336e+09 1.853225 14.783890 10.724462
27 NaN 7.592336e+09 1.853225 40.528856 38.391827
28 NaN 6.836849e+10 2.914798 24.642030 21.102939
29 NaN 3.458224e+11 2.469136 28.365003 25.195954
... ... ... ... ... ...
12421 NaN 5.056250e+06 NaN 24.746110 18.142453
12422 NaN 8.320950e+06 0.000000 87.738954 85.289154
12423 NaN 2.231800e+06 0.000000 85.804770 82.460695
12424 248.75 4.904000e+05 0.000000 103.455171 99.021827
12425 4784.22 1.908750e+06 0.000000 103.565019 100.971152
12426 NaN 4.690920e+07 NaN 106.596587 103.337452
12427 NaN 2.732920e+04 NaN 72.414837 67.828545
12428 967.44 1.967420e+06 NaN 89.673533 87.045259
12429 86709.69 1.473200e+07 0.000000 125.853583 122.097294
12430 NaN 5.030700e+01 0.000000 64.171215 57.556372
12431 24978.60 1.924650e+07 0.000000 155.590810 154.000968
12432 1906.74 7.419050e+06 0.000000 182.929058 180.293339
12433 128584.14 7.061120e+07 1.136364 59.535160 54.799031
12434 6444.26 3.039210e+06 NaN 102.280057 99.886831
12435 NaN 1.482800e+05 0.000000 85.660912 82.167852
12436 399.63 1.112200e+06 0.000000 182.070917 179.644162
12437 NaN 2.385840e+07 0.000000 110.326932 107.801914
12438 1408547.34 3.133344e+10 4.540667 27.439952 23.884999
12439 NaN 1.591600e+03 0.000000 64.176406 55.235400
12440 8147.33 2.174200e+06 0.000000 104.642252 100.895225
12441 NaN 2.711540e+06 0.000000 53.660900 46.868414
12442 48086.78 1.018542e+06 NaN 95.004140 90.935108
12443 15823.42 2.804700e+07 NaN 111.226652 106.567677
12444 73.55 4.700000e+05 0.000000 93.628740 90.855514
12445 NaN 6.487348e+06 0.000000 97.399107 92.636701
12446 38598.39 3.596040e+07 0.000000 92.393722 89.426556
12447 NaN 2.131700e+06 NaN 87.010213 83.696541
12448 NaN 3.367200e+05 NaN 51.104715 45.195640
12449 1524.30 1.646085e+06 0.000000 219.106362 217.212608
12450 2624427.24 8.229800e+08 0.610920 51.969140 40.740939
HistBeta PredBeta DataDate
0 -0.000034 0.124058 20040727
1 0.000104 0.060113 20040727
2 -0.030467 0.184643 20040727
3 -0.148892 0.214230 20040727
4 -0.134456 0.148711 20040727
5 0.236347 0.464116 20040727
6 0.008449 0.063073 20040727
7 0.039473 0.094776 20040727
8 0.647856 1.043113 20040727
9 -0.062011 0.020925 20040727
10 0.153356 0.588093 20040727
11 0.192365 0.410292 20040727
12 0.050890 0.292858 20040727
13 0.214222 0.446724 20040727
14 0.000104 0.032250 20040727
15 0.034169 0.257031 20040727
16 0.318562 0.542147 20040727
17 0.115939 0.231134 20040727
18 0.230134 0.533051 20040727
19 0.016860 0.170526 20040727
20 0.344950 0.594210 20040727
21 0.061064 0.149520 20040727
22 0.497379 0.770557 20040727
23 -0.014055 0.251528 20040727
24 0.258712 0.517965 20040727
25 0.097362 0.303417 20040727
26 0.001993 0.144161 20040727
27 0.028628 0.317388 20040727
28 0.279237 0.415223 20040727
29 0.016962 0.339651 20040727
... ... ... ...
12421 0.000104 0.035931 20040727
12422 0.654246 0.866841 20040727
12423 0.663488 1.007786 20040727
12424 1.100816 1.485573 20040727
12425 0.274360 0.718837 20040727
12426 0.862512 1.161669 20040727
12427 0.767184 1.214474 20040727
12428 0.362570 0.649224 20040727
12429 1.195876 1.482533 20040727
12430 0.824525 1.332330 20040727
12431 0.630214 0.976628 20040727
12432 1.204640 1.584537 20040727
12433 0.075694 0.403704 20040727
12434 0.211559 0.566626 20040727
12435 0.467317 0.943151 20040727
12436 1.119210 1.473159 20040727
12437 0.493079 0.830957 20040727
12438 0.261235 0.370726 20040727
12439 1.101007 1.264632 20040727
12440 0.978519 1.287954 20040727
12441 0.490236 0.927285 20040727
12442 0.992417 1.401112 20040727
12443 1.343031 1.614650 20040727
12444 0.454402 0.634508 20040727
12445 0.709952 1.057785 20040727
12446 0.871105 1.115769 20040727
12447 0.689758 1.012857 20040727
12448 0.751276 1.123052 20040727
12449 1.114005 1.375159 20040727
12450 1.329253 1.500442 20040727
[12451 rows x 92 columns],
'20040728': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.245 0.000 0.0
1 USA0011 0.469 0.000 0.0
2 USA0031 0.048 0.000 0.0
3 USA0062 0.587 0.432 0.0
4 USA00E2 0.173 0.000 0.0
5 USA00F1 0.029 0.000 0.0
6 USA00G2 0.627 0.000 0.0
7 USA00H1 0.104 0.000 0.0
8 USA00I1 0.189 0.000 0.0
9 USA00J1 0.174 0.000 0.0
10 USA00K1 -0.743 0.000 0.0
11 USA00P1 -0.279 0.000 0.0
12 USA00R1 -0.646 0.000 0.0
13 USA00S1 -0.200 0.000 0.0
14 USA00V1 -0.139 0.000 0.0
15 USA0131 1.643 1.000 0.0
16 USA0161 -1.956 1.000 0.0
17 USA01I1 -0.551 0.000 0.0
18 USA01J2 0.858 0.000 0.0
19 USA01L1 0.739 0.000 0.0
20 USA01P1 1.704 0.000 0.0
21 USA01Q1 0.179 0.000 0.0
22 USA0202 -0.279 0.000 0.0
23 USA0231 0.002 0.000 0.0
24 USA0281 2.840 0.000 0.0
25 USA0291 -0.104 0.000 0.0
26 USA02A1 0.154 0.000 0.0
27 USA02B1 -0.034 0.000 0.0
28 USA02H1 -0.210 0.000 0.0
29 USA02P1 0.304 0.144 0.0
... ... ... ... ...
12422 USAZY41 -0.833 0.000 0.0
12423 USAZY51 -1.210 0.000 0.0
12424 USAZY61 -0.945 0.000 0.0
12425 USAZY71 -1.327 0.000 0.0
12426 USAZYI1 2.316 0.000 0.0
12427 USAZYJ1 -0.501 0.000 0.0
12428 USAZYK1 -0.664 0.000 0.0
12429 USAZYM1 -0.820 0.000 0.0
12430 USAZYR1 -2.335 0.000 0.0
12431 USAZYS1 -1.290 0.000 0.0
12432 USAZYT1 -2.684 0.000 0.0
12433 USAZYV1 -1.311 0.000 0.0
12434 USAZYX1 0.340 0.000 0.0
12435 USAZZ41 -0.562 0.000 0.0
12436 USAZZ51 -1.093 0.000 0.0
12437 USAZZ61 -1.237 0.000 0.0
12438 USAZZ71 -0.790 0.000 0.0
12439 USAZZ81 0.558 0.000 0.0
12440 USAZZ91 -0.197 0.000 0.0
12441 USAZZA1 -1.009 0.000 0.0
12442 USAZZB1 -0.901 0.000 0.0
12443 USAZZD1 -1.648 0.000 0.0
12444 USAZZF1 -0.744 0.000 0.0
12445 USAZZI1 -0.542 0.000 0.0
12446 USAZZJ1 2.840 0.000 0.0
12447 USAZZL1 -2.684 0.000 0.0
12448 USAZZP1 -0.691 0.000 0.0
12449 USAZZR1 -1.029 0.000 0.0
12450 USAZZX1 -1.468 0.000 0.0
12451 USAZZY1 0.382 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
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18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12429 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.817 0.000 ... NaN NaN
1 -1.817 0.000 ... NaN NaN
2 -1.873 0.000 ... NaN 400.0
3 -2.094 0.000 ... NaN NaN
4 -2.065 0.000 ... NaN 18160.0
5 -1.380 0.000 ... NaN 105.0
6 -1.801 0.000 ... NaN NaN
7 -1.747 0.000 ... NaN 4750.0
8 -0.620 0.000 ... NaN NaN
9 -1.931 0.865 ... NaN 29000.0
10 -1.534 0.000 ... NaN NaN
11 -1.479 0.000 ... NaN NaN
12 -1.762 0.000 ... NaN NaN
13 -1.421 0.000 ... NaN NaN
14 -1.817 0.000 ... NaN NaN
15 -1.750 0.000 ... NaN 33.0
16 -1.235 0.000 ... NaN 4290.0
17 -1.604 0.000 ... NaN 2670.0
18 -1.392 0.000 ... NaN NaN
19 -1.785 0.000 ... NaN NaN
20 -1.169 0.000 ... NaN 11000.0
21 -1.704 1.000 ... NaN NaN
22 -0.900 0.000 ... NaN NaN
23 -1.843 0.000 ... NaN 2865.0
24 -1.314 0.000 ... NaN 80.0
25 -1.637 0.000 ... NaN NaN
26 -1.813 0.000 ... NaN NaN
27 -1.765 0.000 ... NaN NaN
28 -1.302 0.000 ... NaN 2553.0
29 -1.786 0.000 ... NaN 3500.0
... ... ... ... ... ...
12422 -1.817 0.000 ... NaN NaN
12423 -0.606 0.000 ... NaN NaN
12424 -0.591 0.000 ... NaN NaN
12425 0.217 0.000 ... NaN 25000.0
12426 -1.264 0.000 ... NaN 26000.0
12427 -0.223 0.000 ... NaN NaN
12428 -0.400 0.000 ... NaN 103000.0
12429 -1.147 0.000 ... NaN NaN
12430 0.390 0.000 ... NaN 75356.0
12431 -0.294 0.000 ... NaN NaN
12432 -0.653 0.000 ... NaN 131700.0
12433 0.409 0.000 ... NaN NaN
12434 -1.676 0.000 ... NaN 600.0
12435 -1.431 0.000 ... NaN 5000.0
12436 -0.954 0.000 ... NaN NaN
12437 0.250 0.000 ... NaN 29060.0
12438 -0.905 0.000 ... NaN NaN
12439 -1.332 1.000 ... NaN 28100.0
12440 0.217 0.000 ... NaN NaN
12441 -0.009 0.000 ... NaN 35000.0
12442 -0.910 0.000 ... NaN NaN
12443 0.017 0.000 ... NaN 23344340.0
12444 0.665 0.000 ... NaN NaN
12445 -0.977 1.000 ... NaN NaN
12446 -0.496 0.000 ... NaN 0.0
12447 -0.209 0.000 ... NaN 10500.0
12448 -0.543 1.000 ... NaN 884.0
12449 -0.429 0.000 ... NaN NaN
12450 0.242 0.000 ... NaN 12100.0
12451 0.640 0.000 ... NaN 72200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.199181e+10 0.150875 18.506587 13.244215
1 NaN 6.055104e+09 0.000000 22.707104 16.984972
2 NaN 6.104893e+10 2.551521 34.556895 31.611171
3 NaN 3.272866e+10 2.047502 29.537692 27.203675
4 NaN 4.639091e+10 2.544248 26.517273 21.926701
5 NaN 1.854440e+11 0.420875 22.391965 19.503860
6 NaN 1.190284e+10 6.493506 28.776163 20.412440
7 NaN 7.296388e+10 0.000000 27.447230 21.040258
8 NaN 1.425501e+10 0.509771 46.995341 37.801033
9 NaN 4.242315e+10 1.629630 24.256641 20.776170
10 NaN 2.666811e+10 0.000000 49.085716 38.430575
11 NaN 2.423943e+10 1.337154 21.028692 18.131374
12 NaN 6.711671e+09 2.312139 18.586457 13.629508
13 NaN 2.043240e+10 1.213697 29.595047 26.644723
14 NaN 1.189465e+10 1.158301 17.847480 12.233662
15 NaN 3.926900e+10 1.565864 32.169895 28.389574
16 NaN 3.926900e+10 1.565864 36.513880 33.067375
17 NaN 1.935789e+10 0.171306 20.909960 18.165850
18 NaN 2.507074e+10 2.064451 33.405523 29.687959
19 NaN 1.008869e+11 3.102752 29.196072 23.324850
20 NaN 1.408916e+11 0.000000 40.578927 36.006410
21 NaN 1.068091e+11 1.980983 25.320195 21.469966
22 NaN 1.630934e+10 0.000000 42.482581 39.171603
23 NaN 9.051106e+10 0.000000 24.123411 19.693663
24 NaN 4.224119e+10 3.151733 29.298437 25.282480
25 NaN 2.569282e+10 0.000000 20.309838 15.881204
26 NaN 7.517817e+09 1.853225 14.685255 10.720786
27 NaN 7.517817e+09 1.853225 40.094375 37.996518
28 NaN 6.923502e+10 2.914798 24.505227 20.965387
29 NaN 3.509887e+11 2.469136 28.166634 25.104708
... ... ... ... ... ...
12422 NaN 5.056250e+06 NaN 25.650779 18.723548
12423 NaN 8.320950e+06 0.000000 88.674633 86.153934
12424 NaN 2.231800e+06 0.000000 86.710349 83.347901
12425 260.57 4.904000e+05 0.000000 104.950041 100.890858
12426 4879.41 1.527000e+06 0.000000 106.719693 104.150437
12427 NaN 4.690920e+07 NaN 106.998794 103.851734
12428 82.50 2.732920e+04 NaN 73.151555 68.728860
12429 NaN 1.967420e+06 NaN 87.032613 84.084462
12430 86434.47 1.510030e+07 0.000000 125.539286 121.783814
12431 NaN 5.030700e+01 0.000000 63.425746 57.253335
12432 26941.15 1.974000e+07 0.000000 155.541568 153.888503
12433 NaN 7.419050e+06 0.000000 182.845926 180.276302
12434 127354.05 7.061120e+07 1.136364 59.140702 54.300315
12435 6098.24 3.039210e+06 NaN 104.600440 102.533322
12436 NaN 1.482800e+05 0.000000 85.335581 81.792999
12437 401.37 1.112200e+06 0.000000 181.976906 179.606060
12438 NaN 2.385840e+07 0.000000 111.410861 108.795979
12439 1406385.06 3.105297e+10 4.540667 27.415177 23.910748
12440 NaN 1.591600e+03 0.000000 63.639606 54.628471
12441 6398.24 2.174200e+06 0.000000 110.018403 106.636378
12442 NaN 2.711540e+06 0.000000 53.339599 46.472466
12443 49085.59 1.018542e+06 NaN 96.712522 92.990776
12444 NaN 2.804700e+07 NaN 112.023600 107.495996
12445 NaN 4.700000e+05 0.000000 92.768841 90.123685
12446 NaN 6.183164e+06 0.000000 97.373314 92.436540
12447 37730.57 3.681660e+07 0.000000 92.627722 89.657041
12448 14.61 2.131700e+06 NaN 88.009426 84.819237
12449 NaN 3.367200e+05 NaN 51.117268 45.187345
12450 1532.55 1.646085e+06 0.000000 219.585020 217.679735
12451 2500685.57 8.214359e+08 0.610920 51.589562 40.416174
HistBeta PredBeta DataDate
0 -0.000031 0.138285 20040728
1 0.000106 0.081223 20040728
2 -0.030618 0.186822 20040728
3 -0.150160 0.222838 20040728
4 -0.134580 0.159375 20040728
5 0.236251 0.464129 20040728
6 0.008508 0.064406 20040728
7 0.038000 0.092041 20040728
8 0.647894 1.055823 20040728
9 -0.061900 0.028706 20040728
10 0.153237 0.592802 20040728
11 0.182912 0.394239 20040728
12 0.029731 0.262261 20040728
13 0.214283 0.430268 20040728
14 0.000106 0.034660 20040728
15 0.036036 0.293090 20040728
16 0.314723 0.497707 20040728
17 0.115149 0.215522 20040728
18 0.229691 0.551598 20040728
19 0.016937 0.180556 20040728
20 0.350432 0.635294 20040728
21 0.061143 0.156220 20040728
22 0.496247 0.753838 20040728
23 -0.014071 0.251277 20040728
24 0.272089 0.607855 20040728
25 0.097347 0.306971 20040728
26 0.002012 0.158050 20040728
27 0.027986 0.326191 20040728
28 0.278775 0.408876 20040728
29 0.016654 0.328795 20040728
... ... ... ...
12422 0.000106 0.026802 20040728
12423 0.655138 0.845610 20040728
12424 0.663339 0.988486 20040728
12425 1.100872 1.401831 20040728
12426 0.299423 0.748323 20040728
12427 0.862586 1.137631 20040728
12428 0.766911 1.188542 20040728
12429 0.362584 0.689017 20040728
12430 1.194491 1.459293 20040728
12431 0.824351 1.203191 20040728
12432 0.629691 0.891612 20040728
12433 1.204599 1.530407 20040728
12434 0.076129 0.414194 20040728
12435 0.208930 0.509829 20040728
12436 0.467170 0.911381 20040728
12437 1.118854 1.423771 20040728
12438 0.493403 0.799339 20040728
12439 0.262399 0.384440 20040728
12440 1.100636 1.259330 20040728
12441 0.978633 1.218748 20040728
12442 0.490801 0.929350 20040728
12443 0.992424 1.309314 20040728
12444 1.343332 1.585083 20040728
12445 0.454328 0.671889 20040728
12446 0.714690 1.116755 20040728
12447 0.870410 1.062557 20040728
12448 0.689477 0.984022 20040728
12449 0.751371 1.103770 20040728
12450 1.114354 1.348742 20040728
12451 1.329668 1.505810 20040728
[12452 rows x 92 columns],
'20040729': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.665 0.000 0.0
1 USA0011 -0.157 0.000 0.0
2 USA0031 0.026 0.000 0.0
3 USA0062 -0.117 0.432 0.0
4 USA00E2 -0.159 0.000 0.0
5 USA00F1 -0.224 0.000 0.0
6 USA00G2 -0.349 0.000 0.0
7 USA00H1 -0.686 0.000 0.0
8 USA00I1 1.204 0.000 0.0
9 USA00J1 -1.018 0.000 0.0
10 USA00K1 0.845 0.000 0.0
11 USA00P1 -0.120 0.000 0.0
12 USA00R1 0.101 0.000 0.0
13 USA00S1 -0.969 0.000 0.0
14 USA00V1 -0.114 0.000 0.0
15 USA0131 -0.152 1.000 0.0
16 USA0161 -0.154 1.000 0.0
17 USA01I1 -0.436 0.000 0.0
18 USA01J2 -0.012 0.000 0.0
19 USA01L1 -0.424 0.000 0.0
20 USA01P1 0.234 0.000 0.0
21 USA01Q1 -1.221 0.000 0.0
22 USA0202 0.081 0.000 0.0
23 USA0231 -0.038 0.000 0.0
24 USA0281 0.302 0.000 0.0
25 USA0291 -0.238 0.000 0.0
26 USA02A1 0.143 0.000 0.0
27 USA02B1 0.288 0.000 0.0
28 USA02H1 -0.047 0.000 0.0
29 USA02P1 -0.419 0.144 0.0
... ... ... ... ...
12423 USAZY41 -0.442 0.000 0.0
12424 USAZY51 0.124 0.000 0.0
12425 USAZY61 0.248 0.000 0.0
12426 USAZY71 -2.782 0.000 0.0
12427 USAZYI1 -2.782 0.000 0.0
12428 USAZYJ1 0.131 0.000 0.0
12429 USAZYK1 0.620 0.000 0.0
12430 USAZYM1 -1.280 0.000 0.0
12431 USAZYR1 0.747 0.000 0.0
12432 USAZYS1 0.620 0.000 0.0
12433 USAZYT1 -2.782 0.000 0.0
12434 USAZYV1 1.068 0.000 0.0
12435 USAZYX1 -1.092 0.000 0.0
12436 USAZZ41 1.993 0.000 0.0
12437 USAZZ51 0.376 0.000 0.0
12438 USAZZ61 -2.731 0.000 0.0
12439 USAZZ71 0.433 0.000 0.0
12440 USAZZ81 -0.901 0.000 0.0
12441 USAZZ91 0.334 0.000 0.0
12442 USAZZA1 0.823 0.000 0.0
12443 USAZZB1 0.312 0.000 0.0
12444 USAZZD1 0.492 0.000 0.0
12445 USAZZF1 -2.782 0.000 0.0
12446 USAZZI1 1.251 0.000 0.0
12447 USAZZJ1 -2.782 0.000 0.0
12448 USAZZL1 -0.788 0.000 0.0
12449 USAZZP1 -0.811 0.000 0.0
12450 USAZZR1 0.788 0.000 0.0
12451 USAZZX1 0.540 0.000 0.0
12452 USAZZY1 0.370 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
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12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.800 0.000 ... NaN NaN
1 -1.800 0.000 ... NaN NaN
2 -1.854 0.000 ... NaN 400.0
3 -2.075 0.000 ... NaN NaN
4 -2.044 0.000 ... NaN 18160.0
5 -1.374 0.000 ... NaN 105.0
6 -1.786 0.000 ... NaN NaN
7 -1.731 0.000 ... NaN NaN
8 -0.629 0.000 ... NaN NaN
9 -1.915 0.865 ... NaN 29000.0
10 -1.522 0.000 ... NaN NaN
11 -1.470 0.000 ... NaN NaN
12 -1.744 0.000 ... NaN NaN
13 -1.418 0.000 ... NaN NaN
14 -1.800 0.000 ... NaN NaN
15 -1.740 0.000 ... NaN NaN
16 -1.238 0.000 ... NaN NaN
17 -1.593 0.000 ... NaN 2670.0
18 -1.386 0.000 ... NaN NaN
19 -1.771 0.000 ... NaN NaN
20 -1.162 0.000 ... NaN NaN
21 -1.691 1.000 ... NaN NaN
22 -0.903 0.000 ... NaN NaN
23 -1.826 0.000 ... NaN 2865.0
24 -1.307 0.000 ... NaN NaN
25 -1.624 0.000 ... NaN NaN
26 -1.797 0.000 ... NaN NaN
27 -1.755 0.000 ... NaN NaN
28 -1.292 0.000 ... NaN 2553.0
29 -1.772 0.000 ... NaN 3500.0
... ... ... ... ... ...
12423 -1.800 0.000 ... NaN NaN
12424 -0.608 0.000 ... NaN NaN
12425 -0.591 0.000 ... NaN NaN
12426 0.287 0.000 ... NaN 13000.0
12427 -1.108 0.000 ... NaN 5000.0
12428 -0.231 0.000 ... NaN NaN
12429 -0.401 0.000 ... NaN NaN
12430 -1.192 0.000 ... NaN NaN
12431 0.385 0.000 ... NaN 85138.0
12432 -0.292 0.000 ... NaN NaN
12433 -0.557 0.000 ... NaN 123074.0
12434 0.404 0.000 ... NaN 100000.0
12435 -1.657 0.000 ... NaN 600.0
12436 -1.578 0.000 ... NaN 158500.0
12437 -0.947 0.000 ... NaN NaN
12438 0.560 0.000 ... NaN 109050.0
12439 -0.900 0.000 ... NaN NaN
12440 -1.344 1.000 ... NaN 17700.0
12441 0.212 0.000 ... NaN NaN
12442 -0.013 0.000 ... NaN NaN
12443 -0.909 0.000 ... NaN NaN
12444 0.012 0.000 ... NaN 8694500.0
12445 0.756 0.000 ... NaN 53700.0
12446 -1.026 1.000 ... NaN 416.0
12447 -0.373 0.000 ... NaN 0.0
12448 -0.190 0.000 ... NaN 1600.0
12449 -0.546 1.000 ... NaN NaN
12450 -0.429 0.000 ... NaN NaN
12451 0.228 0.000 ... NaN NaN
12452 0.628 0.000 ... NaN 39800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.185188e+10 0.150875 18.647082 13.324962
1 NaN 6.067680e+09 0.000000 22.789612 17.017657
2 NaN 6.120527e+10 2.551521 34.528130 31.685084
3 NaN 3.253973e+10 2.047502 29.827377 27.480873
4 NaN 4.729739e+10 2.544248 26.553940 22.085588
5 NaN 1.835395e+11 0.420875 22.613819 19.516347
6 NaN 1.190284e+10 6.493506 28.755376 20.468533
7 NaN 7.296388e+10 0.000000 27.564793 21.111468
8 NaN 1.447065e+10 0.509771 47.729099 38.360672
9 NaN 4.149086e+10 1.629630 25.913978 21.709565
10 NaN 2.767700e+10 0.000000 49.848982 38.936759
11 NaN 2.467596e+10 1.337154 21.115616 18.171086
12 NaN 6.718299e+09 2.312139 18.586537 13.704838
13 NaN 2.022525e+10 1.213697 30.125698 26.873436
14 NaN 1.191742e+10 1.158301 17.840575 12.263072
15 NaN 3.980584e+10 1.565864 32.059992 28.418441
16 NaN 3.980584e+10 1.565864 36.353953 33.122931
17 NaN 1.947099e+10 0.171306 20.976734 18.246922
18 NaN 2.524145e+10 2.064451 33.461331 29.793547
19 NaN 1.021385e+11 3.102752 29.178572 23.349482
20 NaN 1.429534e+11 0.000000 40.857418 36.221655
21 NaN 1.052931e+11 1.980983 27.672836 22.808708
22 NaN 1.678109e+10 0.000000 42.649140 39.376923
23 NaN 9.028062e+10 0.000000 24.172669 19.785471
24 NaN 4.262111e+10 3.151733 29.241646 25.614477
25 NaN 2.569282e+10 0.000000 20.361185 15.893911
26 NaN 7.566541e+09 1.853225 14.932318 10.985606
27 NaN 7.566541e+09 1.853225 40.341370 38.243354
28 NaN 6.883583e+10 2.914798 24.523486 20.979347
29 NaN 3.501452e+11 2.469136 28.253413 25.188334
... ... ... ... ... ...
12423 NaN 5.056250e+06 NaN 25.839267 18.839154
12424 NaN 8.320950e+06 0.000000 90.730315 88.220307
12425 NaN 2.231800e+06 0.000000 87.663018 84.323317
12426 277.89 7.356000e+05 0.000000 108.368706 104.328490
12427 4911.22 1.781500e+06 0.000000 104.146014 101.015571
12428 NaN 4.690920e+07 NaN 108.237213 105.104334
12429 NaN 2.732920e+04 NaN 74.368570 69.946899
12430 NaN 1.967420e+06 NaN 87.204162 84.421923
12431 80144.76 1.510030e+07 0.000000 126.344685 122.494310
12432 NaN 5.030700e+01 0.000000 63.798723 57.621836
12433 28086.33 2.220750e+07 0.000000 157.459189 155.678401
12434 1689.69 7.419050e+06 0.000000 184.212583 181.629565
12435 126252.05 7.102656e+07 1.136364 59.413781 54.366862
12436 6366.08 2.532675e+06 NaN 107.182153 105.130209
12437 NaN 1.482800e+05 0.000000 86.152882 82.629631
12438 416.90 2.224400e+06 0.000000 198.282332 195.865995
12439 NaN 2.385840e+07 0.000000 112.930512 110.292333
12440 1164370.77 3.119089e+10 4.540667 28.951431 24.541966
12441 NaN 1.591600e+03 0.000000 63.837786 54.800595
12442 NaN 2.174200e+06 0.000000 112.007124 108.648840
12443 NaN 2.711540e+06 0.000000 53.812337 46.981005
12444 44779.29 1.018542e+06 NaN 97.196776 93.531519
12445 18697.96 3.253452e+07 NaN 115.777273 111.237602
12446 109.48 4.465000e+05 0.000000 93.697473 90.824763
12447 NaN 6.700265e+06 0.000000 98.706021 93.739423
12448 37071.82 3.767280e+07 0.000000 92.920952 90.007504
12449 NaN 2.131700e+06 NaN 89.743502 86.350356
12450 NaN 3.367200e+05 NaN 51.730029 45.722599
12451 NaN 1.646085e+06 0.000000 220.928832 219.042884
12452 2372279.19 8.303914e+08 0.610920 51.425101 40.510106
HistBeta PredBeta DataDate
0 -0.000058 0.123880 20040729
1 0.000090 0.081550 20040729
2 -0.029465 0.220489 20040729
3 -0.150881 0.226245 20040729
4 -0.133976 0.184065 20040729
5 0.232963 0.444664 20040729
6 0.007814 0.050976 20040729
7 0.037862 0.077621 20040729
8 0.641386 1.077712 20040729
9 -0.062993 -0.012769 20040729
10 0.152165 0.620353 20040729
11 0.180593 0.397374 20040729
12 0.030642 0.271065 20040729
13 0.208983 0.400584 20040729
14 0.000090 0.039786 20040729
15 0.032915 0.270524 20040729
16 0.307887 0.485053 20040729
17 0.113465 0.210043 20040729
18 0.226571 0.543846 20040729
19 0.015523 0.157856 20040729
20 0.349363 0.626148 20040729
21 0.059351 0.104902 20040729
22 0.491334 0.748722 20040729
23 -0.014227 0.259565 20040729
24 0.270041 0.590712 20040729
25 0.096299 0.309490 20040729
26 0.001788 0.170256 20040729
27 0.024403 0.345263 20040729
28 0.277893 0.409022 20040729
29 0.015158 0.315963 20040729
... ... ... ...
12423 0.000090 0.040664 20040729
12424 0.652928 0.872615 20040729
12425 0.661874 1.026214 20040729
12426 1.142831 1.409958 20040729
12427 0.379063 0.844837 20040729
12428 0.859303 1.158170 20040729
12429 0.766155 1.222321 20040729
12430 0.332840 0.637832 20040729
12431 1.196611 1.540329 20040729
12432 0.825703 1.251103 20040729
12433 0.680812 0.933852 20040729
12434 1.207081 1.587302 20040729
12435 0.078077 0.404348 20040729
12436 0.121609 0.499508 20040729
12437 0.467341 0.945703 20040729
12438 1.292497 1.555749 20040729
12439 0.492908 0.844086 20040729
12440 0.249518 0.321901 20040729
12441 1.102038 1.277440 20040729
12442 0.978800 1.269616 20040729
12443 0.488177 0.967712 20040729
12444 0.992297 1.347076 20040729
12445 1.399680 1.578628 20040729
12446 0.423683 0.667864 20040729
12447 0.781310 1.101373 20040729
12448 0.881665 1.084165 20040729
12449 0.686972 0.967575 20040729
12450 0.751130 1.156706 20040729
12451 1.110576 1.384729 20040729
12452 1.329913 1.507860 20040729
[12453 rows x 92 columns],
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.803 0.000 ... NaN 0.0
2 -1.857 0.000 ... NaN 400.0
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4 -2.048 0.000 ... NaN 18160.0
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16 -1.239 0.000 ... NaN 1235.0
17 -1.597 0.000 ... NaN 2670.0
18 -1.390 0.000 ... NaN 53500.0
19 -1.776 0.000 ... NaN NaN
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21 -1.695 1.000 ... NaN 24025.0
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26 -1.800 0.000 ... NaN 0.0
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12436 -0.233 0.000 ... NaN NaN
12437 -0.402 0.000 ... NaN 1000.0
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12440 -0.293 0.000 ... NaN 167.0
12441 -0.567 0.000 ... NaN 6500.0
12442 0.404 0.000 ... NaN NaN
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12444 -1.568 0.000 ... NaN 5000.0
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12447 -0.902 0.000 ... NaN NaN
12448 -1.345 1.000 ... NaN 18300.0
12449 0.212 0.000 ... NaN 10000.0
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12456 -0.192 0.000 ... NaN NaN
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12459 0.227 0.000 ... NaN NaN
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ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 6.067680e+09 0.000000 21.815836 16.374103
2 NaN 6.151794e+10 2.642948 33.188412 30.489895
3 NaN 3.229926e+10 1.994150 28.800934 26.550387
4 NaN 4.719075e+10 2.598870 25.580184 21.314437
5 NaN 1.843222e+11 0.424628 21.586878 18.776911
6 NaN 1.198219e+10 6.291391 27.716456 19.843931
7 NaN 7.281027e+10 0.000000 26.443104 20.306103
8 NaN 1.476066e+10 0.604534 45.931070 37.056077
9 NaN 4.207456e+10 1.888247 25.048316 20.939633
10 NaN 2.853455e+10 0.000000 48.607078 37.884648
11 NaN 2.476445e+10 1.333969 20.296466 17.464688
12 NaN 6.690683e+09 2.443454 17.919049 13.226243
13 NaN 2.024879e+10 1.302023 28.888417 25.864925
14 NaN 1.195286e+10 1.270379 17.320941 11.934004
15 NaN 4.066317e+10 1.576355 30.809639 27.303500
16 NaN 4.066317e+10 1.576355 34.965332 31.889299
17 NaN 1.935789e+10 0.269663 20.187592 17.547488
18 NaN 2.509123e+10 2.231596 32.156460 28.647092
19 NaN 1.023203e+11 3.345531 27.969532 22.469502
20 NaN 1.433658e+11 0.000000 41.118273 36.637667
21 NaN 1.072493e+11 2.279982 26.674485 22.009078
22 NaN 1.665978e+10 0.000000 41.160520 37.968941
23 NaN 9.081831e+10 0.000000 23.318559 19.107606
24 NaN 4.286106e+10 3.265687 28.137299 24.697243
25 NaN 2.648969e+10 0.000000 32.164420 28.548460
26 NaN 7.592336e+09 1.887505 14.409662 10.623118
27 NaN 7.592336e+09 1.887505 38.843316 36.820995
28 NaN 6.908898e+10 2.931229 23.588647 20.260584
29 NaN 3.505669e+11 2.406015 27.402542 24.520374
... ... ... ... ... ...
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12432 5952.59 8.320950e+06 0.000000 86.963412 84.521372
12433 NaN 2.231800e+06 0.000000 84.085647 80.861856
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12435 4064.63 1.654250e+06 0.000000 104.392244 101.786588
12436 NaN 4.690920e+07 NaN 104.967989 101.956156
12437 82.33 2.732920e+04 NaN 72.329214 68.213529
12438 NaN 1.967420e+06 NaN 85.199226 82.654546
12439 75897.60 1.546860e+07 0.000000 122.201445 118.598678
12440 NaN 5.030700e+01 0.000000 61.270519 55.318977
12441 27364.97 2.072700e+07 0.000000 153.164669 151.571890
12442 NaN 7.419050e+06 0.000000 179.419431 177.003547
12443 124015.38 7.139000e+07 1.090909 57.238926 52.297781
12444 6202.45 2.701520e+06 NaN 103.280568 101.134705
12445 NaN 1.482800e+05 0.000000 83.050608 79.716969
12446 394.13 1.112200e+06 0.000000 200.898812 198.941864
12447 NaN 2.385840e+07 0.000000 111.084222 108.315173
12448 1078507.87 3.147425e+10 4.748804 28.024344 23.696014
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12450 NaN 2.174200e+06 0.000000 107.339382 104.111173
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12452 43176.53 1.018542e+06 NaN 94.217868 90.774913
12453 21889.09 3.178660e+07 NaN 116.105112 111.855434
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12457 NaN 2.131700e+06 NaN 87.604504 84.428217
12458 NaN 3.367200e+05 NaN 49.625586 43.894503
12459 NaN 1.646085e+06 0.000000 216.171099 214.384013
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HistBeta PredBeta DataDate
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1 0.000086 0.075048 20040730
2 -0.029168 0.224202 20040730
3 -0.151278 0.232607 20040730
4 -0.133662 0.194882 20040730
5 0.232445 0.455647 20040730
6 0.007699 0.044179 20040730
7 0.037890 0.082349 20040730
8 0.641031 1.094302 20040730
9 -0.063216 0.008387 20040730
10 0.152210 0.681322 20040730
11 0.180233 0.392834 20040730
12 0.030198 0.262253 20040730
13 0.208846 0.409893 20040730
14 0.000086 0.046051 20040730
15 0.032497 0.279880 20040730
16 0.308923 0.487584 20040730
17 0.112928 0.209519 20040730
18 0.226312 0.544964 20040730
19 0.015273 0.153583 20040730
20 0.367597 0.573164 20040730
21 0.059163 0.128162 20040730
22 0.489907 0.774357 20040730
23 -0.014509 0.269202 20040730
24 0.269710 0.563003 20040730
25 0.159411 0.595867 20040730
26 0.001748 0.168161 20040730
27 0.023402 0.339781 20040730
28 0.276856 0.399575 20040730
29 0.020799 0.294275 20040730
... ... ... ...
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12434 1.142606 1.323121 20040730
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12436 0.858853 1.152414 20040730
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12438 0.333228 0.637590 20040730
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12440 0.826259 1.238451 20040730
12441 0.676158 1.022030 20040730
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12443 0.078080 0.414536 20040730
12444 0.128837 0.471503 20040730
12445 0.468149 0.923640 20040730
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12448 0.250744 0.335853 20040730
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12451 0.488087 0.973597 20040730
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12453 1.397880 1.628184 20040730
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12455 0.795048 1.059292 20040730
12456 0.881410 1.073106 20040730
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12458 0.751342 1.136415 20040730
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12460 1.330576 1.497074 20040730
[12461 rows x 92 columns],
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2 USA0031 -0.466 0.000 0.0
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... ... ... ... ...
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12443 USAZZ91 -0.865 0.000 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.819 0.000 ... NaN NaN
1 -1.818 0.000 ... NaN NaN
2 -1.871 0.000 ... NaN 400.0
3 -2.099 0.000 ... NaN NaN
4 -2.064 0.000 ... NaN 18160.0
5 -1.393 0.000 ... NaN 105.0
6 -1.805 0.000 ... NaN NaN
7 -1.749 0.000 ... NaN NaN
8 -0.641 0.000 ... NaN NaN
9 -1.936 0.865 ... NaN 29000.0
10 -1.538 0.000 ... NaN NaN
11 -1.521 0.000 ... NaN NaN
12 -1.784 0.000 ... NaN NaN
13 -1.438 0.000 ... NaN NaN
14 -1.818 0.000 ... NaN NaN
15 -1.761 0.000 ... NaN NaN
16 -1.262 0.000 ... NaN 600.0
17 -1.611 0.000 ... NaN 2670.0
18 -1.439 0.000 ... NaN NaN
19 -1.792 0.000 ... NaN NaN
20 -1.171 0.000 ... NaN 8500.0
21 -1.711 1.000 ... NaN NaN
22 -0.921 0.000 ... NaN NaN
23 -1.861 0.000 ... NaN 2865.0
24 -1.322 0.000 ... NaN NaN
25 -1.534 0.000 ... NaN NaN
26 -1.816 0.000 ... NaN NaN
27 -1.808 0.000 ... NaN 10.0
28 -1.308 0.000 ... NaN 2553.0
29 -1.792 0.000 ... NaN 12750.0
... ... ... ... ... ...
12425 -1.818 0.000 ... NaN NaN
12426 -0.623 0.000 ... NaN NaN
12427 -0.598 0.000 ... NaN NaN
12428 0.263 0.000 ... NaN 100.0
12429 -1.121 0.000 ... NaN 580.0
12430 -0.027 0.000 ... NaN 6900.0
12431 -0.403 0.000 ... NaN 3000.0
12432 -1.199 0.000 ... NaN NaN
12433 0.372 0.000 ... NaN 52983.0
12434 -0.294 0.000 ... NaN NaN
12435 -0.638 0.000 ... NaN 34400.0
12436 0.406 0.000 ... NaN NaN
12437 -1.705 0.000 ... NaN 1900.0
12438 -1.579 0.000 ... NaN NaN
12439 -0.954 0.000 ... NaN NaN
12440 0.444 0.000 ... NaN 121300.0
12441 -0.964 0.000 ... NaN 15000.0
12442 -1.328 1.000 ... NaN 23300.0
12443 0.215 0.000 ... NaN NaN
12444 -0.017 0.000 ... NaN NaN
12445 -1.037 0.000 ... NaN 2970.0
12446 0.014 0.000 ... NaN 2124600.0
12447 0.779 0.000 ... NaN 5160.0
12448 -1.051 1.000 ... NaN 100.0
12449 -0.405 0.000 ... NaN 0.0
12450 -0.204 0.000 ... NaN NaN
12451 -0.174 1.000 ... NaN 347000.0
12452 -0.435 0.000 ... NaN NaN
12453 0.165 0.000 ... NaN 60000.0
12454 0.685 0.000 ... NaN 66800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.245160e+10 0.161290 17.862132 12.816897
1 NaN 6.067680e+09 0.000000 21.530068 16.144701
2 NaN 6.137724e+10 2.642948 32.444131 29.712076
3 NaN 3.217045e+10 1.994150 28.238629 25.953918
4 NaN 4.716409e+10 2.598870 25.032831 20.715281
5 NaN 1.841656e+11 0.424628 21.165930 18.180160
6 NaN 1.202980e+10 6.291391 27.254186 19.400180
7 NaN 7.208063e+10 0.000000 25.981351 19.775839
8 NaN 1.497259e+10 0.604534 45.177017 36.100774
9 NaN 4.277175e+10 1.888247 24.654910 20.532522
10 NaN 2.868588e+10 0.000000 47.435576 36.900983
11 NaN 2.462877e+10 1.333969 19.908301 16.988066
12 NaN 6.705043e+09 2.443454 18.568940 13.642304
13 NaN 2.035236e+10 1.302023 28.196413 25.169264
14 NaN 1.203890e+10 1.270379 17.289690 11.970097
15 NaN 4.079137e+10 1.576355 29.981561 26.505341
16 NaN 4.079137e+10 1.576355 34.244394 31.177380
17 NaN 1.934484e+10 0.269663 19.761036 17.158616
18 NaN 2.495807e+10 2.231596 31.203545 27.859732
19 NaN 1.032082e+11 3.345531 27.411340 21.882625
20 NaN 1.459774e+11 0.000000 40.063023 35.823136
21 NaN 1.081051e+11 2.279982 26.298294 21.620352
22 NaN 1.668674e+10 0.000000 40.323550 37.053928
23 NaN 9.081831e+10 0.000000 22.746323 18.578364
24 NaN 4.298103e+10 3.265687 27.513877 24.030960
25 NaN 2.598259e+10 0.000000 31.611807 27.877854
26 NaN 7.709847e+09 1.887505 14.488411 10.758792
27 NaN 7.709847e+09 1.887505 38.693738 36.581136
28 NaN 6.990683e+10 2.931229 23.040406 19.688298
29 NaN 3.506724e+11 2.406015 26.970075 24.167768
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 24.790430 17.765664
12426 NaN 8.320950e+06 0.000000 85.451035 82.918619
12427 NaN 2.231800e+06 0.000000 82.934424 79.727624
12428 199.55 6.130000e+05 0.000000 116.690911 113.436654
12429 4175.73 1.654250e+06 0.000000 99.828795 97.131447
12430 5711.03 8.118900e+07 NaN 102.540339 99.365267
12431 86.15 2.732920e+04 NaN 72.586227 68.556684
12432 NaN 1.967420e+06 NaN 83.863785 81.250875
12433 76451.62 1.510030e+07 0.000000 119.143837 115.521531
12434 NaN 5.030700e+01 0.000000 59.767173 53.692072
12435 28863.20 1.825950e+07 0.000000 149.961090 148.396489
12436 NaN 7.419050e+06 0.000000 174.903946 172.460377
12437 95344.15 7.009200e+07 1.090909 56.378536 51.423454
12438 NaN 2.701520e+06 NaN 100.829828 98.831631
12439 NaN 1.482800e+05 0.000000 80.699954 77.281572
12440 370.41 1.112200e+06 0.000000 195.942149 193.828216
12441 4822.74 2.087610e+07 0.000000 108.538094 105.761104
12442 1045640.36 3.180179e+10 4.748804 27.492162 23.069154
12443 NaN 1.591600e+03 0.000000 60.100069 51.287869
12444 NaN 2.174200e+06 0.000000 104.586522 101.300290
12445 20.33 2.085800e+06 0.000000 66.187255 61.318081
12446 41491.81 1.018542e+06 NaN 93.900444 90.436380
12447 22386.26 3.365640e+07 NaN 113.183377 108.811963
12448 123.50 4.347500e+05 0.000000 87.546697 84.710117
12449 NaN 6.949025e+06 0.000000 94.127424 89.329441
12450 NaN 3.767280e+07 0.000000 87.610920 84.707282
12451 2883.15 5.286616e+06 NaN 90.604884 87.089704
12452 NaN 3.367200e+05 NaN 48.384856 42.584125
12453 1399.25 1.316868e+06 0.000000 213.716855 211.927312
12454 2277504.25 8.689927e+08 0.591279 48.763161 38.183937
HistBeta PredBeta DataDate
0 -0.000085 0.128663 20040802
1 0.000072 0.078592 20040802
2 -0.028435 0.208037 20040802
3 -0.152009 0.218026 20040802
4 -0.133147 0.179954 20040802
5 0.230860 0.432346 20040802
6 0.007320 0.052601 20040802
7 0.037519 0.060841 20040802
8 0.638270 1.083554 20040802
9 -0.063596 0.008910 20040802
10 0.152048 0.643101 20040802
11 0.161487 0.362307 20040802
12 0.018505 0.240616 20040802
13 0.206271 0.410142 20040802
14 0.000072 0.041320 20040802
15 0.031030 0.280074 20040802
16 0.301974 0.502715 20040802
17 0.112507 0.204698 20040802
18 0.205995 0.488471 20040802
19 0.014477 0.134415 20040802
20 0.350982 0.612087 20040802
21 0.058471 0.135993 20040802
22 0.486831 0.768941 20040802
23 -0.022801 0.245623 20040802
24 0.269180 0.571449 20040802
25 0.154423 0.597450 20040802
26 0.001622 0.166444 20040802
27 0.005612 0.366399 20040802
28 0.276543 0.399505 20040802
29 0.014433 0.287070 20040802
... ... ... ...
12425 0.000072 0.016982 20040802
12426 0.647930 0.856541 20040802
12427 0.661908 0.996713 20040802
12428 1.128476 1.371042 20040802
12429 0.378152 0.839143 20040802
12430 0.971368 1.184348 20040802
12431 0.767596 1.177671 20040802
12432 0.335838 0.642375 20040802
12433 1.187747 1.500897 20040802
12434 0.826770 1.230091 20040802
12435 0.639858 0.965441 20040802
12436 1.205929 1.532864 20040802
12437 0.061543 0.426424 20040802
12438 0.129793 0.511508 20040802
12439 0.468575 0.892216 20040802
12440 1.226409 1.522376 20040802
12441 0.463434 0.858879 20040802
12442 0.265763 0.336172 20040802
12443 1.102497 1.253631 20040802
12444 0.976840 1.255886 20040802
12445 0.423500 0.967851 20040802
12446 0.993555 1.306815 20040802
12447 1.408194 1.544108 20040802
12448 0.415939 0.702079 20040802
12449 0.766319 1.071171 20040802
12450 0.875506 1.063712 20040802
12451 0.891400 1.096973 20040802
12452 0.750112 1.111014 20040802
12453 1.075113 1.403934 20040802
12454 1.357220 1.494133 20040802
[12455 rows x 92 columns],
'20040803': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 1.042 0.000 0.0
1 USA0011 0.853 0.000 0.0
2 USA0031 0.667 0.000 0.0
3 USA0062 -0.933 0.432 0.0
4 USA00E2 0.950 0.000 0.0
5 USA00F1 0.582 0.000 0.0
6 USA00G2 0.576 0.000 0.0
7 USA00H1 0.831 0.000 0.0
8 USA00I1 -0.989 0.000 0.0
9 USA00J1 0.105 0.000 0.0
10 USA00K1 -0.310 0.000 0.0
11 USA00P1 0.278 0.000 0.0
12 USA00R1 0.587 0.000 0.0
13 USA00S1 0.458 0.000 0.0
14 USA00V1 0.644 0.000 0.0
15 USA0131 0.180 1.000 0.0
16 USA0161 -2.109 1.000 0.0
17 USA01I1 0.268 0.000 0.0
18 USA01J2 0.256 0.000 0.0
19 USA01L1 1.578 0.000 0.0
20 USA01P1 0.108 0.000 0.0
21 USA01Q1 2.709 0.000 0.0
22 USA0202 0.024 0.000 0.0
23 USA0231 0.305 0.000 0.0
24 USA0281 0.578 0.000 0.0
25 USA0291 0.792 0.000 0.0
26 USA02A1 0.209 0.000 0.0
27 USA02B1 -2.552 0.000 0.0
28 USA02H1 0.362 0.000 0.0
29 USA02P1 1.051 0.144 0.0
... ... ... ... ...
12422 USAZY41 0.731 0.000 0.0
12423 USAZY51 -0.035 0.000 0.0
12424 USAZY61 -0.578 0.000 0.0
12425 USAZY71 -1.242 0.000 0.0
12426 USAZYI1 -0.406 0.000 0.0
12427 USAZYJ1 -2.674 0.000 0.0
12428 USAZYK1 -0.142 0.000 0.0
12429 USAZYM1 0.364 0.000 0.0
12430 USAZYR1 -2.674 0.000 0.0
12431 USAZYS1 -0.786 0.000 0.0
12432 USAZYT1 -0.186 0.000 0.0
12433 USAZYV1 2.709 0.000 0.0
12434 USAZYX1 0.788 0.000 0.0
12435 USAZZ41 2.709 0.000 0.0
12436 USAZZ51 -0.519 0.000 0.0
12437 USAZZ61 -1.292 0.000 0.0
12438 USAZZ71 -0.439 0.000 0.0
12439 USAZZ81 -0.276 0.000 0.0
12440 USAZZ91 0.525 0.000 0.0
12441 USAZZA1 -0.990 0.000 0.0
12442 USAZZB1 -0.071 0.000 0.0
12443 USAZZD1 -0.458 0.000 0.0
12444 USAZZF1 -1.324 0.000 0.0
12445 USAZZI1 -0.447 0.000 0.0
12446 USAZZJ1 -1.736 0.000 0.0
12447 USAZZL1 -2.674 0.000 0.0
12448 USAZZP1 2.709 0.000 0.0
12449 USAZZR1 -0.718 0.000 0.0
12450 USAZZX1 2.709 0.000 0.0
12451 USAZZY1 0.274 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.784 0.000 ... NaN NaN
1 -1.784 0.000 ... NaN NaN
2 -1.838 0.000 ... NaN 400.0
3 -2.109 0.000 ... NaN 77.0
4 -2.026 0.000 ... NaN 18160.0
5 -1.368 0.000 ... NaN 105.0
6 -1.770 0.000 ... NaN NaN
7 -1.717 0.000 ... NaN NaN
8 -0.633 0.000 ... NaN NaN
9 -1.897 0.865 ... NaN 29000.0
10 -1.512 0.000 ... NaN NaN
11 -1.492 0.000 ... NaN NaN
12 -1.750 0.000 ... NaN NaN
13 -1.405 0.000 ... NaN NaN
14 -1.784 0.000 ... NaN NaN
15 -1.724 0.000 ... NaN NaN
16 -1.307 0.000 ... NaN 1750.0
17 -1.579 0.000 ... NaN 2670.0
18 -1.412 0.000 ... NaN NaN
19 -1.757 0.000 ... NaN NaN
20 -1.154 0.000 ... NaN NaN
21 -1.242 1.000 ... NaN 80.0
22 -0.900 0.000 ... NaN NaN
23 -1.824 0.000 ... NaN 2865.0
24 -1.301 0.000 ... NaN NaN
25 -1.479 0.000 ... NaN 3200.0
26 -1.781 0.000 ... NaN NaN
27 -1.885 0.000 ... NaN 700.0
28 -1.284 0.000 ... NaN 2553.0
29 -1.749 0.000 ... NaN 105.0
... ... ... ... ... ...
12422 -1.784 0.000 ... NaN NaN
12423 -0.609 0.000 ... NaN NaN
12424 -0.585 0.000 ... NaN NaN
12425 0.268 0.000 ... NaN NaN
12426 -1.101 0.000 ... NaN 10000.0
12427 -0.056 0.000 ... NaN 7085.0
12428 -0.418 0.000 ... NaN 400.0
12429 -1.187 0.000 ... NaN NaN
12430 0.347 0.000 ... NaN 49741.0
12431 -0.287 0.000 ... NaN NaN
12432 -0.619 0.000 ... NaN 56550.0
12433 0.466 0.000 ... NaN 70000.0
12434 -1.667 0.000 ... NaN 200.0
12435 -1.472 0.000 ... NaN 141667.0
12436 -0.938 0.000 ... NaN NaN
12437 0.441 0.000 ... NaN 49830.0
12438 -0.937 0.000 ... NaN NaN
12439 -1.295 1.000 ... NaN 21000.0
12440 0.208 0.000 ... NaN NaN
12441 -0.005 0.000 ... NaN 9500.0
12442 -1.004 0.000 ... NaN NaN
12443 0.008 0.000 ... NaN 4172074.0
12444 0.780 0.000 ... NaN 5703.0
12445 -1.038 1.000 ... NaN NaN
12446 -0.542 0.000 ... NaN 0.0
12447 -0.252 0.000 ... NaN 387.0
12448 -0.064 1.000 ... NaN 7000.0
12449 -0.421 0.000 ... NaN NaN
12450 0.253 0.000 ... NaN 744750.0
12451 0.689 0.000 ... NaN 52800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.279145e+10 0.161290 17.676054 12.800207
1 NaN 6.073967e+09 0.000000 21.051365 15.834103
2 NaN 6.123654e+10 2.642948 31.755407 29.112948
3 NaN 3.177540e+10 1.994150 27.915919 25.631587
4 NaN 4.716409e+10 2.598870 24.636987 20.425441
5 NaN 1.857571e+11 0.424628 20.508211 17.770437
6 NaN 1.198219e+10 6.291391 26.648533 18.971471
7 NaN 7.210623e+10 0.000000 25.398476 19.409014
8 NaN 1.423642e+10 0.604534 44.428724 35.433707
9 NaN 4.244747e+10 1.888247 24.013870 20.074235
10 NaN 2.762655e+10 0.000000 46.338184 36.139183
11 NaN 2.442820e+10 1.333969 19.498795 16.569273
12 NaN 6.653126e+09 2.443454 18.386944 13.441133
13 NaN 2.059718e+10 1.302023 27.620316 24.635264
14 NaN 1.216544e+10 1.270379 16.975909 11.871629
15 NaN 4.067118e+10 1.576355 29.312669 25.926974
16 NaN 4.067118e+10 1.576355 34.362279 31.197198
17 NaN 1.935354e+10 0.269663 19.342776 16.825118
18 NaN 2.447325e+10 2.231596 30.434329 27.205736
19 NaN 1.055403e+11 3.345531 27.375333 21.871255
20 NaN 1.425410e+11 0.000000 39.133408 35.031834
21 NaN 1.078606e+11 2.279982 32.153208 28.337231
22 NaN 1.630934e+10 0.000000 39.531100 36.235904
23 NaN 9.005018e+10 0.000000 22.217404 18.160593
24 NaN 4.268109e+10 3.265687 27.007506 23.536819
25 NaN 2.574112e+10 0.000000 31.048808 27.301080
26 NaN 7.827357e+09 1.887505 14.145253 10.522634
27 NaN 7.827357e+09 1.887505 40.464364 38.412807
28 NaN 6.905977e+10 2.931229 22.589037 19.260411
29 NaN 3.465605e+11 2.406015 26.550648 23.777241
... ... ... ... ... ...
12422 NaN 5.056250e+06 NaN 24.336238 17.559560
12423 NaN 8.320950e+06 0.000000 84.749833 82.260696
12424 NaN 2.231800e+06 0.000000 82.348147 79.205722
12425 NaN 6.130000e+05 0.000000 108.902668 105.365901
12426 4045.01 1.654250e+06 0.000000 98.517769 95.863460
12427 6224.35 8.660160e+07 NaN 100.957493 97.878912
12428 82.24 2.732920e+04 NaN 72.920932 69.054202
12429 NaN 1.967420e+06 NaN 82.601816 80.133397
12430 73926.15 1.546860e+07 0.000000 117.004485 113.405594
12431 NaN 5.030700e+01 0.000000 58.902228 52.839371
12432 28502.31 1.825950e+07 0.000000 146.945528 145.332265
12433 1764.44 6.677145e+06 0.000000 171.761860 169.127636
12434 90932.52 7.009200e+07 1.090909 55.064728 50.345916
12435 6468.34 2.498906e+06 NaN 99.808258 97.751661
12436 NaN 1.482800e+05 0.000000 79.487544 76.186261
12437 358.10 1.112200e+06 0.000000 192.036712 189.881815
12438 NaN 2.087610e+07 0.000000 104.064624 101.317663
12439 1036419.96 3.185495e+10 4.748804 26.883873 22.554364
12440 NaN 1.591600e+03 0.000000 58.876981 50.086572
12441 5709.04 2.174200e+06 0.000000 103.415353 100.099987
12442 NaN 2.085800e+06 0.000000 65.147664 60.132282
12443 39985.10 1.018542e+06 NaN 92.892081 89.428502
12444 21835.31 3.365640e+07 NaN 112.409472 108.078135
12445 NaN 4.347500e+05 0.000000 85.893644 83.176632
12446 NaN 7.492597e+06 0.000000 92.961435 88.409345
12447 29779.38 3.929958e+07 0.000000 86.513959 83.630963
12448 2929.81 4.263400e+06 NaN 95.422805 92.095761
12449 NaN 3.367200e+05 NaN 47.601072 41.769037
12450 1674.17 1.097390e+06 0.000000 210.602229 208.619261
12451 2243318.33 8.600372e+08 0.591279 48.054640 37.334817
HistBeta PredBeta DataDate
0 -0.000048 0.139991 20040803
1 0.000095 0.091024 20040803
2 -0.029548 0.223267 20040803
3 -0.178972 0.170537 20040803
4 -0.133112 0.202447 20040803
5 0.229339 0.458559 20040803
6 0.007816 0.059583 20040803
7 0.036910 0.080235 20040803
8 0.633849 1.068389 20040803
9 -0.062163 0.007074 20040803
10 0.149731 0.650503 20040803
11 0.160525 0.366938 20040803
12 0.018640 0.246776 20040803
13 0.208908 0.413569 20040803
14 0.000096 0.049501 20040803
15 0.032993 0.273924 20040803
16 0.262678 0.420953 20040803
17 0.112745 0.202087 20040803
18 0.204675 0.487626 20040803
19 0.015112 0.161168 20040803
20 0.347167 0.594279 20040803
21 0.298701 0.504729 20040803
22 0.486552 0.773476 20040803
23 -0.022102 0.242867 20040803
24 0.265982 0.567973 20040803
25 0.167690 0.611577 20040803
26 0.001795 0.170104 20040803
27 -0.055769 0.244819 20040803
28 0.275452 0.404367 20040803
29 0.019310 0.306989 20040803
... ... ... ...
12422 0.000096 0.035525 20040803
12423 0.647124 0.868068 20040803
12424 0.660348 1.000257 20040803
12425 1.130116 1.411470 20040803
12426 0.376327 0.840205 20040803
12427 0.951311 1.170526 20040803
12428 0.752144 1.168885 20040803
12429 0.328700 0.638064 20040803
12430 1.173730 1.418480 20040803
12431 0.824533 1.219530 20040803
12432 0.641442 0.993064 20040803
12433 1.238968 1.631273 20040803
12434 0.064623 0.427135 20040803
12435 0.171903 0.599208 20040803
12436 0.466115 0.887278 20040803
12437 1.225478 1.508031 20040803
12438 0.466546 0.891879 20040803
12439 0.269106 0.325746 20040803
12440 1.096714 1.269636 20040803
12441 0.979626 1.252518 20040803
12442 0.429574 1.022281 20040803
12443 0.986756 1.306922 20040803
12444 1.411784 1.587072 20040803
12445 0.410713 0.666490 20040803
12446 0.684080 0.944046 20040803
12447 0.843562 0.988444 20040803
12448 0.947105 1.172045 20040803
12449 0.750733 1.104346 20040803
12450 1.121911 1.524744 20040803
12451 1.361667 1.520695 20040803
[12452 rows x 92 columns],
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12449 USAZZR1 -0.531 0.000 0.0
12450 USAZZX1 2.720 0.000 0.0
12451 USAZZY1 -1.086 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.787 0.000 ... NaN NaN
2 -1.842 0.000 ... NaN 400.0
3 -2.103 0.000 ... NaN 2680.0
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16 -1.306 0.000 ... NaN 520.0
17 -1.582 0.000 ... NaN 2670.0
18 -1.341 0.000 ... NaN 875.0
19 -1.760 0.000 ... NaN NaN
20 -1.158 0.000 ... NaN NaN
21 -1.258 1.000 ... NaN 875.0
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24 -1.321 0.000 ... NaN 875.0
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26 -1.784 0.000 ... NaN NaN
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12427 -0.054 0.000 ... NaN NaN
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12429 -1.189 0.000 ... NaN NaN
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12431 -0.287 0.000 ... NaN 371.0
12432 -0.613 0.000 ... NaN 13819.0
12433 0.510 0.000 ... NaN 1500.0
12434 -1.665 0.000 ... NaN 2500.0
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12438 -0.936 0.000 ... NaN 12000.0
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12445 -1.039 1.000 ... NaN NaN
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12447 -0.250 0.000 ... NaN NaN
12448 -0.064 1.000 ... NaN NaN
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12451 0.677 0.000 ... NaN 30600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.954500e+09 0.000000 20.833759 15.653097
2 NaN 6.117400e+10 2.642948 31.223506 28.531474
3 NaN 3.148341e+10 1.994150 27.493269 25.173808
4 NaN 4.685748e+10 2.598870 24.327288 20.078658
5 NaN 1.849222e+11 0.424628 20.326365 17.560366
6 NaN 1.171239e+10 6.291391 26.152852 18.513551
7 NaN 7.238785e+10 0.000000 24.885604 18.939711
8 NaN 1.417693e+10 0.604534 43.810285 34.640168
9 NaN 4.278796e+10 1.888247 23.558604 19.579296
10 NaN 2.856818e+10 0.000000 46.005429 35.423704
11 NaN 2.434561e+10 1.333969 19.247309 16.285249
12 NaN 6.712776e+09 2.443454 18.124020 13.209983
13 NaN 2.054539e+10 1.302023 27.148462 24.103254
14 NaN 1.218316e+10 1.270379 16.834679 11.782184
15 NaN 4.086348e+10 1.576355 32.787899 29.458791
16 NaN 4.086348e+10 1.576355 33.532515 30.483329
17 NaN 1.920999e+10 0.269663 18.967359 16.414796
18 NaN 2.448008e+10 2.231596 32.702200 29.076943
19 NaN 1.033366e+11 3.345531 28.030449 22.279489
20 NaN 1.451527e+11 0.000000 38.442883 34.255494
21 NaN 1.080807e+11 2.279982 31.943064 28.024207
22 NaN 1.624194e+10 0.000000 38.929502 35.550364
23 NaN 9.038304e+10 0.000000 21.914252 17.719639
24 NaN 4.299103e+10 3.265687 27.365579 23.857789
25 NaN 2.605503e+10 0.000000 30.671247 26.629841
26 NaN 7.738508e+09 1.887505 14.159454 10.528782
27 NaN 7.738508e+09 1.887505 39.269136 37.378135
28 NaN 6.957579e+10 2.931229 22.111786 18.755299
29 NaN 3.466659e+11 2.406015 26.409178 23.636539
... ... ... ... ... ...
12422 NaN 5.056250e+06 NaN 24.161846 17.444828
12423 NaN 8.320950e+06 0.000000 83.003558 80.453863
12424 NaN 2.231800e+06 0.000000 80.620387 77.342100
12425 NaN 6.130000e+05 0.000000 106.640236 103.009891
12426 4175.92 1.527000e+06 0.000000 96.748783 93.919920
12427 NaN 8.660160e+07 NaN 98.040102 94.932260
12428 82.47 6.832300e+04 NaN 71.508188 67.396759
12429 NaN 1.967420e+06 NaN 80.282517 77.747995
12430 77545.79 1.546860e+07 0.000000 114.640829 110.991667
12431 NaN 5.030700e+01 0.000000 57.675559 51.430602
12432 28728.44 1.776600e+07 0.000000 144.103248 142.410982
12433 1766.48 4.451430e+06 0.000000 172.791853 170.089206
12434 88387.59 6.978048e+07 1.090909 53.956669 49.176099
12435 6591.98 2.701520e+06 NaN 98.146326 95.999931
12436 NaN 1.482800e+05 0.000000 77.871730 74.464335
12437 360.13 1.112200e+06 0.000000 188.620553 186.375651
12438 4794.43 2.087610e+07 0.000000 101.847320 98.972289
12439 1122488.15 3.157464e+10 4.748804 26.452279 22.043101
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12441 NaN 2.174200e+06 0.000000 100.596196 97.164376
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12443 40057.37 1.018542e+06 NaN 90.424027 86.760372
12444 22228.04 3.365640e+07 NaN 109.613471 105.114862
12445 NaN 4.347500e+05 0.000000 83.880423 81.084113
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12448 NaN 4.263400e+06 NaN 93.790918 90.485230
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12450 1909.40 9.876510e+05 0.000000 207.393107 205.296466
12451 2183874.32 8.754778e+08 0.591279 47.364566 36.537746
HistBeta PredBeta DataDate
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1 0.000102 0.094275 20040804
2 -0.029770 0.211134 20040804
3 -0.173461 0.198808 20040804
4 -0.132823 0.182585 20040804
5 0.226244 0.431206 20040804
6 0.007998 0.047390 20040804
7 0.036825 0.074330 20040804
8 0.633739 1.072922 20040804
9 -0.061828 0.016621 20040804
10 0.149388 0.668429 20040804
11 0.159524 0.354127 20040804
12 0.017962 0.236820 20040804
13 0.209406 0.402659 20040804
14 0.000102 0.051876 20040804
15 0.014967 0.208672 20040804
16 0.264399 0.448956 20040804
17 0.112971 0.198897 20040804
18 0.245073 0.611851 20040804
19 0.015153 0.106105 20040804
20 0.345672 0.598115 20040804
21 0.291084 0.503794 20040804
22 0.485469 0.760645 20040804
23 -0.022634 0.254311 20040804
24 0.256031 0.526408 20040804
25 0.164984 0.619031 20040804
26 0.001848 0.175376 20040804
27 -0.058026 0.254557 20040804
28 0.273391 0.403837 20040804
29 0.013578 0.272692 20040804
... ... ... ...
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12423 0.647886 0.862771 20040804
12424 0.661263 0.999283 20040804
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12428 0.749368 1.134271 20040804
12429 0.328893 0.631698 20040804
12430 1.173985 1.423218 20040804
12431 0.824344 1.227610 20040804
12432 0.645047 1.035600 20040804
12433 1.261867 1.663321 20040804
12434 0.067601 0.426718 20040804
12435 0.163152 0.522012 20040804
12436 0.466606 0.902264 20040804
12437 1.224760 1.549953 20040804
12438 0.467972 0.895276 20040804
12439 0.268001 0.329664 20040804
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12441 0.980196 1.264376 20040804
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12446 0.678586 0.903435 20040804
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12448 0.946867 1.126721 20040804
12449 0.751414 1.121028 20040804
12450 1.129150 1.555901 20040804
12451 1.353844 1.494483 20040804
[12452 rows x 92 columns],
'20040805': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 0.188 0.000 0.0
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29 USA02P1 -0.826 0.144 0.0
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12453 USAZZY1 2.365 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.833 0.000 ... NaN NaN
1 -1.833 0.000 ... NaN NaN
2 -1.888 0.000 ... NaN 400.0
3 -2.275 0.000 ... NaN 388.0
4 -2.064 0.000 ... NaN 18160.0
5 -1.480 0.000 ... NaN 485.0
6 -1.817 0.000 ... NaN NaN
7 -1.769 0.000 ... NaN NaN
8 -0.702 0.000 ... NaN NaN
9 -1.957 0.865 ... NaN 29000.0
10 -1.571 0.000 ... NaN NaN
11 -1.540 0.000 ... NaN NaN
12 -1.795 0.000 ... NaN NaN
13 -1.457 0.000 ... NaN NaN
14 -1.833 0.000 ... NaN NaN
15 -1.883 0.000 ... NaN 360.0
16 -1.305 0.000 ... NaN 980.0
17 0.473 0.000 ... NaN 26412.0
18 -1.446 0.000 ... NaN 485.0
19 -1.801 0.000 ... NaN NaN
20 -1.220 0.000 ... NaN NaN
21 -1.434 1.000 ... NaN 485.0
22 -0.947 0.000 ... NaN NaN
23 -1.872 0.000 ... NaN 2865.0
24 -1.529 0.000 ... NaN 485.0
25 -1.548 0.000 ... NaN NaN
26 -1.829 0.000 ... NaN NaN
27 -1.930 0.000 ... NaN NaN
28 -1.333 0.000 ... NaN 2553.0
29 -1.909 0.000 ... NaN 485.0
... ... ... ... ... ...
12424 -1.833 0.000 ... NaN NaN
12425 -0.630 0.000 ... NaN NaN
12426 -0.616 0.000 ... NaN NaN
12427 0.266 0.000 ... NaN 1300.0
12428 -1.124 0.000 ... NaN NaN
12429 -0.058 0.000 ... NaN NaN
12430 -0.440 0.000 ... NaN 25400.0
12431 -1.216 0.000 ... NaN NaN
12432 0.423 0.000 ... NaN 41978.0
12433 -0.309 0.000 ... NaN NaN
12434 -0.592 0.000 ... NaN 10750.0
12435 0.477 0.000 ... NaN NaN
12436 -1.709 0.000 ... NaN 500.0
12437 -2.007 0.000 ... NaN 174600.0
12438 -0.967 0.000 ... NaN NaN
12439 0.415 0.000 ... NaN 32925.0
12440 -0.953 0.000 ... NaN 500.0
12441 -1.332 1.000 ... NaN 44400.0
12442 0.193 0.000 ... NaN NaN
12443 -0.010 0.000 ... NaN NaN
12444 -1.027 0.000 ... NaN NaN
12445 -0.245 0.000 ... NaN 36060590.0
12446 0.834 0.000 ... NaN 11480.0
12447 -1.074 1.000 ... NaN NaN
12448 -0.611 0.000 ... NaN 0.0
12449 -0.164 0.000 ... NaN 5000.0
12450 -0.085 1.000 ... NaN NaN
12451 -0.438 0.000 ... NaN NaN
12452 0.380 0.000 ... NaN 296600.0
12453 0.816 0.000 ... NaN 29800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.197182e+10 0.161290 17.142164 12.459537
1 NaN 5.809882e+09 0.000000 21.097854 15.849352
2 NaN 6.051739e+10 2.642948 30.662194 27.967755
3 NaN 3.071908e+10 1.994150 27.349369 24.975802
4 NaN 4.584435e+10 2.598870 23.981044 19.714886
5 NaN 1.808001e+11 0.424628 20.856130 17.719967
6 NaN 1.125215e+10 6.291391 25.769756 18.234488
7 NaN 7.053175e+10 0.000000 24.469026 18.569164
8 NaN 1.417693e+10 0.604534 43.556078 33.962952
9 NaN 4.230155e+10 1.888247 23.150051 19.188177
10 NaN 2.824870e+10 0.000000 45.383065 34.738329
11 NaN 2.398576e+10 1.333969 19.253059 16.141324
12 NaN 6.587954e+09 2.443454 18.031746 13.077175
13 NaN 2.019229e+10 1.302023 26.797440 23.647566
14 NaN 1.201866e+10 1.270379 16.924269 11.959528
15 NaN 4.007025e+10 1.576355 32.614270 29.350461
16 NaN 4.007025e+10 1.576355 33.072986 29.885411
17 NaN 1.900988e+10 0.269663 31.230990 23.404636
18 NaN 2.376992e+10 2.231596 32.416576 28.885186
19 NaN 1.024808e+11 3.345531 27.597375 22.114994
20 NaN 1.417163e+11 0.000000 37.865322 33.591773
21 NaN 1.072248e+11 2.279982 32.035999 28.198168
22 NaN 1.583758e+10 0.000000 38.654854 34.987487
23 NaN 8.905162e+10 0.000000 21.448268 17.365165
24 NaN 4.251113e+10 3.265687 27.940858 24.662048
25 NaN 2.571697e+10 0.000000 30.315790 26.155629
26 NaN 7.598068e+09 1.887505 14.181736 10.530871
27 NaN 7.598068e+09 1.887505 38.568813 36.638512
28 NaN 6.846585e+10 2.931229 21.855601 18.396322
29 NaN 3.397073e+11 2.406015 26.435000 23.616224
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 23.945178 17.454272
12425 NaN 8.320950e+06 0.000000 82.170881 79.487503
12426 NaN 2.231800e+06 0.000000 79.718132 76.328137
12427 191.96 6.130000e+05 0.000000 105.272121 101.410897
12428 NaN 1.527000e+06 0.000000 93.256080 90.189159
12429 NaN 8.660160e+07 NaN 97.836527 94.473412
12430 83.56 6.832300e+04 NaN 77.482968 73.858572
12431 NaN 1.967420e+06 NaN 80.196491 77.656094
12432 76926.43 1.473200e+07 0.000000 113.293083 109.057534
12433 NaN 5.030700e+01 0.000000 56.932000 50.294194
12434 28153.17 1.727250e+07 0.000000 141.745994 139.860718
12435 NaN 4.451430e+06 0.000000 169.789230 167.001514
12436 73741.64 7.004008e+07 1.090909 52.974665 48.241113
12437 6644.42 3.376900e+06 NaN 101.413088 99.643906
12438 NaN 1.482800e+05 0.000000 76.259353 72.692706
12439 359.46 1.112200e+06 0.000000 185.404445 182.959721
12440 4149.84 2.087610e+07 0.000000 101.048024 98.098205
12441 1093503.15 3.167033e+10 4.748804 26.134282 21.614241
12442 NaN 1.591600e+03 0.000000 58.676917 49.100072
12443 NaN 2.174200e+06 0.000000 99.945418 96.302158
12444 NaN 2.085800e+06 0.000000 63.079516 57.634853
12445 44418.72 1.527813e+06 NaN 89.284193 85.649125
12446 22831.86 3.197358e+07 NaN 108.923683 103.747935
12447 NaN 4.347500e+05 0.000000 82.580361 79.752230
12448 NaN 7.731575e+06 0.000000 90.763150 85.774903
12449 29748.47 3.767280e+07 0.000000 83.824849 80.439807
12450 NaN 4.263400e+06 NaN 93.254240 89.793639
12451 NaN 3.367200e+05 NaN 46.486986 40.088514
12452 1842.31 8.779120e+05 0.000000 204.171413 201.795752
12453 2029315.23 8.430527e+08 0.591279 48.860086 36.637171
HistBeta PredBeta DataDate
0 0.000041 0.139036 20040805
1 0.000148 0.093402 20040805
2 -0.029441 0.210798 20040805
3 -0.236822 0.108330 20040805
4 -0.123930 0.192753 20040805
5 0.189150 0.436764 20040805
6 0.008875 0.045804 20040805
7 0.034711 0.074989 20040805
8 0.606654 1.071211 20040805
9 -0.066215 0.009975 20040805
10 0.140853 0.675878 20040805
11 0.157174 0.352326 20040805
12 0.020595 0.238376 20040805
13 0.201572 0.398446 20040805
14 0.000148 0.047414 20040805
15 -0.026612 0.158352 20040805
16 0.283449 0.486100 20040805
17 1.236598 1.297295 20040805
18 0.207428 0.541971 20040805
19 0.017219 0.157391 20040805
20 0.328593 0.588728 20040805
21 0.214211 0.435661 20040805
22 0.475119 0.755989 20040805
23 -0.020577 0.272915 20040805
24 0.163003 0.436067 20040805
25 0.152751 0.603728 20040805
26 0.002189 0.180253 20040805
27 -0.052028 0.271068 20040805
28 0.268304 0.394011 20040805
29 -0.040392 0.230037 20040805
... ... ... ...
12424 0.000148 0.046934 20040805
12425 0.644879 0.857920 20040805
12426 0.652575 0.996805 20040805
12427 1.125525 1.386892 20040805
12428 0.380290 0.908618 20040805
12429 0.951507 1.210884 20040805
12430 0.746778 1.066472 20040805
12431 0.330946 0.628149 20040805
12432 1.209419 1.494080 20040805
12433 0.817168 1.211371 20040805
12434 0.665247 1.078822 20040805
12435 1.238764 1.557086 20040805
12436 0.066492 0.416861 20040805
12437 -0.093311 0.278384 20040805
12438 0.464562 0.888581 20040805
12439 1.205316 1.519615 20040805
12440 0.472048 0.903850 20040805
12441 0.268587 0.343359 20040805
12442 1.086399 1.221830 20040805
12443 0.977473 1.257409 20040805
12444 0.432094 1.030780 20040805
12445 0.851434 1.169877 20040805
12446 1.429974 1.691409 20040805
12447 0.407145 0.679793 20040805
12448 0.655435 0.899848 20040805
12449 0.894872 1.111870 20040805
12450 0.937323 1.098819 20040805
12451 0.747926 1.109432 20040805
12452 1.186739 1.577378 20040805
12453 1.420575 1.584833 20040805
[12454 rows x 92 columns],
'20040806': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.221 0.000 0.0
1 USA0011 0.937 0.000 0.0
2 USA0031 0.394 0.000 0.0
3 USA0062 2.561 0.432 0.0
4 USA00E2 0.148 0.000 0.0
5 USA00F1 0.966 0.000 0.0
6 USA00G2 -0.242 0.000 0.0
7 USA00H1 -0.248 0.000 0.0
8 USA00I1 -0.873 0.000 0.0
9 USA00J1 0.189 0.000 0.0
10 USA00K1 -0.181 0.000 0.0
11 USA00P1 -0.505 0.000 0.0
12 USA00R1 0.031 0.000 0.0
13 USA00S1 0.197 0.000 0.0
14 USA00V1 -0.580 0.000 0.0
15 USA0131 1.573 1.000 0.0
16 USA0161 1.845 1.000 0.0
17 USA01I1 -1.122 0.000 0.0
18 USA01J2 1.758 0.000 0.0
19 USA01L1 -0.212 0.000 0.0
20 USA01P1 0.173 0.000 0.0
21 USA01Q1 0.408 0.000 0.0
22 USA0202 -0.631 0.000 0.0
23 USA0231 -0.381 0.000 0.0
24 USA0281 1.072 0.000 0.0
25 USA0291 -0.419 0.000 0.0
26 USA02A1 -0.283 0.000 0.0
27 USA02B1 0.608 0.000 0.0
28 USA02H1 0.358 0.000 0.0
29 USA02P1 1.850 0.144 0.0
... ... ... ... ...
12426 USAZY41 -0.987 0.000 0.0
12427 USAZY51 -0.850 0.000 0.0
12428 USAZY61 -0.256 0.000 0.0
12429 USAZY71 -0.960 0.000 0.0
12430 USAZYI1 2.734 0.000 0.0
12431 USAZYJ1 -0.956 0.000 0.0
12432 USAZYK1 -0.895 0.000 0.0
12433 USAZYM1 -0.116 0.000 0.0
12434 USAZYR1 -1.480 0.000 0.0
12435 USAZYS1 -0.574 0.000 0.0
12436 USAZYT1 -0.395 0.000 0.0
12437 USAZYV1 -0.865 0.000 0.0
12438 USAZYX1 0.271 0.000 0.0
12439 USAZZ41 2.734 0.000 0.0
12440 USAZZ51 -0.211 0.000 0.0
12441 USAZZ61 -0.723 0.000 0.0
12442 USAZZ71 -0.831 0.000 0.0
12443 USAZZ81 -0.393 0.000 0.0
12444 USAZZ91 -1.533 0.000 0.0
12445 USAZZA1 -0.966 0.000 0.0
12446 USAZZB1 -1.146 0.000 0.0
12447 USAZZD1 -0.751 0.000 0.0
12448 USAZZF1 -2.752 0.000 0.0
12449 USAZZI1 -0.555 0.000 0.0
12450 USAZZJ1 -1.521 0.000 0.0
12451 USAZZL1 -0.712 0.000 0.0
12452 USAZZP1 -0.992 0.000 0.0
12453 USAZZR1 -0.743 0.000 0.0
12454 USAZZX1 -0.436 0.000 0.0
12455 USAZZY1 -1.958 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.823 0.000 ... NaN NaN
1 -1.823 0.000 ... NaN NaN
2 -1.874 0.000 ... NaN 400.0
3 -1.988 0.000 ... NaN 232.0
4 -2.029 0.000 ... NaN 18160.0
5 -1.386 0.000 ... NaN 290.0
6 -1.805 0.000 ... NaN NaN
7 -1.761 0.000 ... NaN NaN
8 -0.734 0.000 ... NaN NaN
9 -1.935 0.865 ... NaN 29000.0
10 -1.571 0.000 ... NaN NaN
11 -1.531 0.000 ... NaN NaN
12 -1.780 0.000 ... NaN NaN
13 -1.454 0.000 ... NaN NaN
14 -1.823 0.000 ... NaN NaN
15 -1.683 0.000 ... NaN 174.0
16 -1.093 0.000 ... NaN 300.0
17 0.405 0.000 ... NaN 26412.0
18 -1.322 0.000 ... NaN 290.0
19 -1.786 0.000 ... NaN NaN
20 -1.232 0.000 ... NaN NaN
21 -1.412 1.000 ... NaN 290.0
22 -0.946 0.000 ... NaN NaN
23 -1.854 0.000 ... NaN 2865.0
24 -1.429 0.000 ... NaN 290.0
25 -1.549 0.000 ... NaN NaN
26 -1.818 0.000 ... NaN NaN
27 -1.892 0.000 ... NaN NaN
28 -1.345 0.000 ... NaN 2553.0
29 -1.738 0.000 ... NaN 290.0
... ... ... ... ... ...
12426 -1.823 0.000 ... NaN NaN
12427 -0.623 0.000 ... NaN NaN
12428 -0.595 0.000 ... NaN NaN
12429 0.250 0.000 ... NaN NaN
12430 -0.764 0.000 ... NaN 92000.0
12431 -0.057 0.000 ... NaN NaN
12432 -0.410 0.000 ... NaN 4000.0
12433 -1.163 0.000 ... NaN NaN
12434 0.378 0.000 ... NaN 23894.0
12435 -0.296 0.000 ... NaN NaN
12436 -0.587 0.000 ... NaN 5100.0
12437 0.429 0.000 ... NaN NaN
12438 -1.679 0.000 ... NaN 200.0
12439 -1.818 0.000 ... NaN 405350.0
12440 -0.915 0.000 ... NaN NaN
12441 0.372 0.000 ... NaN 1190.0
12442 -0.901 0.000 ... NaN NaN
12443 -1.351 1.000 ... NaN 45400.0
12444 0.172 0.000 ... NaN NaN
12445 -0.012 0.000 ... NaN NaN
12446 -0.962 0.000 ... NaN NaN
12447 -0.239 0.000 ... NaN 9860200.0
12448 0.751 0.000 ... NaN 1000.0
12449 -1.035 1.000 ... NaN NaN
12450 -0.621 0.000 ... NaN 0.0
12451 -0.192 0.000 ... NaN NaN
12452 -0.093 1.000 ... NaN NaN
12453 -0.414 0.000 ... NaN NaN
12454 0.341 0.000 ... NaN NaN
12455 0.529 0.000 ... NaN 96800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.041253e+10 0.161290 16.973116 12.179938
1 NaN 5.784731e+09 0.000000 20.996008 15.501748
2 NaN 6.048613e+10 2.642948 29.995393 27.165427
3 NaN 2.969712e+10 1.994150 27.706676 24.968430
4 NaN 4.653754e+10 2.598870 23.613105 19.186293
5 NaN 1.779824e+11 0.424628 20.835683 17.292918
6 NaN 1.126009e+10 6.291391 25.417674 17.769014
7 NaN 6.886766e+10 0.000000 24.306820 18.234416
8 NaN 1.345934e+10 0.604534 43.383730 33.348015
9 NaN 4.205834e+10 1.888247 22.715756 18.634580
10 NaN 2.745841e+10 0.000000 44.907906 33.923913
11 NaN 2.316579e+10 1.333969 19.411746 16.131409
12 NaN 6.496270e+09 2.443454 18.000045 12.883961
13 NaN 1.977329e+10 1.302023 26.299382 22.965668
14 NaN 1.179848e+10 1.270379 17.092981 12.088511
15 NaN 3.872416e+10 1.576355 32.026936 28.633964
16 NaN 3.872416e+10 1.576355 33.146036 29.458220
17 NaN 1.914474e+10 0.269663 31.157744 22.921600
18 NaN 2.398501e+10 2.231596 32.158550 28.225520
19 NaN 1.003627e+11 3.345531 27.294398 21.645996
20 NaN 1.369054e+11 0.000000 37.108363 32.630371
21 NaN 1.062956e+11 2.279982 31.190409 27.379747
22 NaN 1.498841e+10 0.000000 38.128147 34.159964
23 NaN 8.741294e+10 0.000000 21.502198 17.294302
24 NaN 4.154133e+10 3.265687 27.548261 23.956035
25 NaN 2.496840e+10 0.000000 29.895840 25.600961
26 NaN 7.681186e+09 1.887505 14.280518 10.538104
27 NaN 7.681186e+09 1.887505 37.719708 35.615643
28 NaN 6.834902e+10 2.931229 21.595443 17.851281
29 NaN 3.323269e+11 2.406015 26.282758 23.164962
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 24.282570 17.782431
12427 NaN 8.320950e+06 0.000000 80.936981 78.087563
12428 NaN 2.231800e+06 0.000000 78.680632 75.071947
12429 NaN 6.130000e+05 0.000000 103.469237 99.393709
12430 4448.65 1.272500e+06 0.000000 94.270638 90.550541
12431 NaN 8.660160e+07 NaN 95.692654 92.081159
12432 83.59 6.832300e+04 NaN 77.777103 73.862252
12433 NaN 1.967420e+06 NaN 79.239104 76.558781
12434 74461.09 1.473200e+07 0.000000 110.392026 106.065633
12435 NaN 5.030700e+01 0.000000 56.299649 49.190951
12436 27063.88 1.727250e+07 0.000000 137.809154 135.799503
12437 NaN 4.451430e+06 0.000000 165.141761 162.103950
12438 58363.77 7.004008e+07 1.090909 51.709910 46.845798
12439 7529.89 3.208055e+06 NaN 100.106389 98.196337
12440 NaN 1.482800e+05 0.000000 74.712262 70.831247
12441 348.21 1.112200e+06 0.000000 180.163014 177.511873
12442 NaN 2.087610e+07 0.000000 99.338343 96.181901
12443 1123975.42 3.174726e+10 4.748804 25.697495 20.999799
12444 NaN 1.591600e+03 0.000000 58.288295 48.256595
12445 NaN 2.174200e+06 0.000000 97.937765 94.040818
12446 NaN 2.085800e+06 0.000000 62.305050 56.399312
12447 45150.88 1.527813e+06 NaN 93.147462 89.826709
12448 22845.95 3.272150e+07 NaN 106.335036 101.061912
12449 NaN 4.347500e+05 0.000000 81.080238 78.093498
12450 NaN 7.728605e+06 0.000000 88.964665 83.694571
12451 NaN 3.767280e+07 0.000000 81.605122 78.180460
12452 NaN 4.263400e+06 NaN 91.735718 88.079560
12453 NaN 3.367200e+05 NaN 46.308853 39.370326
12454 NaN 8.779120e+05 0.000000 198.163452 195.731053
12455 1977371.32 8.699192e+08 0.591279 47.846821 35.911637
HistBeta PredBeta DataDate
0 0.000111 0.160457 20040806
1 0.000186 0.128759 20040806
2 -0.027493 0.231419 20040806
3 -0.088731 0.313142 20040806
4 -0.110939 0.225390 20040806
5 0.235107 0.509218 20040806
6 0.009759 0.070460 20040806
7 0.033288 0.092535 20040806
8 0.586008 1.040214 20040806
9 -0.060124 0.041940 20040806
10 0.135798 0.677798 20040806
11 0.156857 0.363547 20040806
12 0.023298 0.263928 20040806
13 0.198665 0.414992 20040806
14 0.000186 0.066770 20040806
15 0.075258 0.312749 20040806
16 0.392557 0.618086 20040806
17 1.198713 1.260807 20040806
18 0.269404 0.632682 20040806
19 0.019673 0.182560 20040806
20 0.317772 0.584501 20040806
21 0.221125 0.486227 20040806
22 0.471888 0.754201 20040806
23 -0.016681 0.283227 20040806
24 0.211692 0.520013 20040806
25 0.147639 0.581662 20040806
26 0.002526 0.196868 20040806
27 -0.037049 0.308244 20040806
28 0.257249 0.406078 20040806
29 0.045652 0.357356 20040806
... ... ... ...
12426 0.000186 0.061273 20040806
12427 0.645566 0.854730 20040806
12428 0.660894 1.001423 20040806
12429 1.115506 1.361845 20040806
12430 0.569578 1.101218 20040806
12431 0.950005 1.201853 20040806
12432 0.760069 1.055082 20040806
12433 0.354932 0.649685 20040806
12434 1.184254 1.421529 20040806
12435 0.821230 1.207350 20040806
12436 0.665001 1.046099 20040806
12437 1.211295 1.531643 20040806
12438 0.077599 0.431356 20040806
12439 0.002728 0.390544 20040806
12440 0.488689 0.905499 20040806
12441 1.180899 1.491204 20040806
12442 0.495738 0.904522 20040806
12443 0.253692 0.340920 20040806
12444 1.073323 1.196873 20040806
12445 0.974034 1.242318 20040806
12446 0.463252 1.035090 20040806
12447 0.852090 1.099457 20040806
12448 1.384967 1.550444 20040806
12449 0.424126 0.686783 20040806
12450 0.646443 0.910979 20040806
12451 0.877513 1.061616 20040806
12452 0.930723 1.076224 20040806
12453 0.757808 1.118600 20040806
12454 1.164372 1.492814 20040806
12455 1.265228 1.421656 20040806
[12456 rows x 92 columns],
'20040809': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 -0.381 0.000 0.0
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12451 USAZZP1 -1.075 0.000 0.0
12452 USAZZR1 -1.026 0.000 0.0
12453 USAZZX1 -0.576 0.000 0.0
12454 USAZZY1 2.152 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.823 0.000 ... NaN NaN
2 -1.875 0.000 ... NaN 6650.0
3 -1.987 0.000 ... NaN 21768.0
4 -2.031 0.000 ... NaN 5906.0
5 -1.387 0.000 ... NaN 5295.0
6 -1.805 0.000 ... NaN NaN
7 -1.772 0.000 ... NaN NaN
8 -0.699 0.000 ... NaN 5805.0
9 -1.936 0.865 ... NaN 29000.0
10 -1.571 0.000 ... NaN NaN
11 -1.534 0.000 ... NaN NaN
12 -1.780 0.000 ... NaN NaN
13 -1.457 0.000 ... NaN 1629.0
14 -1.823 0.000 ... NaN NaN
15 -1.684 0.000 ... NaN NaN
16 -1.096 0.000 ... NaN 1180.0
17 0.404 0.000 ... NaN 5859.0
18 -1.323 0.000 ... NaN NaN
19 -1.754 0.000 ... NaN 8232.0
20 -1.233 0.000 ... NaN 24385.0
21 -1.416 1.000 ... NaN 7275.0
22 -0.946 0.000 ... NaN NaN
23 -1.846 0.000 ... NaN 20550.0
24 -1.426 0.000 ... NaN 6365.0
25 -1.549 0.000 ... NaN NaN
26 -1.819 0.000 ... NaN NaN
27 -1.855 0.000 ... NaN 230.0
28 -1.320 0.000 ... NaN 5583.0
29 -1.737 0.000 ... NaN 14300.0
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12426 -0.623 0.000 ... NaN NaN
12427 -0.595 0.000 ... NaN 5000.0
12428 0.243 0.000 ... NaN NaN
12429 -0.765 0.000 ... NaN NaN
12430 -0.063 0.000 ... NaN 1500.0
12431 -0.419 0.000 ... NaN 200.0
12432 -1.081 0.000 ... NaN 6000.0
12433 0.380 0.000 ... NaN 160732.0
12434 -0.297 0.000 ... NaN 666.0
12435 -0.560 0.000 ... NaN 123390.0
12436 0.429 0.000 ... NaN 32050.0
12437 -1.680 0.000 ... NaN 2900.0
12438 -1.838 0.000 ... NaN 10000.0
12439 -0.915 0.000 ... NaN NaN
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12441 -0.902 0.000 ... NaN NaN
12442 -1.350 1.000 ... NaN 27800.0
12443 0.168 0.000 ... NaN 1000.0
12444 -0.013 0.000 ... NaN NaN
12445 -0.962 0.000 ... NaN NaN
12446 -0.241 0.000 ... NaN 4233000.0
12447 0.745 0.000 ... NaN 1700.0
12448 -1.037 1.000 ... NaN NaN
12449 -0.624 0.000 ... NaN 0.0
12450 -0.186 0.000 ... NaN 1500.0
12451 -0.094 1.000 ... NaN NaN
12452 -0.415 0.000 ... NaN NaN
12453 0.345 0.000 ... NaN NaN
12454 0.517 0.000 ... NaN 62800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 5.910486e+09 0.000000 20.257128 14.969840
2 NaN 5.997022e+10 2.642948 28.949259 26.178665
3 NaN 2.972288e+10 1.994150 26.617030 24.181557
4 NaN 4.608430e+10 2.598870 23.315098 18.961405
5 NaN 1.783216e+11 0.424628 20.884208 17.330899
6 NaN 1.110932e+10 6.291391 24.419285 17.091653
7 NaN 6.813802e+10 0.000000 23.637985 17.728103
8 NaN 1.335524e+10 0.604534 48.632917 40.026004
9 NaN 4.213130e+10 1.888247 22.014082 18.054307
10 NaN 2.776107e+10 0.000000 43.273427 32.652412
11 NaN 2.293572e+10 1.333969 18.742223 15.514853
12 NaN 6.468655e+09 2.443454 17.290673 12.402139
13 NaN 2.007930e+10 1.302023 26.248673 22.850187
14 NaN 1.174533e+10 1.270379 16.408197 11.633600
15 NaN 3.906869e+10 1.576355 30.615470 27.479742
16 NaN 3.906869e+10 1.576355 32.308548 28.750205
17 NaN 1.905774e+10 0.269663 30.388029 21.977601
18 NaN 2.392356e+10 2.231596 30.950387 27.267001
19 NaN 1.012292e+11 3.345531 29.890292 24.755578
20 NaN 1.374552e+11 0.000000 35.899346 31.465219
21 NaN 1.056843e+11 2.279982 30.330021 26.540657
22 NaN 1.484015e+10 0.000000 36.663667 32.834076
23 NaN 8.723371e+10 0.000000 20.694859 16.683747
24 NaN 4.133138e+10 3.265687 28.132398 24.262704
25 NaN 2.463034e+10 0.000000 28.705448 24.637442
26 NaN 7.727043e+09 1.887505 13.738368 10.135521
27 NaN 7.727043e+09 1.887505 38.101343 35.928038
28 NaN 6.810561e+10 2.931229 22.645008 19.170770
29 NaN 3.358062e+11 2.406015 25.807776 22.850944
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 23.405454 17.173967
12426 NaN 8.320950e+06 0.000000 77.665647 74.889846
12427 38.10 2.231800e+06 0.000000 75.712425 72.182836
12428 NaN 6.130000e+05 0.000000 100.500535 96.581120
12429 NaN 1.272500e+06 0.000000 91.366484 87.836495
12430 6426.70 7.397220e+07 NaN 92.887944 89.207191
12431 87.37 6.832300e+04 NaN 74.098006 70.246473
12432 488.08 3.026800e+06 NaN 78.893586 76.162145
12433 78353.28 1.510030e+07 0.000000 106.617568 102.454620
12434 NaN 5.030700e+01 0.000000 54.577839 47.634517
12435 30217.57 2.122050e+07 0.000000 136.532051 134.598943
12436 1747.80 4.451430e+06 0.000000 159.418195 156.423242
12437 36487.14 6.775560e+07 1.090909 50.169741 45.435788
12438 7667.14 3.208055e+06 NaN 96.675462 94.867095
12439 NaN 1.482800e+05 0.000000 72.187331 68.379468
12440 379.92 1.112200e+06 0.000000 173.719906 171.118675
12441 NaN 2.087610e+07 0.000000 96.334366 93.320517
12442 1173239.01 3.162225e+10 4.748804 24.777573 20.203537
12443 4.05 1.352860e+06 0.000000 56.637172 46.852507
12444 NaN 2.174200e+06 0.000000 95.177378 91.389202
12445 NaN 2.085800e+06 0.000000 60.165345 54.493296
12446 45581.67 1.018542e+06 NaN 90.649094 87.282059
12447 23901.35 3.085170e+07 NaN 102.132064 96.853496
12448 NaN 4.347500e+05 0.000000 78.106855 75.163833
12449 NaN 7.480387e+06 0.000000 86.343794 81.080459
12450 30870.78 3.981330e+07 0.000000 79.588485 76.277726
12451 NaN 4.263400e+06 NaN 88.201194 84.616380
12452 NaN 3.367200e+05 NaN 44.787863 38.042404
12453 NaN 8.779120e+05 0.000000 191.334888 188.916472
12454 1836625.86 8.334795e+08 0.591279 47.188420 35.262129
HistBeta PredBeta DataDate
0 0.000109 0.157640 20040809
1 0.000184 0.115265 20040809
2 -0.027967 0.214751 20040809
3 -0.088179 0.316862 20040809
4 -0.111804 0.249080 20040809
5 0.234775 0.543232 20040809
6 0.009752 0.075095 20040809
7 0.027612 0.071932 20040809
8 0.604834 1.133385 20040809
9 -0.060391 0.032243 20040809
10 0.135847 0.675297 20040809
11 0.155602 0.367048 20040809
12 0.023274 0.264934 20040809
13 0.197367 0.456845 20040809
14 0.000184 0.074826 20040809
15 0.075251 0.299170 20040809
16 0.391107 0.638725 20040809
17 1.198266 1.293854 20040809
18 0.269457 0.604666 20040809
19 0.037551 0.224894 20040809
20 0.317774 0.608919 20040809
21 0.219328 0.501226 20040809
22 0.471800 0.754166 20040809
23 -0.012362 0.280180 20040809
24 0.214021 0.585520 20040809
25 0.147841 0.572551 20040809
26 0.002522 0.203771 20040809
27 -0.016883 0.372799 20040809
28 0.271055 0.370066 20040809
29 0.046432 0.376595 20040809
... ... ... ...
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12426 0.645596 0.851279 20040809
12427 0.660708 0.979948 20040809
12428 1.111552 1.342982 20040809
12429 0.569545 1.041041 20040809
12430 0.946902 1.271515 20040809
12431 0.755332 1.050009 20040809
12432 0.399388 0.621557 20040809
12433 1.185295 1.373688 20040809
12434 0.821197 1.184389 20040809
12435 0.679809 0.994818 20040809
12436 1.211438 1.527954 20040809
12437 0.076946 0.457363 20040809
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12439 0.488504 0.874011 20040809
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12441 0.495506 0.872159 20040809
12442 0.254414 0.339076 20040809
12443 1.071101 1.164150 20040809
12444 0.974011 1.232760 20040809
12445 0.463314 1.024162 20040809
12446 0.851401 1.164802 20040809
12447 1.381418 1.633526 20040809
12448 0.423166 0.668773 20040809
12449 0.645096 0.999550 20040809
12450 0.880612 1.009697 20040809
12451 0.930264 1.073912 20040809
12452 0.757703 1.103687 20040809
12453 1.166597 1.504050 20040809
12454 1.259081 1.486675 20040809
[12455 rows x 92 columns],
'20040810': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.471 0.000 0.0
1 USA0011 -0.330 0.000 0.0
2 USA0031 -0.172 0.000 0.0
3 USA0062 -1.563 0.432 0.0
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12 USA00R1 -0.276 0.000 0.0
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17 USA01I1 1.250 0.000 0.0
18 USA01J2 0.378 0.000 0.0
19 USA01L1 -1.349 0.000 0.0
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21 USA01Q1 -0.293 0.000 0.0
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23 USA0231 -0.399 0.000 0.0
24 USA0281 0.004 0.000 0.0
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27 USA02B1 -1.789 0.000 0.0
28 USA02H1 0.214 0.000 0.0
29 USA02P1 -0.304 0.144 0.0
... ... ... ... ...
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12434 USAZYR1 2.731 0.000 0.0
12435 USAZYS1 0.674 0.000 0.0
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12441 USAZZ61 1.643 0.000 0.0
12442 USAZZ71 2.294 0.000 0.0
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12444 USAZZ91 -0.027 0.000 0.0
12445 USAZZA1 1.285 0.000 0.0
12446 USAZZB1 -0.247 0.000 0.0
12447 USAZZD1 -2.779 0.000 0.0
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12453 USAZZR1 0.726 0.000 0.0
12454 USAZZX1 1.556 0.000 0.0
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USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
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13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.823 0.000 ... NaN 5275.0
1 -1.825 0.000 ... NaN NaN
2 -1.870 0.000 ... NaN 6650.0
3 -1.886 0.000 ... NaN 3720.0
4 -2.019 0.000 ... NaN 5906.0
5 -1.407 0.000 ... NaN 264.0
6 -1.810 0.000 ... NaN NaN
7 -1.775 0.000 ... NaN NaN
8 -0.732 0.000 ... NaN NaN
9 -1.936 0.865 ... NaN 29000.0
10 -1.580 0.000 ... NaN NaN
11 -1.540 0.000 ... NaN NaN
12 -1.776 0.000 ... NaN NaN
13 -1.478 0.000 ... NaN NaN
14 -1.825 0.000 ... NaN NaN
15 -1.700 0.000 ... NaN NaN
16 -1.131 0.000 ... NaN NaN
17 0.363 0.000 ... NaN 5859.0
18 -1.340 0.000 ... NaN NaN
19 -1.767 0.000 ... NaN NaN
20 -1.249 0.000 ... NaN NaN
21 -1.428 1.000 ... NaN NaN
22 -0.978 0.000 ... NaN NaN
23 -1.847 0.000 ... NaN 20550.0
24 -1.439 0.000 ... NaN NaN
25 -1.548 0.000 ... NaN NaN
26 -1.821 0.000 ... NaN NaN
27 -1.721 0.000 ... NaN 50.0
28 -1.329 0.000 ... NaN 5583.0
29 -1.744 0.000 ... NaN 14300.0
... ... ... ... ... ...
12426 -1.825 0.000 ... NaN NaN
12427 -0.631 0.000 ... NaN NaN
12428 -0.597 0.000 ... NaN NaN
12429 0.236 0.000 ... NaN 800.0
12430 -0.733 0.000 ... NaN NaN
12431 -0.107 0.000 ... NaN 500.0
12432 -0.419 0.000 ... NaN 18500.0
12433 -1.081 0.000 ... NaN NaN
12434 0.312 0.000 ... NaN 132452.0
12435 -0.293 0.000 ... NaN NaN
12436 -0.562 0.000 ... NaN 140901.0
12437 0.422 0.000 ... NaN 123666.0
12438 -1.697 0.000 ... NaN NaN
12439 -1.805 0.000 ... NaN NaN
12440 -0.904 0.000 ... NaN NaN
12441 0.368 0.000 ... NaN 60992.0
12442 -1.541 0.000 ... NaN 43000.0
12443 -1.380 1.000 ... NaN 47500.0
12444 0.146 0.000 ... NaN NaN
12445 -0.024 0.000 ... NaN 5200.0
12446 -0.960 0.000 ... NaN NaN
12447 -0.038 0.000 ... NaN 4639000.0
12448 0.795 0.000 ... NaN 2500.0
12449 -1.049 1.000 ... NaN NaN
12450 -0.663 0.000 ... NaN 0.0
12451 -0.235 0.000 ... NaN 10700.0
12452 -0.609 1.000 ... NaN 11037.0
12453 -0.417 0.000 ... NaN NaN
12454 0.335 0.000 ... NaN NaN
12455 0.462 0.000 ... NaN 27400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.225169e+10 0.161290 15.964994 11.391997
1 NaN 5.891623e+09 0.000000 19.801148 14.568160
2 NaN 6.104893e+10 2.642948 28.143263 25.394620
3 NaN 3.046144e+10 1.994150 25.999228 23.708423
4 NaN 4.668418e+10 2.598870 22.614170 18.376553
5 NaN 1.787912e+11 0.424628 20.089994 16.848647
6 NaN 1.118073e+10 6.291391 23.825683 16.573758
7 NaN 6.899567e+10 0.000000 23.065162 17.190070
8 NaN 1.332549e+10 0.604534 47.128861 38.898641
9 NaN 4.239072e+10 1.888247 21.510770 17.525001
10 NaN 2.841684e+10 0.000000 41.945869 31.708635
11 NaN 2.300651e+10 1.333969 18.239824 15.079244
12 NaN 6.526095e+09 2.443454 16.836305 12.039481
13 NaN 2.048889e+10 1.302023 25.410004 22.281425
14 NaN 1.198322e+10 1.270379 16.091823 11.313371
15 NaN 3.974975e+10 1.576355 29.693823 26.632152
16 NaN 3.974975e+10 1.576355 31.312254 28.034878
17 NaN 1.917954e+10 0.269663 29.289564 21.564730
18 NaN 2.432985e+10 2.231596 30.039180 26.518563
19 NaN 1.008441e+11 3.345531 29.784092 24.216333
20 NaN 1.406167e+11 0.000000 34.760890 30.582899
21 NaN 1.062712e+11 2.279982 29.315177 25.743322
22 NaN 1.496146e+10 0.000000 35.473462 31.972678
23 NaN 8.787382e+10 0.000000 20.136735 16.180195
24 NaN 4.176129e+10 3.265687 26.981114 23.619802
25 NaN 2.554794e+10 0.000000 27.700774 23.943537
26 NaN 8.093906e+09 1.887505 13.441446 9.850717
27 NaN 8.093906e+09 1.887505 37.054865 34.909373
28 NaN 6.840743e+10 2.931229 21.788115 18.544544
29 NaN 3.383366e+11 2.406015 24.921869 22.144237
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 22.964899 16.805208
12427 NaN 8.320950e+06 0.000000 75.663139 72.995116
12428 NaN 2.231800e+06 0.000000 74.071307 70.750028
12429 179.23 6.130000e+05 0.000000 95.929356 92.076492
12430 NaN 1.272500e+06 0.000000 88.814555 85.390395
12431 6180.03 7.216800e+07 NaN 90.137460 86.716489
12432 84.24 6.832300e+04 NaN 72.121574 68.454989
12433 NaN 3.026800e+06 NaN 78.694518 76.189748
12434 77199.98 1.473200e+07 0.000000 104.133479 100.156311
12435 NaN 5.030700e+01 0.000000 52.892658 46.401517
12436 31598.02 2.122050e+07 0.000000 133.261722 131.565822
12437 1836.99 4.451430e+06 0.000000 155.888338 153.085128
12438 NaN 6.775560e+07 1.090909 48.668172 44.115539
12439 NaN 3.208055e+06 NaN 94.068407 92.305678
12440 NaN 1.482800e+05 0.000000 70.418373 66.762318
12441 368.20 1.112200e+06 0.000000 169.935219 167.470749
12442 2830.68 1.133274e+07 0.000000 90.996576 88.430360
12443 1203234.51 3.160321e+10 4.748804 24.070163 19.601383
12444 NaN 1.352860e+06 0.000000 54.844118 45.449954
12445 4949.04 2.174200e+06 0.000000 92.102595 88.521219
12446 NaN 2.085800e+06 0.000000 58.587606 53.264818
12447 44142.37 1.527813e+06 NaN 88.150144 84.518960
12448 23013.79 3.272150e+07 NaN 100.783127 95.959589
12449 NaN 4.347500e+05 0.000000 76.142753 73.345293
12450 NaN 7.481952e+06 0.000000 83.861902 78.890626
12451 31704.84 3.938520e+07 0.000000 77.547532 74.421169
12452 2970.28 2.344870e+06 NaN 81.746098 78.689621
12453 NaN 3.367200e+05 NaN 43.526102 37.226586
12454 NaN 8.779120e+05 0.000000 187.470859 185.201572
12455 1788854.86 8.424350e+08 0.591279 45.192085 34.321496
HistBeta PredBeta DataDate
0 0.001331 0.154422 20040810
1 0.000136 0.115757 20040810
2 -0.024121 0.215235 20040810
3 -0.032865 0.341815 20040810
4 -0.104758 0.228841 20040810
5 0.224971 0.519282 20040810
6 0.008306 0.074952 20040810
7 0.027203 0.080646 20040810
8 0.588975 1.105930 20040810
9 -0.059631 0.028508 20040810
10 0.131778 0.636144 20040810
11 0.153394 0.367263 20040810
12 0.026267 0.262552 20040810
13 0.187126 0.439207 20040810
14 0.000136 0.089730 20040810
15 0.067364 0.299198 20040810
16 0.373801 0.616067 20040810
17 1.178727 1.293141 20040810
18 0.261191 0.604242 20040810
19 0.031164 0.187517 20040810
20 0.310131 0.581848 20040810
21 0.213840 0.466672 20040810
22 0.456044 0.744633 20040810
23 -0.011734 0.278604 20040810
24 0.207944 0.549380 20040810
25 0.149439 0.562111 20040810
26 0.002084 0.203682 20040810
27 0.055770 0.386781 20040810
28 0.267320 0.397426 20040810
29 0.043682 0.353838 20040810
... ... ... ...
12426 0.000136 0.096092 20040810
12427 0.643087 0.876531 20040810
12428 0.661573 1.003712 20040810
12429 1.110037 1.354220 20040810
12430 0.588102 1.091572 20040810
12431 0.925212 1.250905 20040810
12432 0.757532 1.088431 20040810
12433 0.400629 0.634539 20040810
12434 1.150886 1.421899 20040810
12435 0.825085 1.212430 20040810
12436 0.680144 0.988575 20040810
12437 1.210332 1.563691 20040810
12438 0.069127 0.432003 20040810
12439 0.011024 0.343363 20040810
12440 0.496248 0.890084 20040810
12441 1.181205 1.530140 20040810
12442 0.153042 0.655786 20040810
12443 0.239591 0.328311 20040810
12444 1.061794 1.171918 20040810
12445 0.970177 1.267587 20040810
12446 0.465875 1.023847 20040810
12447 0.962443 1.261595 20040810
12448 1.411342 1.568100 20040810
12449 0.418252 0.678272 20040810
12450 0.625853 0.906014 20040810
12451 0.856584 1.058105 20040810
12452 0.654754 0.899076 20040810
12453 0.758301 1.127601 20040810
12454 1.163511 1.524515 20040810
12455 1.232172 1.441195 20040810
[12456 rows x 92 columns],
'20040811': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.105 0.000 0.0
1 USA0011 0.704 0.000 0.0
2 USA0031 1.704 0.000 0.0
3 USA0062 0.316 0.432 0.0
4 USA00E2 1.393 0.000 0.0
5 USA00F1 0.260 0.000 0.0
6 USA00G2 0.774 0.000 0.0
7 USA00H1 2.031 0.000 0.0
8 USA00I1 -1.776 0.000 0.0
9 USA00J1 1.117 0.000 0.0
10 USA00K1 -2.223 0.000 0.0
11 USA00P1 0.120 0.000 0.0
12 USA00R1 0.307 0.000 0.0
13 USA00S1 1.186 0.000 0.0
14 USA00V1 1.224 0.000 0.0
15 USA0131 0.565 1.000 0.0
16 USA0161 -1.434 1.000 0.0
17 USA01I1 0.259 0.000 0.0
18 USA01J2 0.651 0.000 0.0
19 USA01L1 -0.313 0.000 0.0
20 USA01P1 -1.937 0.000 0.0
21 USA01Q1 0.123 0.000 0.0
22 USA0202 -0.525 0.000 0.0
23 USA0231 -0.869 0.000 0.0
24 USA0281 0.431 0.000 0.0
25 USA0291 -1.242 0.000 0.0
26 USA02A1 -0.118 0.000 0.0
27 USA02B1 -2.715 0.000 0.0
28 USA02H1 0.403 0.000 0.0
29 USA02P1 0.564 0.144 0.0
... ... ... ... ...
12429 USAZY41 0.168 0.000 0.0
12430 USAZY51 -0.370 0.000 0.0
12431 USAZY61 -0.635 0.000 0.0
12432 USAZY71 -0.683 0.000 0.0
12433 USAZYI1 -0.572 0.000 0.0
12434 USAZYJ1 0.213 0.000 0.0
12435 USAZYK1 -0.661 0.000 0.0
12436 USAZYM1 2.772 0.000 0.0
12437 USAZYR1 2.772 0.000 0.0
12438 USAZYS1 -1.013 0.000 0.0
12439 USAZYT1 1.186 0.000 0.0
12440 USAZYV1 -2.715 0.000 0.0
12441 USAZYX1 0.210 0.000 0.0
12442 USAZZ41 2.772 0.000 0.0
12443 USAZZ51 -0.623 0.000 0.0
12444 USAZZ61 -1.077 0.000 0.0
12445 USAZZ71 2.772 0.000 0.0
12446 USAZZ81 1.292 0.000 0.0
12447 USAZZ91 -1.584 0.000 0.0
12448 USAZZA1 2.772 0.000 0.0
12449 USAZZB1 -1.611 0.000 0.0
12450 USAZZD1 -0.695 0.000 0.0
12451 USAZZF1 -2.715 0.000 0.0
12452 USAZZI1 0.436 0.000 0.0
12453 USAZZJ1 -2.715 0.000 0.0
12454 USAZZL1 -0.166 0.000 0.0
12455 USAZZP1 0.174 0.000 0.0
12456 USAZZR1 -0.559 0.000 0.0
12457 USAZZX1 -2.715 0.000 0.0
12458 USAZZY1 1.385 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.805 0.000 ... NaN NaN
1 -1.807 0.000 ... NaN NaN
2 -1.856 0.000 ... NaN 6650.0
3 -1.872 0.000 ... NaN NaN
4 -2.014 0.000 ... NaN 5906.0
5 -1.392 0.000 ... NaN 264.0
6 -1.791 0.000 ... NaN NaN
7 -1.758 0.000 ... NaN NaN
8 -0.725 0.000 ... NaN NaN
9 -1.917 0.865 ... NaN 29000.0
10 -1.565 0.000 ... NaN NaN
11 -1.524 0.000 ... NaN NaN
12 -1.759 0.000 ... NaN NaN
13 -1.463 0.000 ... NaN NaN
14 -1.807 0.000 ... NaN NaN
15 -1.681 0.000 ... NaN NaN
16 -1.145 0.000 ... NaN 715.0
17 0.367 0.000 ... NaN 5859.0
18 -1.326 0.000 ... NaN NaN
19 -1.748 0.000 ... NaN NaN
20 -1.265 0.000 ... NaN NaN
21 -1.428 1.000 ... NaN 57380.0
22 -1.018 0.000 ... NaN NaN
23 -1.832 0.000 ... NaN 20550.0
24 -1.424 0.000 ... NaN NaN
25 -1.545 0.000 ... NaN NaN
26 -1.803 0.000 ... NaN NaN
27 -1.744 0.000 ... NaN 20.0
28 -1.320 0.000 ... NaN 5583.0
29 -1.726 0.000 ... NaN 14300.0
... ... ... ... ... ...
12429 -1.807 0.000 ... NaN NaN
12430 -0.631 0.000 ... NaN NaN
12431 -0.587 0.000 ... NaN NaN
12432 0.241 0.000 ... NaN 800.0
12433 -0.726 0.000 ... NaN NaN
12434 -0.098 0.000 ... NaN NaN
12435 -0.410 0.000 ... NaN 1100.0
12436 -1.044 0.000 ... NaN 15000.0
12437 0.358 0.000 ... NaN 291335.0
12438 -0.286 0.000 ... NaN NaN
12439 -0.544 0.000 ... NaN 8475.0
12440 0.353 0.000 ... NaN 246000.0
12441 -1.677 0.000 ... NaN NaN
12442 -1.679 0.000 ... NaN 7000.0
12443 -0.893 0.000 ... NaN NaN
12444 0.374 0.000 ... NaN 183010.0
12445 -1.176 0.000 ... NaN 52000.0
12446 -1.363 1.000 ... NaN 32100.0
12447 0.154 0.000 ... NaN NaN
12448 0.008 0.000 ... NaN 1600.0
12449 -0.939 0.000 ... NaN NaN
12450 -0.031 0.000 ... NaN 10020200.0
12451 0.801 0.000 ... NaN 4250.0
12452 -1.043 1.000 ... NaN NaN
12453 -0.703 0.000 ... NaN 0.0
12454 -0.225 0.000 ... NaN 11000.0
12455 -0.603 1.000 ... NaN NaN
12456 -0.407 0.000 ... NaN NaN
12457 0.318 0.000 ... NaN 160000.0
12458 0.487 0.000 ... NaN 88700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.167196e+10 0.161290 16.439406 11.584793
1 NaN 5.979651e+09 0.000000 20.600349 14.990003
2 NaN 6.219018e+10 2.642948 29.776788 26.328646
3 NaN 3.059885e+10 1.994150 26.473257 24.072206
4 NaN 4.711076e+10 2.598870 24.399044 19.354621
5 NaN 1.776954e+11 0.424628 20.566011 17.124546
6 NaN 1.111725e+10 6.291391 24.736375 16.996132
7 NaN 7.065975e+10 0.000000 25.391317 18.539526
8 NaN 1.329203e+10 0.604534 48.933100 39.841754
9 NaN 4.279607e+10 1.888247 22.675680 18.267591
10 NaN 2.734070e+10 0.000000 44.395172 32.801591
11 NaN 2.315399e+10 1.333969 18.722355 15.334868
12 NaN 6.563652e+09 2.443454 17.482215 12.389323
13 NaN 2.071487e+10 1.302023 26.405461 22.939840
14 NaN 1.219834e+10 1.270379 17.269905 12.019823
15 NaN 3.980584e+10 1.576355 30.464597 27.183154
16 NaN 3.980584e+10 1.576355 32.252410 28.758469
17 NaN 1.920129e+10 0.269663 29.582642 21.837099
18 NaN 2.460299e+10 2.231596 30.812590 27.057383
19 NaN 1.014859e+11 3.345531 30.536928 24.607059
20 NaN 1.259777e+11 0.000000 37.127320 31.770934
21 NaN 1.086920e+11 2.279982 29.979132 26.151014
22 NaN 1.436839e+10 0.000000 36.510343 32.542084
23 NaN 8.595350e+10 0.000000 21.098226 16.546468
24 NaN 4.112142e+10 3.265687 27.649272 24.030758
25 NaN 2.448545e+10 0.000000 28.848204 24.675829
26 NaN 8.085308e+09 1.887505 13.883571 10.023644
27 NaN 8.085308e+09 1.887505 39.013987 36.719550
28 NaN 7.040338e+10 2.931229 22.313137 18.828832
29 NaN 3.394964e+11 2.406015 25.567279 22.588784
... ... ... ... ... ...
12429 NaN 5.056250e+06 NaN 23.667722 17.090067
12430 NaN 8.320950e+06 0.000000 77.825039 75.043158
12431 NaN 2.231800e+06 0.000000 75.328673 71.795029
12432 154.91 6.130000e+05 0.000000 97.470534 93.378821
12433 NaN 1.272500e+06 0.000000 90.530153 86.980587
12434 NaN 7.216800e+07 NaN 93.532486 90.107255
12435 84.24 6.832300e+04 NaN 75.008728 71.195908
12436 588.62 2.724120e+06 NaN 81.517570 78.724373
12437 74778.19 1.307465e+07 0.000000 107.660376 103.390209
12438 NaN 5.030700e+01 0.000000 54.208035 47.274743
12439 31019.77 2.072700e+07 0.000000 135.594586 133.796987
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12441 NaN 6.775560e+07 1.090909 49.669971 44.766944
12442 6266.78 2.701520e+06 NaN 97.919562 95.976676
12443 NaN 1.482800e+05 0.000000 71.418800 67.460434
12444 320.78 1.112200e+06 0.000000 172.856898 170.304538
12445 3067.05 5.964600e+06 0.000000 95.087305 91.992264
12446 1222448.69 3.142623e+10 4.748804 25.368606 20.483975
12447 NaN 1.352860e+06 0.000000 56.549128 46.461622
12448 4871.22 1.956780e+06 0.000000 94.012649 90.090917
12449 NaN 2.085800e+06 0.000000 59.996022 54.151312
12450 45004.71 1.527813e+06 NaN 94.615882 91.334606
12451 23079.89 3.365640e+07 NaN 104.246362 99.094787
12452 NaN 4.347500e+05 0.000000 77.081031 74.031765
12453 NaN 7.843284e+06 0.000000 86.202294 80.811434
12454 29345.75 3.938520e+07 0.000000 78.805256 75.586182
12455 NaN 2.344870e+06 NaN 77.231125 73.352627
12456 NaN 3.367200e+05 NaN 44.425220 37.742966
12457 1776.72 9.876510e+05 0.000000 191.164010 188.851842
12458 1818507.41 8.257593e+08 0.591279 46.788396 35.269072
HistBeta PredBeta DataDate
0 0.001345 0.161071 20040811
1 0.000144 0.132954 20040811
2 -0.026239 0.238978 20040811
3 -0.034878 0.356189 20040811
4 -0.111827 0.246246 20040811
5 0.224945 0.521862 20040811
6 0.008535 0.089975 20040811
7 0.026564 0.118074 20040811
8 0.586189 1.088086 20040811
9 -0.059373 0.053941 20040811
10 0.131147 0.620403 20040811
11 0.153333 0.369333 20040811
12 0.025883 0.270530 20040811
13 0.186218 0.451147 20040811
14 0.000144 0.114771 20040811
15 0.068400 0.318530 20040811
16 0.358641 0.574094 20040811
17 1.177327 1.262702 20040811
18 0.260320 0.603978 20040811
19 0.032124 0.202991 20040811
20 0.293468 0.535686 20040811
21 0.205243 0.455094 20040811
22 0.427581 0.727238 20040811
23 -0.013616 0.267453 20040811
24 0.207322 0.551458 20040811
25 0.141842 0.529826 20040811
26 0.002134 0.206907 20040811
27 0.034067 0.333390 20040811
28 0.263640 0.403569 20040811
29 0.043839 0.363172 20040811
... ... ... ...
12429 0.000144 0.104611 20040811
12430 0.637044 0.863622 20040811
12431 0.661032 0.993043 20040811
12432 1.108978 1.338452 20040811
12433 0.585412 1.058417 20040811
12434 0.925775 1.206093 20040811
12435 0.756385 1.056576 20040811
12436 0.413070 0.687449 20040811
12437 1.172521 1.474218 20040811
12438 0.823893 1.193461 20040811
12439 0.683844 0.996338 20040811
12440 1.169546 1.446373 20040811
12441 0.070651 0.440866 20040811
12442 0.069471 0.460817 20040811
12443 0.494846 0.874896 20040811
12444 1.181079 1.483763 20040811
12445 0.341998 0.854368 20040811
12446 0.240754 0.358753 20040811
12447 1.061994 1.149545 20040811
12448 0.982729 1.327874 20040811
12449 0.469900 1.007970 20040811
12450 0.961598 1.185400 20040811
12451 1.412163 1.560700 20040811
12452 0.413597 0.684883 20040811
12453 0.598204 0.849004 20040811
12454 0.856566 1.030277 20040811
12455 0.652033 0.974375 20040811
12456 0.758102 1.117360 20040811
12457 1.150678 1.430427 20040811
12458 1.242305 1.464400 20040811
[12459 rows x 92 columns],
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1 USA0011 0.132 0.000 0.0
2 USA0031 0.415 0.000 0.0
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7 USA00H1 0.369 0.000 0.0
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12452 USAZZB1 -1.598 0.000 0.0
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12455 USAZZI1 -0.345 0.000 0.0
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12459 USAZZR1 -0.242 0.000 0.0
12460 USAZZX1 -0.396 0.000 0.0
12461 USAZZY1 0.902 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.807 0.000 ... NaN NaN
2 -1.856 0.000 ... NaN 6650.0
3 -1.865 0.000 ... NaN NaN
4 -2.006 0.000 ... NaN 5906.0
5 -1.398 0.000 ... NaN 264.0
6 -1.790 0.000 ... NaN NaN
7 -1.760 0.000 ... NaN NaN
8 -0.749 0.000 ... NaN NaN
9 -1.911 0.865 ... NaN 29000.0
10 -1.570 0.000 ... NaN NaN
11 -1.525 0.000 ... NaN NaN
12 -1.758 0.000 ... NaN NaN
13 -1.647 0.000 ... NaN 162.0
14 -1.807 0.000 ... NaN NaN
15 -1.672 0.000 ... NaN NaN
16 -1.151 0.000 ... NaN NaN
17 0.330 0.000 ... NaN 5859.0
18 -1.337 0.000 ... NaN NaN
19 -1.741 0.000 ... NaN NaN
20 -0.788 0.000 ... NaN 5000.0
21 -1.439 1.000 ... NaN NaN
22 -1.019 0.000 ... NaN NaN
23 -1.832 0.000 ... NaN 20550.0
24 -1.431 0.000 ... NaN NaN
25 -1.562 0.000 ... NaN NaN
26 -1.803 0.000 ... NaN NaN
27 -1.716 0.000 ... NaN 150.0
28 -1.326 0.000 ... NaN 5583.0
29 -1.724 0.000 ... NaN 14300.0
... ... ... ... ... ...
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12436 -1.106 0.000 ... NaN 1300.0
12437 -0.094 0.000 ... NaN NaN
12438 -0.401 0.000 ... NaN NaN
12439 -1.028 0.000 ... NaN NaN
12440 0.215 0.000 ... NaN 326410.0
12441 -0.285 0.000 ... NaN NaN
12442 -0.443 0.000 ... NaN 30700.0
12443 -0.017 0.000 ... NaN 11000.0
12444 -1.645 0.000 ... NaN 500.0
12445 -1.766 0.000 ... NaN 97450.0
12446 -0.881 0.000 ... NaN NaN
12447 0.357 0.000 ... NaN 119661.0
12448 -1.167 0.000 ... NaN 20000.0
12449 -1.356 1.000 ... NaN 28700.0
12450 0.672 0.000 ... NaN 20000.0
12451 -0.085 0.000 ... NaN 5000.0
12452 -0.888 0.000 ... NaN NaN
12453 -0.052 0.000 ... NaN 1743201.0
12454 0.910 0.000 ... NaN 2388.0
12455 -1.035 1.000 ... NaN NaN
12456 -0.569 0.000 ... NaN 0.0
12457 -0.173 0.000 ... NaN 5500.0
12458 -0.599 1.000 ... NaN NaN
12459 -0.401 0.000 ... NaN NaN
12460 0.296 0.000 ... NaN NaN
12461 0.518 0.000 ... NaN 27700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.021262e+10 0.161290 16.264373 11.549240
1 NaN 5.948212e+09 0.000000 20.319842 14.854911
2 NaN 6.195568e+10 2.642948 29.372179 26.069359
3 NaN 2.980017e+10 1.994150 26.356480 23.950455
4 NaN 4.715076e+10 2.598870 24.047332 19.146300
5 NaN 1.745386e+11 0.424628 20.520034 17.016362
6 NaN 1.101409e+10 6.291391 24.277995 16.811674
7 NaN 7.018613e+10 0.000000 24.781057 18.340655
8 NaN 1.257817e+10 0.604534 48.497108 39.519452
9 NaN 4.279607e+10 1.888247 22.253718 18.069949
10 NaN 2.623093e+10 0.000000 43.713866 32.517471
11 NaN 2.297112e+10 1.333969 18.607343 15.177897
12 NaN 6.547083e+09 2.443454 17.273187 12.336467
13 NaN 2.101147e+10 1.302023 27.689309 24.456226
14 NaN 1.215532e+10 1.270379 16.957893 11.993600
15 NaN 3.952540e+10 1.576355 30.194181 26.956202
16 NaN 3.952540e+10 1.576355 31.949663 28.515136
17 NaN 1.907079e+10 0.269663 29.876166 21.826727
18 NaN 2.450056e+10 2.231596 30.580789 26.868980
19 NaN 1.009511e+11 3.345531 30.150355 24.416852
20 NaN 1.221977e+11 0.000000 41.824338 36.135128
21 NaN 1.072004e+11 2.279982 29.678568 25.903094
22 NaN 1.316878e+10 0.000000 36.351289 32.333017
23 NaN 8.480131e+10 0.000000 21.228188 16.733942
24 NaN 4.073150e+10 3.265687 27.437860 23.840418
25 NaN 2.289173e+10 0.000000 28.719512 24.651526
26 NaN 7.967797e+09 1.887505 14.007555 10.259472
27 NaN 7.967797e+09 1.887505 38.391331 36.363320
28 NaN 6.942975e+10 2.931229 22.077279 18.596491
29 NaN 3.332758e+11 2.406015 25.312894 22.365825
... ... ... ... ... ...
12432 NaN 5.056250e+06 NaN 23.326785 17.010463
12433 2142.05 8.456250e+06 0.000000 77.061239 74.286300
12434 NaN 2.231800e+06 0.000000 75.048703 71.483923
12435 162.76 6.130000e+05 0.000000 97.736993 93.607202
12436 3862.19 1.781500e+06 0.000000 91.284695 88.089309
12437 NaN 7.216800e+07 NaN 93.316298 89.807475
12438 NaN 6.832300e+04 NaN 74.477809 70.596290
12439 NaN 2.724120e+06 NaN 79.865225 77.247536
12440 71241.75 1.399540e+07 0.000000 107.278740 103.249344
12441 NaN 5.030700e+01 0.000000 53.957537 46.932752
12442 29830.00 1.924650e+07 0.000000 134.907159 132.901367
12443 2259.67 8.902860e+06 0.000000 169.699659 167.451187
12444 29147.05 6.739216e+07 1.090909 49.104678 44.274512
12445 6471.47 2.870365e+06 NaN 96.606973 94.597795
12446 NaN 1.482800e+05 0.000000 70.748323 66.775913
12447 255.90 1.112200e+06 0.000000 171.379658 168.743367
12448 2350.68 5.964600e+06 0.000000 94.209557 91.223106
12449 1230410.91 3.126821e+10 4.748804 24.936545 20.266340
12450 81.14 1.591600e+03 0.000000 69.658089 60.645103
12451 4606.67 2.174200e+06 0.000000 90.855284 86.823807
12452 NaN 2.085800e+06 0.000000 59.743705 53.770702
12453 43810.04 1.527813e+06 NaN 93.945031 90.612547
12454 23092.58 3.122566e+07 NaN 104.585323 98.908044
12455 NaN 4.347500e+05 0.000000 76.130408 73.092380
12456 NaN 7.447511e+06 0.000000 85.622007 80.187673
12457 24714.72 3.810090e+07 0.000000 78.479384 74.983226
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12459 NaN 3.367200e+05 NaN 44.201720 37.352811
12460 NaN 9.876510e+05 0.000000 189.523493 187.228263
12461 1768512.27 8.106276e+08 0.591279 46.813118 34.974850
HistBeta PredBeta DataDate
0 0.001374 0.157786 20040812
1 0.000171 0.134446 20040812
2 -0.026488 0.233443 20040812
3 -0.031196 0.349460 20040812
4 -0.107465 0.245751 20040812
5 0.221265 0.509898 20040812
6 0.009264 0.087469 20040812
7 0.025573 0.108145 20040812
8 0.571931 1.093331 20040812
9 -0.056012 0.050342 20040812
10 0.127922 0.633154 20040812
11 0.152373 0.367515 20040812
12 0.026531 0.267023 20040812
13 0.086574 0.344945 20040812
14 0.000171 0.107813 20040812
15 0.073131 0.313351 20040812
16 0.354316 0.568343 20040812
17 1.155014 1.231352 20040812
18 0.253872 0.583108 20040812
19 0.035840 0.209934 20040812
20 0.550593 0.818800 20040812
21 0.198919 0.445955 20040812
22 0.426086 0.728750 20040812
23 -0.013342 0.267676 20040812
24 0.203242 0.537673 20040812
25 0.132678 0.519772 20040812
26 0.002376 0.205448 20040812
27 0.049177 0.373109 20040812
28 0.259761 0.401962 20040812
29 0.044905 0.355087 20040812
... ... ... ...
12432 0.000171 0.100869 20040812
12433 0.620917 0.825581 20040812
12434 0.662909 0.985211 20040812
12435 1.104614 1.319228 20040812
12436 0.379119 0.865540 20040812
12437 0.925943 1.196845 20040812
12438 0.759933 1.056750 20040812
12439 0.420786 0.638473 20040812
12440 1.092579 1.363058 20040812
12441 0.822343 1.191072 20040812
12442 0.737277 1.072402 20040812
12443 0.967519 1.206667 20040812
12444 0.087578 0.460038 20040812
12445 0.021986 0.420376 20040812
12446 0.500548 0.882198 20040812
12447 1.169510 1.482332 20040812
12448 0.346095 0.824442 20040812
12449 0.243787 0.356270 20040812
12450 1.339548 1.450240 20040812
12451 0.930885 1.250576 20040812
12452 0.496788 1.017201 20040812
12453 0.948338 1.159979 20040812
12454 1.468529 1.716443 20040812
12455 0.417431 0.678695 20040812
12456 0.669288 1.009845 20040812
12457 0.883296 1.095245 20040812
12458 0.652894 0.966951 20040812
12459 0.759913 1.118143 20040812
12460 1.136613 1.449971 20040812
12461 1.256296 1.474673 20040812
[12462 rows x 92 columns],
'20040813': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.260 0.000 0.0
1 USA0011 -0.058 0.000 0.0
2 USA0031 -0.380 0.000 0.0
3 USA0062 0.236 0.432 0.0
4 USA00E2 -0.511 0.000 0.0
5 USA00F1 -0.094 0.000 0.0
6 USA00G2 0.011 0.000 0.0
7 USA00H1 -0.416 0.000 0.0
8 USA00I1 0.256 0.000 0.0
9 USA00J1 0.047 0.000 0.0
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11 USA00P1 0.048 0.000 0.0
12 USA00R1 -0.170 0.000 0.0
13 USA00S1 0.123 0.000 0.0
14 USA00V1 -0.148 0.000 0.0
15 USA0131 0.288 1.000 0.0
16 USA0161 0.607 1.000 0.0
17 USA01I1 -0.210 0.000 0.0
18 USA01J2 -0.414 0.000 0.0
19 USA01L1 1.294 0.000 0.0
20 USA01P1 -0.694 0.000 0.0
21 USA01Q1 -0.036 0.000 0.0
22 USA0202 2.842 0.000 0.0
23 USA0231 0.753 0.000 0.0
24 USA0281 -0.388 0.000 0.0
25 USA0291 0.739 0.000 0.0
26 USA02A1 0.448 0.000 0.0
27 USA02B1 1.102 0.000 0.0
28 USA02H1 -0.399 0.000 0.0
29 USA02P1 0.118 0.144 0.0
... ... ... ... ...
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12436 USAZYS1 0.256 0.000 0.0
12437 USAZYT1 -2.772 0.000 0.0
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12439 USAZYX1 0.200 0.000 0.0
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12443 USAZZ71 0.225 0.000 0.0
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12445 USAZZ91 1.619 0.000 0.0
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12451 USAZZJ1 -0.374 0.000 0.0
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12455 USAZZX1 0.184 0.000 0.0
12456 USAZZY1 1.833 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.805 0.000 ... NaN NaN
1 -1.807 0.000 ... NaN NaN
2 -1.857 0.000 ... NaN 6650.0
3 -1.868 0.000 ... NaN NaN
4 -2.008 0.000 ... NaN 5906.0
5 -1.399 0.000 ... NaN 264.0
6 -1.791 0.000 ... NaN NaN
7 -1.761 0.000 ... NaN NaN
8 -0.748 0.000 ... NaN NaN
9 -1.912 0.865 ... NaN 29000.0
10 -1.571 0.000 ... NaN NaN
11 -1.526 0.000 ... NaN NaN
12 -1.759 0.000 ... NaN NaN
13 -1.649 0.000 ... NaN NaN
14 -1.807 0.000 ... NaN NaN
15 -1.674 0.000 ... NaN NaN
16 -1.155 0.000 ... NaN 335.0
17 0.332 0.000 ... NaN 5859.0
18 -1.338 0.000 ... NaN NaN
19 -1.743 0.000 ... NaN NaN
20 -0.780 0.000 ... NaN 11250.0
21 -1.439 1.000 ... NaN NaN
22 -0.931 0.000 ... NaN 280.0
23 -1.834 0.000 ... NaN 20550.0
24 -1.434 0.000 ... NaN NaN
25 -1.565 0.000 ... NaN NaN
26 -1.803 0.000 ... NaN NaN
27 -1.726 0.000 ... NaN 2085.0
28 -1.322 0.000 ... NaN 5448.0
29 -1.725 0.000 ... NaN 14300.0
... ... ... ... ... ...
12427 -1.807 0.000 ... NaN NaN
12428 -0.659 0.000 ... NaN NaN
12429 -0.580 0.000 ... NaN 500.0
12430 0.237 0.000 ... NaN NaN
12431 -1.104 0.000 ... NaN NaN
12432 -0.095 0.000 ... NaN NaN
12433 -0.401 0.000 ... NaN 150.0
12434 -1.030 0.000 ... NaN NaN
12435 0.217 0.000 ... NaN 141900.0
12436 -0.285 0.000 ... NaN NaN
12437 -0.414 0.000 ... NaN 12000.0
12438 -0.017 0.000 ... NaN NaN
12439 -1.647 0.000 ... NaN 9000.0
12440 -1.754 0.000 ... NaN 24177.0
12441 -0.881 0.000 ... NaN NaN
12442 0.359 0.000 ... NaN 128200.0
12443 -1.166 0.000 ... NaN NaN
12444 -1.358 1.000 ... NaN 34700.0
12445 0.674 0.000 ... NaN NaN
12446 -0.057 0.000 ... NaN 2000.0
12447 -0.887 0.000 ... NaN NaN
12448 -0.059 0.000 ... NaN 4471400.0
12449 0.922 0.000 ... NaN 1150.0
12450 -1.041 1.000 ... NaN 500.0
12451 -0.564 0.000 ... NaN 0.0
12452 -0.187 0.000 ... NaN 10000.0
12453 -0.606 1.000 ... NaN 35000.0
12454 -0.401 0.000 ... NaN NaN
12455 0.298 0.000 ... NaN NaN
12456 0.509 0.000 ... NaN 35600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.993275e+10 0.161290 15.902682 11.336692
1 NaN 6.011090e+09 0.000000 19.860627 14.529134
2 NaN 6.189315e+10 2.642948 28.763234 25.502599
3 NaN 2.988605e+10 1.994150 25.726258 23.388521
4 NaN 4.733739e+10 2.598870 23.490233 18.737544
5 NaN 1.734429e+11 0.424628 19.927112 16.615437
6 NaN 1.087126e+10 6.291391 23.628461 16.414991
7 NaN 7.044156e+10 0.000000 24.317285 17.972622
8 NaN 1.248150e+10 0.604534 47.289142 38.649802
9 NaN 4.261772e+10 1.888247 21.657386 17.641642
10 NaN 2.629819e+10 0.000000 42.523117 31.825029
11 NaN 2.312450e+10 1.333969 18.117998 14.829872
12 NaN 6.558129e+09 2.443454 16.793487 12.054480
13 NaN 2.145873e+10 1.302023 26.831409 23.894346
14 NaN 1.206674e+10 1.270379 16.508866 11.712818
15 NaN 3.983789e+10 1.576355 29.417718 26.324658
16 NaN 3.983789e+10 1.576355 31.153681 27.887712
17 NaN 1.841392e+10 0.269663 28.983606 21.389709
18 NaN 2.449715e+10 2.231596 29.798404 26.304461
19 NaN 1.022669e+11 3.345531 29.702849 24.137884
20 NaN 1.223351e+11 0.000000 40.837605 35.367959
21 NaN 1.084964e+11 2.279982 28.819186 25.248414
22 NaN 1.287224e+10 0.000000 44.300082 40.884853
23 NaN 8.833470e+10 0.000000 20.983578 16.560876
24 NaN 4.020161e+10 3.265687 26.755935 23.321982
25 NaN 2.262610e+10 0.000000 28.029526 24.121279
26 NaN 7.873215e+09 1.887505 13.803398 10.161833
27 NaN 7.873215e+09 1.887505 37.556175 35.592559
28 NaN 6.939080e+10 2.931229 21.435676 18.172103
29 NaN 3.362280e+11 2.406015 24.688512 21.859621
... ... ... ... ... ...
12427 NaN 5.056250e+06 NaN 22.873474 16.783953
12428 NaN 8.456250e+06 0.000000 75.932141 73.322908
12429 29.55 2.231800e+06 0.000000 73.834786 70.495752
12430 NaN 6.130000e+05 0.000000 96.099470 92.244782
12431 NaN 1.781500e+06 0.000000 90.879913 88.245671
12432 NaN 7.216800e+07 NaN 91.413336 88.083342
12433 84.04 6.832300e+04 NaN 72.142920 68.430304
12434 NaN 2.724120e+06 NaN 77.804427 75.312478
12435 71864.64 1.436370e+07 0.000000 104.838535 101.172471
12436 NaN 5.030700e+01 0.000000 52.420054 45.784383
12437 28583.91 2.220750e+07 0.000000 133.328930 131.509701
12438 NaN 8.902860e+06 0.000000 166.432083 164.372966
12439 34391.00 6.749600e+07 1.090909 47.880310 43.268712
12440 6436.70 3.039210e+06 NaN 95.163246 93.301347
12441 NaN 1.482800e+05 0.000000 68.958583 65.215234
12442 259.65 1.112200e+06 0.000000 168.033609 165.649168
12443 NaN 5.964600e+06 0.000000 92.689615 89.908758
12444 1255206.36 3.135391e+10 4.748804 24.267092 19.795534
12445 NaN 1.591600e+03 0.000000 68.061193 59.246807
12446 4411.22 2.717750e+06 0.000000 94.389933 90.925412
12447 NaN 2.085800e+06 0.000000 58.629598 52.524266
12448 43244.72 1.527813e+06 NaN 91.145377 87.983761
12449 22965.87 3.272150e+07 NaN 102.017390 96.869599
12450 139.34 4.183000e+05 0.000000 74.692187 71.676367
12451 NaN 7.617456e+06 0.000000 83.574849 78.414854
12452 25314.72 3.596040e+07 0.000000 77.500102 74.072870
12453 3075.28 2.131700e+06 NaN 74.861806 70.862710
12454 NaN 3.367200e+05 NaN 42.804422 36.370667
12455 NaN 9.876510e+05 0.000000 186.045944 183.856961
12456 1688890.45 7.998192e+08 0.591279 45.834311 34.520084
HistBeta PredBeta DataDate
0 0.001365 0.166549 20040813
1 0.000167 0.130761 20040813
2 -0.026461 0.212617 20040813
3 -0.032640 0.354188 20040813
4 -0.108011 0.227886 20040813
5 0.220575 0.508621 20040813
6 0.009129 0.084588 20040813
7 0.025379 0.091883 20040813
8 0.572369 1.114828 20040813
9 -0.056230 0.050591 20040813
10 0.128001 0.642984 20040813
11 0.152277 0.366429 20040813
12 0.026542 0.268570 20040813
13 0.085956 0.353182 20040813
14 0.000168 0.105930 20040813
15 0.072282 0.321548 20040813
16 0.352714 0.581316 20040813
17 1.155840 1.245350 20040813
18 0.253815 0.575427 20040813
19 0.035162 0.241776 20040813
20 0.555363 0.829705 20040813
21 0.199145 0.440917 20040813
22 0.473367 0.837239 20040813
23 -0.014059 0.288846 20040813
24 0.202004 0.529362 20040813
25 0.131208 0.535874 20040813
26 0.002323 0.223002 20040813
27 0.043916 0.390363 20040813
28 0.262472 0.395072 20040813
29 0.044615 0.357138 20040813
... ... ... ...
12427 0.000168 0.117119 20040813
12428 0.620660 0.836562 20040813
12429 0.662943 0.999985 20040813
12430 1.104706 1.342197 20040813
12431 0.379992 0.802777 20040813
12432 0.924942 1.201741 20040813
12433 0.759966 1.079471 20040813
12434 0.420195 0.656316 20040813
12435 1.093612 1.339851 20040813
12436 0.822689 1.205694 20040813
12437 0.752997 1.015210 20040813
12438 0.967225 1.229740 20040813
12439 0.086633 0.455985 20040813
12440 0.029145 0.376164 20040813
12441 0.500603 0.900674 20040813
12442 1.170387 1.471746 20040813
12443 0.346793 0.816107 20040813
12444 0.242881 0.356153 20040813
12445 1.340489 1.540179 20040813
12446 0.945646 1.171370 20040813
12447 0.497302 1.070006 20040813
12448 0.944896 1.186345 20040813
12449 1.474551 1.628315 20040813
12450 0.413971 0.738428 20040813
12451 0.672109 0.956876 20040813
12452 0.875744 1.129565 20040813
12453 0.648990 1.035767 20040813
12454 0.759751 1.122585 20040813
12455 1.137303 1.475594 20040813
12456 1.251584 1.493016 20040813
[12457 rows x 92 columns],
'20040816': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.073 0.000 0.0
1 USA0011 -0.477 0.000 0.0
2 USA0031 0.191 0.000 0.0
3 USA0062 -0.247 0.432 0.0
4 USA00E2 -0.072 0.000 0.0
5 USA00F1 0.229 0.000 0.0
6 USA00G2 -0.056 0.000 0.0
7 USA00H1 0.223 0.000 0.0
8 USA00I1 -1.299 0.000 0.0
9 USA00J1 -0.252 0.000 0.0
10 USA00K1 -1.641 0.000 0.0
11 USA00P1 -0.101 0.000 0.0
12 USA00R1 0.084 0.000 0.0
13 USA00S1 -0.573 0.000 0.0
14 USA00V1 -0.083 0.000 0.0
15 USA0131 0.241 1.000 0.0
16 USA0161 0.465 1.000 0.0
17 USA01I1 1.068 0.000 0.0
18 USA01J2 0.224 0.000 0.0
19 USA01L1 -0.598 0.000 0.0
20 USA01P1 -0.454 0.000 0.0
21 USA01Q1 -0.067 0.000 0.0
22 USA0202 -0.520 0.000 0.0
23 USA0231 -0.842 0.000 0.0
24 USA0281 0.682 0.000 0.0
25 USA0291 -0.866 0.000 0.0
26 USA02A1 -0.070 0.000 0.0
27 USA02B1 -0.201 0.000 0.0
28 USA02H1 0.397 0.000 0.0
29 USA02P1 -0.014 0.144 0.0
... ... ... ... ...
12426 USAZY41 -0.258 0.000 0.0
12427 USAZY51 0.545 0.000 0.0
12428 USAZY61 0.513 0.000 0.0
12429 USAZY71 0.925 0.000 0.0
12430 USAZYI1 0.399 0.000 0.0
12431 USAZYJ1 0.539 0.000 0.0
12432 USAZYK1 0.539 0.000 0.0
12433 USAZYM1 1.388 0.000 0.0
12434 USAZYR1 2.161 0.000 0.0
12435 USAZYS1 0.755 0.000 0.0
12436 USAZYT1 2.297 0.000 0.0
12437 USAZYV1 -2.792 0.000 0.0
12438 USAZYX1 0.084 0.000 0.0
12439 USAZZ41 1.763 0.000 0.0
12440 USAZZ51 0.266 0.000 0.0
12441 USAZZ61 1.138 0.000 0.0
12442 USAZZ71 -0.536 0.000 0.0
12443 USAZZ81 -0.095 0.000 0.0
12444 USAZZ91 0.864 0.000 0.0
12445 USAZZA1 2.256 0.000 0.0
12446 USAZZB1 -0.997 0.000 0.0
12447 USAZZD1 0.923 0.000 0.0
12448 USAZZF1 1.885 0.000 0.0
12449 USAZZI1 -0.228 0.000 0.0
12450 USAZZJ1 1.907 0.000 0.0
12451 USAZZL1 -2.139 0.000 0.0
12452 USAZZP1 0.621 0.000 0.0
12453 USAZZR1 0.513 0.000 0.0
12454 USAZZX1 -2.792 0.000 0.0
12455 USAZZY1 -0.277 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.821 0.000 ... NaN NaN
1 -1.823 0.000 ... NaN NaN
2 -1.864 0.000 ... NaN 6650.0
3 -1.881 0.000 ... NaN NaN
4 -2.007 0.000 ... NaN 5906.0
5 -1.428 0.000 ... NaN 264.0
6 -1.808 0.000 ... NaN NaN
7 -1.776 0.000 ... NaN NaN
8 -0.784 0.000 ... NaN NaN
9 -1.926 0.865 ... NaN 29000.0
10 -1.590 0.000 ... NaN NaN
11 -1.543 0.000 ... NaN NaN
12 -1.768 0.000 ... NaN NaN
13 -1.677 0.000 ... NaN NaN
14 -1.823 0.000 ... NaN NaN
15 -1.701 0.000 ... NaN NaN
16 -1.198 0.000 ... NaN NaN
17 0.290 0.000 ... NaN 5859.0
18 -1.364 0.000 ... NaN NaN
19 -1.767 0.000 ... NaN NaN
20 -0.814 0.000 ... NaN NaN
21 -1.461 1.000 ... NaN NaN
22 -0.955 0.000 ... NaN NaN
23 -1.848 0.000 ... NaN 20550.0
24 -1.456 0.000 ... NaN NaN
25 -1.577 0.000 ... NaN NaN
26 -1.819 0.000 ... NaN NaN
27 -1.732 0.000 ... NaN NaN
28 -1.342 0.000 ... NaN 5448.0
29 -1.743 0.000 ... NaN 14300.0
... ... ... ... ... ...
12426 -1.823 0.000 ... NaN NaN
12427 -0.690 0.000 ... NaN 1325.0
12428 -0.581 0.000 ... NaN NaN
12429 0.235 0.000 ... NaN 100.0
12430 -1.073 0.000 ... NaN NaN
12431 -0.118 0.000 ... NaN NaN
12432 -0.395 0.000 ... NaN 1500.0
12433 -1.332 0.000 ... NaN 14524.0
12434 0.092 0.000 ... NaN 83800.0
12435 -0.279 0.000 ... NaN 582.0
12436 -0.656 0.000 ... NaN 350.0
12437 0.133 0.000 ... NaN 7300.0
12438 -1.715 0.000 ... NaN 700.0
12439 -1.841 0.000 ... NaN 85000.0
12440 -0.863 0.000 ... NaN NaN
12441 0.349 0.000 ... NaN 38810.0
12442 -1.132 0.000 ... NaN NaN
12443 -1.402 1.000 ... NaN 36200.0
12444 0.654 0.000 ... NaN NaN
12445 -0.449 0.000 ... NaN 100.0
12446 -0.895 0.000 ... NaN NaN
12447 -0.061 0.000 ... NaN 2237400.0
12448 0.476 0.000 ... NaN 37900.0
12449 -1.050 1.000 ... NaN NaN
12450 -0.839 0.000 ... NaN 0.0
12451 -0.131 0.000 ... NaN 3000.0
12452 -0.609 1.000 ... NaN NaN
12453 -0.403 0.000 ... NaN NaN
12454 0.665 0.000 ... NaN 11000.0
12455 0.528 0.000 ... NaN 44900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.169195e+10 0.161290 15.713143 11.118479
1 NaN 6.174571e+09 0.000000 19.678471 14.364565
2 NaN 6.253412e+10 2.642948 28.303349 25.019064
3 NaN 3.034121e+10 1.994150 25.342796 22.971919
4 NaN 4.753735e+10 2.598870 23.106733 18.352649
5 NaN 1.775389e+11 0.424628 19.460094 16.311510
6 NaN 1.127596e+10 6.291391 23.232849 16.072696
7 NaN 7.226869e+10 0.000000 24.000744 17.652523
8 NaN 1.272317e+10 0.604534 46.239027 37.871278
9 NaN 4.257718e+10 1.888247 21.265963 17.260152
10 NaN 2.629819e+10 0.000000 41.830824 31.219779
11 NaN 2.354333e+10 1.333969 17.881220 14.523966
12 NaN 6.693997e+09 2.443454 16.512937 11.865992
13 NaN 2.107738e+10 1.302023 26.314501 23.398638
14 NaN 1.204143e+10 1.270379 16.309735 11.463372
15 NaN 4.082342e+10 1.576355 28.902195 25.858674
16 NaN 4.082342e+10 1.576355 30.597784 27.418982
17 NaN 1.860533e+10 0.269663 28.670229 21.168965
18 NaN 2.487955e+10 2.231596 29.266466 25.802161
19 NaN 1.034008e+11 3.345531 28.991576 23.637426
20 NaN 1.254279e+11 0.000000 39.888060 34.655598
21 NaN 1.088632e+11 2.279982 28.241230 24.735659
22 NaN 1.361358e+10 0.000000 43.352179 40.110923
23 NaN 8.907722e+10 0.000000 20.632247 16.204686
24 NaN 4.093146e+10 3.265687 26.528969 22.965858
25 NaN 2.301246e+10 0.000000 27.427198 23.578244
26 NaN 8.254408e+09 1.887505 13.631494 10.003369
27 NaN 8.254408e+09 1.887505 36.843813 34.945186
28 NaN 7.007235e+10 2.931229 21.155312 17.843090
29 NaN 3.405508e+11 2.406015 24.266553 21.471714
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 22.462695 16.393353
12427 2307.64 8.388600e+06 0.000000 73.649846 71.068176
12428 NaN 2.231800e+06 0.000000 71.730895 68.420688
12429 169.67 6.130000e+05 0.000000 94.853721 91.078008
12430 NaN 1.781500e+06 0.000000 90.500989 87.916779
12431 NaN 7.216800e+07 NaN 90.464885 87.271629
12432 62.42 6.832300e+04 NaN 70.948290 67.325573
12433 665.72 1.967420e+06 NaN 74.124854 71.800162
12434 55010.51 1.362710e+07 0.000000 103.104122 99.528383
12435 NaN 5.030700e+01 0.000000 51.504263 44.991739
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12437 1718.93 1.038667e+07 0.000000 163.939070 161.773194
12438 33625.33 6.697680e+07 1.090909 46.996258 42.457655
12439 6410.52 2.870365e+06 NaN 93.827063 92.105186
12440 NaN 1.482800e+05 0.000000 67.334579 63.628977
12441 249.84 1.112200e+06 0.000000 164.799942 162.467041
12442 NaN 5.964600e+06 0.000000 91.092052 88.372608
12443 1237116.67 3.120472e+10 4.748804 23.783866 19.383159
12444 NaN 1.591600e+03 0.000000 66.709161 58.038954
12445 4227.32 1.848070e+06 0.000000 92.531079 89.598244
12446 NaN 2.085800e+06 0.000000 56.771262 51.093858
12447 36781.75 1.527813e+06 NaN 88.966004 85.839213
12448 22275.30 2.617720e+07 NaN 99.560938 95.133472
12449 NaN 4.183000e+05 0.000000 72.656793 69.776554
12450 NaN 7.089633e+06 0.000000 82.828811 78.011549
12451 24296.25 3.724470e+07 0.000000 75.785068 72.526635
12452 NaN 2.131700e+06 NaN 73.983577 70.329241
12453 NaN 3.367200e+05 NaN 42.069922 35.783742
12454 1534.32 1.536346e+06 0.000000 187.717007 185.352680
12455 1704510.48 8.189654e+08 0.591279 44.714168 33.833044
HistBeta PredBeta DataDate
0 0.001233 0.163838 20040816
1 0.000121 0.115924 20040816
2 -0.022013 0.212330 20040816
3 -0.031437 0.332628 20040816
4 -0.099057 0.228844 20040816
5 0.212080 0.494265 20040816
6 0.007759 0.080630 20040816
7 0.025107 0.099781 20040816
8 0.557713 1.033946 20040816
9 -0.055240 0.041576 20040816
10 0.124863 0.576924 20040816
11 0.149999 0.356293 20040816
12 0.029700 0.270860 20040816
13 0.078478 0.323702 20040816
14 0.000121 0.102907 20040816
15 0.065650 0.314765 20040816
16 0.335309 0.572175 20040816
17 1.134384 1.247008 20040816
18 0.246356 0.569896 20040816
19 0.029924 0.209009 20040816
20 0.541477 0.796579 20040816
21 0.194316 0.421958 20040816
22 0.465757 0.819174 20040816
23 -0.013633 0.258916 20040816
24 0.197071 0.541451 20040816
25 0.131951 0.490366 20040816
26 0.001902 0.214836 20040816
27 0.048753 0.369910 20040816
28 0.258071 0.403808 20040816
29 0.042642 0.347619 20040816
... ... ... ...
12426 0.000122 0.110360 20040816
12427 0.608426 0.838013 20040816
12428 0.666913 1.005480 20040816
12429 1.104811 1.348172 20040816
12430 0.402681 0.800677 20040816
12431 0.915253 1.186515 20040816
12432 0.766700 1.076369 20040816
12433 0.263334 0.535547 20040816
12434 1.028226 1.338679 20040816
12435 0.829021 1.221342 20040816
12436 0.626720 0.955421 20040816
12437 1.049914 1.227661 20040816
12438 0.058157 0.417600 20040816
12439 -0.009521 0.381077 20040816
12440 0.515194 0.904516 20040816
12441 1.165912 1.470353 20040816
12442 0.371022 0.805843 20040816
12443 0.225792 0.328823 20040816
12444 1.329952 1.522633 20040816
12445 0.737413 1.071512 20040816
12446 0.498001 0.945816 20040816
12447 0.945763 1.193735 20040816
12448 1.234257 1.489104 20040816
12449 0.415187 0.698150 20040816
12450 0.528190 0.876020 20040816
12451 0.908612 1.090724 20040816
12452 0.651575 0.981011 20040816
12453 0.762527 1.128709 20040816
12454 1.335500 1.566976 20040816
12455 1.262450 1.462299 20040816
[12456 rows x 92 columns],
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12453 USAZZX1 2.723 0.000 0.0
12454 USAZZY1 0.214 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.822 0.000 ... NaN NaN
2 -1.863 0.000 ... NaN 6650.0
3 -1.884 0.000 ... NaN NaN
4 -2.006 0.000 ... NaN 5906.0
5 -1.429 0.000 ... NaN 264.0
6 -1.809 0.000 ... NaN NaN
7 -1.776 0.000 ... NaN NaN
8 -0.786 0.000 ... NaN NaN
9 -1.926 0.865 ... NaN 29000.0
10 -1.590 0.000 ... NaN NaN
11 -1.544 0.000 ... NaN NaN
12 -1.767 0.000 ... NaN NaN
13 -1.679 0.000 ... NaN NaN
14 -1.822 0.000 ... NaN NaN
15 -1.704 0.000 ... NaN NaN
16 -1.158 0.000 ... NaN 5500.0
17 0.288 0.000 ... NaN 5859.0
18 -1.365 0.000 ... NaN NaN
19 -1.770 0.000 ... NaN NaN
20 -0.816 0.000 ... NaN NaN
21 -1.461 1.000 ... NaN NaN
22 -0.866 0.000 ... NaN 331040.0
23 -1.848 0.000 ... NaN 20550.0
24 -1.463 0.000 ... NaN NaN
25 -1.576 0.000 ... NaN NaN
26 -1.819 0.000 ... NaN NaN
27 -1.732 0.000 ... NaN NaN
28 -1.347 0.000 ... NaN 5448.0
29 -1.745 0.000 ... NaN 14300.0
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12430 -0.124 0.000 ... NaN NaN
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12432 -1.333 0.000 ... NaN NaN
12433 0.062 0.000 ... NaN 124327.0
12434 -0.279 0.000 ... NaN NaN
12435 -0.656 0.000 ... NaN 53250.0
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12437 -1.717 0.000 ... NaN NaN
12438 -1.713 0.000 ... NaN 25000.0
12439 -0.862 0.000 ... NaN NaN
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12441 -1.167 0.000 ... NaN 40000.0
12442 -1.413 1.000 ... NaN 43400.0
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12444 -0.451 0.000 ... NaN NaN
12445 -0.895 0.000 ... NaN NaN
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12448 -1.051 1.000 ... NaN NaN
12449 -0.757 0.000 ... NaN 0.0
12450 -0.157 0.000 ... NaN 6500.0
12451 -0.610 1.000 ... NaN NaN
12452 -0.405 0.000 ... NaN NaN
12453 0.573 0.000 ... NaN 2000.0
12454 0.533 0.000 ... NaN 45000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
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1 NaN 6.306614e+09 0.000000 19.334555 13.907626
2 NaN 6.253412e+10 2.642948 27.615987 24.214101
3 NaN 3.016945e+10 1.994150 24.661465 22.227543
4 NaN 4.788395e+10 2.598870 22.611513 17.740650
5 NaN 1.782433e+11 0.424628 18.927291 15.826432
6 NaN 1.137911e+10 6.291391 22.933443 15.598585
7 NaN 7.254081e+10 0.000000 23.584821 17.096472
8 NaN 1.315075e+10 0.604534 45.379895 36.883974
9 NaN 4.293388e+10 1.888247 20.851485 16.692124
10 NaN 2.702122e+10 0.000000 41.280256 30.383989
11 NaN 2.356103e+10 1.333969 17.433493 14.028012
12 NaN 6.687369e+09 2.443454 16.345662 11.556476
13 NaN 2.061601e+10 1.302023 25.647685 22.671710
14 NaN 1.199588e+10 1.270379 16.078009 11.097514
15 NaN 4.031062e+10 1.576355 28.159692 24.992424
16 NaN 4.031062e+10 1.576355 30.964390 27.449866
17 NaN 1.894463e+10 0.269663 28.085338 20.846056
18 NaN 2.474639e+10 2.231596 28.507465 24.985646
19 NaN 1.007050e+11 3.345531 29.451311 23.402756
20 NaN 1.283832e+11 0.000000 39.204731 33.731463
21 NaN 1.083986e+11 2.279982 27.481185 23.906459
22 NaN 1.436839e+10 0.000000 43.302813 39.904467
23 NaN 8.917964e+10 0.000000 20.314853 15.747043
24 NaN 4.120140e+10 3.265687 25.770336 22.221836
25 NaN 2.390592e+10 0.000000 26.674850 22.852614
26 NaN 8.285936e+09 1.887505 13.463498 9.728051
27 NaN 8.285936e+09 1.887505 35.845743 33.884569
28 NaN 7.114334e+10 2.931229 20.765274 17.363833
29 NaN 3.388638e+11 2.406015 23.644348 20.774904
... ... ... ... ... ...
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12426 2216.44 8.151825e+06 0.000000 71.828468 69.149496
12427 NaN 2.231800e+06 0.000000 70.479685 67.149503
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12429 3141.24 1.272500e+06 0.000000 90.709846 88.163044
12430 NaN 7.216800e+07 NaN 88.225346 85.042604
12431 63.90 3.416150e+05 NaN 71.247622 67.482877
12432 NaN 1.967420e+06 NaN 70.021395 67.394750
12433 54487.96 1.289050e+07 0.000000 100.601172 96.947358
12434 NaN 5.030700e+01 0.000000 50.027571 43.488861
12435 27065.47 1.924650e+07 0.000000 128.270818 126.684182
12436 NaN 8.160955e+06 0.000000 161.122315 159.017501
12437 NaN 6.697680e+07 1.090909 45.759271 41.091427
12438 6232.77 3.376900e+06 NaN 93.754393 91.911618
12439 NaN 1.482800e+05 0.000000 65.370308 61.618208
12440 244.31 1.112200e+06 0.000000 160.684836 158.378020
12441 2236.14 3.578760e+06 0.000000 90.080899 87.229125
12442 1242145.45 3.084899e+10 4.748804 23.263458 18.787083
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12444 NaN 1.848070e+06 0.000000 85.958879 82.693426
12445 NaN 2.085800e+06 0.000000 55.223194 49.467361
12446 35689.36 1.527813e+06 NaN 86.817419 83.732303
12447 21985.93 2.898190e+07 NaN 95.204301 90.549441
12448 NaN 4.183000e+05 0.000000 70.713043 67.794235
12449 NaN 7.850988e+06 0.000000 84.226970 79.252409
12450 24426.88 3.578916e+07 0.000000 74.108783 70.655673
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12452 NaN 3.367200e+05 NaN 40.879118 34.591375
12453 1465.49 1.097390e+06 0.000000 184.751506 182.561587
12454 1713595.18 8.294650e+08 0.591279 43.722898 32.750512
HistBeta PredBeta DataDate
0 0.001212 0.149583 20040817
1 0.000112 0.114248 20040817
2 -0.021899 0.198180 20040817
3 -0.033094 0.326947 20040817
4 -0.098534 0.224151 20040817
5 0.211391 0.489582 20040817
6 0.007494 0.064929 20040817
7 0.025178 0.095728 20040817
8 0.557693 1.059294 20040817
9 -0.055510 0.040739 20040817
10 0.124860 0.620788 20040817
11 0.149594 0.351429 20040817
12 0.030036 0.273164 20040817
13 0.076946 0.318636 20040817
14 0.000112 0.094359 20040817
15 0.063455 0.303576 20040817
16 0.357564 0.526548 20040817
17 1.135152 1.236762 20040817
18 0.245930 0.564183 20040817
19 0.028005 0.172409 20040817
20 0.541314 0.820694 20040817
21 0.194426 0.426824 20040817
22 0.514267 0.813483 20040817
23 -0.013744 0.275882 20040817
24 0.193196 0.518178 20040817
25 0.132753 0.504759 20040817
26 0.001817 0.216021 20040817
27 0.048590 0.377614 20040817
28 0.255982 0.407204 20040817
29 0.041788 0.335821 20040817
... ... ... ...
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12426 0.600632 0.867098 20040817
12427 0.668586 1.010215 20040817
12428 1.104381 1.328428 20040817
12429 0.369547 0.814513 20040817
12430 0.913579 1.168146 20040817
12431 0.812803 1.045115 20040817
12432 0.263210 0.596407 20040817
12433 1.013326 1.368566 20040817
12434 0.829925 1.209595 20040817
12435 0.627183 0.974539 20040817
12436 1.018438 1.309234 20040817
12437 0.056488 0.413083 20040817
12438 0.058622 0.380082 20040817
12439 0.516322 0.894451 20040817
12440 1.166399 1.444479 20040817
12441 0.352631 0.845239 20040817
12442 0.220192 0.328385 20040817
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12444 0.737551 1.131151 20040817
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12448 0.415033 0.689966 20040817
12449 0.573197 0.869163 20040817
12450 0.895978 1.155204 20040817
12451 0.651858 0.961178 20040817
12452 0.762437 1.114914 20040817
12453 1.288317 1.518822 20040817
12454 1.266837 1.468149 20040817
[12455 rows x 92 columns],
'20040818': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.074 0.000 0.0
2 USA0031 0.461 0.000 0.0
3 USA0062 -0.221 0.432 0.0
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17 USA01I1 1.203 0.000 0.0
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27 USA02B1 -2.637 0.000 0.0
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29 USA02P1 0.153 0.144 0.0
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12431 USAZYM1 0.879 0.000 0.0
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12434 USAZYT1 -2.769 0.000 0.0
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12453 USAZZY1 -0.743 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.805 0.000 ... NaN NaN
1 -1.807 0.000 ... NaN NaN
2 -1.842 0.000 ... NaN 6650.0
3 -1.868 0.000 ... NaN NaN
4 -1.978 0.000 ... NaN 5906.0
5 -1.398 0.000 ... NaN 35.0
6 -1.796 0.000 ... NaN NaN
7 -1.761 0.000 ... NaN NaN
8 -0.801 0.000 ... NaN NaN
9 -1.908 0.865 ... NaN 29000.0
10 -1.583 0.000 ... NaN NaN
11 -1.539 0.000 ... NaN NaN
12 -1.750 0.000 ... NaN NaN
13 -1.677 0.000 ... NaN NaN
14 -1.807 0.000 ... NaN NaN
15 -1.702 0.000 ... NaN NaN
16 -1.290 0.000 ... NaN 120.0
17 0.248 0.000 ... NaN 5859.0
18 -1.367 0.000 ... NaN NaN
19 -1.764 0.000 ... NaN NaN
20 -0.674 0.000 ... NaN 17485.0
21 -1.457 1.000 ... NaN NaN
22 -0.876 0.000 ... NaN NaN
23 -1.832 0.000 ... NaN 20550.0
24 -1.461 0.000 ... NaN NaN
25 -1.560 0.000 ... NaN NaN
26 -1.805 0.000 ... NaN NaN
27 -1.532 0.000 ... NaN 375.0
28 -1.344 0.000 ... NaN 5448.0
29 -1.734 0.000 ... NaN 14300.0
... ... ... ... ... ...
12424 -1.807 0.000 ... NaN NaN
12425 -0.422 0.000 ... NaN 2800.0
12426 -0.587 0.000 ... NaN 5000.0
12427 0.212 0.000 ... NaN NaN
12428 -0.973 0.000 ... NaN 1500.0
12429 -0.149 0.000 ... NaN NaN
12430 -0.302 0.000 ... NaN 909900.0
12431 -1.312 0.000 ... NaN NaN
12432 0.140 0.000 ... NaN 389798.0
12433 -0.278 0.000 ... NaN NaN
12434 -0.556 0.000 ... NaN 138609.0
12435 0.325 0.000 ... NaN 28700.0
12436 -1.720 0.000 ... NaN NaN
12437 -1.849 0.000 ... NaN 40000.0
12438 -0.850 0.000 ... NaN NaN
12439 0.333 0.000 ... NaN 3195.0
12440 -1.133 0.000 ... NaN NaN
12441 -1.404 1.000 ... NaN 29700.0
12442 0.632 0.000 ... NaN NaN
12443 -0.403 0.000 ... NaN 400.0
12444 -0.874 0.000 ... NaN NaN
12445 -0.068 0.000 ... NaN 1106000.0
12446 0.554 0.000 ... NaN 29000.0
12447 -1.047 1.000 ... NaN NaN
12448 -0.561 0.000 ... NaN 0.0
12449 -0.276 0.000 ... NaN 8300.0
12450 -0.600 1.000 ... NaN NaN
12451 -0.410 0.000 ... NaN NaN
12452 0.543 0.000 ... NaN 145000.0
12453 0.502 0.000 ... NaN 58900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.199181e+10 0.161290 15.330943 10.518938
1 NaN 6.262600e+09 0.000000 18.823377 13.500077
2 NaN 6.345650e+10 2.642948 26.996357 23.615674
3 NaN 3.059026e+10 1.994150 24.012674 21.569276
4 NaN 4.824388e+10 2.598870 22.145032 17.293589
5 NaN 1.825481e+11 0.424628 18.270617 15.348861
6 NaN 1.146640e+10 6.291391 22.387033 15.135738
7 NaN 7.419948e+10 0.000000 23.296256 16.843791
8 NaN 1.352255e+10 0.604534 44.552174 36.140215
9 NaN 4.302306e+10 1.888247 20.321305 16.209305
10 NaN 2.717256e+10 0.000000 40.301628 29.678462
11 NaN 2.366721e+10 1.333969 17.000883 13.612797
12 NaN 6.692893e+09 2.443454 15.931246 11.223572
13 NaN 2.064896e+10 1.302023 25.010769 22.079359
14 NaN 1.210976e+10 1.270379 15.750348 10.781563
15 NaN 4.065516e+10 1.576355 27.423490 24.214865
16 NaN 4.065516e+10 1.576355 30.138742 26.962973
17 NaN 1.918389e+10 0.269663 27.532858 20.608463
18 NaN 2.475322e+10 2.231596 27.773512 24.265279
19 NaN 1.007371e+11 3.345531 28.728838 22.724459
20 NaN 1.305137e+11 0.000000 38.412641 32.889256
21 NaN 1.089854e+11 2.279982 26.854129 23.330472
22 NaN 1.435491e+10 0.000000 42.093517 38.840087
23 NaN 8.981974e+10 0.000000 20.113091 15.536605
24 NaN 4.142136e+10 3.265687 25.088597 21.564733
25 NaN 2.533061e+10 0.000000 26.241305 22.367319
26 NaN 8.363321e+09 1.887505 13.108079 9.440868
27 NaN 8.363321e+09 1.887505 35.515889 33.313253
28 NaN 7.239933e+10 2.931229 20.200535 16.880002
29 NaN 3.456116e+11 2.406015 23.157191 20.311819
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 21.770552 15.549044
12425 2393.35 9.403350e+06 0.000000 72.724711 69.959739
12426 52.27 2.231800e+06 0.000000 69.252446 65.996101
12427 NaN 6.130000e+05 0.000000 94.630190 91.111197
12428 2573.29 1.399750e+06 0.000000 86.564383 83.571453
12429 NaN 7.216800e+07 NaN 85.314741 82.247554
12430 269.33 3.416150e+05 NaN 68.944006 65.322288
12431 NaN 1.967420e+06 NaN 69.350185 66.771369
12432 58455.20 1.362710e+07 0.000000 97.758499 94.341367
12433 NaN 5.030700e+01 0.000000 48.862609 42.445042
12434 28317.37 2.072700e+07 0.000000 125.064284 123.421084
12435 1734.33 1.112858e+07 0.000000 160.092880 157.887634
12436 NaN 6.697680e+07 1.090909 44.518336 39.897356
12437 6314.88 3.039210e+06 NaN 93.788534 92.060258
12438 NaN 1.482800e+05 0.000000 63.667841 59.946712
12439 241.30 1.112200e+06 0.000000 156.549217 154.275886
12440 NaN 3.578760e+06 0.000000 88.197770 85.535328
12441 1222877.64 3.082912e+10 4.748804 22.597842 18.238184
12442 NaN 1.591600e+03 0.000000 64.302474 55.532995
12443 3549.99 1.956780e+06 0.000000 84.454284 81.234815
12444 NaN 2.085800e+06 0.000000 54.328412 48.542297
12445 34907.81 1.527813e+06 NaN 84.471356 81.423766
12446 21280.49 3.085170e+07 NaN 93.963155 89.432073
12447 NaN 4.183000e+05 0.000000 68.917844 66.029146
12448 NaN 8.403024e+06 0.000000 82.497716 77.248434
12449 24483.70 3.424800e+07 0.000000 72.892718 69.589072
12450 NaN 2.131700e+06 NaN 71.130731 67.524514
12451 NaN 3.367200e+05 NaN 39.984917 33.848685
12452 1249.58 1.097390e+06 0.000000 180.109368 177.937875
12453 1690970.73 8.408910e+08 0.591279 42.203476 31.766679
HistBeta PredBeta DataDate
0 0.001106 0.166769 20040818
1 0.000074 0.117464 20040818
2 -0.018938 0.221354 20040818
3 -0.033119 0.326511 20040818
4 -0.092691 0.237777 20040818
5 0.222397 0.476266 20040818
6 0.006374 0.071330 20040818
7 0.024926 0.122768 20040818
8 0.547065 1.046505 20040818
9 -0.054978 0.050006 20040818
10 0.122028 0.611316 20040818
11 0.145692 0.346285 20040818
12 0.031296 0.272364 20040818
13 0.071134 0.331420 20040818
14 0.000074 0.107874 20040818
15 0.057194 0.293082 20040818
16 0.281303 0.509034 20040818
17 1.117789 1.232126 20040818
18 0.239243 0.551982 20040818
19 0.023736 0.202355 20040818
20 0.616185 0.834404 20040818
21 0.190513 0.430918 20040818
22 0.506392 0.865019 20040818
23 -0.013235 0.294990 20040818
24 0.188539 0.514237 20040818
25 0.134453 0.540171 20040818
26 0.001474 0.210910 20040818
27 0.149706 0.409315 20040818
28 0.251951 0.404142 20040818
29 0.039942 0.345084 20040818
... ... ... ...
12424 0.000074 0.087461 20040818
12425 0.753540 0.921747 20040818
12426 0.663770 0.982462 20040818
12427 1.098181 1.378738 20040818
12428 0.453712 0.899098 20040818
12429 0.902001 1.164029 20040818
12430 0.818991 1.125165 20040818
12431 0.269367 0.636061 20040818
12432 1.059313 1.294625 20040818
12433 0.831705 1.231862 20040818
12434 0.680723 0.962365 20040818
12435 1.159762 1.314628 20040818
12436 0.047729 0.407448 20040818
12437 -0.022828 0.377343 20040818
12438 0.520784 0.915987 20040818
12439 1.164357 1.472042 20040818
12440 0.366710 0.812328 20040818
12441 0.219224 0.332041 20040818
12442 1.326652 1.521019 20040818
12443 0.764075 1.097704 20040818
12444 0.507565 0.988540 20040818
12445 0.945955 1.190581 20040818
12446 1.284580 1.525843 20040818
12447 0.413585 0.716489 20040818
12448 0.677758 0.903068 20040818
12449 0.833151 1.129201 20040818
12450 0.656657 0.998969 20040818
12451 0.759867 1.129160 20040818
12452 1.278154 1.573291 20040818
12453 1.256287 1.421063 20040818
[12454 rows x 92 columns],
'20040819': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.047 0.000 0.0
1 USA0011 -0.444 0.000 0.0
2 USA0031 -2.285 0.000 0.0
3 USA0062 0.275 0.432 0.0
4 USA00E2 0.372 0.000 0.0
5 USA00F1 0.079 0.000 0.0
6 USA00G2 -0.307 0.000 0.0
7 USA00H1 -0.012 0.000 0.0
8 USA00I1 0.296 0.000 0.0
9 USA00J1 -0.078 0.000 0.0
10 USA00K1 -0.129 0.000 0.0
11 USA00P1 -0.005 0.000 0.0
12 USA00R1 0.018 0.000 0.0
13 USA00S1 1.660 0.000 0.0
14 USA00V1 0.106 0.000 0.0
15 USA0131 0.164 1.000 0.0
16 USA0161 -0.029 1.000 0.0
17 USA01I1 -0.407 0.000 0.0
18 USA01J2 -0.037 0.000 0.0
19 USA01L1 0.735 0.000 0.0
20 USA01P1 0.407 0.000 0.0
21 USA01Q1 -0.105 0.000 0.0
22 USA0202 0.433 0.000 0.0
23 USA0231 0.365 0.000 0.0
24 USA0281 0.032 0.000 0.0
25 USA0291 0.230 0.000 0.0
26 USA02A1 0.250 0.000 0.0
27 USA02B1 0.339 0.000 0.0
28 USA02H1 -0.048 0.000 0.0
29 USA02P1 0.339 0.144 0.0
... ... ... ... ...
12425 USAZY41 -0.589 0.000 0.0
12426 USAZY51 -0.978 0.000 0.0
12427 USAZY61 -0.825 0.000 0.0
12428 USAZY71 -0.753 0.000 0.0
12429 USAZYI1 -0.759 0.000 0.0
12430 USAZYJ1 -0.206 0.000 0.0
12431 USAZYK1 -0.879 0.000 0.0
12432 USAZYM1 -0.753 0.000 0.0
12433 USAZYR1 2.820 0.000 0.0
12434 USAZYS1 -0.881 0.000 0.0
12435 USAZYT1 -2.811 0.000 0.0
12436 USAZYV1 2.447 0.000 0.0
12437 USAZYX1 -1.175 0.000 0.0
12438 USAZZ41 2.761 0.000 0.0
12439 USAZZ51 -0.796 0.000 0.0
12440 USAZZ61 -0.914 0.000 0.0
12441 USAZZ71 -0.053 0.000 0.0
12442 USAZZ81 0.068 0.000 0.0
12443 USAZZ91 -0.201 0.000 0.0
12444 USAZZA1 -0.518 0.000 0.0
12445 USAZZB1 -0.008 0.000 0.0
12446 USAZZD1 -0.830 0.000 0.0
12447 USAZZF1 -1.679 0.000 0.0
12448 USAZZI1 -0.759 0.000 0.0
12449 USAZZJ1 -2.134 0.000 0.0
12450 USAZZL1 2.820 0.000 0.0
12451 USAZZP1 2.495 0.000 0.0
12452 USAZZR1 -0.560 0.000 0.0
12453 USAZZX1 -0.475 0.000 0.0
12454 USAZZY1 0.292 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.808 0.000 ... NaN NaN
1 -1.809 0.000 ... NaN NaN
2 -1.899 0.000 ... NaN 2600.0
3 -1.869 0.000 ... NaN NaN
4 -1.980 0.000 ... NaN 5906.0
5 -1.400 0.000 ... NaN 1750.0
6 -1.797 0.000 ... NaN NaN
7 -1.764 0.000 ... NaN NaN
8 -0.807 0.000 ... NaN NaN
9 -1.910 0.865 ... NaN 29000.0
10 -1.586 0.000 ... NaN NaN
11 -1.541 0.000 ... NaN NaN
12 -1.752 0.000 ... NaN NaN
13 -1.641 0.000 ... NaN 2666.0
14 -1.809 0.000 ... NaN NaN
15 -1.702 0.000 ... NaN NaN
16 -1.291 0.000 ... NaN NaN
17 0.243 0.000 ... NaN 5859.0
18 -1.371 0.000 ... NaN NaN
19 -1.764 0.000 ... NaN NaN
20 -0.680 0.000 ... NaN NaN
21 -1.461 1.000 ... NaN NaN
22 -0.881 0.000 ... NaN NaN
23 -1.834 0.000 ... NaN 20550.0
24 -1.464 0.000 ... NaN NaN
25 -1.565 0.000 ... NaN NaN
26 -1.807 0.000 ... NaN NaN
27 -1.535 0.000 ... NaN NaN
28 -1.345 0.000 ... NaN 5448.0
29 -1.739 0.000 ... NaN 14300.0
... ... ... ... ... ...
12425 -1.809 0.000 ... NaN NaN
12426 -0.426 0.000 ... NaN 500.0
12427 -0.589 0.000 ... NaN NaN
12428 0.212 0.000 ... NaN NaN
12429 -0.980 0.000 ... NaN NaN
12430 -0.146 0.000 ... NaN NaN
12431 -0.302 0.000 ... NaN NaN
12432 -1.313 0.000 ... NaN 24000.0
12433 0.209 0.000 ... NaN 201012.0
12434 -0.281 0.000 ... NaN NaN
12435 -0.589 0.000 ... NaN 33630.0
12436 0.395 0.000 ... NaN 1000.0
12437 -1.728 0.000 ... NaN 200.0
12438 -1.770 0.000 ... NaN 400.0
12439 -0.853 0.000 ... NaN NaN
12440 0.332 0.000 ... NaN 52037.0
12441 -1.141 0.000 ... NaN NaN
12442 -1.401 1.000 ... NaN 14800.0
12443 0.631 0.000 ... NaN NaN
12444 -0.404 0.000 ... NaN NaN
12445 -0.874 0.000 ... NaN NaN
12446 -0.077 0.000 ... NaN 8721214.0
12447 0.556 0.000 ... NaN 33200.0
12448 -1.046 1.000 ... NaN NaN
12449 -0.615 0.000 ... NaN 0.0
12450 -0.243 0.000 ... NaN 5500.0
12451 -0.504 1.000 ... NaN 11667.0
12452 -0.411 0.000 ... NaN NaN
12453 0.541 0.000 ... NaN 10000.0
12454 0.515 0.000 ... NaN 25900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.173193e+10 0.161290 14.929260 10.265342
1 NaN 6.250024e+09 0.000000 18.402637 13.233939
2 NaN 6.364410e+10 2.642948 27.647933 24.293250
3 NaN 3.001487e+10 1.994150 23.378812 21.068054
4 NaN 4.799059e+10 2.598870 21.617979 16.905720
5 NaN 1.821046e+11 0.424628 18.224818 14.975529
6 NaN 1.132357e+10 6.291391 21.774480 14.782080
7 NaN 7.436794e+10 0.000000 22.660567 16.436116
8 NaN 1.361922e+10 0.604534 43.571296 35.314729
9 NaN 4.260150e+10 1.888247 19.809893 15.833080
10 NaN 2.670174e+10 0.000000 39.423413 28.987746
11 NaN 2.346074e+10 1.333969 16.404692 13.269611
12 NaN 6.653126e+09 2.443454 15.542440 10.950293
13 NaN 2.043240e+10 1.302023 24.926705 21.958751
14 NaN 1.212748e+10 1.270379 15.321344 10.520937
15 NaN 4.026255e+10 1.576355 26.761904 23.625029
16 NaN 4.026255e+10 1.576355 29.318156 26.335773
17 NaN 1.928829e+10 0.269663 27.055872 20.159475
18 NaN 2.434010e+10 2.231596 27.133815 23.692557
19 NaN 9.959251e+10 3.345531 28.035216 22.277215
20 NaN 1.312697e+11 0.000000 37.554831 32.140399
21 NaN 1.076405e+11 2.279982 26.277743 22.788799
22 NaN 1.443578e+10 0.000000 41.299724 37.986222
23 NaN 8.884678e+10 0.000000 19.663158 15.208193
24 NaN 4.124140e+10 3.265687 24.481406 21.068771
25 NaN 2.559623e+10 0.000000 25.617088 21.801224
26 NaN 8.432107e+09 1.887505 12.932890 9.254558
27 NaN 8.432107e+09 1.887505 34.525578 32.546198
28 NaN 7.234091e+10 2.931229 19.708042 16.445756
29 NaN 3.448735e+11 2.406015 22.581673 19.749814
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 21.265163 15.197238
12426 2215.51 9.471000e+06 0.000000 73.506871 70.862418
12427 NaN 2.231800e+06 0.000000 66.995850 63.661996
12428 NaN 6.130000e+05 0.000000 92.695695 89.146842
12429 NaN 1.399750e+06 0.000000 85.248473 82.347290
12430 NaN 7.216800e+07 NaN 81.656072 78.683940
12431 NaN 3.416150e+05 NaN 67.694605 64.021646
12432 709.10 1.967420e+06 NaN 68.599578 66.129679
12433 58779.90 1.178560e+07 0.000000 97.385645 93.762415
12434 NaN 5.030700e+01 0.000000 47.783896 41.207167
12435 26806.71 2.220750e+07 0.000000 122.414531 120.789912
12436 1736.83 8.160955e+06 0.000000 158.275584 155.989239
12437 27615.77 6.723640e+07 1.090909 43.470628 39.008242
12438 6119.42 2.701520e+06 NaN 91.993500 90.298180
12439 NaN 1.482800e+05 0.000000 62.190323 58.422248
12440 245.79 1.112200e+06 0.000000 152.981585 150.631792
12441 NaN 3.578760e+06 0.000000 86.507952 83.914115
12442 1216276.73 3.093714e+10 4.748804 22.110529 17.803143
12443 NaN 1.591600e+03 0.000000 62.916182 54.173759
12444 NaN 1.956780e+06 0.000000 82.558497 79.361158
12445 NaN 2.085800e+06 0.000000 52.954882 47.153503
12446 35032.32 1.527813e+06 NaN 82.968249 79.908560
12447 22633.19 3.141264e+07 NaN 93.821954 89.322899
12448 NaN 4.183000e+05 0.000000 67.454120 64.570131
12449 NaN 8.939129e+06 0.000000 80.993393 75.943093
12450 24945.52 3.210750e+07 0.000000 72.073941 68.538301
12451 3102.51 1.492190e+06 NaN 71.164653 67.310311
12452 NaN 3.367200e+05 NaN 39.311708 33.031379
12453 1250.49 1.097390e+06 0.000000 176.051226 173.830887
12454 1590519.45 8.313179e+08 0.591279 41.716263 31.005164
HistBeta PredBeta DataDate
0 0.001123 0.160786 20040819
1 0.000083 0.107309 20040819
2 -0.048417 0.148839 20040819
3 -0.032084 0.357432 20040819
4 -0.092600 0.238483 20040819
5 0.222191 0.494873 20040819
6 0.006641 0.068108 20040819
7 0.024730 0.106564 20040819
8 0.544565 1.038630 20040819
9 -0.054356 0.044706 20040819
10 0.121389 0.628205 20040819
11 0.145937 0.372026 20040819
12 0.031223 0.269011 20040819
13 0.091760 0.374611 20040819
14 0.000083 0.102100 20040819
15 0.058649 0.302459 20040819
16 0.281703 0.499208 20040819
17 1.114627 1.195392 20040819
18 0.238175 0.545599 20040819
19 0.024925 0.210305 20040819
20 0.613274 0.845281 20040819
21 0.189383 0.421278 20040819
22 0.504519 0.869227 20040819
23 -0.012958 0.290145 20040819
24 0.187724 0.507230 20040819
25 0.133091 0.525581 20040819
26 0.001560 0.216527 20040819
27 0.148909 0.442785 20040819
28 0.252522 0.400148 20040819
29 0.038246 0.342601 20040819
... ... ... ...
12425 0.000083 0.080641 20040819
12426 0.751557 0.903528 20040819
12427 0.663024 0.997190 20040819
12428 1.098014 1.350518 20040819
12429 0.450561 0.933308 20040819
12430 0.903221 1.158122 20040819
12431 0.818751 1.089694 20040819
12432 0.269653 0.604872 20040819
12433 1.096041 1.425274 20040819
12434 0.830241 1.207690 20040819
12435 0.663118 0.897998 20040819
12436 1.197136 1.453220 20040819
12437 0.044307 0.370718 20040819
12438 0.021747 0.447830 20040819
12439 0.519449 0.896180 20040819
12440 1.163032 1.443308 20040819
12441 0.363240 0.794872 20040819
12442 0.221854 0.335016 20040819
12443 1.325526 1.487527 20040819
12444 0.763467 1.141227 20040819
12445 0.508368 0.975793 20040819
12446 0.941057 1.153637 20040819
12447 1.284574 1.517456 20040819
12448 0.414678 0.696334 20040819
12449 0.648528 0.888701 20040819
12450 0.850918 1.172408 20040819
12451 0.709066 1.068993 20040819
12452 0.759384 1.116149 20040819
12453 1.276787 1.554490 20040819
12454 1.262314 1.426631 20040819
[12455 rows x 92 columns],
'20040820': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.527 0.000 0.0
1 USA0011 -0.127 0.000 0.0
2 USA0031 -0.056 0.000 0.0
3 USA0062 -0.004 0.432 0.0
4 USA00E2 -0.238 0.000 0.0
5 USA00F1 0.097 0.000 0.0
6 USA00G2 -0.175 0.000 0.0
7 USA00H1 0.058 0.000 0.0
8 USA00I1 -0.356 0.000 0.0
9 USA00J1 -0.202 0.000 0.0
10 USA00K1 -0.880 0.000 0.0
11 USA00P1 0.059 0.000 0.0
12 USA00R1 0.359 0.000 0.0
13 USA00S1 0.368 0.000 0.0
14 USA00V1 -0.265 0.000 0.0
15 USA0131 0.446 1.000 0.0
16 USA0161 0.820 1.000 0.0
17 USA01I1 0.545 0.000 0.0
18 USA01J2 -0.002 0.000 0.0
19 USA01L1 -0.232 0.000 0.0
20 USA01P1 0.005 0.000 0.0
21 USA01Q1 -0.474 0.000 0.0
22 USA0202 -0.104 0.000 0.0
23 USA0231 -0.423 0.000 0.0
24 USA0281 -0.086 0.000 0.0
25 USA0291 -0.323 0.000 0.0
26 USA02A1 -0.236 0.000 0.0
27 USA02B1 -1.728 0.000 0.0
28 USA02H1 0.099 0.000 0.0
29 USA02P1 -0.272 0.144 0.0
... ... ... ... ...
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12427 USAZY61 0.923 0.000 0.0
12428 USAZY71 1.499 0.000 0.0
12429 USAZYI1 2.808 0.000 0.0
12430 USAZYJ1 1.398 0.000 0.0
12431 USAZYK1 2.808 0.000 0.0
12432 USAZYM1 1.223 0.000 0.0
12433 USAZYR1 1.405 0.000 0.0
12434 USAZYS1 1.458 0.000 0.0
12435 USAZYT1 -0.130 0.000 0.0
12436 USAZYV1 1.760 0.000 0.0
12437 USAZYX1 0.155 0.000 0.0
12438 USAZZ41 0.929 0.000 0.0
12439 USAZZ51 1.260 0.000 0.0
12440 USAZZ61 1.696 0.000 0.0
12441 USAZZ71 0.862 0.000 0.0
12442 USAZZ81 0.284 0.000 0.0
12443 USAZZ91 2.270 0.000 0.0
12444 USAZZA1 1.313 0.000 0.0
12445 USAZZB1 0.625 0.000 0.0
12446 USAZZD1 -2.260 0.000 0.0
12447 USAZZF1 1.172 0.000 0.0
12448 USAZZI1 0.808 0.000 0.0
12449 USAZZJ1 2.808 0.000 0.0
12450 USAZZL1 2.638 0.000 0.0
12451 USAZZP1 1.389 0.000 0.0
12452 USAZZR1 1.320 0.000 0.0
12453 USAZZX1 1.465 0.000 0.0
12454 USAZZY1 -0.699 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
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18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
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12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.808 0.000 ... NaN NaN
1 -1.810 0.000 ... NaN NaN
2 -1.897 0.000 ... NaN 2600.0
3 -1.870 0.000 ... NaN NaN
4 -1.976 0.000 ... NaN 5906.0
5 -1.406 0.000 ... NaN 1750.0
6 -1.799 0.000 ... NaN NaN
7 -1.764 0.000 ... NaN NaN
8 -0.815 0.000 ... NaN NaN
9 -1.910 0.865 ... NaN 29000.0
10 -1.588 0.000 ... NaN NaN
11 -1.543 0.000 ... NaN NaN
12 -1.752 0.000 ... NaN NaN
13 -1.646 0.000 ... NaN NaN
14 -1.810 0.000 ... NaN NaN
15 -1.709 0.000 ... NaN NaN
16 -1.311 0.000 ... NaN 275.0
17 0.230 0.000 ... NaN 5859.0
18 -1.376 0.000 ... NaN NaN
19 -1.769 0.000 ... NaN NaN
20 -0.691 0.000 ... NaN NaN
21 -1.447 1.000 ... NaN 7930.0
22 -0.890 0.000 ... NaN NaN
23 -1.834 0.000 ... NaN 20550.0
24 -1.467 0.000 ... NaN NaN
25 -1.563 0.000 ... NaN NaN
26 -1.807 0.000 ... NaN NaN
27 -1.478 0.000 ... NaN 920.0
28 -1.348 0.000 ... NaN 5448.0
29 -1.742 0.000 ... NaN 14300.0
... ... ... ... ... ...
12425 -1.810 0.000 ... NaN NaN
12426 -0.429 0.000 ... NaN 1000.0
12427 -0.592 0.000 ... NaN NaN
12428 0.210 0.000 ... NaN 7000.0
12429 -1.115 0.000 ... NaN 36000.0
12430 -0.157 0.000 ... NaN NaN
12431 -0.427 0.000 ... NaN 4600.0
12432 -1.314 0.000 ... NaN NaN
12433 0.206 0.000 ... NaN 373739.0
12434 -0.279 0.000 ... NaN NaN
12435 -0.569 0.000 ... NaN 88650.0
12436 0.392 0.000 ... NaN NaN
12437 -1.685 0.000 ... NaN 3100.0
12438 -1.756 0.000 ... NaN 5000.0
12439 -0.850 0.000 ... NaN NaN
12440 0.334 0.000 ... NaN 480000.0
12441 -1.127 0.000 ... NaN NaN
12442 -1.424 1.000 ... NaN 23700.0
12443 0.632 0.000 ... NaN NaN
12444 -0.405 0.000 ... NaN NaN
12445 -0.877 0.000 ... NaN NaN
12446 0.007 0.000 ... NaN 3062500.0
12447 0.542 0.000 ... NaN 6014.0
12448 -1.058 1.000 ... NaN NaN
12449 -0.684 0.000 ... NaN 0.0
12450 -0.260 0.000 ... NaN 1000.0
12451 -0.505 1.000 ... NaN NaN
12452 -0.413 0.000 ... NaN NaN
12453 0.539 0.000 ... NaN 800.0
12454 0.526 0.000 ... NaN 49300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.255156e+10 0.161290 14.663716 10.118118
1 NaN 6.451233e+09 0.000000 18.050285 13.043779
2 NaN 6.411311e+10 2.642948 26.945025 23.897933
3 NaN 3.040992e+10 1.994150 22.904082 20.676914
4 NaN 4.836385e+10 2.598870 21.218494 16.626430
5 NaN 1.839308e+11 0.424628 17.919761 14.807615
6 NaN 1.134737e+10 6.291391 21.358239 14.533974
7 NaN 7.541756e+10 0.000000 22.237256 16.161953
8 NaN 1.365268e+10 0.604534 42.572869 34.728106
9 NaN 4.262582e+10 1.888247 19.256250 15.577397
10 NaN 2.693715e+10 0.000000 38.595396 28.520113
11 NaN 2.356693e+10 1.333969 16.132258 13.108931
12 NaN 6.671905e+09 2.443454 15.433870 10.988934
13 NaN 2.050302e+10 1.302023 24.472823 21.706005
14 NaN 1.224896e+10 1.270379 15.057345 10.347027
15 NaN 4.043081e+10 1.576355 26.464642 23.378755
16 NaN 4.043081e+10 1.576355 28.931235 26.020833
17 NaN 1.937094e+10 0.269663 26.324338 19.839585
18 NaN 2.466445e+10 2.231596 26.652275 23.314280
19 NaN 1.007478e+11 3.345531 27.405831 21.920064
20 NaN 1.297577e+11 0.000000 36.742679 31.624997
21 NaN 1.081051e+11 2.279982 25.785644 22.418168
22 NaN 1.446274e+10 0.000000 40.338975 37.295866
23 NaN 8.925645e+10 0.000000 19.330224 14.957938
24 NaN 4.169130e+10 3.265687 24.059408 20.728373
25 NaN 2.535476e+10 0.000000 25.103233 21.466938
26 NaN 8.555350e+09 1.887505 12.616042 9.114203
27 NaN 8.555350e+09 1.887505 34.296279 32.288157
28 NaN 7.241880e+10 2.931229 19.334550 16.180550
29 NaN 3.442409e+11 2.406015 22.097947 19.386868
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 21.393909 15.382178
12426 2279.15 9.471000e+06 0.000000 73.374997 70.775535
12427 NaN 2.231800e+06 0.000000 66.285998 63.056094
12428 157.36 6.130000e+05 0.000000 92.702371 89.271706
12429 1847.52 1.145250e+06 0.000000 84.479017 81.668690
12430 NaN 7.216800e+07 NaN 81.199006 78.311235
12431 263.82 6.832300e+04 NaN 66.201011 62.665716
12432 NaN 1.967420e+06 NaN 67.527499 65.043463
12433 61035.80 1.178560e+07 0.000000 95.796565 92.394033
12434 NaN 5.030700e+01 0.000000 47.392326 41.063439
12435 27650.21 2.270100e+07 0.000000 120.630876 119.057538
12436 NaN 8.160955e+06 0.000000 156.097996 153.934862
12437 28372.32 6.853440e+07 1.090909 42.945420 38.386225
12438 5890.33 2.701520e+06 NaN 90.437638 88.698721
12439 NaN 1.482800e+05 0.000000 61.467448 57.797073
12440 229.59 1.112200e+06 0.000000 150.812182 148.555866
12441 NaN 3.578760e+06 0.000000 85.414724 82.896799
12442 1213951.27 3.061523e+10 4.748804 21.691942 17.542276
12443 NaN 1.591600e+03 0.000000 62.330595 53.716695
12444 NaN 1.956780e+06 0.000000 81.640373 78.530652
12445 NaN 2.085800e+06 0.000000 52.403282 46.750626
12446 21449.37 2.037084e+06 NaN 82.784196 79.711027
12447 22736.69 3.141264e+07 NaN 92.727656 88.398494
12448 NaN 4.183000e+05 0.000000 65.901185 63.050460
12449 NaN 8.666470e+06 0.000000 80.254417 75.370158
12450 22863.70 3.167940e+07 0.000000 71.135422 67.780674
12451 NaN 1.492190e+06 NaN 70.718974 67.166822
12452 NaN 3.367200e+05 NaN 39.025810 32.938657
12453 1250.85 1.097390e+06 0.000000 173.703039 171.553966
12454 1572692.91 8.455231e+08 0.591279 40.578191 30.526744
HistBeta PredBeta DataDate
0 0.001067 0.148290 20040820
1 0.000061 0.112916 20040820
2 -0.047508 0.157299 20040820
3 -0.032673 0.348286 20040820
4 -0.090588 0.229603 20040820
5 0.219093 0.490617 20040820
6 0.005981 0.066843 20040820
7 0.024968 0.104931 20040820
8 0.540281 1.011073 20040820
9 -0.054565 0.079084 20040820
10 0.120295 0.603540 20040820
11 0.144821 0.372948 20040820
12 0.031405 0.280761 20040820
13 0.088672 0.365127 20040820
14 0.000061 0.097016 20040820
15 0.054950 0.309839 20040820
16 0.270792 0.506283 20040820
17 1.108362 1.201051 20040820
18 0.235902 0.541881 20040820
19 0.022234 0.203863 20040820
20 0.608115 0.830565 20040820
21 0.197220 0.413394 20040820
22 0.499564 0.845072 20040820
23 -0.013008 0.278702 20040820
24 0.186413 0.505191 20040820
25 0.134301 0.507961 20040820
26 0.001355 0.205027 20040820
27 0.180342 0.429893 20040820
28 0.250934 0.399705 20040820
29 0.036838 0.328184 20040820
... ... ... ...
12425 0.000061 0.115948 20040820
12426 0.750549 0.948566 20040820
12427 0.661749 1.024807 20040820
12428 1.097391 1.383580 20040820
12429 0.377662 0.939259 20040820
12430 0.898040 1.195356 20040820
12431 0.751192 1.107987 20040820
12432 0.269570 0.642977 20040820
12433 1.095519 1.412915 20040820
12434 0.831992 1.250850 20040820
12435 0.674462 0.944200 20040820
12436 1.196560 1.439496 20040820
12437 0.067587 0.409481 20040820
12438 0.029081 0.491675 20040820
12439 0.521672 0.935996 20040820
12440 1.165040 1.478324 20040820
12441 0.371026 0.827559 20040820
12442 0.209743 0.327159 20040820
12443 1.326880 1.545875 20040820
12444 0.763418 1.164764 20040820
12445 0.507098 0.987375 20040820
12446 0.987279 1.169009 20040820
12447 1.277774 1.553924 20040820
12448 0.408410 0.726097 20040820
12449 0.611749 0.959242 20040820
12450 0.842182 1.162503 20040820
12451 0.708838 1.045727 20040820
12452 0.759103 1.149453 20040820
12453 1.276307 1.577781 20040820
12454 1.269513 1.405504 20040820
[12455 rows x 92 columns],
'20040823': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.481 0.000 0.0
1 USA0011 0.081 0.000 0.0
2 USA0031 0.349 0.000 0.0
3 USA0062 0.322 0.432 0.0
4 USA00E2 0.460 0.000 0.0
5 USA00F1 -0.002 0.000 0.0
6 USA00G2 -0.018 0.000 0.0
7 USA00H1 -0.305 0.000 0.0
8 USA00I1 1.329 0.000 0.0
9 USA00J1 0.283 0.000 0.0
10 USA00K1 1.463 0.000 0.0
11 USA00P1 0.237 0.000 0.0
12 USA00R1 0.095 0.000 0.0
13 USA00S1 0.191 0.000 0.0
14 USA00V1 -0.032 0.000 0.0
15 USA0131 0.209 1.000 0.0
16 USA0161 -1.278 1.000 0.0
17 USA01I1 -0.191 0.000 0.0
18 USA01J2 0.537 0.000 0.0
19 USA01L1 -0.510 0.000 0.0
20 USA01P1 0.995 0.000 0.0
21 USA01Q1 0.329 0.000 0.0
22 USA0202 0.419 0.000 0.0
23 USA0231 0.638 0.000 0.0
24 USA0281 0.244 0.000 0.0
25 USA0291 0.551 0.000 0.0
26 USA02A1 0.200 0.000 0.0
27 USA02B1 -0.686 0.000 0.0
28 USA02H1 0.108 0.000 0.0
29 USA02P1 0.223 0.144 0.0
... ... ... ... ...
12426 USAZY41 -0.490 0.000 0.0
12427 USAZY51 -0.465 0.000 0.0
12428 USAZY61 -0.022 0.000 0.0
12429 USAZY71 -0.036 0.000 0.0
12430 USAZYI1 -2.409 0.000 0.0
12431 USAZYJ1 -0.522 0.000 0.0
12432 USAZYK1 -0.234 0.000 0.0
12433 USAZYM1 -0.132 0.000 0.0
12434 USAZYR1 2.840 0.000 0.0
12435 USAZYS1 0.317 0.000 0.0
12436 USAZYT1 -2.168 0.000 0.0
12437 USAZYV1 -0.005 0.000 0.0
12438 USAZYX1 -0.187 0.000 0.0
12439 USAZZ41 0.206 0.000 0.0
12440 USAZZ51 0.299 0.000 0.0
12441 USAZZ61 0.089 0.000 0.0
12442 USAZZ71 -0.062 0.000 0.0
12443 USAZZ81 -0.244 0.000 0.0
12444 USAZZ91 -1.812 0.000 0.0
12445 USAZZA1 0.105 0.000 0.0
12446 USAZZB1 -0.125 0.000 0.0
12447 USAZZD1 2.840 0.000 0.0
12448 USAZZF1 -2.833 0.000 0.0
12449 USAZZI1 2.840 0.000 0.0
12450 USAZZJ1 -2.288 0.000 0.0
12451 USAZZL1 0.390 0.000 0.0
12452 USAZZP1 -0.199 0.000 0.0
12453 USAZZR1 0.173 0.000 0.0
12454 USAZZX1 -0.316 0.000 0.0
12455 USAZZY1 2.067 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.814 0.000 ... NaN NaN
1 -1.816 0.000 ... NaN NaN
2 -1.903 0.000 ... NaN 2600.0
3 -1.875 0.000 ... NaN NaN
4 -1.983 0.000 ... NaN 5906.0
5 -1.411 0.000 ... NaN 1750.0
6 -1.804 0.000 ... NaN NaN
7 -1.770 0.000 ... NaN NaN
8 -0.823 0.000 ... NaN NaN
9 -1.915 0.865 ... NaN 29000.0
10 -1.595 0.000 ... NaN NaN
11 -1.551 0.000 ... NaN NaN
12 -1.758 0.000 ... NaN NaN
13 -1.651 0.000 ... NaN NaN
14 -1.816 0.000 ... NaN NaN
15 -1.712 0.000 ... NaN NaN
16 -1.341 0.000 ... NaN 6760.0
17 0.225 0.000 ... NaN 5859.0
18 -1.382 0.000 ... NaN NaN
19 -1.773 0.000 ... NaN NaN
20 -0.699 0.000 ... NaN NaN
21 -1.454 1.000 ... NaN NaN
22 -0.902 0.000 ... NaN NaN
23 -1.839 0.000 ... NaN 20550.0
24 -1.473 0.000 ... NaN NaN
25 -1.571 0.000 ... NaN NaN
26 -1.813 0.000 ... NaN NaN
27 -1.496 0.000 ... NaN 625.0
28 -1.352 0.000 ... NaN 5448.0
29 -1.747 0.000 ... NaN 14300.0
... ... ... ... ... ...
12426 -1.816 0.000 ... NaN NaN
12427 -0.422 0.000 ... NaN 2400.0
12428 -0.599 0.000 ... NaN NaN
12429 0.210 0.000 ... NaN NaN
12430 -1.152 0.000 ... NaN 10731.0
12431 -0.156 0.000 ... NaN NaN
12432 -0.437 0.000 ... NaN NaN
12433 -1.320 0.000 ... NaN NaN
12434 0.233 0.000 ... NaN 272899.0
12435 -0.283 0.000 ... NaN NaN
12436 -0.580 0.000 ... NaN 54200.0
12437 0.388 0.000 ... NaN 5000.0
12438 -1.688 0.000 ... NaN 200.0
12439 -1.769 0.000 ... NaN 1500.0
12440 -0.856 0.000 ... NaN NaN
12441 0.328 0.000 ... NaN 38660.0
12442 -1.138 0.000 ... NaN NaN
12443 -1.433 1.000 ... NaN 25400.0
12444 0.632 0.000 ... NaN NaN
12445 -0.410 0.000 ... NaN 5000.0
12446 -0.880 0.000 ... NaN NaN
12447 0.035 0.000 ... NaN 18538910.0
12448 0.524 0.000 ... NaN 7557.0
12449 -0.986 1.000 ... NaN 886.0
12450 -0.689 0.000 ... NaN 0.0
12451 -0.257 0.000 ... NaN 15000.0
12452 -0.511 1.000 ... NaN NaN
12453 -0.417 0.000 ... NaN NaN
12454 0.534 0.000 ... NaN NaN
12455 0.543 0.000 ... NaN 126700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.255156e+10 0.161290 14.211821 9.743313
1 NaN 6.350629e+09 0.000000 17.395500 12.512627
2 NaN 6.390987e+10 2.642948 25.920123 22.942589
3 NaN 3.033263e+10 1.994150 22.107465 19.807997
4 NaN 4.836385e+10 2.598870 20.485273 16.012460
5 NaN 1.833308e+11 0.424628 17.293841 14.196980
6 NaN 1.149021e+10 6.291391 20.580671 13.939836
7 NaN 7.522319e+10 0.000000 21.508505 15.505395
8 NaN 1.366384e+10 0.604534 41.453007 33.509928
9 NaN 4.276364e+10 1.888247 18.584873 14.964153
10 NaN 2.727344e+10 0.000000 37.544683 27.549318
11 NaN 2.352563e+10 1.333969 15.569626 12.567333
12 NaN 6.654231e+09 2.443454 14.897850 10.561593
13 NaN 2.059247e+10 1.302023 23.574566 20.848734
14 NaN 1.210470e+10 1.270379 14.552984 9.930025
15 NaN 4.058304e+10 1.576355 25.452990 22.419908
16 NaN 4.058304e+10 1.576355 27.979916 25.082989
17 NaN 1.920564e+10 0.269663 25.419475 19.044589
18 NaN 2.459958e+10 2.231596 25.725818 22.426293
19 NaN 9.961391e+10 3.345531 26.526385 21.065519
20 NaN 1.318195e+11 0.000000 35.667540 30.458907
21 NaN 1.084230e+11 2.279982 24.860078 21.531269
22 NaN 1.435491e+10 0.000000 38.863684 35.813551
23 NaN 8.948689e+10 0.000000 18.756607 14.467143
24 NaN 4.161132e+10 3.265687 23.143269 19.897112
25 NaN 2.612748e+10 0.000000 24.176897 20.582178
26 NaN 8.581145e+09 1.887505 12.217059 8.750553
27 NaN 8.581145e+09 1.887505 33.028875 31.099801
28 NaN 7.133807e+10 2.931229 18.631744 15.518476
29 NaN 3.427649e+11 2.406015 21.335170 18.627980
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 20.640561 14.857104
12427 1376.25 9.821000e+06 0.000000 70.362581 67.845111
12428 NaN 2.231800e+06 0.000000 63.105789 59.851527
12429 NaN 6.130000e+05 0.000000 84.024442 80.439671
12430 1223.05 1.272500e+06 0.000000 80.557601 77.865338
12431 NaN 7.216800e+07 NaN 78.730766 75.709511
12432 NaN 6.832300e+04 NaN 59.365701 55.356723
12433 NaN 1.967420e+06 NaN 64.938234 62.520703
12434 58114.21 1.104900e+07 0.000000 92.747096 89.191705
12435 NaN 5.030700e+01 0.000000 45.606865 39.244708
12436 26703.18 2.319450e+07 0.000000 116.039632 114.423460
12437 1543.19 8.160955e+06 0.000000 150.048056 147.917169
12438 21197.38 6.853440e+07 1.090909 41.250130 36.808908
12439 5623.88 2.767200e+06 NaN 86.809605 85.108970
12440 NaN 1.482800e+05 0.000000 58.997582 55.326187
12441 234.31 1.112200e+06 0.000000 144.939819 142.747825
12442 NaN 3.578760e+06 0.000000 82.988426 80.490025
12443 1237526.10 3.096446e+10 4.748804 20.895830 16.826113
12444 NaN 1.591600e+03 0.000000 60.242658 51.742164
12445 3703.85 1.956780e+06 0.000000 78.458240 75.354638
12446 NaN 2.085800e+06 0.000000 50.252746 44.675502
12447 23167.74 1.527813e+06 NaN 80.057568 76.837381
12448 22347.42 3.289650e+07 NaN 89.005962 84.733481
12449 209.26 3.525000e+05 0.000000 66.211702 63.291337
12450 NaN 8.738454e+06 0.000000 77.390106 72.485748
12451 22549.59 3.125130e+07 0.000000 68.305247 65.137465
12452 NaN 1.492190e+06 NaN 67.917231 64.430922
12453 NaN 3.367200e+05 NaN 37.749710 31.639882
12454 NaN 1.097390e+06 0.000000 166.935580 164.848968
12455 1609938.57 8.313179e+08 0.591279 40.080489 29.715592
HistBeta PredBeta DataDate
0 0.001080 0.155757 20040823
1 0.000069 0.111180 20040823
2 -0.047467 0.160359 20040823
3 -0.032021 0.344540 20040823
4 -0.090613 0.229228 20040823
5 0.219184 0.482680 20040823
6 0.006201 0.063356 20040823
7 0.024801 0.088773 20040823
8 0.537831 1.037012 20040823
9 -0.054113 0.078001 20040823
10 0.119798 0.639983 20040823
11 0.143604 0.367602 20040823
12 0.031317 0.271417 20040823
13 0.089047 0.357895 20040823
14 0.000069 0.089524 20040823
15 0.056155 0.304897 20040823
16 0.257327 0.457904 20040823
17 1.105769 1.182804 20040823
18 0.235157 0.540222 20040823
19 0.023109 0.190310 20040823
20 0.604881 0.843201 20040823
21 0.195739 0.413018 20040823
22 0.495144 0.843982 20040823
23 -0.012928 0.288274 20040823
24 0.185823 0.498869 20040823
25 0.132816 0.513428 20040823
26 0.001426 0.207576 20040823
27 0.173119 0.426748 20040823
28 0.251014 0.395457 20040823
29 0.037124 0.325597 20040823
... ... ... ...
12426 0.000069 0.092469 20040823
12427 0.755291 0.909276 20040823
12428 0.659193 1.019708 20040823
12429 1.097971 1.362294 20040823
12430 0.359892 0.830377 20040823
12431 0.899168 1.198828 20040823
12432 0.747010 1.158639 20040823
12433 0.268759 0.620652 20040823
12434 1.110428 1.469463 20040823
12435 0.830476 1.244935 20040823
12436 0.669512 0.897850 20040823
12437 1.194436 1.414890 20040823
12438 0.069079 0.396940 20040823
12439 0.025135 0.472092 20040823
12440 0.520003 0.930030 20040823
12441 1.161838 1.438648 20040823
12442 0.367480 0.804126 20040823
12443 0.207606 0.315699 20040823
12444 1.326708 1.484754 20040823
12445 0.761812 1.152424 20040823
12446 0.506901 0.975850 20040823
12447 1.003117 1.282646 20040823
12448 1.267995 1.485436 20040823
12449 0.449876 0.806486 20040823
12450 0.610448 0.858329 20040823
12451 0.844755 1.130544 20040823
12452 0.707033 1.013679 20040823
12453 0.758150 1.146219 20040823
12454 1.273108 1.551282 20040823
12455 1.278367 1.454411 20040823
[12456 rows x 92 columns],
'20040824': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.397 0.000 0.0
1 USA0011 0.238 0.000 0.0
2 USA0031 0.007 0.000 0.0
3 USA0062 0.144 0.432 0.0
4 USA00E2 0.085 0.000 0.0
5 USA00F1 0.095 0.000 0.0
6 USA00G2 -0.009 0.000 0.0
7 USA00H1 0.758 0.000 0.0
8 USA00I1 -2.111 0.000 0.0
9 USA00J1 -0.315 0.000 0.0
10 USA00K1 -2.060 0.000 0.0
11 USA00P1 0.309 0.000 0.0
12 USA00R1 0.366 0.000 0.0
13 USA00S1 -0.060 0.000 0.0
14 USA00V1 0.548 0.000 0.0
15 USA0131 0.351 1.000 0.0
16 USA0161 -0.541 1.000 0.0
17 USA01I1 -0.163 0.000 0.0
18 USA01J2 0.239 0.000 0.0
19 USA01L1 -0.384 0.000 0.0
20 USA01P1 -0.693 0.000 0.0
21 USA01Q1 -0.641 0.000 0.0
22 USA0202 -0.338 0.000 0.0
23 USA0231 -0.114 0.000 0.0
24 USA0281 0.697 0.000 0.0
25 USA0291 -0.190 0.000 0.0
26 USA02A1 0.370 0.000 0.0
27 USA02B1 -1.117 0.000 0.0
28 USA02H1 0.285 0.000 0.0
29 USA02P1 0.057 0.144 0.0
... ... ... ... ...
12425 USAZY41 1.264 0.000 0.0
12426 USAZY51 0.491 0.000 0.0
12427 USAZY61 0.675 0.000 0.0
12428 USAZY71 0.349 0.000 0.0
12429 USAZYI1 2.647 0.000 0.0
12430 USAZYJ1 2.647 0.000 0.0
12431 USAZYK1 0.194 0.000 0.0
12432 USAZYM1 0.432 0.000 0.0
12433 USAZYR1 -1.139 0.000 0.0
12434 USAZYS1 0.447 0.000 0.0
12435 USAZYT1 -2.657 0.000 0.0
12436 USAZYV1 -2.657 0.000 0.0
12437 USAZYX1 1.247 0.000 0.0
12438 USAZZ41 0.794 0.000 0.0
12439 USAZZ51 0.499 0.000 0.0
12440 USAZZ61 0.239 0.000 0.0
12441 USAZZ71 0.243 0.000 0.0
12442 USAZZ81 0.122 0.000 0.0
12443 USAZZ91 -0.423 0.000 0.0
12444 USAZZA1 0.217 0.000 0.0
12445 USAZZB1 0.118 0.000 0.0
12446 USAZZD1 0.534 0.000 0.0
12447 USAZZF1 2.412 0.000 0.0
12448 USAZZI1 -0.100 0.000 0.0
12449 USAZZJ1 -2.657 0.000 0.0
12450 USAZZL1 2.647 0.000 0.0
12451 USAZZP1 -0.143 0.000 0.0
12452 USAZZR1 0.286 0.000 0.0
12453 USAZZX1 2.647 0.000 0.0
12454 USAZZY1 -0.222 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.811 0.000 ... NaN NaN
1 -1.813 0.000 ... NaN NaN
2 -1.898 0.000 ... NaN 2600.0
3 -1.851 0.000 ... NaN NaN
4 -1.980 0.000 ... NaN 5906.0
5 -1.409 0.000 ... NaN 1750.0
6 -1.802 0.000 ... NaN NaN
7 -1.768 0.000 ... NaN NaN
8 -0.820 0.000 ... NaN NaN
9 -1.914 0.865 ... NaN 29000.0
10 -1.522 0.000 ... NaN NaN
11 -1.549 0.000 ... NaN NaN
12 -1.756 0.000 ... NaN NaN
13 -1.653 0.000 ... NaN NaN
14 -1.813 0.000 ... NaN NaN
15 -1.711 0.000 ... NaN NaN
16 -1.336 0.000 ... NaN 100.0
17 0.228 0.000 ... NaN 5859.0
18 -1.380 0.000 ... NaN NaN
19 -1.768 0.000 ... NaN NaN
20 -0.678 0.000 ... NaN 1000.0
21 -1.453 1.000 ... NaN NaN
22 -0.901 0.000 ... NaN NaN
23 -1.825 0.000 ... NaN 20550.0
24 -1.471 0.000 ... NaN NaN
25 -1.568 0.000 ... NaN NaN
26 -1.811 0.000 ... NaN NaN
27 -1.486 0.000 ... NaN 1075.0
28 -1.349 0.000 ... NaN 5448.0
29 -1.738 0.000 ... NaN 14300.0
... ... ... ... ... ...
12425 -1.813 0.000 ... NaN NaN
12426 -0.399 0.000 ... NaN NaN
12427 -0.597 0.000 ... NaN NaN
12428 0.213 0.000 ... NaN 182000.0
12429 -1.149 0.000 ... NaN 10000.0
12430 -0.181 0.000 ... NaN 109.0
12431 -0.436 0.000 ... NaN NaN
12432 -1.319 0.000 ... NaN NaN
12433 0.243 0.000 ... NaN 164660.0
12434 -0.281 0.000 ... NaN NaN
12435 -0.574 0.000 ... NaN 217160.0
12436 0.388 0.000 ... NaN 7600.0
12437 -1.687 0.000 ... NaN NaN
12438 -1.772 0.000 ... NaN 40000.0
12439 -0.855 0.000 ... NaN NaN
12440 0.324 0.000 ... NaN 109186.0
12441 -1.136 0.000 ... NaN NaN
12442 -1.434 1.000 ... NaN 44600.0
12443 0.636 0.000 ... NaN NaN
12444 -0.408 0.000 ... NaN 200.0
12445 -0.879 0.000 ... NaN NaN
12446 0.038 0.000 ... NaN 1469000.0
12447 0.531 0.000 ... NaN 2184.0
12448 -0.985 1.000 ... NaN NaN
12449 -0.677 0.000 ... NaN 0.0
12450 -0.258 0.000 ... NaN 4700.0
12451 -0.512 1.000 ... NaN NaN
12452 -0.415 0.000 ... NaN NaN
12453 0.533 0.000 ... NaN 42500.0
12454 0.544 0.000 ... NaN 24100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.251158e+10 0.161290 13.849460 9.489518
1 NaN 6.281463e+09 0.000000 16.916615 12.111892
2 NaN 6.409747e+10 2.642948 25.131718 22.202755
3 NaN 3.065038e+10 1.994150 21.314186 19.087158
4 NaN 4.843051e+10 2.598870 19.774121 15.489754
5 NaN 1.836960e+11 0.424628 16.775900 13.741250
6 NaN 1.146640e+10 6.291391 20.052212 13.504154
7 NaN 7.623394e+10 0.000000 20.990584 15.082621
8 NaN 1.323998e+10 0.604534 40.778075 32.597857
9 NaN 4.257718e+10 1.888247 18.022708 14.478988
10 NaN 2.678582e+10 0.000000 36.569928 26.841280
11 NaN 2.376750e+10 1.333969 15.107295 12.245332
12 NaN 6.709462e+09 2.443454 14.670257 10.347619
13 NaN 2.061130e+10 1.302023 22.834548 20.180895
14 NaN 1.210470e+10 1.270379 14.207910 9.658695
15 NaN 4.079137e+10 1.576355 24.720179 21.720951
16 NaN 4.079137e+10 1.576355 27.114074 24.321544
17 NaN 1.924044e+10 0.269663 24.797447 18.503836
18 NaN 2.497514e+10 2.231596 25.008423 21.718118
19 NaN 9.980646e+10 3.345531 25.788899 20.398537
20 NaN 1.303763e+11 0.000000 34.648385 29.507578
21 NaN 1.076405e+11 2.279982 24.164902 20.871123
22 NaN 1.411229e+10 0.000000 37.667192 34.681530
23 NaN 8.981974e+10 0.000000 18.224088 14.017420
24 NaN 4.191126e+10 3.265687 22.600528 19.333244
25 NaN 2.574112e+10 0.000000 23.446641 19.919280
26 NaN 8.489430e+09 1.887505 11.994565 8.580020
27 NaN 8.489430e+09 1.887505 32.044820 30.101469
28 NaN 7.151332e+10 2.931229 18.133929 15.042602
29 NaN 3.440301e+11 2.406015 20.646767 18.024596
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 20.472356 14.633860
12426 NaN 9.821000e+06 0.000000 68.735694 66.251447
12427 NaN 2.231800e+06 0.000000 61.436755 58.225793
12428 353.82 6.130000e+05 0.000000 80.492070 76.890879
12429 1208.37 1.145250e+06 0.000000 79.087795 76.303456
12430 1690.46 6.495120e+07 NaN 76.913659 73.784719
12431 NaN 6.832300e+04 NaN 57.718441 53.718287
12432 NaN 1.967420e+06 NaN 61.538596 59.078144
12433 57755.44 1.128256e+07 0.000000 89.610797 86.310095
12434 NaN 5.030700e+01 0.000000 44.214784 37.923846
12435 30503.82 2.551430e+07 0.000000 112.572240 110.983938
12436 1497.23 1.038667e+07 0.000000 146.878844 144.765355
12437 NaN 6.853440e+07 1.090909 40.078343 35.657763
12438 5513.70 2.767200e+06 NaN 84.584797 82.861409
12439 NaN 1.482800e+05 0.000000 56.743297 53.081124
12440 233.58 1.112200e+06 0.000000 140.296310 138.152676
12441 NaN 3.578760e+06 0.000000 80.446193 77.948236
12442 1263624.91 3.057433e+10 4.748804 20.285301 16.298243
12443 NaN 1.591600e+03 0.000000 58.327136 50.022851
12444 3537.13 1.956780e+06 0.000000 77.089233 74.042443
12445 NaN 2.085800e+06 0.000000 48.650852 43.137482
12446 22314.98 1.527813e+06 NaN 77.486912 74.446231
12447 21500.39 3.195660e+07 NaN 86.875283 82.577776
12448 NaN 3.525000e+05 0.000000 64.432490 61.578596
12449 NaN 9.396961e+06 0.000000 75.928338 71.122174
12450 22240.29 2.868270e+07 0.000000 67.738817 64.426448
12451 NaN 1.492190e+06 NaN 66.418388 62.973130
12452 NaN 3.367200e+05 NaN 36.475663 30.429298
12453 925.06 9.876510e+05 0.000000 161.914936 159.787745
12454 1567457.73 8.276121e+08 0.591279 38.663320 28.764474
HistBeta PredBeta DataDate
0 0.001079 0.160784 20040824
1 0.000069 0.113787 20040824
2 -0.045605 0.164243 20040824
3 -0.020428 0.346462 20040824
4 -0.089999 0.170538 20040824
5 0.219461 0.484363 20040824
6 0.006135 0.064007 20040824
7 0.024816 0.108314 20040824
8 0.538327 1.026761 20040824
9 -0.054349 0.072153 20040824
10 0.158245 0.556680 20040824
11 0.143322 0.370392 20040824
12 0.030904 0.279305 20040824
13 0.087236 0.355375 20040824
14 0.000069 0.099977 20040824
15 0.055642 0.316691 20040824
16 0.258862 0.466908 20040824
17 1.106557 1.191138 20040824
18 0.235228 0.545641 20040824
19 0.024879 0.192370 20040824
20 0.615684 0.830719 20040824
21 0.195567 0.397527 20040824
22 0.494719 0.836089 20040824
23 -0.006238 0.284670 20040824
24 0.185492 0.514554 20040824
25 0.133149 0.508033 20040824
26 0.001406 0.210510 20040824
27 0.177259 0.419692 20040824
28 0.251723 0.403290 20040824
29 0.040751 0.330143 20040824
... ... ... ...
12425 0.000069 0.114186 20040824
12426 0.766940 0.938433 20040824
12427 0.659111 1.030935 20040824
12428 1.098286 1.359985 20040824
12429 0.359995 0.950737 20040824
12430 0.884960 1.250848 20040824
12431 0.746690 1.177136 20040824
12432 0.267818 0.646092 20040824
12433 1.114848 1.398888 20040824
12434 0.830544 1.254933 20040824
12435 0.671765 0.898096 20040824
12436 1.193427 1.369555 20040824
12437 0.068822 0.423262 20040824
12438 0.022706 0.497254 20040824
12439 0.519495 0.938285 20040824
12440 1.158396 1.442830 20040824
12441 0.367368 0.822113 20040824
12442 0.205577 0.321797 20040824
12443 1.327697 1.503700 20040824
12444 0.761635 1.156888 20040824
12445 0.506334 0.984055 20040824
12446 1.003505 1.259156 20040824
12447 1.270791 1.564125 20040824
12448 0.449308 0.788768 20040824
12449 0.616076 0.858497 20040824
12450 0.843226 1.182285 20040824
12451 0.705398 1.021767 20040824
12452 0.757923 1.152352 20040824
12453 1.271840 1.602688 20040824
12454 1.278105 1.427562 20040824
[12455 rows x 92 columns],
'20040825': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.007 0.000 0.0
1 USA0011 0.015 0.000 0.0
2 USA0031 0.215 0.000 0.0
3 USA0062 0.203 0.432 0.0
4 USA00E2 -0.038 0.000 0.0
5 USA00F1 0.138 0.000 0.0
6 USA00G2 -0.622 0.000 0.0
7 USA00H1 0.494 0.000 0.0
8 USA00I1 -0.076 0.000 0.0
9 USA00J1 -0.186 0.000 0.0
10 USA00K1 0.000 0.000 0.0
11 USA00P1 0.096 0.000 0.0
12 USA00R1 -0.124 0.000 0.0
13 USA00S1 0.288 0.000 0.0
14 USA00V1 -0.101 0.000 0.0
15 USA0131 0.734 1.000 0.0
16 USA0161 -0.464 1.000 0.0
17 USA01I1 1.076 0.000 0.0
18 USA01J2 0.102 0.000 0.0
19 USA01L1 -0.041 0.000 0.0
20 USA01P1 0.792 0.000 0.0
21 USA01Q1 0.108 0.000 0.0
22 USA0202 0.395 0.000 0.0
23 USA0231 -0.114 0.000 0.0
24 USA0281 0.542 0.000 0.0
25 USA0291 0.165 0.000 0.0
26 USA02A1 -0.480 0.000 0.0
27 USA02B1 0.087 0.000 0.0
28 USA02H1 0.398 0.000 0.0
29 USA02P1 0.361 0.144 0.0
... ... ... ... ...
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12425 USAZY51 2.602 0.000 0.0
12426 USAZY61 0.317 0.000 0.0
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12428 USAZYI1 -2.844 0.000 0.0
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12430 USAZYK1 -2.844 0.000 0.0
12431 USAZYM1 -0.003 0.000 0.0
12432 USAZYR1 0.652 0.000 0.0
12433 USAZYS1 0.720 0.000 0.0
12434 USAZYT1 -2.844 0.000 0.0
12435 USAZYV1 1.157 0.000 0.0
12436 USAZYX1 -1.285 0.000 0.0
12437 USAZZ41 -0.380 0.000 0.0
12438 USAZZ51 0.500 0.000 0.0
12439 USAZZ61 1.112 0.000 0.0
12440 USAZZ71 0.000 0.000 0.0
12441 USAZZ81 0.379 0.000 0.0
12442 USAZZ91 0.919 0.000 0.0
12443 USAZZA1 0.641 0.000 0.0
12444 USAZZB1 -0.451 0.000 0.0
12445 USAZZD1 2.795 0.000 0.0
12446 USAZZF1 0.190 0.000 0.0
12447 USAZZI1 -0.294 0.000 0.0
12448 USAZZJ1 -2.844 0.000 0.0
12449 USAZZL1 -1.995 0.000 0.0
12450 USAZZP1 0.214 0.000 0.0
12451 USAZZR1 0.532 0.000 0.0
12452 USAZZX1 1.411 0.000 0.0
12453 USAZZY1 -0.712 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
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13 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
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12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.812 0.000 ... NaN NaN
1 -1.813 0.000 ... NaN NaN
2 -1.896 0.000 ... NaN 2600.0
3 -1.852 0.000 ... NaN NaN
4 -1.974 0.000 ... NaN 5906.0
5 -1.416 0.000 ... NaN 1750.0
6 -1.803 0.000 ... NaN NaN
7 -1.768 0.000 ... NaN NaN
8 -0.828 0.000 ... NaN NaN
9 -1.914 0.865 ... NaN 29000.0
10 -1.524 0.000 ... NaN NaN
11 -1.551 0.000 ... NaN NaN
12 -1.754 0.000 ... NaN NaN
13 -1.658 0.000 ... NaN NaN
14 -1.813 0.000 ... NaN NaN
15 -1.717 0.000 ... NaN NaN
16 -1.296 0.000 ... NaN 1160.0
17 0.217 0.000 ... NaN 5859.0
18 -1.384 0.000 ... NaN NaN
19 -1.772 0.000 ... NaN NaN
20 -0.687 0.000 ... NaN NaN
21 -1.455 1.000 ... NaN NaN
22 -0.907 0.000 ... NaN NaN
23 -1.825 0.000 ... NaN 20550.0
24 -1.474 0.000 ... NaN NaN
25 -1.565 0.000 ... NaN NaN
26 -1.811 0.000 ... NaN NaN
27 -1.493 0.000 ... NaN NaN
28 -1.352 0.000 ... NaN 5448.0
29 -1.740 0.000 ... NaN 14300.0
... ... ... ... ... ...
12424 -1.813 0.000 ... NaN NaN
12425 -0.449 0.000 ... NaN 2000.0
12426 -0.598 0.000 ... NaN NaN
12427 0.210 0.000 ... NaN NaN
12428 -1.039 0.000 ... NaN 2000.0
12429 -0.191 0.000 ... NaN NaN
12430 -0.298 0.000 ... NaN 9000.0
12431 -1.315 0.000 ... NaN NaN
12432 0.240 0.000 ... NaN 117006.0
12433 -0.279 0.000 ... NaN NaN
12434 -0.540 0.000 ... NaN 424830.0
12435 0.382 0.000 ... NaN NaN
12436 -1.696 0.000 ... NaN NaN
12437 -1.756 0.000 ... NaN 15694.0
12438 -0.849 0.000 ... NaN NaN
12439 0.323 0.000 ... NaN 115396.0
12440 -1.118 0.000 ... NaN NaN
12441 -1.454 1.000 ... NaN 60500.0
12442 0.631 0.000 ... NaN NaN
12443 -0.408 0.000 ... NaN NaN
12444 -0.879 0.000 ... NaN NaN
12445 -0.073 0.000 ... NaN 26900000.0
12446 0.517 0.000 ... NaN 8575.0
12447 -0.986 1.000 ... NaN NaN
12448 -0.482 0.000 ... NaN 0.0
12449 -0.225 0.000 ... NaN 6100.0
12450 -0.513 1.000 ... NaN NaN
12451 -0.416 0.000 ... NaN NaN
12452 0.526 0.000 ... NaN NaN
12453 0.494 0.000 ... NaN 37000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.363107e+10 0.161290 13.593913 9.411492
1 NaN 6.312902e+09 0.000000 16.624948 12.009664
2 NaN 6.480098e+10 2.642948 24.815472 22.005266
3 NaN 3.133741e+10 1.994150 21.035094 18.916937
4 NaN 4.889708e+10 2.598870 19.471832 15.344839
5 NaN 1.854962e+11 0.424628 16.532123 13.623725
6 NaN 1.172826e+10 6.291391 19.755425 13.421047
7 NaN 7.685594e+10 0.000000 20.584231 15.002442
8 NaN 1.321024e+10 0.604534 39.907954 32.272874
9 NaN 4.278796e+10 1.888247 17.769173 14.341554
10 NaN 2.734070e+10 0.000000 35.846191 26.606920
11 NaN 2.393857e+10 1.333969 14.907331 12.153752
12 NaN 6.792308e+09 2.443454 14.421412 10.267023
13 NaN 2.081374e+10 1.302023 22.591403 20.043750
14 NaN 1.211736e+10 1.270379 13.937358 9.568955
15 NaN 4.206535e+10 1.576355 24.553707 21.629266
16 NaN 4.206535e+10 1.576355 26.900325 24.112412
17 NaN 1.958845e+10 0.269663 24.668450 18.374197
18 NaN 2.522097e+10 2.231596 24.672624 21.512236
19 NaN 1.003413e+11 3.345531 25.381144 20.213094
20 NaN 1.327817e+11 0.000000 34.246904 29.284558
21 NaN 1.084230e+11 2.279982 23.817793 20.678826
22 NaN 1.382924e+10 0.000000 37.270510 34.422686
23 NaN 9.048545e+10 0.000000 17.930268 13.887440
24 NaN 4.249113e+10 3.265687 22.392222 19.174725
25 NaN 2.607918e+10 0.000000 23.125369 19.741811
26 NaN 8.477965e+09 1.887505 11.764535 8.517563
27 NaN 8.477965e+09 1.887505 31.782972 29.959450
28 NaN 7.143543e+10 2.931229 17.956184 14.926959
29 NaN 3.457170e+11 2.406015 20.578099 18.051610
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 20.066313 14.542168
12425 1436.88 9.505325e+06 0.000000 67.917740 65.435043
12426 NaN 2.231800e+06 0.000000 61.073794 57.983159
12427 NaN 6.130000e+05 0.000000 80.450632 76.965210
12428 1212.98 1.272500e+06 0.000000 79.540855 76.895590
12429 NaN 6.495120e+07 NaN 74.458772 71.296173
12430 263.20 3.416150e+05 NaN 58.930101 54.977317
12431 NaN 1.967420e+06 NaN 60.851078 58.451945
12432 56219.59 1.128256e+07 0.000000 88.728185 85.485283
12433 NaN 5.030700e+01 0.000000 43.889469 37.693732
12434 36601.50 2.661925e+07 0.000000 111.522972 109.965813
12435 NaN 1.038667e+07 0.000000 145.419991 143.401788
12436 NaN 6.853440e+07 1.090909 39.554984 35.354696
12437 5474.81 2.767200e+06 NaN 83.353731 81.656144
12438 NaN 1.482800e+05 0.000000 56.681992 53.143066
12439 198.31 1.112200e+06 0.000000 138.763625 136.666110
12440 NaN 3.578760e+06 0.000000 79.638195 77.210564
12441 1308815.91 3.058062e+10 4.748804 19.978403 16.162290
12442 NaN 1.591600e+03 0.000000 57.427760 49.349895
12443 NaN 1.956780e+06 0.000000 76.614995 73.689932
12444 NaN 2.085800e+06 0.000000 47.952423 42.646250
12445 24180.42 1.038744e+06 NaN 76.447817 73.446981
12446 22163.01 3.195660e+07 NaN 85.404317 81.342818
12447 NaN 3.525000e+05 0.000000 63.381263 60.620477
12448 NaN 1.047534e+07 0.000000 76.684397 72.021908
12449 22185.52 2.953890e+07 0.000000 66.853236 63.916880
12450 NaN 1.492190e+06 NaN 65.747291 62.401503
12451 NaN 3.367200e+05 NaN 36.048193 30.229757
12452 NaN 9.876510e+05 0.000000 160.349807 158.272853
12453 1548674.23 8.239064e+08 0.591279 38.022090 28.519619
HistBeta PredBeta DataDate
0 0.001026 0.159317 20040825
1 0.000048 0.111591 20040825
2 -0.044573 0.172301 20040825
3 -0.020981 0.344047 20040825
4 -0.087398 0.168972 20040825
5 0.215799 0.479193 20040825
6 0.005511 0.052297 20040825
7 0.024842 0.125955 20040825
8 0.535079 1.028278 20040825
9 -0.054488 0.069330 20040825
10 0.157294 0.577402 20040825
11 0.142442 0.366158 20040825
12 0.032087 0.273053 20040825
13 0.084380 0.357780 20040825
14 0.000048 0.093946 20040825
15 0.052274 0.327346 20040825
16 0.280939 0.488561 20040825
17 1.102465 1.226960 20040825
18 0.233233 0.539306 20040825
19 0.022389 0.195376 20040825
20 0.611261 0.847254 20040825
21 0.194386 0.401682 20040825
22 0.491841 0.839157 20040825
23 -0.006226 0.284431 20040825
24 0.184304 0.515980 20040825
25 0.134599 0.510594 20040825
26 0.001208 0.190678 20040825
27 0.174020 0.430014 20040825
28 0.250387 0.409520 20040825
29 0.039777 0.333802 20040825
... ... ... ...
12424 0.000048 0.081450 20040825
12425 0.740941 0.968503 20040825
12426 0.659992 1.034437 20040825
12427 1.098516 1.377969 20040825
12428 0.420584 0.894842 20040825
12429 0.880598 1.276625 20040825
12430 0.822935 1.187055 20040825
12431 0.270834 0.648722 20040825
12432 1.114770 1.435171 20040825
12433 0.833185 1.287635 20040825
12434 0.691302 0.915422 20040825
12435 1.191809 1.435743 20040825
12436 0.063483 0.377274 20040825
12437 0.030994 0.492712 20040825
12438 0.523737 0.950549 20040825
12439 1.159947 1.462510 20040825
12440 0.377345 0.829826 20040825
12441 0.194926 0.320312 20040825
12442 1.326978 1.525857 20040825
12443 0.762831 1.160440 20040825
12444 0.507512 0.972049 20040825
12445 0.944647 1.267615 20040825
12446 1.264992 1.544800 20040825
12447 0.449105 0.788984 20040825
12448 0.722633 0.949287 20040825
12449 0.862211 1.109887 20040825
12450 0.706245 1.028896 20040825
12451 0.758896 1.157975 20040825
12452 1.270209 1.606356 20040825
12453 1.252738 1.385448 20040825
[12454 rows x 92 columns],
'20040826': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.602 0.000 0.0
1 USA0011 0.381 0.000 0.0
2 USA0031 -0.323 0.000 0.0
3 USA0062 -2.015 0.432 0.0
4 USA00E2 -0.026 0.000 0.0
5 USA00F1 -1.553 0.000 0.0
6 USA00G2 0.274 0.000 0.0
7 USA00H1 -0.115 0.000 0.0
8 USA00I1 -0.829 0.000 0.0
9 USA00J1 0.371 0.000 0.0
10 USA00K1 -0.951 0.000 0.0
11 USA00P1 0.352 0.000 0.0
12 USA00R1 0.674 0.000 0.0
13 USA00S1 0.242 0.000 0.0
14 USA00V1 0.060 0.000 0.0
15 USA0131 -2.748 1.000 0.0
16 USA0161 -2.338 1.000 0.0
17 USA01I1 -0.456 0.000 0.0
18 USA01J2 -0.028 0.000 0.0
19 USA01L1 0.658 0.000 0.0
20 USA01P1 -2.748 0.000 0.0
21 USA01Q1 -0.294 0.000 0.0
22 USA0202 -0.646 0.000 0.0
23 USA0231 0.071 0.000 0.0
24 USA0281 -1.886 0.000 0.0
25 USA0291 -0.369 0.000 0.0
26 USA02A1 0.358 0.000 0.0
27 USA02B1 -0.077 0.000 0.0
28 USA02H1 0.478 0.000 0.0
29 USA02P1 -2.356 0.144 0.0
... ... ... ... ...
12425 USAZY41 0.439 0.000 0.0
12426 USAZY51 -0.274 0.000 0.0
12427 USAZY61 0.220 0.000 0.0
12428 USAZY71 2.206 0.000 0.0
12429 USAZYI1 2.345 0.000 0.0
12430 USAZYJ1 -0.464 0.000 0.0
12431 USAZYK1 -1.118 0.000 0.0
12432 USAZYM1 -0.456 0.000 0.0
12433 USAZYR1 -2.748 0.000 0.0
12434 USAZYS1 -0.809 0.000 0.0
12435 USAZYT1 -2.748 0.000 0.0
12436 USAZYV1 -1.205 0.000 0.0
12437 USAZYX1 -0.165 0.000 0.0
12438 USAZZ41 -0.600 0.000 0.0
12439 USAZZ51 -0.938 0.000 0.0
12440 USAZZ61 -1.073 0.000 0.0
12441 USAZZ71 -2.748 0.000 0.0
12442 USAZZ81 -0.972 0.000 0.0
12443 USAZZ91 -0.561 0.000 0.0
12444 USAZZA1 -0.944 0.000 0.0
12445 USAZZB1 -1.154 0.000 0.0
12446 USAZZD1 -0.258 0.000 0.0
12447 USAZZF1 1.911 0.000 0.0
12448 USAZZI1 -0.663 0.000 0.0
12449 USAZZJ1 0.365 0.000 0.0
12450 USAZZL1 -1.672 0.000 0.0
12451 USAZZP1 -0.905 0.000 0.0
12452 USAZZR1 -0.756 0.000 0.0
12453 USAZZX1 -2.748 0.000 0.0
12454 USAZZY1 0.983 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.811 0.000 ... NaN NaN
1 -1.813 0.000 ... NaN NaN
2 -1.895 0.000 ... NaN 2600.0
3 -1.851 0.000 ... NaN 4652.0
4 -1.973 0.000 ... NaN 5906.0
5 -1.415 0.000 ... NaN 5830.0
6 -1.802 0.000 ... NaN NaN
7 -1.767 0.000 ... NaN NaN
8 -0.827 0.000 ... NaN NaN
9 -1.911 0.865 ... NaN 29000.0
10 -1.523 0.000 ... NaN NaN
11 -1.553 0.000 ... NaN NaN
12 -1.759 0.000 ... NaN NaN
13 -1.656 0.000 ... NaN NaN
14 -1.813 0.000 ... NaN NaN
15 -1.716 0.000 ... NaN 3492.0
16 -1.296 0.000 ... NaN 965.0
17 0.219 0.000 ... NaN 5859.0
18 -1.383 0.000 ... NaN NaN
19 -1.771 0.000 ... NaN NaN
20 -0.686 0.000 ... NaN 265.0
21 -1.454 1.000 ... NaN 5820.0
22 -0.907 0.000 ... NaN NaN
23 -1.824 0.000 ... NaN 20550.0
24 -1.468 0.000 ... NaN 6825.0
25 -1.565 0.000 ... NaN NaN
26 -1.810 0.000 ... NaN NaN
27 -1.494 0.000 ... NaN NaN
28 -1.352 0.000 ... NaN 5448.0
29 -1.738 0.000 ... NaN 6070.0
... ... ... ... ... ...
12425 -1.813 0.000 ... NaN NaN
12426 -0.447 0.000 ... NaN NaN
12427 -0.606 0.000 ... NaN NaN
12428 0.217 0.000 ... NaN 200.0
12429 -1.031 0.000 ... NaN 40000.0
12430 -0.190 0.000 ... NaN NaN
12431 -0.296 0.000 ... NaN 1890.0
12432 -1.314 0.000 ... NaN NaN
12433 0.236 0.000 ... NaN 35000.0
12434 -0.277 0.000 ... NaN NaN
12435 -0.539 0.000 ... NaN 80106.0
12436 0.384 0.000 ... NaN NaN
12437 -1.695 0.000 ... NaN NaN
12438 -1.752 0.000 ... NaN 3300.0
12439 -0.848 0.000 ... NaN NaN
12440 0.322 0.000 ... NaN 353195.0
12441 -1.033 0.000 ... NaN 40000.0
12442 -1.454 1.000 ... NaN 18500.0
12443 0.632 0.000 ... NaN NaN
12444 -0.406 0.000 ... NaN NaN
12445 -0.877 0.000 ... NaN NaN
12446 -0.072 0.000 ... NaN 10221140.0
12447 0.520 0.000 ... NaN 35441.0
12448 -0.988 1.000 ... NaN NaN
12449 -0.479 0.000 ... NaN 0.0
12450 -0.228 0.000 ... NaN 1300.0
12451 -0.511 1.000 ... NaN NaN
12452 -0.414 0.000 ... NaN NaN
12453 0.495 0.000 ... NaN 155000.0
12454 0.497 0.000 ... NaN 39000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.389095e+10 0.161290 13.456993 9.386902
1 NaN 6.256312e+09 0.000000 16.340100 11.926578
2 NaN 6.444141e+10 2.642948 24.501538 21.796845
3 NaN 3.121718e+10 1.994150 21.351393 19.210599
4 NaN 4.960361e+10 2.598870 19.144405 15.180199
5 NaN 1.845309e+11 0.424628 16.734280 13.866391
6 NaN 1.177588e+10 6.291391 19.356353 13.277896
7 NaN 7.666157e+10 0.000000 20.186089 14.841433
8 NaN 1.301690e+10 0.604534 39.324329 31.950214
9 NaN 4.269068e+10 1.888247 17.510096 14.242839
10 NaN 2.686989e+10 0.000000 35.388773 26.411958
11 NaN 2.362002e+10 1.333969 14.773870 12.078522
12 NaN 6.872946e+09 2.443454 14.390071 10.331106
13 NaN 2.095498e+10 1.302023 22.286547 19.853209
14 NaN 1.199082e+10 1.270379 13.638577 9.466297
15 NaN 4.172081e+10 1.576355 25.367820 22.394942
16 NaN 4.172081e+10 1.576355 27.164428 24.268241
17 NaN 1.992340e+10 0.269663 24.219276 18.199402
18 NaN 2.516634e+10 2.231596 24.282674 21.280864
19 NaN 1.011008e+11 3.345531 24.961220 20.046942
20 NaN 1.317508e+11 0.000000 34.558805 29.806643
21 NaN 1.087164e+11 2.279982 23.498720 20.478307
22 NaN 1.331704e+10 0.000000 36.846249 34.098107
23 NaN 9.010139e+10 0.000000 17.646704 13.746014
24 NaN 4.256112e+10 3.265687 22.350665 19.438369
25 NaN 2.566868e+10 0.000000 22.790882 19.544571
26 NaN 8.480831e+09 1.887505 11.666543 8.502108
27 NaN 8.480831e+09 1.887505 31.307258 29.551702
28 NaN 7.200987e+10 2.931229 17.783090 14.830068
29 NaN 3.457170e+11 2.406015 21.036468 18.524251
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 19.835777 14.490791
12426 NaN 9.505325e+06 0.000000 66.578215 64.275403
12427 NaN 2.231800e+06 0.000000 60.146637 57.123127
12428 274.95 4.904000e+05 0.000000 80.708879 77.273370
12429 1308.43 1.145250e+06 0.000000 78.369493 75.719435
12430 NaN 6.495120e+07 NaN 73.761864 70.724848
12431 263.63 3.416150e+05 NaN 62.578562 59.409820
12432 NaN 1.967420e+06 NaN 59.978481 57.684729
12433 55451.21 1.257728e+07 0.000000 89.292341 86.255493
12434 NaN 5.030700e+01 0.000000 43.341652 37.334842
12435 37708.48 2.762375e+07 0.000000 110.272636 108.745371
12436 NaN 3.338720e+06 0.000000 143.602781 141.635512
12437 NaN 6.853440e+07 1.090909 38.985144 34.969408
12438 5112.49 2.767200e+06 NaN 82.431555 80.868779
12439 NaN 1.482800e+05 0.000000 55.921861 52.436561
12440 221.26 1.112200e+06 0.000000 137.138450 135.011772
12441 1245.23 5.964600e+06 0.000000 80.974080 78.636852
12442 1286967.00 3.083938e+10 4.748804 19.879521 16.233920
12443 NaN 1.591600e+03 0.000000 56.380010 48.564823
12444 NaN 1.956780e+06 0.000000 76.020617 73.210998
12445 NaN 2.538600e+06 0.000000 47.300671 42.183786
12446 22874.86 1.038744e+06 NaN 73.539770 70.354343
12447 23552.03 2.913690e+07 NaN 83.950327 79.824687
12448 NaN 3.525000e+05 0.000000 62.283062 59.641528
12449 NaN 1.040874e+07 0.000000 75.625776 71.234097
12450 20139.61 2.996700e+07 0.000000 66.111796 63.281280
12451 NaN 1.492190e+06 NaN 65.161117 61.986286
12452 NaN 3.367200e+05 NaN 35.580415 29.838533
12453 982.79 1.536346e+06 0.000000 162.756307 160.848846
12454 1511353.23 8.186566e+08 0.591279 37.671265 28.327290
HistBeta PredBeta DataDate
0 0.001028 0.171190 20040826
1 0.000048 0.123642 20040826
2 -0.044586 0.162788 20040826
3 -0.020720 0.304300 20040826
4 -0.087046 0.166245 20040826
5 0.215983 0.451736 20040826
6 0.005542 0.067748 20040826
7 0.024826 0.112904 20040826
8 0.534942 1.015580 20040826
9 -0.053613 0.078314 20040826
10 0.157243 0.561965 20040826
11 0.140902 0.370250 20040826
12 0.029039 0.282688 20040826
13 0.084945 0.359025 20040826
14 0.000048 0.098332 20040826
15 0.052656 0.262169 20040826
16 0.280103 0.441158 20040826
17 1.102421 1.199520 20040826
18 0.233198 0.533047 20040826
19 0.022506 0.208574 20040826
20 0.611148 0.782253 20040826
21 0.194425 0.392393 20040826
22 0.491327 0.818050 20040826
23 -0.006234 0.283146 20040826
24 0.186817 0.504730 20040826
25 0.134404 0.501729 20040826
26 0.001218 0.212041 20040826
27 0.172634 0.434923 20040826
28 0.249738 0.413334 20040826
29 0.040514 0.291591 20040826
... ... ... ...
12425 0.000048 0.093853 20040826
12426 0.740905 0.946797 20040826
12427 0.654958 1.030816 20040826
12428 1.101691 1.427224 20040826
12429 0.424071 0.999317 20040826
12430 0.880741 1.260846 20040826
12431 0.822935 1.092807 20040826
12432 0.270779 0.630708 20040826
12433 1.111599 1.366907 20040826
12434 0.833096 1.261043 20040826
12435 0.691291 0.913422 20040826
12436 1.191940 1.389391 20040826
12437 0.063651 0.376952 20040826
12438 0.032771 0.466839 20040826
12439 0.523688 0.930603 20040826
12440 1.158586 1.456309 20040826
12441 0.422823 0.803652 20040826
12442 0.194745 0.300166 20040826
12443 1.326835 1.499939 20040826
12444 0.763210 1.132451 20040826
12445 0.507683 0.960947 20040826
12446 0.944483 1.296196 20040826
12447 1.265952 1.592585 20040826
12448 0.447243 0.773157 20040826
12449 0.723849 1.008012 20040826
12450 0.860156 1.105960 20040826
12451 0.706105 1.003840 20040826
12452 0.758941 1.157074 20040826
12453 1.252260 1.523371 20040826
12454 1.253211 1.405328 20040826
[12455 rows x 92 columns],
'20040827': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.494 0.000 0.0
1 USA0011 -0.296 0.000 0.0
2 USA0031 -1.059 0.000 0.0
3 USA0062 0.227 0.432 0.0
4 USA00E2 0.444 0.000 0.0
5 USA00F1 -0.112 0.000 0.0
6 USA00G2 0.043 0.000 0.0
7 USA00H1 0.838 0.000 0.0
8 USA00I1 0.310 0.000 0.0
9 USA00J1 0.251 0.000 0.0
10 USA00K1 2.821 0.000 0.0
11 USA00P1 -0.183 0.000 0.0
12 USA00R1 0.024 0.000 0.0
13 USA00S1 0.486 0.000 0.0
14 USA00V1 0.152 0.000 0.0
15 USA0131 0.008 1.000 0.0
16 USA0161 -0.056 1.000 0.0
17 USA01I1 0.630 0.000 0.0
18 USA01J2 0.225 0.000 0.0
19 USA01L1 0.465 0.000 0.0
20 USA01P1 0.083 0.000 0.0
21 USA01Q1 0.310 0.000 0.0
22 USA0202 0.227 0.000 0.0
23 USA0231 0.313 0.000 0.0
24 USA0281 -0.376 0.000 0.0
25 USA0291 0.251 0.000 0.0
26 USA02A1 0.088 0.000 0.0
27 USA02B1 0.846 0.000 0.0
28 USA02H1 -0.287 0.000 0.0
29 USA02P1 -0.080 0.144 0.0
... ... ... ... ...
12425 USAZY41 -0.141 0.000 0.0
12426 USAZY51 0.109 0.000 0.0
12427 USAZY61 0.226 0.000 0.0
12428 USAZY71 0.568 0.000 0.0
12429 USAZYI1 0.301 0.000 0.0
12430 USAZYJ1 -2.785 0.000 0.0
12431 USAZYK1 0.884 0.000 0.0
12432 USAZYM1 0.607 0.000 0.0
12433 USAZYR1 0.579 0.000 0.0
12434 USAZYS1 0.137 0.000 0.0
12435 USAZYT1 0.448 0.000 0.0
12436 USAZYV1 2.780 0.000 0.0
12437 USAZYX1 1.310 0.000 0.0
12438 USAZZ41 -2.785 0.000 0.0
12439 USAZZ51 0.253 0.000 0.0
12440 USAZZ61 0.241 0.000 0.0
12441 USAZZ71 0.435 0.000 0.0
12442 USAZZ81 -0.532 0.000 0.0
12443 USAZZ91 1.721 0.000 0.0
12444 USAZZA1 0.251 0.000 0.0
12445 USAZZB1 0.899 0.000 0.0
12446 USAZZD1 0.388 0.000 0.0
12447 USAZZF1 -1.798 0.000 0.0
12448 USAZZI1 0.455 0.000 0.0
12449 USAZZJ1 0.302 0.000 0.0
12450 USAZZL1 2.839 0.000 0.0
12451 USAZZP1 0.845 0.000 0.0
12452 USAZZR1 0.244 0.000 0.0
12453 USAZZX1 2.584 0.000 0.0
12454 USAZZY1 0.714 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.811 0.000 ... NaN NaN
1 -1.813 0.000 ... NaN NaN
2 -1.873 0.000 ... NaN 400.0
3 -1.853 0.000 ... NaN NaN
4 -1.973 0.000 ... NaN 5906.0
5 -1.417 0.000 ... NaN 291.0
6 -1.803 0.000 ... NaN NaN
7 -1.767 0.000 ... NaN NaN
8 -0.828 0.000 ... NaN NaN
9 -1.912 0.865 ... NaN 29000.0
10 -1.600 0.000 ... NaN 17500.0
11 -1.555 0.000 ... NaN NaN
12 -1.760 0.000 ... NaN NaN
13 -1.659 0.000 ... NaN NaN
14 -1.813 0.000 ... NaN NaN
15 -1.719 0.000 ... NaN NaN
16 -1.302 0.000 ... NaN 3860.0
17 0.218 0.000 ... NaN 5859.0
18 -1.384 0.000 ... NaN NaN
19 -1.773 0.000 ... NaN NaN
20 -0.688 0.000 ... NaN NaN
21 -1.455 1.000 ... NaN NaN
22 -0.909 0.000 ... NaN NaN
23 -1.825 0.000 ... NaN 20550.0
24 -1.470 0.000 ... NaN NaN
25 -1.565 0.000 ... NaN NaN
26 -1.811 0.000 ... NaN NaN
27 -1.503 0.000 ... NaN 240.0
28 -1.355 0.000 ... NaN 5448.0
29 -1.739 0.000 ... NaN 6070.0
... ... ... ... ... ...
12425 -1.813 0.000 ... NaN NaN
12426 -0.462 0.000 ... NaN NaN
12427 -0.608 0.000 ... NaN NaN
12428 0.216 0.000 ... NaN NaN
12429 -1.029 0.000 ... NaN 10000.0
12430 -0.185 0.000 ... NaN 6300.0
12431 -0.298 0.000 ... NaN NaN
12432 -1.315 0.000 ... NaN NaN
12433 0.233 0.000 ... NaN 86400.0
12434 -0.278 0.000 ... NaN NaN
12435 -0.541 0.000 ... NaN 24219.0
12436 0.308 0.000 ... NaN 2000.0
12437 -1.709 0.000 ... NaN 2000.0
12438 -1.632 0.000 ... NaN 22000.0
12439 -0.849 0.000 ... NaN NaN
12440 0.323 0.000 ... NaN 204900.0
12441 -1.034 0.000 ... NaN NaN
12442 -1.445 1.000 ... NaN 26100.0
12443 0.633 0.000 ... NaN NaN
12444 -0.409 0.000 ... NaN NaN
12445 -0.879 0.000 ... NaN NaN
12446 -0.073 0.000 ... NaN 15778000.0
12447 0.527 0.000 ... NaN 26082.0
12448 -0.990 1.000 ... NaN NaN
12449 -0.473 0.000 ... NaN 0.0
12450 -0.264 0.000 ... NaN 3299.0
12451 -0.512 1.000 ... NaN NaN
12452 -0.417 0.000 ... NaN NaN
12453 0.422 0.000 ... NaN 360000.0
12454 0.486 0.000 ... NaN 40300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.365106e+10 0.161290 12.923046 9.112164
1 NaN 6.287751e+09 0.000000 15.804543 11.538531
2 NaN 6.489478e+10 2.642948 23.759564 21.088234
3 NaN 3.131165e+10 1.994150 20.431926 18.468184
4 NaN 5.015017e+10 2.598870 18.519791 14.656252
5 NaN 1.850266e+11 0.424628 16.066226 13.369114
6 NaN 1.172826e+10 6.291391 18.612175 12.797883
7 NaN 7.733540e+10 0.000000 19.548072 14.360454
8 NaN 1.304292e+10 0.604534 37.933453 30.799814
9 NaN 4.253665e+10 1.888247 16.871864 13.745869
10 NaN 2.750885e+10 0.000000 37.000491 28.693224
11 NaN 2.351384e+10 1.333969 14.223490 11.637604
12 NaN 6.878469e+09 2.443454 13.880662 9.975652
13 NaN 2.106797e+10 1.302023 21.533618 19.163309
14 NaN 1.198069e+10 1.270379 13.140538 9.123704
15 NaN 4.165671e+10 1.576355 24.212369 21.550381
16 NaN 4.165671e+10 1.576355 26.087835 23.397852
17 NaN 1.991905e+10 0.269663 23.657473 17.603431
18 NaN 2.516293e+10 2.231596 23.425711 20.520884
19 NaN 1.018924e+11 3.345531 23.940272 19.345603
20 NaN 1.338126e+11 0.000000 33.123813 28.740750
21 NaN 1.093522e+11 2.279982 22.602301 19.657566
22 NaN 1.376184e+10 0.000000 35.570414 32.892874
23 NaN 9.012700e+10 0.000000 17.013145 13.271054
24 NaN 4.254112e+10 3.265687 21.469050 18.746181
25 NaN 2.595844e+10 0.000000 22.078309 18.828183
26 NaN 8.420643e+09 1.887505 11.233892 8.212421
27 NaN 8.420643e+09 1.887505 30.261499 28.548831
28 NaN 7.153279e+10 2.931229 17.126882 14.295095
29 NaN 3.455061e+11 2.406015 20.085891 17.827527
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 19.064562 13.990297
12426 NaN 9.505325e+06 0.000000 64.601719 62.344143
12427 NaN 2.231800e+06 0.000000 58.647168 55.715480
12428 NaN 4.904000e+05 0.000000 78.141653 74.802120
12429 1207.52 1.145250e+06 0.000000 75.773784 73.346924
12430 2216.83 6.855960e+07 NaN 71.772263 68.871527
12431 NaN 3.416150e+05 NaN 60.631146 57.522371
12432 NaN 1.967420e+06 NaN 57.506072 55.257608
12433 55382.12 1.257728e+07 0.000000 86.275761 83.366139
12434 NaN 5.030700e+01 0.000000 41.816291 35.957601
12435 35919.41 2.762375e+07 0.000000 106.673083 105.243202
12436 1226.91 2.384800e+06 0.000000 141.213745 139.325912
12437 18127.14 6.723640e+07 1.090909 37.728333 33.779761
12438 5187.04 3.286050e+06 NaN 82.256672 80.713155
12439 NaN 1.482800e+05 0.000000 53.697801 50.320816
12440 237.24 1.112200e+06 0.000000 132.802907 130.836080
12441 NaN 5.964600e+06 0.000000 79.353834 77.160054
12442 1293276.95 3.107396e+10 4.748804 19.884588 16.507130
12443 NaN 1.591600e+03 0.000000 54.951194 47.215773
12444 NaN 1.956780e+06 0.000000 73.293024 70.568878
12445 NaN 2.538600e+06 0.000000 45.673514 40.650937
12446 22187.01 1.038744e+06 NaN 71.127978 67.959632
12447 25448.90 3.007680e+07 NaN 80.644410 76.554553
12448 NaN 3.525000e+05 0.000000 59.807070 57.225446
12449 NaN 1.055492e+07 0.000000 73.102384 68.801405
12450 18574.69 2.782650e+07 0.000000 65.165290 62.171185
12451 NaN 1.492190e+06 NaN 62.733729 59.623914
12452 NaN 3.367200e+05 NaN 34.352698 28.725895
12453 1138.17 1.097390e+06 0.000000 159.077398 157.348624
12454 1473027.64 8.155685e+08 0.591279 36.448861 27.339285
HistBeta PredBeta DataDate
0 0.001012 0.158027 20040827
1 0.000041 0.111091 20040827
2 -0.032622 0.155503 20040827
3 -0.021426 0.326656 20040827
4 -0.086550 0.172646 20040827
5 0.215277 0.471162 20040827
6 0.005341 0.065975 20040827
7 0.025265 0.125790 20040827
8 0.534893 1.027449 20040827
9 -0.053859 0.079005 20040827
10 0.115830 0.654218 20040827
11 0.140230 0.361824 20040827
12 0.028963 0.275831 20040827
13 0.083631 0.361842 20040827
14 0.000041 0.098364 20040827
15 0.051194 0.278198 20040827
16 0.277797 0.467122 20040827
17 1.102956 1.228825 20040827
18 0.232994 0.533690 20040827
19 0.021824 0.214515 20040827
20 0.610749 0.797659 20040827
21 0.194421 0.395844 20040827
22 0.490668 0.825014 20040827
23 -0.006189 0.288039 20040827
24 0.186251 0.509684 20040827
25 0.134981 0.503121 20040827
26 0.001152 0.209351 20040827
27 0.168410 0.454800 20040827
28 0.248761 0.399952 20040827
29 0.040126 0.310342 20040827
... ... ... ...
12425 0.000041 0.093668 20040827
12426 0.733470 0.945228 20040827
12427 0.654543 1.030342 20040827
12428 1.101682 1.419220 20040827
12429 0.425593 0.951634 20040827
12430 0.884174 1.211673 20040827
12431 0.822651 1.135539 20040827
12432 0.270453 0.650350 20040827
12433 1.111053 1.388916 20040827
12434 0.833342 1.271653 20040827
12435 0.690556 0.976646 20040827
12436 1.151513 1.430843 20040827
12437 0.056838 0.396741 20040827
12438 0.098175 0.473929 20040827
12439 0.523459 0.944810 20040827
12440 1.160006 1.437475 20040827
12441 0.423282 0.764479 20040827
12442 0.199730 0.301563 20040827
12443 1.328027 1.544971 20040827
12444 0.762607 1.141398 20040827
12445 0.507249 0.988099 20040827
12446 0.945058 1.312442 20040827
12447 1.270550 1.572766 20040827
12448 0.446862 0.789604 20040827
12449 0.727527 1.009531 20040827
12450 0.840866 1.177599 20040827
12451 0.706443 1.032103 20040827
12452 0.758264 1.168052 20040827
12453 1.213688 1.468770 20040827
12454 1.248298 1.404238 20040827
[12455 rows x 92 columns],
'20040830': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.481 0.000 0.0
1 USA0011 0.619 0.000 0.0
2 USA0031 -0.616 0.000 0.0
3 USA0062 0.356 0.432 0.0
4 USA00E2 -0.623 0.000 0.0
5 USA00F1 0.148 0.000 0.0
6 USA00G2 0.846 0.000 0.0
7 USA00H1 -0.860 0.000 0.0
8 USA00I1 -0.851 0.000 0.0
9 USA00J1 0.351 0.000 0.0
10 USA00K1 -0.079 0.000 0.0
11 USA00P1 0.051 0.000 0.0
12 USA00R1 0.110 0.000 0.0
13 USA00S1 -0.231 0.000 0.0
14 USA00V1 -0.202 0.000 0.0
15 USA0131 0.407 1.000 0.0
16 USA0161 0.442 1.000 0.0
17 USA01I1 -1.204 0.000 0.0
18 USA01J2 -0.044 0.000 0.0
19 USA01L1 0.245 0.000 0.0
20 USA01P1 -0.324 0.000 0.0
21 USA01Q1 0.068 0.000 0.0
22 USA0202 -0.379 0.000 0.0
23 USA0231 -0.022 0.000 0.0
24 USA0281 0.210 0.000 0.0
25 USA0291 -0.062 0.000 0.0
26 USA02A1 0.309 0.000 0.0
27 USA02B1 0.353 0.000 0.0
28 USA02H1 -0.042 0.000 0.0
29 USA02P1 0.294 0.144 0.0
... ... ... ... ...
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12425 USAZY51 -0.585 0.000 0.0
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12428 USAZYI1 -2.612 0.000 0.0
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12430 USAZYK1 -0.064 0.000 0.0
12431 USAZYM1 -0.313 0.000 0.0
12432 USAZYR1 -2.666 0.000 0.0
12433 USAZYS1 -0.713 0.000 0.0
12434 USAZYT1 -2.299 0.000 0.0
12435 USAZYV1 -2.666 0.000 0.0
12436 USAZYX1 1.175 0.000 0.0
12437 USAZZ41 2.714 0.000 0.0
12438 USAZZ51 -0.293 0.000 0.0
12439 USAZZ61 -0.785 0.000 0.0
12440 USAZZ71 -0.108 0.000 0.0
12441 USAZZ81 0.170 0.000 0.0
12442 USAZZ91 -0.894 0.000 0.0
12443 USAZZA1 -0.573 0.000 0.0
12444 USAZZB1 -0.331 0.000 0.0
12445 USAZZD1 -2.666 0.000 0.0
12446 USAZZF1 -1.075 0.000 0.0
12447 USAZZI1 -0.106 0.000 0.0
12448 USAZZJ1 2.714 0.000 0.0
12449 USAZZL1 -2.666 0.000 0.0
12450 USAZZP1 -0.284 0.000 0.0
12451 USAZZR1 -0.648 0.000 0.0
12452 USAZZX1 -1.326 0.000 0.0
12453 USAZZY1 -1.455 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
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18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
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21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
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12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.800 0.000 ... NaN NaN
1 -1.802 0.000 ... NaN NaN
2 -1.860 0.000 ... NaN 400.0
3 -1.836 0.000 ... NaN NaN
4 -1.961 0.000 ... NaN 5906.0
5 -1.410 0.000 ... NaN 291.0
6 -1.792 0.000 ... NaN NaN
7 -1.757 0.000 ... NaN NaN
8 -0.836 0.000 ... NaN NaN
9 -1.898 0.865 ... NaN 29000.0
10 -1.598 0.000 ... NaN NaN
11 -1.545 0.000 ... NaN NaN
12 -1.749 0.000 ... NaN NaN
13 -1.649 0.000 ... NaN NaN
14 -1.802 0.000 ... NaN NaN
15 -1.702 0.000 ... NaN NaN
16 -1.296 0.000 ... NaN 1545.0
17 0.203 0.000 ... NaN 5859.0
18 -1.381 0.000 ... NaN NaN
19 -1.758 0.000 ... NaN NaN
20 -0.698 0.000 ... NaN NaN
21 -1.452 1.000 ... NaN NaN
22 -0.905 0.000 ... NaN NaN
23 -1.812 0.000 ... NaN 20550.0
24 -1.464 0.000 ... NaN NaN
25 -1.560 0.000 ... NaN NaN
26 -1.800 0.000 ... NaN NaN
27 -1.485 0.000 ... NaN 435.0
28 -1.348 0.000 ... NaN 5448.0
29 -1.727 0.000 ... NaN 6070.0
... ... ... ... ... ...
12424 -1.802 0.000 ... NaN NaN
12425 -0.484 0.000 ... NaN NaN
12426 -0.607 0.000 ... NaN NaN
12427 0.216 0.000 ... NaN 7150.0
12428 -1.111 0.000 ... NaN 5000.0
12429 -0.165 0.000 ... NaN 3000.0
12430 -0.301 0.000 ... NaN NaN
12431 -1.302 0.000 ... NaN NaN
12432 0.127 0.000 ... NaN 36750.0
12433 -0.301 0.000 ... NaN NaN
12434 -0.550 0.000 ... NaN 39375.0
12435 0.115 0.000 ... NaN 11000.0
12436 -1.689 0.000 ... NaN 100.0
12437 -1.493 0.000 ... NaN 36400.0
12438 -0.842 0.000 ... NaN NaN
12439 0.315 0.000 ... NaN 29650.0
12440 -1.028 0.000 ... NaN NaN
12441 -1.438 1.000 ... NaN 16000.0
12442 0.625 0.000 ... NaN NaN
12443 -0.403 0.000 ... NaN 22500.0
12444 -0.864 0.000 ... NaN NaN
12445 -0.187 0.000 ... NaN 66304850.0
12446 0.522 0.000 ... NaN 16300.0
12447 -1.037 1.000 ... NaN NaN
12448 -0.306 0.000 ... NaN 0.0
12449 -0.372 0.000 ... NaN 1000.0
12450 -0.513 1.000 ... NaN 134.0
12451 -0.411 0.000 ... NaN NaN
12452 0.419 0.000 ... NaN NaN
12453 0.452 0.000 ... NaN 38000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.277146e+10 0.161290 12.674187 8.799059
1 NaN 6.243737e+09 0.000000 15.459093 11.183969
2 NaN 6.444141e+10 2.642948 23.099035 20.396342
3 NaN 3.064179e+10 1.994150 19.839226 17.815773
4 NaN 4.912370e+10 2.598870 18.110407 14.206405
5 NaN 1.849222e+11 0.424628 15.714139 12.898495
6 NaN 1.158543e+10 6.291391 18.285449 12.397501
7 NaN 7.646719e+10 0.000000 19.252830 13.966725
8 NaN 1.279010e+10 0.604534 37.049382 29.775003
9 NaN 4.260961e+10 1.888247 16.464831 13.320330
10 NaN 2.688671e+10 0.000000 35.958482 27.692767
11 NaN 2.344895e+10 1.333969 13.901295 11.229591
12 NaN 6.835389e+09 2.443454 13.591925 9.627349
13 NaN 2.080903e+10 1.302023 20.929371 18.498494
14 NaN 1.189465e+10 1.270379 12.876433 8.825949
15 NaN 4.156056e+10 1.576355 23.471943 20.786017
16 NaN 4.156056e+10 1.576355 25.331330 22.583022
17 NaN 1.960585e+10 0.269663 23.456473 17.207565
18 NaN 2.466786e+10 2.231596 22.750089 19.784582
19 NaN 1.021599e+11 3.345531 23.237061 18.678835
20 NaN 1.307886e+11 0.000000 32.238756 27.730814
21 NaN 1.084475e+11 2.279982 21.875160 18.853873
22 NaN 1.350575e+10 0.000000 34.442940 31.661134
23 NaN 8.992216e+10 0.000000 16.550514 12.808284
24 NaN 4.223119e+10 3.265687 20.919572 18.077625
25 NaN 2.569282e+10 0.000000 21.477126 18.133736
26 NaN 8.403446e+09 1.887505 11.050524 7.966442
27 NaN 8.403446e+09 1.887505 29.299187 27.521329
28 NaN 7.206829e+10 2.931229 16.687471 13.797517
29 NaN 3.433975e+11 2.406015 19.533044 17.168429
... ... ... ... ... ...
12424 NaN 5.056250e+06 NaN 18.654623 13.546636
12425 NaN 9.505325e+06 0.000000 62.846927 60.548865
12426 NaN 2.231800e+06 0.000000 56.585041 53.493854
12427 252.47 4.904000e+05 0.000000 73.953941 70.245803
12428 1224.55 1.272500e+06 0.000000 72.825555 70.363264
12429 2593.82 6.855960e+07 NaN 69.588723 66.534062
12430 NaN 3.416150e+05 NaN 59.801484 56.607766
12431 NaN 1.967420e+06 NaN 55.772112 53.488108
12432 55980.67 1.368704e+07 0.000000 84.291814 81.414447
12433 NaN 5.030700e+01 0.000000 40.848680 34.770561
12434 35912.56 2.812600e+07 0.000000 103.162685 101.639295
12435 1083.90 3.338720e+06 0.000000 139.848733 137.934326
12436 18436.14 6.697680e+07 1.090909 36.592313 32.640850
12437 4996.25 2.940150e+06 NaN 81.281888 79.762532
12438 NaN 1.482800e+05 0.000000 52.075166 48.550580
12439 229.99 1.112200e+06 0.000000 128.400714 126.325647
12440 NaN 5.964600e+06 0.000000 76.419645 74.162262
12441 1320442.05 3.106530e+10 4.748804 18.621393 15.008190
12442 NaN 1.591600e+03 0.000000 53.339422 45.353392
12443 5006.90 1.956780e+06 0.000000 70.833637 67.973898
12444 NaN 2.538600e+06 0.000000 44.119529 39.179038
12445 30902.99 1.558116e+06 NaN 68.850798 65.730145
12446 19398.25 3.007680e+07 NaN 78.099253 73.785246
12447 NaN 3.525000e+05 0.000000 57.700110 55.085705
12448 NaN 9.684023e+06 0.000000 71.861759 67.291823
12449 19290.62 2.996700e+07 0.000000 63.999897 61.350956
12450 3099.87 1.492190e+06 NaN 65.647194 62.775325
12451 NaN 3.367200e+05 NaN 33.736710 27.783718
12452 NaN 1.097390e+06 0.000000 153.760274 151.882652
12453 1492487.43 8.183478e+08 0.591279 35.763472 26.490085
HistBeta PredBeta DataDate
0 0.001038 0.170689 20040830
1 0.000060 0.124709 20040830
2 -0.031550 0.160066 20040830
3 -0.018455 0.334750 20040830
4 -0.086480 0.158380 20040830
5 0.213559 0.474583 20040830
6 0.005853 0.084736 20040830
7 0.024711 0.101712 20040830
8 0.526777 1.002017 20040830
9 -0.052071 0.085629 20040830
10 0.111438 0.647592 20040830
11 0.140358 0.364533 20040830
12 0.029014 0.278370 20040830
13 0.083524 0.354003 20040830
14 0.000060 0.092596 20040830
15 0.054667 0.291754 20040830
16 0.275993 0.479172 20040830
17 1.093250 1.191025 20040830
18 0.229464 0.528186 20040830
19 0.024123 0.219392 20040830
20 0.602103 0.785364 20040830
21 0.190833 0.396635 20040830
22 0.488837 0.812463 20040830
23 -0.005400 0.276708 20040830
24 0.184393 0.516622 20040830
25 0.131949 0.497193 20040830
26 0.001335 0.214215 20040830
27 0.173182 0.462989 20040830
28 0.247429 0.400470 20040830
29 0.041171 0.321993 20040830
... ... ... ...
12424 0.000060 0.101468 20040830
12425 0.718689 0.922165 20040830
12426 0.651408 1.025440 20040830
12427 1.100157 1.411458 20040830
12428 0.376883 0.849398 20040830
12429 0.892188 1.246496 20040830
12430 0.818347 1.111317 20040830
12431 0.272462 0.638451 20040830
12432 1.051854 1.273952 20040830
12433 0.818385 1.243065 20040830
12434 0.682499 0.915221 20040830
12435 1.044868 1.355463 20040830
12436 0.061850 0.402776 20040830
12437 0.168314 0.541691 20040830
12438 0.523622 0.942033 20040830
12439 1.153811 1.412214 20040830
12440 0.421993 0.752808 20040830
12441 0.198592 0.314828 20040830
12442 1.323165 1.503772 20040830
12443 0.762652 1.128549 20040830
12444 0.511599 0.967637 20040830
12445 0.880523 1.199387 20040830
12446 1.266853 1.580243 20040830
12447 0.417395 0.754772 20040830
12448 0.815603 1.134877 20040830
12449 0.779704 1.020671 20040830
12450 0.702862 0.979692 20040830
12451 0.758604 1.158572 20040830
12452 1.210779 1.485604 20040830
12453 1.228546 1.356023 20040830
[12454 rows x 92 columns],
'20040831': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.001 0.000 0.0
1 USA0011 0.865 0.000 0.0
2 USA0031 -0.026 0.000 0.0
3 USA0062 1.693 0.431 0.0
4 USA00E2 0.007 0.000 0.0
5 USA00F1 1.276 0.000 0.0
6 USA00G2 0.477 0.000 0.0
7 USA00H1 0.622 0.000 0.0
8 USA00I1 -0.879 0.000 0.0
9 USA00J1 0.658 0.000 0.0
10 USA00K1 -1.163 0.000 0.0
11 USA00P1 0.104 0.000 0.0
12 USA00R1 -0.162 0.000 0.0
13 USA00S1 0.465 0.000 0.0
14 USA00V1 0.461 0.000 0.0
15 USA0131 0.664 1.000 0.0
16 USA0161 0.066 1.000 0.0
17 USA01I1 0.514 0.000 0.0
18 USA01J2 -0.240 0.000 0.0
19 USA01L1 0.583 0.000 0.0
20 USA01P1 0.014 0.000 0.0
21 USA01Q1 1.981 0.000 0.0
22 USA0202 0.381 0.000 0.0
23 USA0231 -0.436 0.000 0.0
24 USA0281 2.314 0.000 0.0
25 USA0291 -0.448 0.000 0.0
26 USA02A1 -0.019 0.000 0.0
27 USA02B1 -0.175 0.000 0.0
28 USA02H1 0.178 0.000 0.0
29 USA02P1 0.288 0.143 0.0
... ... ... ... ...
12432 USAZY41 0.186 0.000 0.0
12433 USAZY51 0.054 0.000 0.0
12434 USAZY61 0.376 0.000 0.0
12435 USAZY71 0.092 0.000 0.0
12436 USAZYI1 2.582 0.000 0.0
12437 USAZYJ1 0.708 0.000 0.0
12438 USAZYK1 2.617 0.000 0.0
12439 USAZYM1 0.504 0.000 0.0
12440 USAZYR1 0.240 0.000 0.0
12441 USAZYS1 -0.045 0.000 0.0
12442 USAZYT1 2.671 0.000 0.0
12443 USAZYV1 -0.027 0.000 0.0
12444 USAZYX1 2.440 0.000 0.0
12445 USAZZ41 -2.797 0.000 0.0
12446 USAZZ51 -0.067 0.000 0.0
12447 USAZZ61 -2.797 0.000 0.0
12448 USAZZ71 2.859 0.000 0.0
12449 USAZZ81 0.984 0.000 0.0
12450 USAZZ91 1.207 0.000 0.0
12451 USAZZA1 0.249 0.000 0.0
12452 USAZZB1 -0.060 0.000 0.0
12453 USAZZD1 -0.186 0.000 0.0
12454 USAZZF1 -0.924 0.000 0.0
12455 USAZZI1 0.811 0.000 0.0
12456 USAZZJ1 -1.845 0.000 0.0
12457 USAZZL1 -2.797 0.000 0.0
12458 USAZZP1 1.088 0.000 0.0
12459 USAZZR1 0.007 0.000 0.0
12460 USAZZX1 2.511 0.000 0.0
12461 USAZZY1 1.577 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.812 0.000 ... NaN 5275.0
1 -1.814 0.000 ... NaN 0.0
2 -1.873 0.000 ... NaN 400.0
3 -1.884 0.000 ... NaN 420.0
4 -1.972 0.000 ... NaN 5906.0
5 -1.441 0.000 ... NaN 550.0
6 -1.804 0.000 ... NaN 0.0
7 -1.768 0.000 ... NaN 0.0
8 -0.842 0.000 ... NaN 5805.0
9 -1.911 0.864 ... NaN 29000.0
10 -1.607 0.000 ... NaN 0.0
11 -1.557 0.000 ... NaN NaN
12 -1.761 0.000 ... NaN NaN
13 -1.666 0.000 ... NaN 4457.0
14 -1.814 0.000 ... NaN NaN
15 -1.732 0.000 ... NaN 324.0
16 -1.308 0.000 ... NaN NaN
17 0.207 0.000 ... NaN 5859.0
18 -1.391 0.000 ... NaN 3300.0
19 -1.763 0.000 ... NaN 16464.0
20 -0.705 0.000 ... NaN 67620.0
21 -1.491 1.000 ... NaN 545.0
22 -0.917 0.000 ... NaN 331320.0
23 -1.825 0.000 ... NaN 20550.0
24 -1.510 0.000 ... NaN 540.0
25 -1.572 0.000 ... NaN 3200.0
26 -1.812 0.000 ... NaN 0.0
27 -1.498 0.000 ... NaN NaN
28 -1.359 0.000 ... NaN 5448.0
29 -1.748 0.000 ... NaN 800.0
... ... ... ... ... ...
12432 -1.814 0.000 ... NaN NaN
12433 -0.482 0.000 ... NaN NaN
12434 -0.610 0.000 ... NaN NaN
12435 0.219 0.000 ... NaN 1000.0
12436 -1.162 0.000 ... NaN 5000.0
12437 -0.182 0.000 ... NaN NaN
12438 -0.335 0.000 ... NaN 12800.0
12439 -1.312 0.000 ... NaN NaN
12440 0.131 0.000 ... NaN 23915.0
12441 -0.302 0.000 ... NaN 582.0
12442 -0.629 0.000 ... NaN 16980.0
12443 0.116 0.000 ... NaN NaN
12444 -1.736 0.000 ... NaN 5600.0
12445 -1.418 0.000 ... NaN 24005.0
12446 -0.849 0.000 ... NaN NaN
12447 0.436 0.000 ... NaN 358588.0
12448 -1.120 0.000 ... NaN 40000.0
12449 -1.449 1.000 ... NaN 24600.0
12450 0.637 0.000 ... NaN 7200.0
12451 -0.407 0.000 ... NaN NaN
12452 -0.876 0.000 ... NaN NaN
12453 -0.187 0.000 ... NaN 22974890.0
12454 0.519 0.000 ... NaN 2500.0
12455 -1.042 1.000 ... NaN NaN
12456 -0.279 0.000 ... NaN 0.0
12457 -0.342 0.000 ... NaN 700.0
12458 -0.516 1.000 ... NaN 134.0
12459 -0.415 0.000 ... NaN NaN
12460 0.391 0.000 ... NaN 1000.0
12461 0.436 0.000 ... NaN 68000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.261153e+10 0.159642 12.497772 8.666383
1 NaN 6.344341e+09 0.000000 15.394872 11.147094
2 NaN 6.517619e+10 2.494603 22.756362 20.087757
3 NaN 3.089943e+10 2.084491 19.992571 17.864868
4 NaN 4.875044e+10 2.515723 17.846373 13.964843
5 NaN 1.858615e+11 0.421112 15.900524 13.056930
6 NaN 1.172826e+10 6.427605 18.135176 12.321863
7 NaN 7.683002e+10 0.000000 19.033952 13.794458
8 NaN 1.290907e+10 0.691244 36.538573 29.333353
9 NaN 4.280417e+10 1.856061 16.387557 13.245787
10 NaN 2.671856e+10 0.000000 35.602980 27.324683
11 NaN 2.346074e+10 1.408097 13.677907 11.059572
12 NaN 6.865213e+09 2.381335 13.384802 9.490837
13 NaN 2.079962e+10 1.267542 20.675000 18.253185
14 NaN 1.217809e+10 1.246883 12.785652 8.724598
15 NaN 4.184100e+10 1.531980 23.200083 20.553252
16 NaN 4.184100e+10 1.531980 24.941063 22.240176
17 NaN 1.966240e+10 0.265487 23.148087 16.913378
18 NaN 2.482150e+10 2.255846 22.441654 19.446302
19 NaN 1.042994e+11 3.282051 23.019310 18.441225
20 NaN 1.289330e+11 0.000000 31.729082 27.286867
21 NaN 1.093278e+11 2.236636 22.128273 18.974250
22 NaN 1.364054e+10 0.000000 33.885515 31.156596
23 NaN 8.920524e+10 0.000000 16.354591 12.616255
24 NaN 4.225118e+10 3.312825 21.447093 18.385811
25 NaN 2.600674e+10 0.000000 21.206915 17.879360
26 NaN 8.477965e+09 1.690331 10.892518 7.852903
27 NaN 8.477965e+09 1.690331 28.774992 27.087715
28 NaN 7.248695e+10 2.793821 16.435213 13.594542
29 NaN 3.457170e+11 2.439768 19.295251 16.936856
... ... ... ... ... ...
12432 NaN 5.056250e+06 NaN 18.455563 13.413397
12433 NaN 9.505325e+06 0.000000 62.144099 59.864061
12434 NaN 2.231800e+06 0.000000 56.226721 53.168290
12435 241.90 4.904000e+05 0.000000 73.408998 69.684524
12436 1189.34 1.145250e+06 0.000000 73.037950 70.652922
12437 NaN 6.855960e+07 NaN 68.765203 65.736087
12438 219.08 6.832300e+03 NaN 58.954972 55.694188
12439 NaN 1.967420e+06 NaN 55.721407 53.495798
12440 53838.30 1.368704e+07 0.000000 83.077749 80.283435
12441 NaN 5.030700e+01 0.000000 40.216050 34.161685
12442 34658.36 2.461025e+07 0.000000 102.753514 101.288044
12443 NaN 3.338720e+06 0.000000 137.706471 135.957852
12444 21326.77 6.552304e+07 1.980983 36.630698 32.536758
12445 4872.81 3.286050e+06 NaN 80.749932 79.185557
12446 NaN 1.482800e+05 0.000000 51.224994 47.706686
12447 268.43 1.668300e+06 0.000000 132.862761 130.795167
12448 1245.23 3.578760e+06 0.000000 77.176570 74.865790
12449 1315165.05 3.119261e+10 4.740299 18.578957 14.918717
12450 81.17 1.591600e+03 0.000000 52.817964 44.708468
12451 NaN 1.956780e+06 0.000000 70.210856 67.414532
12452 NaN 2.538600e+06 0.000000 43.514556 38.589791
12453 32631.25 1.558116e+06 NaN 72.001921 69.407294
12454 18700.60 3.045276e+07 NaN 77.314529 73.100186
12455 NaN 3.525000e+05 0.000000 56.893504 54.203907
12456 NaN 1.004967e+07 0.000000 70.910445 66.374194
12457 18529.91 3.125130e+07 0.000000 63.486562 60.826241
12458 3100.18 1.492190e+06 NaN 63.228364 60.265814
12459 NaN 3.367200e+05 NaN 33.202998 27.373018
12460 1138.58 9.876510e+05 0.000000 151.747061 149.838434
12461 1506154.36 8.143333e+08 0.606750 35.651672 26.292454
HistBeta PredBeta DataDate
0 0.001006 0.156284 20040831
1 0.000042 0.128293 20040831
2 -0.031746 0.162442 20040831
3 -0.037765 0.355146 20040831
4 -0.085574 0.162407 20040831
5 0.201690 0.491499 20040831
6 0.005526 0.081623 20040831
7 0.024698 0.118976 20040831
8 0.526007 0.996788 20040831
9 -0.052406 0.097771 20040831
10 0.112232 0.635383 20040831
11 0.139056 0.358183 20040831
12 0.028873 0.268803 20040831
13 0.080023 0.359598 20040831
14 0.000042 0.096508 20040831
15 0.044583 0.289013 20040831
16 0.274034 0.474680 20040831
17 1.093661 1.223569 20040831
18 0.228688 0.521971 20040831
19 0.027609 0.232041 20040831
20 0.599835 0.783415 20040831
21 0.175055 0.426487 20040831
22 0.485220 0.813920 20040831
23 -0.005996 0.264884 20040831
24 0.164622 0.554897 20040831
25 0.131140 0.483060 20040831
26 0.001223 0.199843 20040831
27 0.170777 0.451405 20040831
28 0.246488 0.400952 20040831
29 0.035512 0.318904 20040831
... ... ... ...
12432 0.000042 0.095097 20040831
12433 0.720721 0.929111 20040831
12434 0.651272 1.021450 20040831
12435 1.100260 1.429355 20040831
12436 0.352978 0.906507 20040831
12437 0.883003 1.253142 20040831
12438 0.800094 1.146571 20040831
12439 0.271387 0.639294 20040831
12440 1.052298 1.228168 20040831
12441 0.818346 1.247222 20040831
12442 0.641286 0.975136 20040831
12443 1.044305 1.282246 20040831
12444 0.042259 0.431920 20040831
12445 0.214252 0.524316 20040831
12446 0.522369 0.936145 20040831
12447 1.217620 1.427056 20040831
12448 0.375362 0.763529 20040831
12449 0.197729 0.328374 20040831
12450 1.326067 1.560309 20040831
12451 0.761196 1.130136 20040831
12452 0.507423 0.957806 20040831
12453 0.880548 1.123133 20040831
12454 1.262199 1.564861 20040831
12455 0.417885 0.783002 20040831
12456 0.830684 1.056147 20040831
12457 0.796650 1.033818 20040831
12458 0.702485 1.024356 20040831
12459 0.757020 1.150043 20040831
12460 1.193275 1.520421 20040831
12461 1.217719 1.393200 20040831
[12462 rows x 92 columns],
'20040901': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.090 0.000 0.0
1 USA0011 -0.360 0.000 0.0
2 USA0031 0.089 0.000 0.0
3 USA0062 -0.722 0.431 0.0
4 USA00E2 -0.335 0.000 0.0
5 USA00F1 -1.021 0.000 0.0
6 USA00G2 0.754 0.000 0.0
7 USA00H1 0.655 0.000 0.0
8 USA00I1 0.479 0.000 0.0
9 USA00J1 -0.082 0.000 0.0
10 USA00K1 0.302 0.000 0.0
11 USA00P1 0.170 0.000 0.0
12 USA00R1 0.517 0.000 0.0
13 USA00S1 0.647 0.000 0.0
14 USA00V1 0.469 0.000 0.0
15 USA0131 -0.830 1.000 0.0
16 USA0161 0.232 1.000 0.0
17 USA01I1 0.694 0.000 0.0
18 USA01J2 -1.939 0.000 0.0
19 USA01L1 0.903 0.000 0.0
20 USA01P1 2.316 0.000 0.0
21 USA01Q1 -1.584 0.000 0.0
22 USA0202 0.557 0.000 0.0
23 USA0231 0.467 0.000 0.0
24 USA0281 -1.590 0.000 0.0
25 USA0291 0.403 0.000 0.0
26 USA02A1 0.060 0.000 0.0
27 USA02B1 -1.010 0.000 0.0
28 USA02H1 -0.273 0.000 0.0
29 USA02P1 -0.540 0.143 0.0
... ... ... ... ...
12404 USAZY41 -0.081 0.000 0.0
12405 USAZY51 0.437 0.000 0.0
12406 USAZY61 0.761 0.000 0.0
12407 USAZY71 0.603 0.000 0.0
12408 USAZYI1 -2.809 0.000 0.0
12409 USAZYJ1 0.103 0.000 0.0
12410 USAZYK1 0.773 0.000 0.0
12411 USAZYM1 0.403 0.000 0.0
12412 USAZYR1 2.788 0.000 0.0
12413 USAZYS1 0.120 0.000 0.0
12414 USAZYT1 2.788 0.000 0.0
12415 USAZYV1 0.443 0.000 0.0
12416 USAZYX1 0.939 0.000 0.0
12417 USAZZ41 0.161 0.000 0.0
12418 USAZZ51 0.528 0.000 0.0
12419 USAZZ61 2.788 0.000 0.0
12420 USAZZ71 0.494 0.000 0.0
12421 USAZZ81 0.129 0.000 0.0
12422 USAZZ91 1.548 0.000 0.0
12423 USAZZA1 0.374 0.000 0.0
12424 USAZZB1 0.197 0.000 0.0
12425 USAZZD1 2.788 0.000 0.0
12426 USAZZF1 1.342 0.000 0.0
12427 USAZZI1 -0.482 0.000 0.0
12428 USAZZJ1 2.788 0.000 0.0
12429 USAZZL1 -2.508 0.000 0.0
12430 USAZZP1 -0.280 0.000 0.0
12431 USAZZR1 0.303 0.000 0.0
12432 USAZZX1 -2.809 0.000 0.0
12433 USAZZY1 1.414 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.812 0.000 ... NaN NaN
1 -1.814 0.000 ... NaN NaN
2 -1.873 0.000 ... NaN 400.0
3 -1.869 0.000 ... NaN 2480.0
4 -1.972 0.000 ... NaN 5906.0
5 -1.436 0.000 ... NaN 3100.0
6 -1.804 0.000 ... NaN NaN
7 -1.785 0.000 ... NaN NaN
8 -0.843 0.000 ... NaN NaN
9 -1.935 0.864 ... NaN 29000.0
10 -1.606 0.000 ... NaN NaN
11 -1.608 0.000 ... NaN NaN
12 -1.814 0.000 ... NaN NaN
13 -1.670 0.000 ... NaN NaN
14 -1.814 0.000 ... NaN NaN
15 -1.719 0.000 ... NaN 1860.0
16 -1.318 0.000 ... NaN 880.0
17 0.209 0.000 ... NaN 5859.0
18 -1.358 0.000 ... NaN 3100.0
19 -1.779 0.000 ... NaN NaN
20 -0.736 0.000 ... NaN 1000.0
21 -1.471 1.000 ... NaN 3100.0
22 -0.924 0.000 ... NaN NaN
23 -1.825 0.000 ... NaN 20550.0
24 -1.499 0.000 ... NaN 4100.0
25 -1.572 0.000 ... NaN NaN
26 -1.812 0.000 ... NaN NaN
27 -1.493 0.000 ... NaN 900.0
28 -1.416 0.000 ... NaN 5448.0
29 -1.750 0.000 ... NaN 3100.0
... ... ... ... ... ...
12404 -1.814 0.000 ... NaN NaN
12405 -0.514 0.000 ... NaN NaN
12406 -0.636 0.000 ... NaN 4500.0
12407 0.197 0.000 ... NaN NaN
12408 -1.128 0.000 ... NaN 5700.0
12409 -0.160 0.000 ... NaN NaN
12410 -0.335 0.000 ... NaN 100.0
12411 -1.319 0.000 ... NaN NaN
12412 0.084 0.000 ... NaN 32500.0
12413 -0.306 0.000 ... NaN NaN
12414 -0.658 0.000 ... NaN 40890.0
12415 0.114 0.000 ... NaN NaN
12416 -1.754 0.000 ... NaN 12600.0
12417 -1.409 0.000 ... NaN 2500.0
12418 -0.854 0.000 ... NaN NaN
12419 0.347 0.000 ... NaN 139235.0
12420 -1.125 0.000 ... NaN NaN
12421 -1.448 1.000 ... NaN 17000.0
12422 0.637 0.000 ... NaN NaN
12423 -0.412 0.000 ... NaN NaN
12424 -0.880 0.000 ... NaN NaN
12425 -0.204 0.000 ... NaN 22002630.0
12426 0.512 0.000 ... NaN 1500.0
12427 -1.052 1.000 ... NaN NaN
12428 -0.335 0.000 ... NaN 0.0
12429 -0.299 0.000 ... NaN 1900.0
12430 -0.521 1.000 ... NaN NaN
12431 -0.420 0.000 ... NaN NaN
12432 0.405 0.000 ... NaN 135000.0
12433 0.425 0.000 ... NaN 120600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.307329e+10 0.159642 12.523755 8.683127
1 NaN 6.320709e+09 0.000000 15.450850 11.168173
2 NaN 6.575463e+10 2.494603 22.797340 20.136918
3 NaN 3.093107e+10 2.084491 19.908888 17.916115
4 NaN 4.983252e+10 2.515723 17.885882 14.001389
5 NaN 1.831235e+11 0.421112 15.911125 13.134898
6 NaN 1.186095e+10 6.427605 18.372676 12.515755
7 NaN 7.689482e+10 0.000000 19.132031 13.864133
8 NaN 1.319643e+10 0.691244 36.594719 29.457884
9 NaN 4.218919e+10 1.856061 16.423551 13.264270
10 NaN 2.719637e+10 0.000000 35.665536 27.425981
11 NaN 2.367186e+10 1.408097 13.699032 11.094397
12 NaN 6.868639e+09 2.381335 13.868263 9.688947
13 NaN 2.107825e+10 1.267542 20.866846 18.420337
14 NaN 1.234730e+10 1.246883 12.911367 8.853623
15 NaN 4.200445e+10 1.531980 23.318571 20.656462
16 NaN 4.200445e+10 1.531980 24.956327 22.316407
17 NaN 1.970774e+10 0.265487 23.088959 17.000076
18 NaN 2.482893e+10 2.255846 22.845076 19.889008
19 NaN 1.055821e+11 3.282051 23.203604 18.628364
20 NaN 1.290768e+11 0.000000 32.178536 27.660437
21 NaN 1.087287e+11 2.236636 22.339900 19.259922
22 NaN 1.405136e+10 0.000000 34.011876 31.322257
23 NaN 8.946507e+10 0.000000 16.446958 12.698247
24 NaN 4.203063e+10 3.312825 21.425079 18.653687
25 NaN 2.584677e+10 0.000000 21.226466 17.892075
26 NaN 8.543833e+09 1.690331 10.923639 7.872649
27 NaN 8.543833e+09 1.690331 28.925364 27.234172
28 NaN 7.156825e+10 2.793821 16.447661 13.656005
29 NaN 3.466659e+11 2.439768 19.405975 17.054049
... ... ... ... ... ...
12404 NaN 5.056250e+06 NaN 18.491543 13.396932
12405 NaN 9.505325e+06 0.000000 61.627003 59.361847
12406 68.18 2.231800e+06 0.000000 56.288113 53.291013
12407 NaN 4.904000e+05 0.000000 73.301244 69.687303
12408 1211.82 1.272500e+06 0.000000 73.027839 70.587517
12409 NaN 6.855960e+07 NaN 69.191966 66.212846
12410 219.02 6.832300e+03 NaN 55.360972 51.582028
12411 NaN 1.967420e+06 NaN 56.003010 53.793939
12412 53338.39 1.220736e+07 0.000000 84.365380 81.601344
12413 NaN 5.030700e+01 0.000000 40.145766 34.194136
12414 34934.79 2.310350e+07 0.000000 103.077298 101.622691
12415 NaN 3.338720e+06 0.000000 137.544580 135.826586
12416 28039.05 6.427696e+07 1.980983 36.739914 32.710990
12417 4883.60 3.286050e+06 NaN 81.015789 79.512503
12418 NaN 1.482800e+05 0.000000 51.237634 47.756875
12419 270.06 1.112200e+06 0.000000 135.307028 133.411516
12420 NaN 3.578760e+06 0.000000 74.082605 71.723690
12421 1301494.23 3.086256e+10 4.740299 18.561663 14.963593
12422 NaN 1.591600e+03 0.000000 53.010942 44.905126
12423 NaN 1.956780e+06 0.000000 70.238952 67.482493
12424 NaN 2.538600e+06 0.000000 43.542481 38.631200
12425 34438.34 1.038744e+06 NaN 71.919469 69.233394
12426 18387.51 3.007680e+07 NaN 77.382846 73.191758
12427 NaN 3.525000e+05 0.000000 56.966243 54.286635
12428 NaN 9.082144e+06 0.000000 72.793648 68.340916
12429 18875.37 3.424800e+07 0.000000 64.544912 62.004903
12430 NaN 1.492190e+06 NaN 63.090067 60.169910
12431 NaN 3.367200e+05 NaN 33.137217 27.418079
12432 1167.22 1.097390e+06 0.000000 151.686412 149.790026
12433 1571026.18 8.090835e+08 0.606750 35.759701 26.588831
HistBeta PredBeta DataDate
0 0.000991 0.156455 20040901
1 0.000031 0.114242 20040901
2 -0.032122 0.169048 20040901
3 -0.029738 0.336687 20040901
4 -0.085537 0.157301 20040901
5 0.204831 0.468157 20040901
6 0.005395 0.092662 20040901
7 0.015619 0.116137 20040901
8 0.526498 1.014201 20040901
9 -0.065634 0.077122 20040901
10 0.112734 0.655058 20040901
11 0.111424 0.334116 20040901
12 -0.000164 0.120567 20040901
13 0.077849 0.368729 20040901
14 0.000031 0.102300 20040901
15 0.051688 0.279922 20040901
16 0.268885 0.473619 20040901
17 1.096951 1.229539 20040901
18 0.247228 0.497687 20040901
19 0.019107 0.246610 20040901
20 0.584529 0.818228 20040901
21 0.185930 0.391585 20040901
22 0.482852 0.819814 20040901
23 -0.006230 0.276712 20040901
24 0.170659 0.513116 20040901
25 0.131277 0.493680 20040901
26 0.001173 0.202671 20040901
27 0.173974 0.441209 20040901
28 0.215556 0.361426 20040901
29 0.034555 0.308484 20040901
... ... ... ...
12404 0.000031 0.093360 20040901
12405 0.704715 0.931203 20040901
12406 0.638664 1.019170 20040901
12407 1.090436 1.424998 20040901
12408 0.372164 0.848541 20040901
12409 0.896882 1.256541 20040901
12410 0.802203 1.234029 20040901
12411 0.268481 0.634939 20040901
12412 1.029457 1.265016 20040901
12413 0.817952 1.250269 20040901
12414 0.626789 1.004846 20040901
12415 1.045810 1.292315 20040901
12416 0.032385 0.422349 20040901
12417 0.219624 0.537452 20040901
12418 0.520555 0.945983 20040901
12419 1.172177 1.424277 20040901
12420 0.373755 0.822922 20040901
12421 0.198472 0.322209 20040901
12422 1.329192 1.576118 20040901
12423 0.760310 1.131860 20040901
12424 0.506698 0.962651 20040901
12425 0.873273 1.175582 20040901
12426 1.261350 1.596876 20040901
12427 0.413265 0.756880 20040901
12428 0.802312 1.126222 20040901
12429 0.821693 1.041581 20040901
12430 0.701385 1.005729 20040901
12431 0.756037 1.152795 20040901
12432 1.203274 1.476984 20040901
12433 1.214347 1.397632 20040901
[12434 rows x 92 columns],
'20040902': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.244 0.000 0.0
2 USA0031 0.259 0.000 0.0
3 USA0062 0.259 0.431 0.0
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16 USA0161 1.503 1.000 0.0
17 USA01I1 1.331 0.000 0.0
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19 USA01L1 0.166 0.000 0.0
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21 USA01Q1 0.580 0.000 0.0
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24 USA0281 0.560 0.000 0.0
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27 USA02B1 0.420 0.000 0.0
28 USA02H1 0.269 0.000 0.0
29 USA02P1 0.150 0.143 0.0
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12417 USAZZ51 0.293 0.000 0.0
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12420 USAZZ81 0.391 0.000 0.0
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12427 USAZZJ1 2.214 0.000 0.0
12428 USAZZL1 1.068 0.000 0.0
12429 USAZZP1 0.513 0.000 0.0
12430 USAZZR1 0.129 0.000 0.0
12431 USAZZX1 2.735 0.000 0.0
12432 USAZZY1 0.549 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.836 0.000 ... NaN NaN
2 -1.893 0.000 ... NaN 400.0
3 -1.891 0.000 ... NaN NaN
4 -1.988 0.000 ... NaN 5906.0
5 -1.464 0.000 ... NaN 155.0
6 -1.827 0.000 ... NaN NaN
7 -1.806 0.000 ... NaN NaN
8 -0.866 0.000 ... NaN NaN
9 -1.957 0.864 ... NaN 29000.0
10 -1.623 0.000 ... NaN NaN
11 -1.630 0.000 ... NaN NaN
12 -1.836 0.000 ... NaN NaN
13 -1.700 0.000 ... NaN NaN
14 -1.836 0.000 ... NaN NaN
15 -1.748 0.000 ... NaN NaN
16 -1.378 0.000 ... NaN 700.0
17 0.190 0.000 ... NaN 5859.0
18 -1.383 0.000 ... NaN NaN
19 -1.804 0.000 ... NaN NaN
20 -0.763 0.000 ... NaN NaN
21 -1.493 1.000 ... NaN NaN
22 -0.946 0.000 ... NaN NaN
23 -1.848 0.000 ... NaN 20550.0
24 -1.521 0.000 ... NaN NaN
25 -1.591 0.000 ... NaN NaN
26 -1.834 0.000 ... NaN NaN
27 -1.517 0.000 ... NaN NaN
28 -1.441 0.000 ... NaN 5448.0
29 -1.775 0.000 ... NaN 3100.0
... ... ... ... ... ...
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12405 -0.641 0.000 ... NaN NaN
12406 0.198 0.000 ... NaN NaN
12407 -1.234 0.000 ... NaN 22000.0
12408 -0.178 0.000 ... NaN NaN
12409 -0.199 0.000 ... NaN 500.0
12410 -1.319 0.000 ... NaN NaN
12411 0.089 0.000 ... NaN 19114.0
12412 -0.304 0.000 ... NaN NaN
12413 -0.660 0.000 ... NaN 1500.0
12414 0.105 0.000 ... NaN NaN
12415 -1.788 0.000 ... NaN 3500.0
12416 -1.407 0.000 ... NaN 15500.0
12417 -0.850 0.000 ... NaN NaN
12418 0.340 0.000 ... NaN 63450.0
12419 -1.110 0.000 ... NaN NaN
12420 -1.468 1.000 ... NaN 20100.0
12421 0.630 0.000 ... NaN NaN
12422 -0.332 0.000 ... NaN 10000.0
12423 -0.894 0.000 ... NaN NaN
12424 -0.052 0.000 ... NaN 2270250.0
12425 0.628 0.000 ... NaN 86705.0
12426 -1.063 1.000 ... NaN NaN
12427 -0.432 0.000 ... NaN 0.0
12428 -0.309 0.000 ... NaN NaN
12429 -0.519 1.000 ... NaN NaN
12430 -0.425 0.000 ... NaN NaN
12431 0.251 0.000 ... NaN 467000.0
12432 0.343 0.000 ... NaN 69600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.377522e+10 0.159642 12.590428 8.613910
1 NaN 6.422655e+09 0.000000 15.587513 11.106787
2 NaN 6.658320e+10 2.494603 22.771848 19.990523
3 NaN 3.139504e+10 2.084491 19.854784 17.785546
4 NaN 5.052594e+10 2.515723 17.944299 13.873840
5 NaN 1.875053e+11 0.421112 15.985569 13.231268
6 NaN 1.188477e+10 6.427605 18.469898 12.410545
7 NaN 7.763344e+10 0.000000 19.230973 13.768177
8 NaN 1.344825e+10 0.691244 36.396672 29.216244
9 NaN 4.211681e+10 1.856061 16.452466 13.121492
10 NaN 2.767083e+10 0.000000 35.637904 27.197498
11 NaN 2.415605e+10 1.408097 13.756363 11.060738
12 NaN 6.929394e+09 2.381335 14.080182 9.728677
13 NaN 2.121038e+10 1.267542 20.826256 18.310551
14 NaN 1.263857e+10 1.246883 13.040344 8.833337
15 NaN 4.296656e+10 1.531980 23.431529 20.636289
16 NaN 4.296656e+10 1.531980 25.111940 22.399274
17 NaN 2.052979e+10 0.265487 23.014780 17.085885
18 NaN 2.501014e+10 2.255846 22.763296 19.787149
19 NaN 1.066308e+11 3.282051 23.214523 18.525848
20 NaN 1.304967e+11 0.000000 31.857126 27.426091
21 NaN 1.104580e+11 2.236636 22.165593 19.117711
22 NaN 1.421602e+10 0.000000 33.725527 31.045701
23 NaN 8.956599e+10 0.000000 16.517612 12.593542
24 NaN 4.261078e+10 3.312825 21.373759 18.592251
25 NaN 2.608879e+10 0.000000 21.063505 17.679268
26 NaN 8.687138e+09 1.690331 10.969939 7.841911
27 NaN 8.687138e+09 1.690331 28.724025 27.035130
28 NaN 7.283777e+10 2.793821 16.442051 13.549546
29 NaN 3.491963e+11 2.439768 19.418513 16.971332
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 18.658426 13.331190
12404 NaN 9.505325e+06 0.000000 61.119758 58.819791
12405 NaN 2.231800e+06 0.000000 55.707255 52.724336
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12407 1242.73 1.145250e+06 0.000000 72.357350 70.126386
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12409 219.13 3.416150e+05 NaN 57.527888 53.801527
12410 NaN 1.967420e+06 NaN 55.932180 53.689039
12411 52678.11 1.231834e+07 0.000000 83.799325 81.039366
12412 NaN 5.030700e+01 0.000000 39.790883 33.858606
12413 34015.08 2.310350e+07 0.000000 102.480526 100.997891
12414 NaN 3.338720e+06 0.000000 136.727858 135.019866
12415 31396.77 6.412120e+07 1.980983 36.569809 32.475078
12416 4474.02 3.286050e+06 NaN 80.659846 79.104796
12417 NaN 1.482800e+05 0.000000 50.917078 47.386297
12418 271.30 1.112200e+06 0.000000 134.617290 132.613084
12419 NaN 3.578760e+06 0.000000 73.794996 71.400825
12420 1297496.41 3.071715e+10 4.740299 18.604727 14.895089
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12422 5403.32 2.174200e+06 0.000000 71.225771 68.431957
12423 NaN 2.538600e+06 0.000000 43.225254 38.254099
12424 34368.64 1.558116e+06 NaN 72.244318 69.243666
12425 25014.94 3.383640e+07 NaN 78.619093 74.468995
12426 NaN 3.525000e+05 0.000000 56.710163 53.995960
12427 NaN 8.827167e+06 0.000000 72.386315 68.026461
12428 NaN 3.424800e+07 0.000000 64.021414 61.593599
12429 NaN 1.492190e+06 NaN 62.961998 60.011678
12430 NaN 3.367200e+05 NaN 32.835692 27.206043
12431 998.51 8.779120e+05 0.000000 151.420541 149.706904
12432 1585344.36 8.029073e+08 0.606750 35.305997 26.407631
HistBeta PredBeta DataDate
0 0.000907 0.148587 20040902
1 -0.000008 0.109506 20040902
2 -0.030816 0.174196 20040902
3 -0.029835 0.336398 20040902
4 -0.081585 0.153547 20040902
5 0.199760 0.479272 20040902
6 0.004612 0.084417 20040902
7 0.015750 0.110805 20040902
8 0.520289 0.967031 20040902
9 -0.064957 0.084612 20040902
10 0.114206 0.611725 20040902
11 0.110341 0.329569 20040902
12 -0.000007 0.124537 20040902
13 0.072891 0.357957 20040902
14 -0.000008 0.101150 20040902
15 0.047089 0.295931 20040902
16 0.245769 0.481619 20040902
17 1.087430 1.223671 20040902
18 0.242758 0.521893 20040902
19 0.016819 0.238518 20040902
20 0.575659 0.791997 20040902
21 0.183763 0.409951 20040902
22 0.477384 0.807792 20040902
23 -0.006428 0.266571 20040902
24 0.168672 0.533023 20040902
25 0.131522 0.475912 20040902
26 0.000917 0.193506 20040902
27 0.170861 0.448428 20040902
28 0.211945 0.357995 20040902
29 0.032838 0.308248 20040902
... ... ... ...
12403 -0.000007 0.088575 20040902
12404 0.703815 0.937355 20040902
12405 0.640998 1.007709 20040902
12406 1.091400 1.426279 20040902
12407 0.322764 0.839970 20040902
12408 0.889880 1.245796 20040902
12409 0.878191 1.226718 20040902
12410 0.277390 0.628519 20040902
12411 1.033128 1.310983 20040902
12412 0.822225 1.242906 20040902
12413 0.630903 1.028522 20040902
12414 1.041669 1.279983 20040902
12415 0.025441 0.392172 20040902
12416 0.230108 0.546044 20040902
12417 0.528860 0.943706 20040902
12418 1.167649 1.485302 20040902
12419 0.389709 0.810817 20040902
12420 0.197414 0.323776 20040902
12421 1.323548 1.559678 20040902
12422 0.807105 1.097085 20040902
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12424 0.957105 1.256572 20040902
12425 1.322390 1.575210 20040902
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12427 0.753262 1.160188 20040902
12428 0.819377 1.028232 20040902
12429 0.706697 1.020991 20040902
12430 0.757262 1.140616 20040902
12431 1.120115 1.428136 20040902
12432 1.169243 1.348314 20040902
[12433 rows x 92 columns],
'20040903': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.565 0.000 0.0
2 USA0031 0.897 0.000 0.0
3 USA0062 0.280 0.431 0.0
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16 USA0161 -2.691 1.000 0.0
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28 USA02H1 0.416 0.000 0.0
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... ... ... ... ...
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12416 USAZYV1 -0.899 0.000 0.0
12417 USAZYX1 -0.049 0.000 0.0
12418 USAZZ41 0.037 0.000 0.0
12419 USAZZ51 -0.674 0.000 0.0
12420 USAZZ61 -2.691 0.000 0.0
12421 USAZZ71 -2.691 0.000 0.0
12422 USAZZ81 0.873 0.000 0.0
12423 USAZZ91 -0.043 0.000 0.0
12424 USAZZA1 -0.403 0.000 0.0
12425 USAZZB1 -0.916 0.000 0.0
12426 USAZZD1 0.267 0.000 0.0
12427 USAZZF1 -2.691 0.000 0.0
12428 USAZZI1 0.208 0.000 0.0
12429 USAZZJ1 1.276 0.000 0.0
12430 USAZZL1 0.678 0.000 0.0
12431 USAZZP1 0.445 0.000 0.0
12432 USAZZR1 -0.462 0.000 0.0
12433 USAZZX1 2.713 0.000 0.0
12434 USAZZY1 0.426 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.814 0.000 ... NaN NaN
1 -1.815 0.000 ... NaN NaN
2 -1.872 0.000 ... NaN 400.0
3 -1.869 0.000 ... NaN NaN
4 -1.967 0.000 ... NaN 5906.0
5 -1.447 0.000 ... NaN 155.0
6 -1.806 0.000 ... NaN NaN
7 -1.787 0.000 ... NaN NaN
8 -0.864 0.000 ... NaN NaN
9 -1.933 0.864 ... NaN 29000.0
10 -1.608 0.000 ... NaN NaN
11 -1.613 0.000 ... NaN NaN
12 -1.815 0.000 ... NaN NaN
13 -1.679 0.000 ... NaN NaN
14 -1.815 0.000 ... NaN NaN
15 -1.725 0.000 ... NaN NaN
16 -1.408 0.000 ... NaN 1490.0
17 0.186 0.000 ... NaN 5859.0
18 -1.369 0.000 ... NaN NaN
19 -1.782 0.000 ... NaN NaN
20 -0.757 0.000 ... NaN NaN
21 -1.480 1.000 ... NaN NaN
22 -0.936 0.000 ... NaN NaN
23 -1.833 0.000 ... NaN 20550.0
24 -1.506 0.000 ... NaN NaN
25 -1.576 0.000 ... NaN NaN
26 -1.813 0.000 ... NaN NaN
27 -1.504 0.000 ... NaN 1005.0
28 -1.426 0.000 ... NaN 5448.0
29 -1.754 0.000 ... NaN 3100.0
... ... ... ... ... ...
12405 -1.815 0.000 ... NaN NaN
12406 -0.519 0.000 ... NaN NaN
12407 -0.635 0.000 ... NaN NaN
12408 0.202 0.000 ... NaN NaN
12409 -1.223 0.000 ... NaN NaN
12410 -0.148 0.000 ... NaN 699.0
12411 -0.194 0.000 ... NaN 1120.0
12412 -1.307 0.000 ... NaN NaN
12413 0.061 0.000 ... NaN 53909.0
12414 -0.298 0.000 ... NaN NaN
12415 -0.685 0.000 ... NaN 27700.0
12416 0.110 0.000 ... NaN NaN
12417 -1.784 0.000 ... NaN 700.0
12418 -1.394 0.000 ... NaN NaN
12419 -0.840 0.000 ... NaN NaN
12420 0.212 0.000 ... NaN 129500.0
12421 -1.159 0.000 ... NaN 40000.0
12422 -1.447 1.000 ... NaN 20100.0
12423 0.629 0.000 ... NaN NaN
12424 -0.323 0.000 ... NaN NaN
12425 -0.874 0.000 ... NaN NaN
12426 -0.050 0.000 ... NaN 19142540.0
12427 0.606 0.000 ... NaN 12050.0
12428 -1.057 1.000 ... NaN NaN
12429 -0.419 0.000 ... NaN 0.0
12430 -0.308 0.000 ... NaN NaN
12431 -0.516 1.000 ... NaN NaN
12432 -0.416 0.000 ... NaN NaN
12433 0.286 0.000 ... NaN 370000.0
12434 0.345 0.000 ... NaN 66700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.329390e+10 0.159642 12.498003 8.414864
1 NaN 6.333452e+09 0.000000 15.526228 10.917345
2 NaN 6.670827e+10 2.494603 22.453582 19.539046
3 NaN 3.125757e+10 2.084491 19.467373 17.305828
4 NaN 5.083264e+10 2.515723 17.860573 13.605482
5 NaN 1.871662e+11 0.421112 15.739066 12.919991
6 NaN 1.174981e+10 6.427605 18.353984 12.090006
7 NaN 7.714102e+10 0.000000 19.103973 13.427843
8 NaN 1.284312e+10 0.691244 36.788522 28.878365
9 NaN 4.224549e+10 1.856061 16.348803 12.844322
10 NaN 2.660330e+10 0.000000 35.841028 26.889247
11 NaN 2.429185e+10 1.408097 13.651118 10.794402
12 NaN 6.945964e+09 2.381335 14.182480 9.605701
13 NaN 2.143215e+10 1.267542 20.592335 17.916685
14 NaN 1.252966e+10 1.246883 12.950251 8.615422
15 NaN 4.257370e+10 1.531980 22.945145 20.072629
16 NaN 4.257370e+10 1.531980 25.200067 22.282513
17 NaN 2.037916e+10 0.265487 22.479297 16.620030
18 NaN 2.515032e+10 2.255846 22.466139 19.355478
19 NaN 1.067592e+11 3.282051 22.930868 18.068671
20 NaN 1.267779e+11 0.000000 31.383232 26.778440
21 NaN 1.107990e+11 2.236636 21.819532 18.659973
22 NaN 1.384553e+10 0.000000 32.982321 30.219634
23 NaN 8.893525e+10 0.000000 16.550483 12.394078
24 NaN 4.267079e+10 3.312825 21.111369 18.153415
25 NaN 2.560476e+10 0.000000 21.000975 17.390869
26 NaN 8.538101e+09 1.690331 10.888777 7.647964
27 NaN 8.538101e+09 1.690331 28.082398 26.313626
28 NaN 7.370997e+10 2.793821 16.200257 13.206923
29 NaN 3.462442e+11 2.439768 19.099861 16.550218
... ... ... ... ... ...
12405 NaN 5.056250e+06 NaN 18.670821 13.075136
12406 NaN 9.505325e+06 0.000000 60.299382 57.933211
12407 NaN 2.231800e+06 0.000000 54.883799 51.852526
12408 NaN 4.904000e+05 0.000000 72.011394 68.467230
12409 NaN 1.145250e+06 0.000000 70.438445 68.063984
12410 1054.52 6.495120e+07 NaN 67.873155 64.697631
12411 219.15 3.416150e+05 NaN 55.539559 51.698202
12412 NaN 1.967420e+06 NaN 54.967516 52.644546
12413 49916.11 1.294720e+07 0.000000 82.070737 79.328043
12414 NaN 5.030700e+01 0.000000 38.803681 32.701218
12415 34405.91 2.461025e+07 0.000000 100.065691 98.560910
12416 NaN 3.338720e+06 0.000000 133.171940 131.416485
12417 30831.14 6.490000e+07 1.980983 35.878776 31.634605
12418 NaN 3.286050e+06 NaN 78.780486 77.151682
12419 NaN 1.482800e+05 0.000000 49.696467 46.048816
12420 286.94 1.668300e+06 0.000000 135.184995 133.289092
12421 815.68 5.964600e+06 0.000000 72.961003 70.572707
12422 1241834.50 3.055884e+10 4.740299 18.592560 14.712716
12423 NaN 1.591600e+03 0.000000 51.626162 43.460120
12424 NaN 2.174200e+06 0.000000 70.819163 68.101347
12425 NaN 2.538600e+06 0.000000 42.527275 37.345558
12426 36906.72 1.558116e+06 NaN 73.566398 70.943424
12427 25662.90 3.571620e+07 NaN 78.514816 74.440829
12428 NaN 3.525000e+05 0.000000 55.753052 52.943104
12429 NaN 8.776948e+06 0.000000 70.849602 66.361818
12430 NaN 3.424800e+07 0.000000 62.566356 60.078842
12431 NaN 1.492190e+06 NaN 62.012317 58.999329
12432 NaN 3.367200e+05 NaN 32.205828 26.550115
12433 881.01 7.681730e+05 0.000000 148.063506 146.152234
12434 1634446.55 8.001280e+08 0.606750 34.825263 25.732444
HistBeta PredBeta DataDate
0 0.000929 0.157399 20040903
1 0.000008 0.105786 20040903
2 -0.030759 0.199019 20040903
3 -0.029146 0.346044 20040903
4 -0.082026 0.175009 20040903
5 0.199374 0.489954 20040903
6 0.004886 0.091053 20040903
7 0.015541 0.110655 20040903
8 0.514991 0.929995 20040903
9 -0.063857 0.102836 20040903
10 0.112156 0.564506 20040903
11 0.109432 0.343700 20040903
12 0.000008 0.140751 20040903
13 0.073889 0.375533 20040903
14 0.000008 0.107300 20040903
15 0.048858 0.302896 20040903
16 0.220435 0.402708 20040903
17 1.082947 1.206277 20040903
18 0.241692 0.539424 20040903
19 0.017844 0.254066 20040903
20 0.572415 0.773829 20040903
21 0.181685 0.421502 20040903
22 0.475850 0.802305 20040903
23 -0.009609 0.250999 20040903
24 0.167437 0.551242 20040903
25 0.129384 0.467027 20040903
26 0.001008 0.198158 20040903
27 0.168416 0.456076 20040903
28 0.210859 0.365404 20040903
29 0.033393 0.323226 20040903
... ... ... ...
12405 0.000008 0.101416 20040903
12406 0.701533 0.940353 20040903
12407 0.638756 1.013790 20040903
12408 1.091425 1.401658 20040903
12409 0.320372 0.834974 20040903
12410 0.901989 1.301759 20040903
12411 0.877376 1.278934 20040903
12412 0.274845 0.637887 20040903
12413 1.015321 1.241751 20040903
12414 0.820758 1.221177 20040903
12415 0.611765 0.956296 20040903
12416 1.041532 1.249761 20040903
12417 0.017135 0.382233 20040903
12418 0.227694 0.547127 20040903
12419 0.527746 0.932963 20040903
12420 1.096786 1.371838 20040903
12421 0.355245 0.722756 20040903
12422 0.199250 0.342302 20040903
12423 1.322693 1.543314 20040903
12424 0.807295 1.060992 20040903
12425 0.509304 0.938074 20040903
12426 0.955383 1.191901 20040903
12427 1.310378 1.484015 20040903
12428 0.410567 0.756934 20040903
12429 0.755300 1.171424 20040903
12430 0.815597 1.035097 20040903
12431 0.703299 1.013375 20040903
12432 0.757284 1.129071 20040903
12433 1.136934 1.515156 20040903
12434 1.169004 1.344727 20040903
[12435 rows x 92 columns],
'20040907': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.649 0.000 0.0
1 USA0011 -0.035 0.000 0.0
2 USA0031 -0.244 0.000 0.0
3 USA0062 -0.166 0.431 0.0
4 USA00E2 -0.260 0.000 0.0
5 USA00F1 0.175 0.000 0.0
6 USA00G2 0.360 0.000 0.0
7 USA00H1 -0.673 0.000 0.0
8 USA00I1 -1.231 0.000 0.0
9 USA00J1 -0.208 0.000 0.0
10 USA00K1 -1.527 0.000 0.0
11 USA00P1 -0.236 0.000 0.0
12 USA00R1 -0.379 0.000 0.0
13 USA00S1 0.009 0.000 0.0
14 USA00V1 -0.179 0.000 0.0
15 USA0131 0.095 1.000 0.0
16 USA0161 0.288 1.000 0.0
17 USA01I1 0.495 0.000 0.0
18 USA01J2 0.360 0.000 0.0
19 USA01L1 -0.434 0.000 0.0
20 USA01P1 -0.191 0.000 0.0
21 USA01Q1 -0.047 0.000 0.0
22 USA0202 0.117 0.000 0.0
23 USA0231 -0.391 0.000 0.0
24 USA0281 -0.141 0.000 0.0
25 USA0291 -0.219 0.000 0.0
26 USA02A1 -0.179 0.000 0.0
27 USA02B1 -0.077 0.000 0.0
28 USA02H1 0.309 0.000 0.0
29 USA02P1 -0.383 0.143 0.0
... ... ... ... ...
12407 USAZY41 -0.369 0.000 0.0
12408 USAZY51 -0.023 0.000 0.0
12409 USAZY61 0.680 0.000 0.0
12410 USAZY71 0.816 0.000 0.0
12411 USAZYI1 0.000 0.000 0.0
12412 USAZYJ1 1.283 0.000 0.0
12413 USAZYK1 0.509 0.000 0.0
12414 USAZYM1 0.293 0.000 0.0
12415 USAZYR1 -1.574 0.000 0.0
12416 USAZYS1 0.311 0.000 0.0
12417 USAZYT1 -2.846 0.000 0.0
12418 USAZYV1 0.401 0.000 0.0
12419 USAZYX1 0.104 0.000 0.0
12420 USAZZ41 0.414 0.000 0.0
12421 USAZZ51 0.102 0.000 0.0
12422 USAZZ61 2.778 0.000 0.0
12423 USAZZ71 0.059 0.000 0.0
12424 USAZZ81 1.242 0.000 0.0
12425 USAZZ91 0.486 0.000 0.0
12426 USAZZA1 0.374 0.000 0.0
12427 USAZZB1 0.163 0.000 0.0
12428 USAZZD1 0.277 0.000 0.0
12429 USAZZF1 0.579 0.000 0.0
12430 USAZZI1 0.105 0.000 0.0
12431 USAZZJ1 -2.846 0.000 0.0
12432 USAZZL1 -0.966 0.000 0.0
12433 USAZZP1 0.489 0.000 0.0
12434 USAZZR1 0.277 0.000 0.0
12435 USAZZX1 0.537 0.000 0.0
12436 USAZZY1 2.888 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.820 0.000 ... NaN NaN
1 -1.821 0.000 ... NaN NaN
2 -1.878 0.000 ... NaN 400.0
3 -1.877 0.000 ... NaN NaN
4 -1.970 0.000 ... NaN 5906.0
5 -1.457 0.000 ... NaN 155.0
6 -1.813 0.000 ... NaN NaN
7 -1.792 0.000 ... NaN NaN
8 -0.872 0.000 ... NaN NaN
9 -1.940 0.864 ... NaN 29000.0
10 -1.611 0.000 ... NaN NaN
11 -1.621 0.000 ... NaN NaN
12 -1.821 0.000 ... NaN NaN
13 -1.691 0.000 ... NaN NaN
14 -1.821 0.000 ... NaN NaN
15 -1.737 0.000 ... NaN NaN
16 -1.424 0.000 ... NaN NaN
17 0.180 0.000 ... NaN 5859.0
18 -1.377 0.000 ... NaN NaN
19 -1.792 0.000 ... NaN NaN
20 -0.766 0.000 ... NaN NaN
21 -1.486 1.000 ... NaN NaN
22 -0.944 0.000 ... NaN NaN
23 -1.839 0.000 ... NaN 20550.0
24 -1.513 0.000 ... NaN NaN
25 -1.580 0.000 ... NaN NaN
26 -1.820 0.000 ... NaN NaN
27 -1.512 0.000 ... NaN 625.0
28 -1.435 0.000 ... NaN 5448.0
29 -1.762 0.000 ... NaN 3100.0
... ... ... ... ... ...
12407 -1.821 0.000 ... NaN NaN
12408 -0.541 0.000 ... NaN NaN
12409 -0.633 0.000 ... NaN NaN
12410 0.203 0.000 ... NaN 450.0
12411 -1.206 0.000 ... NaN NaN
12412 -0.153 0.000 ... NaN NaN
12413 -0.193 0.000 ... NaN NaN
12414 -1.310 0.000 ... NaN NaN
12415 0.084 0.000 ... NaN 4676.0
12416 -0.297 0.000 ... NaN NaN
12417 -0.657 0.000 ... NaN 42300.0
12418 0.104 0.000 ... NaN NaN
12419 -1.790 0.000 ... NaN 1400.0
12420 -1.388 0.000 ... NaN NaN
12421 -0.840 0.000 ... NaN NaN
12422 0.027 0.000 ... NaN 240450.0
12423 -1.155 0.000 ... NaN NaN
12424 -1.500 1.000 ... NaN 29200.0
12425 0.630 0.000 ... NaN NaN
12426 -0.327 0.000 ... NaN NaN
12427 -0.880 0.000 ... NaN NaN
12428 -0.050 0.000 ... NaN 13619990.0
12429 0.598 0.000 ... NaN 7000.0
12430 -1.060 1.000 ... NaN NaN
12431 -0.346 0.000 ... NaN 0.0
12432 -0.301 0.000 ... NaN 14000.0
12433 -0.516 1.000 ... NaN NaN
12434 -0.419 0.000 ... NaN NaN
12435 0.285 0.000 ... NaN 4000.0
12436 0.291 0.000 ... NaN 195600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.245158e+10 0.159642 12.746613 8.626902
1 NaN 6.352567e+09 0.000000 15.657033 11.062932
2 NaN 6.578589e+10 2.494603 22.667727 19.795211
3 NaN 3.166139e+10 2.084491 19.654402 17.509592
4 NaN 5.109934e+10 2.515723 17.967092 13.748354
5 NaN 1.895136e+11 0.421112 15.912184 13.077332
6 NaN 1.195622e+10 6.427605 18.618176 12.296041
7 NaN 7.764640e+10 0.000000 19.505761 13.766179
8 NaN 1.269653e+10 0.691244 37.394228 29.392464
9 NaN 4.227766e+10 1.856061 16.495455 13.012366
10 NaN 2.658636e+10 0.000000 36.362465 27.396328
11 NaN 2.426823e+10 1.408097 13.747467 10.921534
12 NaN 7.022184e+09 2.381335 14.367308 9.805244
13 NaN 2.154540e+10 1.267542 20.769316 18.144862
14 NaN 1.280573e+10 1.246883 13.094921 8.729781
15 NaN 4.327123e+10 1.531980 23.213388 20.318571
16 NaN 4.327123e+10 1.531980 25.279994 22.582317
17 NaN 2.058144e+10 0.265487 22.716231 16.844330
18 NaN 2.579309e+10 2.255846 22.718582 19.608612
19 NaN 1.069197e+11 3.282051 23.301338 18.311177
20 NaN 1.288064e+11 0.000000 31.732663 27.161337
21 NaN 1.111887e+11 2.236636 22.071483 18.895767
22 NaN 1.380436e+10 0.000000 33.430123 30.672533
23 NaN 8.883433e+10 0.000000 16.765218 12.600677
24 NaN 4.320093e+10 3.312825 21.249563 18.383246
25 NaN 2.567737e+10 0.000000 21.176723 17.600379
26 NaN 8.543833e+09 1.690331 11.007878 7.745358
27 NaN 8.543833e+09 1.690331 28.393280 26.582023
28 NaN 7.514424e+10 2.793821 16.390925 13.350528
29 NaN 3.515159e+11 2.439768 19.438796 16.939569
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 18.849764 13.238289
12408 NaN 9.505325e+06 0.000000 60.916210 58.547898
12409 NaN 2.231800e+06 0.000000 56.262348 53.195690
12410 240.72 4.904000e+05 0.000000 72.708632 69.098821
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12412 NaN 6.495120e+07 NaN 68.326360 65.097497
12413 NaN 3.416150e+05 NaN 56.191849 52.323606
12414 NaN 1.967420e+06 NaN 57.888918 55.385072
12415 48794.96 1.331712e+07 0.000000 82.955604 80.258476
12416 NaN 5.030700e+01 0.000000 39.152321 33.052264
12417 35134.34 2.561475e+07 0.000000 101.182728 99.703040
12418 NaN 3.338720e+06 0.000000 134.595551 132.846403
12419 31848.52 6.495192e+07 1.980983 36.206960 32.013167
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12421 NaN 1.482800e+05 0.000000 50.160820 46.545365
12422 305.70 1.112200e+06 0.000000 138.441526 136.808914
12423 NaN 5.964600e+06 0.000000 75.814570 73.480085
12424 1213396.14 3.017092e+10 4.740299 19.080162 15.213256
12425 NaN 1.591600e+03 0.000000 52.204183 43.947049
12426 NaN 2.174200e+06 0.000000 71.771362 69.062128
12427 NaN 2.538600e+06 0.000000 42.892802 37.694733
12428 32502.06 1.558116e+06 NaN 73.712972 71.039526
12429 25295.59 3.571620e+07 NaN 79.360058 75.282557
12430 NaN 3.525000e+05 0.000000 56.162202 53.288311
12431 NaN 9.206474e+06 0.000000 71.909216 67.360160
12432 20378.26 3.476172e+07 0.000000 63.274597 60.781127
12433 NaN 1.492190e+06 NaN 63.046377 59.964280
12434 NaN 3.367200e+05 NaN 32.516179 26.868582
12435 774.43 7.681730e+05 0.000000 149.598012 147.740468
12436 1787497.81 7.905549e+08 0.606750 36.457032 27.025968
HistBeta PredBeta DataDate
0 0.000879 0.136102 20040907
1 -0.000016 0.106572 20040907
2 -0.030544 0.179215 20040907
3 -0.030004 0.327882 20040907
4 -0.080074 0.155678 20040907
5 0.196400 0.481445 20040907
6 0.004360 0.090908 20040907
7 0.015616 0.090074 20040907
8 0.512229 0.916864 20040907
9 -0.063960 0.085496 20040907
10 0.113521 0.555416 20040907
11 0.108050 0.326301 20040907
12 -0.000016 0.114012 20040907
13 0.070385 0.353215 20040907
14 -0.000016 0.096215 20040907
15 0.045365 0.295441 20040907
16 0.214262 0.421509 20040907
17 1.079546 1.207887 20040907
18 0.239710 0.529410 20040907
19 0.015577 0.229433 20040907
20 0.569301 0.767581 20040907
21 0.180920 0.408596 20040907
22 0.473135 0.804934 20040907
23 -0.009711 0.243745 20040907
24 0.166137 0.526962 20040907
25 0.130312 0.464369 20040907
26 0.000836 0.190456 20040907
27 0.167110 0.447114 20040907
28 0.208552 0.365026 20040907
29 0.032054 0.304331 20040907
... ... ... ...
12407 -0.000016 0.086290 20040907
12408 0.690837 0.921310 20040907
12409 0.641276 1.024825 20040907
12410 1.091924 1.422467 20040907
12411 0.331810 0.855427 20040907
12412 0.899777 1.304418 20040907
12413 0.878314 1.290784 20040907
12414 0.275853 0.643321 20040907
12415 1.028098 1.219754 20040907
12416 0.822295 1.236424 20040907
12417 0.627897 0.917233 20040907
12418 1.038873 1.279238 20040907
12419 0.016989 0.373673 20040907
12420 0.233733 0.560996 20040907
12421 0.529529 0.937921 20040907
12422 0.997134 1.263725 20040907
12423 0.359437 0.670895 20040907
12424 0.173419 0.335187 20040907
12425 1.322267 1.546352 20040907
12426 0.805976 1.075338 20040907
12427 0.507915 0.947269 20040907
12428 0.955560 1.194184 20040907
12429 1.305208 1.549234 20040907
12430 0.410621 0.762038 20040907
12431 0.796136 1.130215 20040907
12432 0.820346 1.014085 20040907
12433 0.704386 1.024084 20040907
12434 0.756446 1.133524 20040907
12435 1.136187 1.473954 20040907
12436 1.139652 1.378877 20040907
[12437 rows x 92 columns],
'20040908': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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1 USA0011 -0.211 0.000 0.0
2 USA0031 0.468 0.000 0.0
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12436 USAZZR1 -0.154 0.000 0.0
12437 USAZZX1 -2.768 0.000 0.0
12438 USAZZY1 -0.615 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
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1 -1.827 0.000 ... NaN NaN
2 -1.883 0.000 ... NaN 400.0
3 -1.881 0.000 ... NaN NaN
4 -1.976 0.000 ... NaN 5906.0
5 -1.461 0.000 ... NaN 155.0
6 -1.818 0.000 ... NaN NaN
7 -1.798 0.000 ... NaN NaN
8 -0.880 0.000 ... NaN NaN
9 -1.944 0.864 ... NaN 29000.0
10 -1.619 0.000 ... NaN NaN
11 -1.630 0.000 ... NaN NaN
12 -1.827 0.000 ... NaN NaN
13 -1.693 0.000 ... NaN NaN
14 -1.827 0.000 ... NaN NaN
15 -1.738 0.000 ... NaN NaN
16 -1.451 0.000 ... NaN 305.0
17 0.177 0.000 ... NaN 5859.0
18 -1.382 0.000 ... NaN NaN
19 -1.795 0.000 ... NaN NaN
20 -0.775 0.000 ... NaN NaN
21 -1.493 1.000 ... NaN NaN
22 -0.952 0.000 ... NaN NaN
23 -1.841 0.000 ... NaN 20550.0
24 -1.521 0.000 ... NaN NaN
25 -1.589 0.000 ... NaN NaN
26 -1.825 0.000 ... NaN NaN
27 -1.526 0.000 ... NaN 300.0
28 -1.441 0.000 ... NaN 5448.0
29 -1.766 0.000 ... NaN 3100.0
... ... ... ... ... ...
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12411 -0.730 0.000 ... NaN 3000.0
12412 0.192 0.000 ... NaN NaN
12413 -1.153 0.000 ... NaN 29500.0
12414 -0.195 0.000 ... NaN 500.0
12415 -0.200 0.000 ... NaN 9950.0
12416 -1.311 0.000 ... NaN NaN
12417 0.095 0.000 ... NaN 69200.0
12418 -0.302 0.000 ... NaN NaN
12419 -0.551 0.000 ... NaN 74900.0
12420 0.206 0.000 ... NaN 6200.0
12421 -1.801 0.000 ... NaN 600.0
12422 -1.349 0.000 ... NaN 200.0
12423 -0.845 0.000 ... NaN NaN
12424 0.017 0.000 ... NaN 600.0
12425 -1.162 0.000 ... NaN NaN
12426 -1.504 1.000 ... NaN 20300.0
12427 0.627 0.000 ... NaN NaN
12428 -0.331 0.000 ... NaN NaN
12429 -0.883 0.000 ... NaN NaN
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12431 0.610 0.000 ... NaN 12483.0
12432 -1.066 1.000 ... NaN NaN
12433 -0.353 0.000 ... NaN 0.0
12434 -0.312 0.000 ... NaN NaN
12435 -0.512 1.000 ... NaN NaN
12436 -0.423 0.000 ... NaN NaN
12437 0.209 0.000 ... NaN 145000.0
12438 0.289 0.000 ... NaN 166800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.191009e+10 0.159642 13.081712 8.833917
1 NaN 6.371682e+09 0.000000 16.014444 11.317821
2 NaN 6.592660e+10 2.494603 23.179005 20.275764
3 NaN 3.133489e+10 2.084491 19.984827 17.924226
4 NaN 5.107267e+10 2.515723 18.332642 14.053272
5 NaN 1.892528e+11 0.421112 16.222244 13.383777
6 NaN 1.183714e+10 6.427605 19.043350 12.659213
7 NaN 7.772415e+10 0.000000 19.909197 14.093566
8 NaN 1.273036e+10 0.691244 38.144595 30.130784
9 NaN 4.172275e+10 1.856061 17.327907 13.564591
10 NaN 2.675581e+10 0.000000 37.344684 28.157266
11 NaN 2.433909e+10 1.408097 14.098013 11.204107
12 NaN 6.903988e+09 2.381335 14.639780 10.027183
13 NaN 2.022418e+10 1.267542 21.225416 18.586667
14 NaN 1.282093e+10 1.246883 13.367211 8.936084
15 NaN 4.333538e+10 1.531980 23.732316 20.819145
16 NaN 4.333538e+10 1.531980 25.980415 23.246298
17 NaN 2.009079e+10 0.265487 23.269171 17.393277
18 NaN 2.571104e+10 2.255846 23.166836 20.062015
19 NaN 1.067913e+11 3.282051 23.834727 18.785163
20 NaN 1.305644e+11 0.000000 32.420324 27.830269
21 NaN 1.058303e+11 2.236636 23.110997 19.651097
22 NaN 1.392786e+10 0.000000 34.212883 31.453127
23 NaN 8.946507e+10 0.000000 17.220844 12.976595
24 NaN 4.277082e+10 3.312825 21.826346 18.935405
25 NaN 2.550796e+10 0.000000 21.640080 17.989149
26 NaN 8.535234e+09 1.690331 11.343769 7.933341
27 NaN 8.535234e+09 1.690331 29.129127 27.302743
28 NaN 7.441741e+10 2.793821 16.688251 13.664552
29 NaN 3.548897e+11 2.439768 19.996671 17.431464
... ... ... ... ... ...
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12410 712.90 9.505325e+06 0.000000 62.462472 60.113447
12411 63.18 2.901340e+06 0.000000 58.554638 55.596907
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12413 800.91 1.018000e+06 0.000000 74.394485 71.842317
12414 960.20 7.216800e+07 NaN 70.172637 67.171278
12415 220.07 3.416150e+05 NaN 58.262149 54.503043
12416 NaN 1.967420e+06 NaN 60.125829 57.674074
12417 46900.40 1.294720e+07 0.000000 85.039230 82.247773
12418 NaN 5.030700e+01 0.000000 40.077479 33.938141
12419 34186.58 2.159675e+07 0.000000 104.981853 103.420684
12420 859.79 2.384800e+06 0.000000 139.532392 137.676099
12421 30697.81 6.541920e+07 1.980983 36.873972 32.760047
12422 1764.01 3.113100e+06 NaN 81.601970 79.902185
12423 NaN 1.482800e+05 0.000000 51.152897 47.466051
12424 286.99 1.112200e+06 0.000000 141.790403 140.045490
12425 NaN 5.964600e+06 0.000000 74.186920 72.070558
12426 1197847.10 3.029039e+10 4.740299 19.847538 15.722731
12427 NaN 1.591600e+03 0.000000 53.227513 44.990247
12428 NaN 2.174200e+06 0.000000 73.164744 70.437733
12429 NaN 2.538600e+06 0.000000 43.616388 38.329905
12430 33057.15 1.558116e+06 NaN 75.949974 73.289158
12431 26195.10 3.402438e+07 NaN 81.469121 77.258668
12432 NaN 3.525000e+05 0.000000 57.997116 55.057279
12433 NaN 9.215772e+06 0.000000 73.474776 68.991775
12434 NaN 3.476172e+07 0.000000 64.717230 62.243511
12435 NaN 1.492190e+06 NaN 61.953222 58.475124
12436 NaN 3.367200e+05 NaN 33.185118 27.489813
12437 833.75 9.876510e+05 0.000000 154.418010 152.632860
12438 1942000.62 7.890108e+08 0.606750 36.751013 27.664146
HistBeta PredBeta DataDate
0 0.000903 0.147744 20040908
1 -0.000001 0.102941 20040908
2 -0.030239 0.185336 20040908
3 -0.029058 0.337498 20040908
4 -0.080539 0.160674 20040908
5 0.196513 0.477482 20040908
6 0.004697 0.078603 20040908
7 0.015394 0.095902 20040908
8 0.509395 0.939527 20040908
9 -0.063397 0.055951 20040908
10 0.111425 0.586442 20040908
11 0.105761 0.328038 20040908
12 -0.000001 0.112155 20040908
13 0.071956 0.349366 20040908
14 -0.000001 0.096028 20040908
15 0.047650 0.301794 20040908
16 0.202225 0.393662 20040908
17 1.077949 1.195294 20040908
18 0.238950 0.528275 20040908
19 0.017089 0.236264 20040908
20 0.565682 0.771291 20040908
21 0.179476 0.375069 20040908
22 0.470603 0.807286 20040908
23 -0.007557 0.253466 20040908
24 0.164336 0.511196 20040908
25 0.127771 0.465894 20040908
26 0.000946 0.199126 20040908
27 0.161798 0.438512 20040908
28 0.207573 0.360579 20040908
29 0.032395 0.316505 20040908
... ... ... ...
12409 -0.000001 0.078556 20040908
12410 0.690840 0.913371 20040908
12411 0.589765 0.928148 20040908
12412 1.085818 1.396329 20040908
12413 0.362120 0.930828 20040908
12414 0.877755 1.218933 20040908
12415 0.875276 1.267294 20040908
12416 0.277220 0.627363 20040908
12417 1.033698 1.277617 20040908
12418 0.820142 1.223886 20040908
12419 0.686124 1.040785 20040908
12420 1.093421 1.370199 20040908
12421 0.013689 0.316475 20040908
12422 0.257108 0.629849 20040908
12423 0.528006 0.936508 20040908
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12431 1.310623 1.596351 20040908
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12433 0.792586 1.118975 20040908
12434 0.814666 1.005857 20040908
12435 0.707128 0.989398 20040908
12436 0.755242 1.131109 20040908
12437 1.095157 1.386756 20040908
12438 1.138389 1.332634 20040908
[12439 rows x 92 columns],
'20040909': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
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2 USA0031 -0.700 0.000 0.0
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15 USA0131 -1.135 1.000 0.0
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29 USA02P1 -0.976 0.143 0.0
... ... ... ... ...
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12416 USAZYR1 2.711 0.000 0.0
12417 USAZYS1 0.939 0.000 0.0
12418 USAZYT1 0.812 0.000 0.0
12419 USAZYV1 2.711 0.000 0.0
12420 USAZYX1 -0.414 0.000 0.0
12421 USAZZ41 -2.660 0.000 0.0
12422 USAZZ51 1.117 0.000 0.0
12423 USAZZ61 1.753 0.000 0.0
12424 USAZZ71 0.831 0.000 0.0
12425 USAZZ81 0.397 0.000 0.0
12426 USAZZ91 2.711 0.000 0.0
12427 USAZZA1 1.056 0.000 0.0
12428 USAZZB1 1.495 0.000 0.0
12429 USAZZD1 1.253 0.000 0.0
12430 USAZZF1 2.555 0.000 0.0
12431 USAZZI1 1.433 0.000 0.0
12432 USAZZJ1 2.711 0.000 0.0
12433 USAZZL1 1.218 0.000 0.0
12434 USAZZP1 1.864 0.000 0.0
12435 USAZZR1 0.665 0.000 0.0
12436 USAZZX1 1.598 0.000 0.0
12437 USAZZY1 -1.321 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.817 0.000 ... NaN NaN
1 -1.819 0.000 ... NaN NaN
2 -1.876 0.000 ... NaN 400.0
3 -1.877 0.000 ... NaN NaN
4 -1.967 0.000 ... NaN 5906.0
5 -1.458 0.000 ... NaN 155.0
6 -1.811 0.000 ... NaN NaN
7 -1.790 0.000 ... NaN NaN
8 -0.882 0.000 ... NaN NaN
9 -1.937 0.864 ... NaN 29000.0
10 -1.632 0.000 ... NaN 5000.0
11 -1.624 0.000 ... NaN NaN
12 -1.819 0.000 ... NaN NaN
13 -1.701 0.000 ... NaN 258.0
14 -1.819 0.000 ... NaN NaN
15 -1.735 0.000 ... NaN NaN
16 -1.467 0.000 ... NaN 350.0
17 0.172 0.000 ... NaN 5859.0
18 -1.379 0.000 ... NaN NaN
19 -1.789 0.000 ... NaN NaN
20 -0.777 0.000 ... NaN NaN
21 -1.488 1.000 ... NaN NaN
22 -0.960 0.000 ... NaN NaN
23 -1.834 0.000 ... NaN 20550.0
24 -1.516 0.000 ... NaN NaN
25 -1.585 0.000 ... NaN NaN
26 -1.817 0.000 ... NaN NaN
27 -1.548 0.000 ... NaN 1825.0
28 -1.437 0.000 ... NaN 5448.0
29 -1.760 0.000 ... NaN 3100.0
... ... ... ... ... ...
12408 -1.819 0.000 ... NaN NaN
12409 -0.558 0.000 ... NaN NaN
12410 -0.735 0.000 ... NaN NaN
12411 0.179 0.000 ... NaN NaN
12412 -1.150 0.000 ... NaN 55000.0
12413 -0.235 0.000 ... NaN 1000.0
12414 -0.205 0.000 ... NaN NaN
12415 -1.308 0.000 ... NaN NaN
12416 0.065 0.000 ... NaN 26168.0
12417 -0.306 0.000 ... NaN NaN
12418 -0.555 0.000 ... NaN 13947.0
12419 0.163 0.000 ... NaN 17075.0
12420 -1.808 0.000 ... NaN 3500.0
12421 -1.308 0.000 ... NaN 45000.0
12422 -0.848 0.000 ... NaN NaN
12423 0.013 0.000 ... NaN 75970.0
12424 -1.163 0.000 ... NaN NaN
12425 -1.504 1.000 ... NaN 9400.0
12426 0.613 0.000 ... NaN NaN
12427 -0.336 0.000 ... NaN NaN
12428 -0.882 0.000 ... NaN NaN
12429 -0.066 0.000 ... NaN 49616780.0
12430 0.604 0.000 ... NaN 5735.0
12431 -1.079 1.000 ... NaN NaN
12432 -0.369 0.000 ... NaN 0.0
12433 -0.320 0.000 ... NaN 2000.0
12434 -0.515 1.000 ... NaN NaN
12435 -0.427 0.000 ... NaN NaN
12436 0.198 0.000 ... NaN 10000.0
12437 0.307 0.000 ... NaN 76000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.162932e+10 0.159642 13.861216 9.161047
1 NaN 6.454514e+09 0.000000 16.845874 11.569434
2 NaN 6.566083e+10 2.494603 24.027072 20.726188
3 NaN 3.121461e+10 2.084491 20.653279 18.421926
4 NaN 5.120602e+10 2.515723 19.523650 14.641765
5 NaN 1.877922e+11 0.421112 16.947012 13.855214
6 NaN 1.194034e+10 6.427605 20.096794 13.050160
7 NaN 7.653198e+10 0.000000 21.101149 14.569602
8 NaN 1.345201e+10 0.691244 41.256366 31.411143
9 NaN 4.092657e+10 1.856061 18.294603 14.007576
10 NaN 2.777249e+10 0.000000 40.178471 29.573629
11 NaN 2.404386e+10 1.408097 14.981790 11.827693
12 NaN 6.849860e+09 2.381335 15.785219 10.687655
13 NaN 2.023833e+10 1.267542 21.891960 18.980784
14 NaN 1.275761e+10 1.246883 14.378199 9.400074
15 NaN 4.270198e+10 1.531980 24.693954 21.379941
16 NaN 4.270198e+10 1.531980 26.741293 23.767623
17 NaN 2.028447e+10 0.265487 23.726280 17.822415
18 NaN 2.559821e+10 2.255846 24.013586 20.566446
19 NaN 1.081610e+11 3.282051 24.949201 19.217600
20 NaN 1.347565e+11 0.000000 33.750786 28.553793
21 NaN 1.059764e+11 2.236636 23.747712 20.064316
22 NaN 1.521773e+10 0.000000 35.040911 32.131671
23 NaN 9.004536e+10 0.000000 18.080076 13.403415
24 NaN 4.291085e+10 3.312825 22.574447 19.394378
25 NaN 2.635500e+10 0.000000 22.355059 18.387761
26 NaN 8.552431e+09 1.690331 12.269047 8.493042
27 NaN 8.552431e+09 1.690331 30.234687 28.215127
28 NaN 7.457247e+10 2.793821 17.363238 14.042852
29 NaN 3.569984e+11 2.439768 20.799429 17.967042
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 20.403075 13.982749
12409 NaN 9.505325e+06 0.000000 64.211180 61.574799
12410 NaN 2.901340e+06 0.000000 61.741511 58.709043
12411 NaN 4.904000e+05 0.000000 77.146530 73.132041
12412 1000.91 1.018000e+06 0.000000 75.723119 72.968058
12413 992.02 6.134280e+07 NaN 75.534175 72.449906
12414 NaN 3.416150e+05 NaN 59.640426 55.338562
12415 NaN 1.967420e+06 NaN 61.161204 58.475934
12416 44888.28 1.231834e+07 0.000000 87.462996 84.454895
12417 NaN 5.030700e+01 0.000000 41.353885 34.681589
12418 31705.21 2.159675e+07 0.000000 107.645014 105.838442
12419 722.20 1.907840e+06 0.000000 144.440263 142.282277
12420 33745.67 6.515960e+07 1.980983 38.249597 33.407583
12421 1968.55 3.459000e+06 NaN 84.087973 82.067086
12422 NaN 1.482800e+05 0.000000 52.565901 48.471872
12423 288.35 1.112200e+06 0.000000 144.953865 142.992991
12424 NaN 5.964600e+06 0.000000 73.295193 70.785571
12425 1132239.38 3.030521e+10 4.740299 20.614427 16.075003
12426 NaN 1.591600e+03 0.000000 55.721958 46.373098
12427 NaN 2.174200e+06 0.000000 74.358112 71.358816
12428 NaN 2.538600e+06 0.000000 45.407567 39.495911
12429 39190.49 1.558116e+06 NaN 76.952330 73.987446
12430 26465.46 3.383640e+07 NaN 84.052065 79.378513
12431 NaN 3.525000e+05 0.000000 59.663780 56.456565
12432 NaN 8.987882e+06 0.000000 75.974292 70.823720
12433 18193.03 3.476172e+07 0.000000 66.445778 63.565668
12434 NaN 1.492190e+06 NaN 63.633630 59.856290
12435 NaN 3.367200e+05 NaN 34.276671 28.086037
12436 837.84 9.876510e+05 0.000000 158.227193 156.366559
12437 2010068.05 8.143333e+08 0.606750 38.066156 28.453871
HistBeta PredBeta DataDate
0 0.000889 0.114513 20040909
1 -0.000008 0.080418 20040909
2 -0.030765 0.139051 20040909
3 -0.031167 0.297257 20040909
4 -0.080356 0.111089 20040909
5 0.195421 0.435085 20040909
6 0.004501 0.042156 20040909
7 0.015449 0.045594 20040909
8 0.507886 0.995969 20040909
9 -0.063737 0.034247 20040909
10 0.101358 0.615056 20040909
11 0.105397 0.285520 20040909
12 -0.000008 0.075681 20040909
13 0.063946 0.320959 20040909
14 -0.000008 0.059009 20040909
15 0.045701 0.247422 20040909
16 0.190658 0.377404 20040909
17 1.078946 1.197677 20040909
18 0.238598 0.491591 20040909
19 0.016088 0.226231 20040909
20 0.564600 0.781919 20040909
21 0.179548 0.357567 20040909
22 0.465596 0.778197 20040909
23 -0.008183 0.232746 20040909
24 0.164209 0.488842 20040909
25 0.126570 0.452335 20040909
26 0.000862 0.160693 20040909
27 0.146584 0.434437 20040909
28 0.207219 0.323477 20040909
29 0.031704 0.267442 20040909
... ... ... ...
12408 -0.000008 0.075587 20040909
12409 0.683463 0.917856 20040909
12410 0.587384 0.899998 20040909
12411 1.082533 1.443029 20040909
12412 0.362490 0.888541 20040909
12413 0.858504 1.207137 20040909
12414 0.874720 1.311185 20040909
12415 0.276797 0.613864 20040909
12416 1.021014 1.294604 20040909
12417 0.819906 1.243267 20040909
12418 0.684982 1.089204 20040909
12419 1.074231 1.463420 20040909
12420 0.005843 0.278207 20040909
12421 0.276717 0.563193 20040909
12422 0.526286 0.943406 20040909
12423 0.992972 1.352454 20040909
12424 0.355297 0.700853 20040909
12425 0.170424 0.276844 20040909
12426 1.317910 1.599760 20040909
12427 0.803761 1.097075 20040909
12428 0.507814 0.971858 20040909
12429 0.949660 1.214597 20040909
12430 1.312893 1.638558 20040909
12431 0.401083 0.726679 20040909
12432 0.785479 1.176538 20040909
12433 0.812367 1.036242 20040909
12434 0.706488 1.040258 20040909
12435 0.754104 1.140938 20040909
12436 1.092734 1.392477 20040909
12437 1.152270 1.322279 20040909
[12438 rows x 92 columns],
'20040910': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -1.055 0.000 0.0
1 USA0011 -0.549 0.000 0.0
2 USA0031 -1.131 0.000 0.0
3 USA0062 -1.736 0.431 0.0
4 USA00E2 -2.753 0.000 0.0
5 USA00F1 -1.143 0.000 0.0
6 USA00G2 -0.411 0.000 0.0
7 USA00H1 -0.238 0.000 0.0
8 USA00I1 -0.351 0.000 0.0
9 USA00J1 -0.348 0.000 0.0
10 USA00K1 1.171 0.000 0.0
11 USA00P1 -0.106 0.000 0.0
12 USA00R1 -0.364 0.000 0.0
13 USA00S1 1.201 0.000 0.0
14 USA00V1 -0.608 0.000 0.0
15 USA0131 -1.753 1.000 0.0
16 USA0161 0.544 1.000 0.0
17 USA01I1 -1.579 0.000 0.0
18 USA01J2 -0.304 0.000 0.0
19 USA01L1 -2.753 0.000 0.0
20 USA01P1 -2.343 0.000 0.0
21 USA01Q1 -0.123 0.000 0.0
22 USA0202 -0.200 0.000 0.0
23 USA0231 -2.560 0.000 0.0
24 USA0281 -1.306 0.000 0.0
25 USA0291 0.395 0.000 0.0
26 USA02A1 -0.212 0.000 0.0
27 USA02B1 0.056 0.000 0.0
28 USA02H1 -2.753 0.000 0.0
29 USA02P1 -1.416 0.143 0.0
... ... ... ... ...
12408 USAZY41 -1.851 0.000 0.0
12409 USAZY51 1.939 0.000 0.0
12410 USAZY61 -0.731 0.000 0.0
12411 USAZY71 -0.221 0.000 0.0
12412 USAZYI1 2.636 0.000 0.0
12413 USAZYJ1 -0.497 0.000 0.0
12414 USAZYK1 0.108 0.000 0.0
12415 USAZYM1 -1.694 0.000 0.0
12416 USAZYR1 0.483 0.000 0.0
12417 USAZYS1 -0.013 0.000 0.0
12418 USAZYT1 1.270 0.000 0.0
12419 USAZYV1 0.449 0.000 0.0
12420 USAZYX1 -1.522 0.000 0.0
12421 USAZZ41 1.947 0.000 0.0
12422 USAZZ51 -0.096 0.000 0.0
12423 USAZZ61 0.149 0.000 0.0
12424 USAZZ71 0.043 0.000 0.0
12425 USAZZ81 -0.442 0.000 0.0
12426 USAZZ91 -1.147 0.000 0.0
12427 USAZZA1 -0.178 0.000 0.0
12428 USAZZB1 -0.722 0.000 0.0
12429 USAZZD1 -0.529 0.000 0.0
12430 USAZZF1 -2.753 0.000 0.0
12431 USAZZI1 -1.325 0.000 0.0
12432 USAZZJ1 -2.753 0.000 0.0
12433 USAZZL1 0.598 0.000 0.0
12434 USAZZP1 -0.665 0.000 0.0
12435 USAZZR1 -0.174 0.000 0.0
12436 USAZZX1 2.636 0.000 0.0
12437 USAZZY1 0.595 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.807 0.000 ... NaN NaN
1 -1.808 0.000 ... NaN NaN
2 -1.840 0.000 ... NaN 1396.0
3 -1.825 0.000 ... NaN 4448.0
4 -1.761 0.000 ... NaN 1260.0
5 -1.427 0.000 ... NaN 1325.0
6 -1.801 0.000 ... NaN NaN
7 -1.780 0.000 ... NaN NaN
8 -0.841 0.000 ... NaN 1041.0
9 -1.926 0.864 ... NaN 29000.0
10 -1.620 0.000 ... NaN NaN
11 -1.619 0.000 ... NaN NaN
12 -1.808 0.000 ... NaN NaN
13 -1.732 0.000 ... NaN 276.0
14 -1.808 0.000 ... NaN NaN
15 -1.686 0.000 ... NaN 114.0
16 -1.503 0.000 ... NaN 220.0
17 0.199 0.000 ... NaN 1260.0
18 -1.373 0.000 ... NaN NaN
19 -1.677 0.000 ... NaN 1704.0
20 -0.706 0.000 ... NaN 6010.0
21 -1.480 1.000 ... NaN NaN
22 -0.959 0.000 ... NaN NaN
23 -1.740 0.000 ... NaN 4200.0
24 -1.502 0.000 ... NaN 1530.0
25 -1.576 0.000 ... NaN NaN
26 -1.807 0.000 ... NaN NaN
27 -1.551 0.000 ... NaN NaN
28 -1.129 0.000 ... NaN 1161.0
29 -1.724 0.000 ... NaN 2955.0
... ... ... ... ... ...
12408 -1.808 0.000 ... NaN NaN
12409 -0.651 0.000 ... NaN 250.0
12410 -0.737 0.000 ... NaN NaN
12411 0.175 0.000 ... NaN NaN
12412 -1.254 0.000 ... NaN 8350.0
12413 -0.241 0.000 ... NaN NaN
12414 -0.214 0.000 ... NaN NaN
12415 -1.307 0.000 ... NaN NaN
12416 0.060 0.000 ... NaN 87400.0
12417 -0.305 0.000 ... NaN NaN
12418 -0.571 0.000 ... NaN 73500.0
12419 0.169 0.000 ... NaN 79980.0
12420 -1.797 0.000 ... NaN 2000.0
12421 -1.411 0.000 ... NaN 20000.0
12422 -0.844 0.000 ... NaN NaN
12423 0.014 0.000 ... NaN 55450.0
12424 -1.156 0.000 ... NaN NaN
12425 -1.491 1.000 ... NaN 13300.0
12426 0.607 0.000 ... NaN NaN
12427 -0.337 0.000 ... NaN NaN
12428 -0.878 0.000 ... NaN NaN
12429 -0.069 0.000 ... NaN 1331857.0
12430 0.622 0.000 ... NaN 35300.0
12431 -1.078 1.000 ... NaN NaN
12432 -0.308 0.000 ... NaN 0.0
12433 -0.335 0.000 ... NaN 1000.0
12434 -0.516 1.000 ... NaN NaN
12435 -0.428 0.000 ... NaN NaN
12436 0.122 0.000 ... NaN 15000.0
12437 0.256 0.000 ... NaN 71600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.116806e+10 0.159642 14.395570 9.706824
1 NaN 6.467257e+09 0.000000 17.221916 12.004109
2 NaN 6.614547e+10 2.494603 24.713604 21.590234
3 NaN 3.131771e+10 2.084491 21.650241 19.353671
4 NaN 5.092598e+10 2.515723 26.023077 22.303213
5 NaN 1.875575e+11 0.421112 17.529752 14.532722
6 NaN 1.201180e+10 6.427605 20.463340 13.561924
7 NaN 7.425131e+10 0.000000 21.520970 15.062510
8 NaN 1.398949e+10 0.691244 42.214887 32.502689
9 NaN 4.115175e+10 1.856061 18.731194 14.540979
10 NaN 2.863668e+10 0.000000 41.153184 30.736789
11 NaN 2.447490e+10 1.408097 15.284043 12.208439
12 NaN 6.868639e+09 2.381335 16.035378 11.077057
13 NaN 1.988443e+10 1.267542 22.815495 19.882044
14 NaN 1.271708e+10 1.246883 14.773069 9.833197
15 NaN 4.341555e+10 1.531980 25.723337 22.422079
16 NaN 4.341555e+10 1.531980 27.440809 24.628852
17 NaN 1.973356e+10 0.265487 24.530548 18.867783
18 NaN 2.567685e+10 2.255846 24.549671 21.275233
19 NaN 1.070588e+11 3.282051 28.051465 22.718989
20 NaN 1.383401e+11 0.000000 35.230764 30.002308
21 NaN 1.046368e+11 2.236636 24.328721 20.749198
22 NaN 1.525890e+10 0.000000 36.038342 33.262263
23 NaN 9.085272e+10 0.000000 19.560749 14.882281
24 NaN 4.331095e+10 3.312825 23.430777 20.291023
25 NaN 2.698423e+10 0.000000 23.016445 19.098044
26 NaN 8.609753e+09 1.690331 12.527622 8.784464
27 NaN 8.609753e+09 1.690331 31.051390 29.140005
28 NaN 7.442710e+10 2.793821 22.367295 19.606591
29 NaN 3.572093e+11 2.439768 21.611408 18.817903
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.446420 15.010171
12409 726.65 8.488150e+06 0.000000 66.203279 63.588261
12410 NaN 2.901340e+06 0.000000 63.059048 60.086261
12411 NaN 4.904000e+05 0.000000 80.476115 76.807122
12412 1019.89 6.362500e+05 0.000000 80.779387 78.157439
12413 NaN 6.134280e+07 NaN 75.409550 72.305382
12414 NaN 3.416150e+05 NaN 61.694502 57.730087
12415 NaN 1.967420e+06 NaN 62.958271 60.294753
12416 41498.19 1.220901e+07 0.000000 90.511514 87.578301
12417 NaN 5.030700e+01 0.000000 42.299715 35.785476
12418 32946.59 2.109450e+07 0.000000 111.691494 109.943788
12419 420.35 1.907840e+06 0.000000 150.123078 148.117468
12420 34943.76 6.531536e+07 1.980983 39.439470 34.688356
12421 2011.28 2.594250e+06 NaN 92.143686 90.379906
12422 NaN 1.482800e+05 0.000000 54.080972 50.124844
12423 276.75 1.112200e+06 0.000000 150.728626 148.869969
12424 NaN 5.964600e+06 0.000000 75.602185 73.140947
12425 1095498.33 3.030311e+10 4.740299 21.123509 16.667206
12426 NaN 1.591600e+03 0.000000 56.853620 47.989558
12427 NaN 2.174200e+06 0.000000 76.999502 74.089878
12428 NaN 2.538600e+06 0.000000 46.582356 40.811845
12429 38005.71 1.558116e+06 NaN 78.882196 76.024497
12430 29166.37 3.571620e+07 NaN 86.132071 81.606157
12431 NaN 3.525000e+05 0.000000 61.550182 58.413670
12432 NaN 9.414789e+06 0.000000 78.872715 73.906627
12433 16074.85 3.424800e+07 0.000000 68.576690 65.833419
12434 NaN 1.492190e+06 NaN 65.831815 62.199127
12435 NaN 3.367200e+05 NaN 34.997059 29.028800
12436 777.16 7.681730e+05 0.000000 165.869489 164.080336
12437 1980892.90 7.992016e+08 0.606750 38.733984 29.407541
HistBeta PredBeta DataDate
0 0.000859 0.089082 20040910
1 -0.000023 0.065224 20040910
2 -0.017322 0.142208 20040910
3 -0.009310 0.284211 20040910
4 0.025944 0.191314 20040910
5 0.208313 0.426264 20040910
6 0.004126 0.023222 20040910
7 0.015570 0.033946 20040910
8 0.528721 1.008517 20040910
9 -0.064233 0.019254 20040910
10 0.103080 0.628180 20040910
11 0.103552 0.276920 20040910
12 -0.000023 0.065341 20040910
13 0.041826 0.317494 20040910
14 -0.000023 0.042352 20040910
15 0.066890 0.231903 20040910
16 0.166944 0.361771 20040910
17 1.096729 1.175574 20040910
18 0.237663 0.476962 20040910
19 0.071746 0.221461 20040910
20 0.602164 0.756715 20040910
21 0.179612 0.352703 20040910
22 0.464254 0.755657 20040910
23 0.037132 0.246431 20040910
24 0.167590 0.459937 20040910
25 0.126873 0.454978 20040910
26 0.000735 0.159825 20040910
27 0.140529 0.420208 20040910
28 0.371058 0.449921 20040910
29 0.045986 0.253014 20040910
... ... ... ...
12408 -0.000023 0.028987 20040910
12409 0.632400 0.890994 20040910
12410 0.585416 0.870006 20040910
12411 1.083661 1.394869 20040910
12412 0.302839 0.864533 20040910
12413 0.856453 1.225793 20040910
12414 0.870975 1.270464 20040910
12415 0.274125 0.556964 20040910
12416 1.020941 1.310105 20040910
12417 0.821363 1.235758 20040910
12418 0.675977 1.083145 20040910
12419 1.080514 1.427111 20040910
12420 0.006315 0.234058 20040910
12421 0.217147 0.540434 20040910
12422 0.526886 0.931264 20040910
12423 0.995874 1.328033 20040910
12424 0.356483 0.683336 20040910
12425 0.173318 0.254306 20040910
12426 1.319744 1.512589 20040910
12427 0.804113 1.095735 20040910
12428 0.508521 0.941524 20040910
12429 0.950345 1.192016 20040910
12430 1.327931 1.584036 20040910
12431 0.399258 0.674872 20040910
12432 0.819857 1.135044 20040910
12433 0.805362 1.028003 20040910
12434 0.706174 1.001826 20040910
12435 0.754428 1.124970 20040910
12436 1.054784 1.389568 20040910
12437 1.128248 1.306070 20040910
[12438 rows x 92 columns],
'20040913': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.425 0.000 0.0
1 USA0011 -0.853 0.000 0.0
2 USA0031 -0.042 0.000 0.0
3 USA0062 -0.077 0.431 0.0
4 USA00E2 -0.159 0.000 0.0
5 USA00F1 0.120 0.000 0.0
6 USA00G2 0.107 0.000 0.0
7 USA00H1 0.234 0.000 0.0
8 USA00I1 1.081 0.000 0.0
9 USA00J1 -0.105 0.000 0.0
10 USA00K1 1.028 0.000 0.0
11 USA00P1 -0.167 0.000 0.0
12 USA00R1 -0.079 0.000 0.0
13 USA00S1 -0.040 0.000 0.0
14 USA00V1 -0.577 0.000 0.0
15 USA0131 -0.079 1.000 0.0
16 USA0161 -0.815 1.000 0.0
17 USA01I1 0.370 0.000 0.0
18 USA01J2 0.113 0.000 0.0
19 USA01L1 0.316 0.000 0.0
20 USA01P1 -2.539 0.000 0.0
21 USA01Q1 0.060 0.000 0.0
22 USA0202 -0.054 0.000 0.0
23 USA0231 0.029 0.000 0.0
24 USA0281 -0.640 0.000 0.0
25 USA0291 0.118 0.000 0.0
26 USA02A1 -0.478 0.000 0.0
27 USA02B1 -0.601 0.000 0.0
28 USA02H1 -0.134 0.000 0.0
29 USA02P1 -0.165 0.143 0.0
... ... ... ... ...
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12409 USAZY61 0.189 0.000 0.0
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12414 USAZYM1 -0.113 0.000 0.0
12415 USAZYR1 0.516 0.000 0.0
12416 USAZYS1 0.205 0.000 0.0
12417 USAZYT1 0.388 0.000 0.0
12418 USAZYV1 0.426 0.000 0.0
12419 USAZYX1 -0.912 0.000 0.0
12420 USAZZ41 -0.269 0.000 0.0
12421 USAZZ51 0.248 0.000 0.0
12422 USAZZ61 0.265 0.000 0.0
12423 USAZZ71 0.107 0.000 0.0
12424 USAZZ81 0.643 0.000 0.0
12425 USAZZ91 0.365 0.000 0.0
12426 USAZZA1 2.793 0.000 0.0
12427 USAZZB1 0.018 0.000 0.0
12428 USAZZD1 0.411 0.000 0.0
12429 USAZZF1 -1.494 0.000 0.0
12430 USAZZI1 -2.915 0.000 0.0
12431 USAZZJ1 -2.915 0.000 0.0
12432 USAZZL1 0.592 0.000 0.0
12433 USAZZP1 0.114 0.000 0.0
12434 USAZZR1 0.159 0.000 0.0
12435 USAZZX1 -2.856 0.000 0.0
12436 USAZZY1 0.946 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
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25 0.0 0.0 0.0 0.000
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.804 0.000 ... NaN NaN
1 -1.806 0.000 ... NaN NaN
2 -1.837 0.000 ... NaN 1396.0
3 -1.819 0.000 ... NaN NaN
4 -1.774 0.000 ... NaN 1260.0
5 -1.426 0.000 ... NaN 66.0
6 -1.798 0.000 ... NaN NaN
7 -1.777 0.000 ... NaN NaN
8 -0.841 0.000 ... NaN NaN
9 -1.923 0.864 ... NaN 29000.0
10 -1.616 0.000 ... NaN NaN
11 -1.617 0.000 ... NaN NaN
12 -1.806 0.000 ... NaN NaN
13 -1.728 0.000 ... NaN NaN
14 -1.806 0.000 ... NaN NaN
15 -1.686 0.000 ... NaN NaN
16 -1.495 0.000 ... NaN 4555.0
17 0.200 0.000 ... NaN 1260.0
18 -1.372 0.000 ... NaN NaN
19 -1.671 0.000 ... NaN NaN
20 -0.670 0.000 ... NaN 2400.0
21 -1.470 1.000 ... NaN NaN
22 -0.960 0.000 ... NaN NaN
23 -1.739 0.000 ... NaN 4200.0
24 -1.501 0.000 ... NaN NaN
25 -1.574 0.000 ... NaN NaN
26 -1.804 0.000 ... NaN 69000.0
27 -1.548 0.000 ... NaN 40.0
28 -1.136 0.000 ... NaN 1161.0
29 -1.723 0.000 ... NaN 2955.0
... ... ... ... ... ...
12407 -1.806 0.000 ... NaN NaN
12408 -0.651 0.000 ... NaN NaN
12409 -0.737 0.000 ... NaN NaN
12410 0.172 0.000 ... NaN 50400.0
12411 -1.036 0.000 ... NaN 10000.0
12412 -0.260 0.000 ... NaN NaN
12413 -0.216 0.000 ... NaN NaN
12414 -1.306 0.000 ... NaN NaN
12415 0.048 0.000 ... NaN 6000.0
12416 -0.306 0.000 ... NaN NaN
12417 -0.571 0.000 ... NaN 31609.0
12418 0.165 0.000 ... NaN NaN
12419 -1.798 0.000 ... NaN 300.0
12420 -1.403 0.000 ... NaN 145500.0
12421 -0.868 0.000 ... NaN NaN
12422 0.013 0.000 ... NaN 34830.0
12423 -1.153 0.000 ... NaN NaN
12424 -1.498 1.000 ... NaN 27000.0
12425 0.604 0.000 ... NaN NaN
12426 -0.357 0.000 ... NaN 100.0
12427 -0.877 0.000 ... NaN NaN
12428 -0.071 0.000 ... NaN 11907000.0
12429 0.625 0.000 ... NaN 12400.0
12430 -0.942 1.000 ... NaN 400.0
12431 -0.281 0.000 ... NaN 0.0
12432 -0.336 0.000 ... NaN NaN
12433 -0.509 1.000 ... NaN NaN
12434 -0.429 0.000 ... NaN NaN
12435 0.138 0.000 ... NaN 372000.0
12436 0.247 0.000 ... NaN 59100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.154910e+10 0.159642 14.301604 9.914984
1 NaN 6.339824e+09 0.000000 17.275032 12.309361
2 NaN 6.714601e+10 2.494603 24.603852 21.752990
3 NaN 3.152392e+10 2.084491 21.522982 19.465747
4 NaN 5.160606e+10 2.515723 25.895264 22.474033
5 NaN 1.856535e+11 0.421112 17.388868 14.625551
6 NaN 1.202767e+10 6.427605 20.168665 13.658960
7 NaN 7.505473e+10 0.000000 21.221572 15.159572
8 NaN 1.422628e+10 0.691244 42.015793 32.895850
9 NaN 4.093461e+10 1.856061 18.590385 14.586407
10 NaN 2.884002e+10 0.000000 40.965768 31.096463
11 NaN 2.446899e+10 1.408097 15.167716 12.277216
12 NaN 6.918348e+09 2.381335 15.889440 11.195029
13 NaN 1.983253e+10 1.267542 22.719766 20.019530
14 NaN 1.272468e+10 1.246883 14.720307 10.040026
15 NaN 4.351978e+10 1.531980 25.590051 22.593731
16 NaN 4.351978e+10 1.531980 27.489979 24.862435
17 NaN 1.957862e+10 0.265487 24.119322 19.016047
18 NaN 2.597088e+10 2.255846 24.417062 21.392233
19 NaN 1.090170e+11 3.282051 27.896808 22.881616
20 NaN 1.369878e+11 0.000000 35.602325 30.809930
21 NaN 1.042471e+11 2.236636 24.172095 20.864135
22 NaN 1.545101e+10 0.000000 35.985304 33.533258
23 NaN 9.128162e+10 0.000000 19.116585 14.991654
24 NaN 4.316092e+10 3.312825 23.412038 20.503883
25 NaN 2.790387e+10 0.000000 22.849709 19.232200
26 NaN 8.583958e+09 1.690331 12.458694 8.926529
27 NaN 8.583958e+09 1.690331 31.224383 29.432845
28 NaN 7.428174e+10 2.793821 22.282790 19.803784
29 NaN 3.558386e+11 2.439768 21.539754 18.948520
... ... ... ... ... ...
12407 NaN 5.056250e+06 NaN 21.127643 15.124178
12408 NaN 8.488150e+06 0.000000 65.591099 63.144413
12409 NaN 2.901340e+06 0.000000 63.234043 60.507948
12410 286.44 4.904000e+05 0.000000 81.585530 78.258055
12411 1097.89 1.018000e+06 0.000000 83.825125 81.411792
12412 NaN 6.134280e+07 NaN 76.408654 73.558114
12413 NaN 3.416150e+05 NaN 62.501711 58.879220
12414 NaN 1.967420e+06 NaN 63.663622 61.285765
12415 35026.83 1.220901e+07 0.000000 91.108275 88.404984
12416 NaN 5.030700e+01 0.000000 42.088617 36.035724
12417 34320.37 2.109450e+07 0.000000 112.745005 111.192363
12418 NaN 1.907840e+06 0.000000 152.093326 150.252967
12419 29650.45 6.531536e+07 1.980983 39.418043 34.974095
12420 2128.64 2.594250e+06 NaN 92.344599 90.674091
12421 NaN 1.482800e+05 0.000000 54.092754 50.483210
12422 269.64 1.112200e+06 0.000000 152.738452 151.043528
12423 NaN 5.964600e+06 0.000000 75.473136 73.195813
12424 1087997.25 3.005634e+10 4.740299 21.432813 17.369944
12425 NaN 1.591600e+03 0.000000 56.492185 48.327297
12426 6267.76 1.956780e+06 0.000000 80.117675 77.324686
12427 NaN 2.538600e+06 0.000000 46.446716 41.099884
12428 40628.71 1.558116e+06 NaN 79.068373 76.422132
12429 31420.94 3.665610e+07 NaN 87.626187 83.515918
12430 101.38 4.700000e+05 0.000000 70.573516 67.899474
12431 NaN 9.897524e+06 0.000000 79.531173 74.874993
12432 NaN 3.424800e+07 0.000000 68.877349 66.354823
12433 NaN 1.492190e+06 NaN 66.521684 63.209139
12434 NaN 3.367200e+05 NaN 34.738487 29.253363
12435 955.88 8.779120e+05 0.000000 168.800906 167.138570
12436 2082522.30 7.967311e+08 0.606750 38.372617 29.713964
HistBeta PredBeta DataDate
0 0.000845 0.085448 20040913
1 -0.000032 0.047176 20040913
2 -0.017460 0.144509 20040913
3 -0.007126 0.290970 20040913
4 0.017076 0.170230 20040913
5 0.207778 0.436598 20040913
6 0.003987 0.021712 20040913
7 0.015597 0.035308 20040913
8 0.528645 1.036943 20040913
9 -0.064395 0.019867 20040913
10 0.103761 0.639799 20040913
11 0.103362 0.271534 20040913
12 -0.000032 0.057669 20040913
13 0.042479 0.302692 20040913
14 -0.000032 0.032699 20040913
15 0.065748 0.239609 20040913
16 0.170417 0.344415 20040913
17 1.099101 1.192521 20040913
18 0.237497 0.473313 20040913
19 0.073813 0.220144 20040913
20 0.622224 0.740454 20040913
21 0.183983 0.351292 20040913
22 0.463359 0.744949 20040913
23 0.036683 0.268623 20040913
24 0.167125 0.452285 20040913
25 0.126883 0.449549 20040913
26 0.000683 0.149262 20040913
27 0.141324 0.407187 20040913
28 0.367168 0.426369 20040913
29 0.045417 0.254404 20040913
... ... ... ...
12407 -0.000032 0.028411 20040913
12408 0.632654 0.903401 20040913
12409 0.585551 0.887192 20040913
12410 1.083814 1.395019 20040913
12411 0.421873 0.852922 20040913
12412 0.847367 1.226194 20040913
12413 0.871059 1.271841 20040913
12414 0.273876 0.558739 20040913
12415 1.016059 1.308443 20040913
12416 0.821963 1.241697 20040913
12417 0.676640 1.054900 20040913
12418 1.080095 1.430316 20040913
12419 0.004187 0.215955 20040913
12420 0.220708 0.599616 20040913
12421 0.513842 0.912411 20040913
12422 0.996693 1.322457 20040913
12423 0.357408 0.685023 20040913
12424 0.168814 0.263868 20040913
12425 1.320434 1.525879 20040913
12426 0.794034 1.133661 20040913
12427 0.509075 0.946489 20040913
12428 0.950768 1.208360 20040913
12429 1.332035 1.573510 20040913
12430 0.473234 0.690233 20040913
12431 0.835761 1.086793 20040913
12432 0.805604 1.031684 20040913
12433 0.710547 1.001684 20040913
12434 0.754508 1.119024 20040913
12435 1.065505 1.345521 20040913
12436 1.124775 1.307969 20040913
[12437 rows x 92 columns],
'20040914': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.097 0.000 0.0
1 USA0011 -0.266 0.000 0.0
2 USA0031 0.556 0.000 0.0
3 USA0062 0.067 0.431 0.0
4 USA00E2 0.573 0.000 0.0
5 USA00F1 0.069 0.000 0.0
6 USA00G2 0.027 0.000 0.0
7 USA00H1 0.573 0.000 0.0
8 USA00I1 0.001 0.000 0.0
9 USA00J1 0.228 0.000 0.0
10 USA00K1 -2.034 0.000 0.0
11 USA00P1 0.271 0.000 0.0
12 USA00R1 -0.536 0.000 0.0
13 USA00S1 0.711 0.000 0.0
14 USA00V1 0.004 0.000 0.0
15 USA0131 0.206 1.000 0.0
16 USA0161 0.151 1.000 0.0
17 USA01I1 0.485 0.000 0.0
18 USA01J2 0.525 0.000 0.0
19 USA01L1 0.635 0.000 0.0
20 USA01P1 0.373 0.000 0.0
21 USA01Q1 0.449 0.000 0.0
22 USA0202 0.308 0.000 0.0
23 USA0231 -0.720 0.000 0.0
24 USA0281 -0.220 0.000 0.0
25 USA0291 -0.131 0.000 0.0
26 USA02A1 -0.496 0.000 0.0
27 USA02B1 -0.069 0.000 0.0
28 USA02H1 0.416 0.000 0.0
29 USA02P1 -0.329 0.143 0.0
... ... ... ... ...
12408 USAZY41 -1.678 0.000 0.0
12409 USAZY51 -0.724 0.000 0.0
12410 USAZY61 2.843 0.000 0.0
12411 USAZY71 -2.781 0.000 0.0
12412 USAZYI1 -0.610 0.000 0.0
12413 USAZYJ1 -0.263 0.000 0.0
12414 USAZYK1 -0.953 0.000 0.0
12415 USAZYM1 -2.924 0.000 0.0
12416 USAZYR1 -0.595 0.000 0.0
12417 USAZYS1 -0.258 0.000 0.0
12418 USAZYT1 -0.835 0.000 0.0
12419 USAZYV1 -2.857 0.000 0.0
12420 USAZYX1 -0.217 0.000 0.0
12421 USAZZ41 -2.924 0.000 0.0
12422 USAZZ51 -2.918 0.000 0.0
12423 USAZZ61 -0.216 0.000 0.0
12424 USAZZ71 -0.307 0.000 0.0
12425 USAZZ81 0.307 0.000 0.0
12426 USAZZ91 -0.814 0.000 0.0
12427 USAZZA1 -0.023 0.000 0.0
12428 USAZZB1 -1.122 0.000 0.0
12429 USAZZD1 2.261 0.000 0.0
12430 USAZZF1 -0.899 0.000 0.0
12431 USAZZI1 2.305 0.000 0.0
12432 USAZZJ1 -0.682 0.000 0.0
12433 USAZZL1 -0.601 0.000 0.0
12434 USAZZP1 -2.924 0.000 0.0
12435 USAZZR1 -0.042 0.000 0.0
12436 USAZZX1 0.240 0.000 0.0
12437 USAZZY1 -0.095 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.805 0.000 ... NaN NaN
1 -1.807 0.000 ... NaN NaN
2 -1.839 0.000 ... NaN 1396.0
3 -1.821 0.000 ... NaN NaN
4 -1.776 0.000 ... NaN 1260.0
5 -1.428 0.000 ... NaN 66.0
6 -1.800 0.000 ... NaN NaN
7 -1.778 0.000 ... NaN NaN
8 -0.841 0.000 ... NaN NaN
9 -1.924 0.864 ... NaN 29000.0
10 -1.585 0.000 ... NaN 11500.0
11 -1.625 0.000 ... NaN NaN
12 -1.807 0.000 ... NaN NaN
13 -1.729 0.000 ... NaN NaN
14 -1.807 0.000 ... NaN NaN
15 -1.688 0.000 ... NaN NaN
16 -1.497 0.000 ... NaN 1300.0
17 0.200 0.000 ... NaN 1260.0
18 -1.373 0.000 ... NaN NaN
19 -1.673 0.000 ... NaN NaN
20 -0.671 0.000 ... NaN NaN
21 -1.471 1.000 ... NaN NaN
22 -0.961 0.000 ... NaN NaN
23 -1.735 0.000 ... NaN 5500.0
24 -1.503 0.000 ... NaN NaN
25 -1.576 0.000 ... NaN NaN
26 -1.805 0.000 ... NaN NaN
27 -1.551 0.000 ... NaN NaN
28 -1.137 0.000 ... NaN 1161.0
29 -1.720 0.000 ... NaN 4500.0
... ... ... ... ... ...
12408 -1.807 0.000 ... NaN NaN
12409 -0.651 0.000 ... NaN NaN
12410 -0.749 0.000 ... NaN 1500.0
12411 0.182 0.000 ... NaN 20000.0
12412 -1.033 0.000 ... NaN NaN
12413 -0.257 0.000 ... NaN NaN
12414 -0.216 0.000 ... NaN NaN
12415 -1.065 0.000 ... NaN 20000.0
12416 0.051 0.000 ... NaN 44370.0
12417 -0.305 0.000 ... NaN NaN
12418 -0.572 0.000 ... NaN 6700.0
12419 0.176 0.000 ... NaN 6200.0
12420 -1.808 0.000 ... NaN 6800.0
12421 -1.385 0.000 ... NaN 46000.0
12422 -0.785 0.000 ... NaN 15000.0
12423 0.014 0.000 ... NaN 13000.0
12424 -1.151 0.000 ... NaN NaN
12425 -1.500 1.000 ... NaN 14400.0
12426 0.603 0.000 ... NaN NaN
12427 -0.355 0.000 ... NaN 1200.0
12428 -0.879 0.000 ... NaN NaN
12429 -0.088 0.000 ... NaN 3489769.0
12430 0.622 0.000 ... NaN 250.0
12431 -0.955 1.000 ... NaN 500.0
12432 -0.281 0.000 ... NaN 0.0
12433 -0.336 0.000 ... NaN 1000.0
12434 -0.493 1.000 ... NaN 20000.0
12435 -0.428 0.000 ... NaN NaN
12436 0.137 0.000 ... NaN NaN
12437 0.247 0.000 ... NaN 72700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.247164e+10 0.159642 14.128967 9.936032
1 NaN 6.626549e+09 0.000000 17.009332 12.339011
2 NaN 6.713038e+10 2.494603 24.550746 21.863507
3 NaN 3.160984e+10 2.084491 21.363643 19.424159
4 NaN 5.164607e+10 2.515723 25.782921 22.594085
5 NaN 1.864881e+11 0.421112 17.307663 14.637515
6 NaN 1.211500e+10 6.427605 19.944313 13.675639
7 NaN 7.559898e+10 0.000000 20.940608 15.215157
8 NaN 1.422252e+10 0.691244 41.748693 32.945382
9 NaN 4.081398e+10 1.856061 18.378803 14.569525
10 NaN 2.917891e+10 0.000000 40.978607 31.649489
11 NaN 2.527794e+10 1.408097 15.116691 12.306452
12 NaN 6.948173e+09 2.381335 15.780905 11.327631
13 NaN 2.027136e+10 1.267542 22.699039 20.114846
14 NaN 1.302102e+10 1.246883 14.489260 10.061919
15 NaN 4.323115e+10 1.531980 25.438967 22.601606
16 NaN 4.323115e+10 1.531980 27.394152 24.902780
17 NaN 2.043941e+10 0.265487 24.399918 19.135193
18 NaN 2.588883e+10 2.255846 24.393654 21.448531
19 NaN 1.096162e+11 3.282051 27.585892 22.934518
20 NaN 1.375963e+11 0.000000 35.357130 30.860358
21 NaN 1.044176e+11 2.236636 24.119805 20.950292
22 NaN 1.523145e+10 0.000000 35.997075 33.588455
23 NaN 9.087795e+10 0.000000 18.999187 15.071893
24 NaN 4.282083e+10 3.312825 23.347942 20.530500
25 NaN 2.691162e+10 0.000000 22.752203 19.254746
26 NaN 8.712932e+09 1.690331 12.459988 9.113136
27 NaN 8.712932e+09 1.690331 31.218320 29.499064
28 NaN 7.408792e+10 2.793821 22.278702 19.901541
29 NaN 3.565767e+11 2.439768 21.437853 18.976542
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.511317 15.748397
12409 NaN 8.488150e+06 0.000000 65.658558 63.220958
12410 67.73 2.231800e+06 0.000000 63.497199 60.706773
12411 296.15 6.130000e+05 0.000000 84.302747 81.060618
12412 NaN 1.018000e+06 0.000000 84.997037 82.704423
12413 NaN 6.134280e+07 NaN 76.788246 73.955651
12414 NaN 3.416150e+05 NaN 63.639658 60.109001
12415 454.91 3.783500e+06 NaN 64.895089 62.464249
12416 34106.30 1.232000e+07 0.000000 91.162765 88.489102
12417 NaN 5.030700e+01 0.000000 42.066742 35.956847
12418 32888.26 2.109450e+07 0.000000 112.916826 111.341725
12419 403.03 2.146320e+06 0.000000 152.750226 150.913948
12420 32253.76 6.438080e+07 1.980983 39.275673 34.984864
12421 2199.16 2.767200e+06 NaN 93.343799 91.648088
12422 20.45 2.224200e+05 0.000000 63.441128 60.183104
12423 258.57 1.112200e+06 0.000000 153.060147 151.379718
12424 NaN 5.964600e+06 0.000000 75.002119 72.729670
12425 1067301.67 2.977966e+10 4.740299 21.679567 17.970111
12426 NaN 1.591600e+03 0.000000 56.399652 48.398580
12427 5992.68 1.956780e+06 0.000000 76.181721 73.335011
12428 NaN 2.538600e+06 0.000000 46.805344 41.282591
12429 39099.20 1.038744e+06 NaN 78.735508 75.991087
12430 30014.88 3.665610e+07 NaN 87.634008 83.523635
12431 134.27 3.877500e+05 0.000000 72.903935 70.442487
12432 NaN 9.884914e+06 0.000000 79.470859 74.941279
12433 13235.08 3.424800e+07 0.000000 68.917197 66.400267
12434 81.18 1.705360e+06 NaN 68.142346 64.875301
12435 NaN 3.367200e+05 NaN 34.833560 29.273529
12436 NaN 8.779120e+05 0.000000 168.917126 167.273325
12437 2090942.76 8.001280e+08 0.606750 38.122676 29.716232
HistBeta PredBeta DataDate
0 0.000837 0.088949 20040914
1 -0.000037 0.051300 20040914
2 -0.017503 0.165446 20040914
3 -0.007861 0.302270 20040914
4 0.017031 0.192302 20040914
5 0.207387 0.439902 20040914
6 0.003903 0.026153 20040914
7 0.015625 0.047916 20040914
8 0.528868 1.040404 20040914
9 -0.064485 0.033785 20040914
10 0.121637 0.626193 20040914
11 0.099759 0.277949 20040914
12 -0.000037 0.050358 20040914
13 0.042437 0.318588 20040914
14 -0.000037 0.039329 20040914
15 0.065093 0.255047 20040914
16 0.169472 0.365283 20040914
17 1.099409 1.204035 20040914
18 0.237475 0.487881 20040914
19 0.073308 0.234155 20040914
20 0.622151 0.773872 20040914
21 0.184114 0.369257 20040914
22 0.463290 0.760070 20040914
23 0.039459 0.268001 20040914
24 0.166163 0.458836 20040914
25 0.126498 0.451355 20040914
26 0.000651 0.145652 20040914
27 0.140321 0.418418 20040914
28 0.366673 0.444527 20040914
29 0.047489 0.259827 20040914
... ... ... ...
12408 -0.000037 0.003431 20040914
12409 0.632906 0.903279 20040914
12410 0.579304 0.944697 20040914
12411 1.089621 1.348434 20040914
12412 0.424114 0.900715 20040914
12413 0.848783 1.230635 20040914
12414 0.871393 1.256598 20040914
12415 0.406317 0.628862 20040914
12416 1.017704 1.306867 20040914
12417 0.822880 1.249777 20040914
12418 0.676631 1.063532 20040914
12419 1.086319 1.383411 20040914
12420 -0.000516 0.228640 20040914
12421 0.230969 0.574070 20040914
12422 0.559647 0.902489 20040914
12423 0.997562 1.315422 20040914
12424 0.359268 0.694834 20040914
12425 0.168203 0.272291 20040914
12426 1.320144 1.508456 20040914
12427 0.795196 1.162727 20040914
12428 0.508278 1.034235 20040914
12429 0.941364 1.248397 20040914
12430 1.330550 1.582805 20040914
12431 0.466734 0.722790 20040914
12432 0.835735 1.093707 20040914
12433 0.805755 1.026017 20040914
12434 0.719869 0.962751 20040914
12435 0.755303 1.122006 20040914
12436 1.064921 1.409495 20040914
12437 1.125261 1.299369 20040914
[12438 rows x 92 columns],
'20040915': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.540 0.000 0.0
1 USA0011 0.104 0.000 0.0
2 USA0031 0.130 0.000 0.0
3 USA0062 0.239 0.431 0.0
4 USA00E2 0.416 0.000 0.0
5 USA00F1 0.224 0.000 0.0
6 USA00G2 -0.498 0.000 0.0
7 USA00H1 0.136 0.000 0.0
8 USA00I1 -1.384 0.000 0.0
9 USA00J1 -0.966 0.000 0.0
10 USA00K1 -1.008 0.000 0.0
11 USA00P1 0.254 0.000 0.0
12 USA00R1 0.096 0.000 0.0
13 USA00S1 -0.173 0.000 0.0
14 USA00V1 0.360 0.000 0.0
15 USA0131 0.479 1.000 0.0
16 USA0161 0.157 1.000 0.0
17 USA01I1 -0.991 0.000 0.0
18 USA01J2 0.237 0.000 0.0
19 USA01L1 0.042 0.000 0.0
20 USA01P1 2.398 0.000 0.0
21 USA01Q1 -1.502 0.000 0.0
22 USA0202 -0.328 0.000 0.0
23 USA0231 -0.599 0.000 0.0
24 USA0281 0.412 0.000 0.0
25 USA0291 -0.848 0.000 0.0
26 USA02A1 0.010 0.000 0.0
27 USA02B1 -1.047 0.000 0.0
28 USA02H1 -0.226 0.000 0.0
29 USA02P1 -0.207 0.143 0.0
... ... ... ... ...
12400 USAZY41 1.126 0.000 0.0
12401 USAZY51 0.468 0.000 0.0
12402 USAZY61 0.449 0.000 0.0
12403 USAZY71 -0.363 0.000 0.0
12404 USAZYI1 0.146 0.000 0.0
12405 USAZYJ1 0.732 0.000 0.0
12406 USAZYK1 0.027 0.000 0.0
12407 USAZYM1 0.079 0.000 0.0
12408 USAZYR1 0.802 0.000 0.0
12409 USAZYS1 -0.165 0.000 0.0
12410 USAZYT1 2.358 0.000 0.0
12411 USAZYV1 2.766 0.000 0.0
12412 USAZYX1 1.871 0.000 0.0
12413 USAZZ41 0.042 0.000 0.0
12414 USAZZ51 -0.143 0.000 0.0
12415 USAZZ61 -0.348 0.000 0.0
12416 USAZZ71 0.126 0.000 0.0
12417 USAZZ81 0.258 0.000 0.0
12418 USAZZ91 -0.591 0.000 0.0
12419 USAZZA1 0.251 0.000 0.0
12420 USAZZB1 0.234 0.000 0.0
12421 USAZZD1 -0.342 0.000 0.0
12422 USAZZF1 1.939 0.000 0.0
12423 USAZZI1 -0.773 0.000 0.0
12424 USAZZJ1 2.766 0.000 0.0
12425 USAZZL1 0.042 0.000 0.0
12426 USAZZP1 -1.330 0.000 0.0
12427 USAZZR1 0.282 0.000 0.0
12428 USAZZX1 -2.766 0.000 0.0
12429 USAZZY1 0.918 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12400 0.0 0.0 0.0 0.000
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.793 0.000 ... NaN NaN
1 -1.795 0.000 ... NaN NaN
2 -1.825 0.000 ... NaN 1396.0
3 -1.806 0.000 ... NaN NaN
4 -1.763 0.000 ... NaN 1260.0
5 -1.420 0.000 ... NaN 66.0
6 -1.787 0.000 ... NaN NaN
7 -1.767 0.000 ... NaN NaN
8 -0.845 0.000 ... NaN NaN
9 -1.910 0.864 ... NaN 29000.0
10 -1.579 0.000 ... NaN NaN
11 -1.613 0.000 ... NaN NaN
12 -1.795 0.000 ... NaN NaN
13 -1.717 0.000 ... NaN NaN
14 -1.795 0.000 ... NaN NaN
15 -1.672 0.000 ... NaN NaN
16 -1.492 0.000 ... NaN 750.0
17 0.185 0.000 ... NaN 1260.0
18 -1.368 0.000 ... NaN NaN
19 -1.658 0.000 ... NaN NaN
20 -0.561 0.000 ... NaN 1750.0
21 -1.465 1.000 ... NaN NaN
22 -0.958 0.000 ... NaN NaN
23 -1.722 0.000 ... NaN 5500.0
24 -1.497 0.000 ... NaN NaN
25 -1.570 0.000 ... NaN NaN
26 -1.793 0.000 ... NaN NaN
27 -1.559 0.000 ... NaN 90.0
28 -1.129 0.000 ... NaN 1161.0
29 -1.707 0.000 ... NaN 4500.0
... ... ... ... ... ...
12400 -1.795 0.000 ... NaN NaN
12401 -0.648 0.000 ... NaN NaN
12402 -0.775 0.000 ... NaN 87500.0
12403 0.185 0.000 ... NaN NaN
12404 -1.034 0.000 ... NaN 93000.0
12405 -0.252 0.000 ... NaN NaN
12406 -0.214 0.000 ... NaN NaN
12407 -1.057 0.000 ... NaN NaN
12408 0.053 0.000 ... NaN 20636.0
12409 -0.356 0.000 ... NaN NaN
12410 -0.550 0.000 ... NaN 15800.0
12411 0.338 0.000 ... NaN 7350.0
12412 -1.790 0.000 ... NaN 5700.0
12413 -1.379 0.000 ... NaN NaN
12414 -0.780 0.000 ... NaN NaN
12415 0.010 0.000 ... NaN 253800.0
12416 -1.149 0.000 ... NaN NaN
12417 -1.445 1.000 ... NaN 42200.0
12418 0.601 0.000 ... NaN NaN
12419 -0.353 0.000 ... NaN 2000.0
12420 -0.860 0.000 ... NaN NaN
12421 -0.094 0.000 ... NaN 6436111.0
12422 0.643 0.000 ... NaN 10100.0
12423 -0.946 1.000 ... NaN NaN
12424 -0.193 0.000 ... NaN 0.0
12425 -0.336 0.000 ... NaN NaN
12426 -0.487 1.000 ... NaN NaN
12427 -0.425 0.000 ... NaN NaN
12428 0.036 0.000 ... NaN 93500.0
12429 0.257 0.000 ... NaN 58400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.144883e+10 0.159642 14.182809 10.055426
1 NaN 6.358939e+09 0.000000 16.829785 12.345773
2 NaN 6.645814e+10 2.494603 24.554469 21.858224
3 NaN 3.125757e+10 2.084491 21.351100 19.414689
4 NaN 5.133936e+10 2.515723 25.732895 22.627182
5 NaN 1.857578e+11 0.421112 17.362827 14.651145
6 NaN 1.213882e+10 6.427605 19.907514 13.789968
7 NaN 7.535277e+10 0.000000 20.767086 15.226257
8 NaN 1.375646e+10 0.691244 41.853917 33.093817
9 NaN 4.108742e+10 1.856061 18.403661 14.670083
10 NaN 2.841640e+10 0.000000 40.692476 31.765875
11 NaN 2.513032e+10 1.408097 15.100336 12.323417
12 NaN 6.945964e+09 2.381335 15.693568 11.335475
13 NaN 2.007318e+10 1.267542 22.682180 20.134193
14 NaN 1.301089e+10 1.246883 14.373441 10.093439
15 NaN 4.302269e+10 1.531980 25.387973 22.628684
16 NaN 4.302269e+10 1.531980 27.402762 24.927956
17 NaN 2.019409e+10 0.265487 24.895047 19.269548
18 NaN 2.552299e+10 2.255846 24.419387 21.435401
19 NaN 1.092310e+11 3.282051 27.385946 22.955949
20 NaN 1.322547e+11 0.000000 36.009763 31.157953
21 NaN 1.002525e+11 2.236636 24.524524 21.225220
22 NaN 1.503934e+10 0.000000 36.040239 33.508583
23 NaN 8.933893e+10 0.000000 19.054288 15.150864
24 NaN 4.303088e+10 3.312825 23.485931 20.549506
25 NaN 2.601618e+10 0.000000 22.968990 19.469823
26 NaN 8.598289e+09 1.690331 12.419124 9.139956
27 NaN 8.598289e+09 1.690331 31.376197 29.642888
28 NaN 7.390379e+10 2.793821 22.269123 19.908463
29 NaN 3.535191e+11 2.439768 21.405568 18.980574
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 21.537255 15.924410
12401 NaN 8.488150e+06 0.000000 65.667297 63.146226
12402 465.45 2.231800e+06 0.000000 62.917966 59.823539
12403 NaN 6.130000e+05 0.000000 86.523391 83.470194
12404 1386.16 1.018000e+06 0.000000 84.898135 82.654786
12405 NaN 6.134280e+07 NaN 76.609158 73.581765
12406 NaN 3.416150e+05 NaN 64.400017 60.715842
12407 NaN 3.783500e+06 NaN 66.087486 63.750978
12408 33006.47 1.220901e+07 0.000000 91.423224 88.670627
12409 NaN 5.030700e+01 0.000000 42.064198 35.870540
12410 33176.51 2.059225e+07 0.000000 113.391836 111.652399
12411 389.83 1.430880e+06 0.000000 155.814736 153.719949
12412 34754.05 6.427696e+07 1.980983 39.562586 35.278212
12413 NaN 2.767200e+06 NaN 93.408782 91.776644
12414 NaN 2.224200e+05 0.000000 63.435177 60.278301
12415 278.11 1.112200e+06 0.000000 153.313588 151.592076
12416 NaN 5.964600e+06 0.000000 75.606127 73.359149
12417 1079352.29 2.934633e+10 4.740299 21.255190 17.359552
12418 NaN 1.591600e+03 0.000000 56.540528 48.436482
12419 6008.27 1.956780e+06 0.000000 76.142782 73.218012
12420 NaN 2.538600e+06 0.000000 46.920122 41.307437
12421 39379.20 1.038744e+06 NaN 78.487241 75.437749
12422 28475.33 3.571620e+07 NaN 88.067836 83.673023
12423 NaN 3.877500e+05 0.000000 73.506916 71.065719
12424 NaN 9.364940e+06 0.000000 80.188942 75.508594
12425 NaN 3.424800e+07 0.000000 69.096625 66.503669
12426 NaN 1.705360e+06 NaN 69.337951 66.225155
12427 NaN 3.367200e+05 NaN 35.071929 29.302251
12428 947.93 1.097390e+06 0.000000 170.456689 168.784101
12429 2110062.76 7.924077e+08 0.606750 38.499736 29.830821
HistBeta PredBeta DataDate
0 0.000866 0.089534 20040915
1 -0.000013 0.066580 20040915
2 -0.016956 0.157078 20040915
3 -0.006090 0.311861 20040915
4 0.017183 0.197891 20040915
5 0.206470 0.448299 20040915
6 0.004280 0.030942 20040915
7 0.015259 0.053602 20040915
8 0.522905 1.004656 20040915
9 -0.063271 0.013275 20040915
10 0.118632 0.604879 20040915
11 0.099780 0.286456 20040915
12 -0.000013 0.063567 20040915
13 0.042823 0.312823 20040915
14 -0.000013 0.054721 20040915
15 0.067644 0.276316 20040915
16 0.166890 0.375830 20040915
17 1.090018 1.174009 20040915
18 0.235158 0.494497 20040915
19 0.075227 0.238580 20040915
20 0.679231 0.875656 20040915
21 0.181547 0.343470 20040915
22 0.460674 0.758730 20040915
23 0.040036 0.271662 20040915
24 0.163605 0.479909 20040915
25 0.123622 0.440708 20040915
26 0.000789 0.155927 20040915
27 0.129976 0.396241 20040915
28 0.366250 0.443802 20040915
29 0.048398 0.270060 20040915
... ... ... ...
12400 -0.000013 0.046979 20040915
12401 0.631449 0.924035 20040915
12402 0.561399 1.010679 20040915
12403 1.090056 1.276164 20040915
12404 0.418933 0.893240 20040915
12405 0.849102 1.249802 20040915
12406 0.870032 1.273680 20040915
12407 0.406269 0.629651 20040915
12408 1.017109 1.311542 20040915
12409 0.792150 1.219497 20040915
12410 0.685159 1.127203 20040915
12411 1.174323 1.565590 20040915
12412 0.002806 0.267402 20040915
12413 0.228779 0.623122 20040915
12414 0.558382 0.885488 20040915
12415 0.993398 1.303695 20040915
12416 0.355573 0.701971 20040915
12417 0.192555 0.301738 20040915
12418 1.318803 1.493075 20040915
12419 0.793957 1.163705 20040915
12420 0.514866 1.055535 20040915
12421 0.936363 1.283062 20040915
12422 1.342103 1.642631 20040915
12423 0.467357 0.684907 20040915
12424 0.881741 1.200152 20040915
12425 0.803036 1.029223 20040915
12426 0.720018 0.902473 20040915
12427 0.754258 1.124947 20040915
12428 1.007862 1.316904 20040915
12429 1.129710 1.311275 20040915
[12430 rows x 92 columns],
'20040916': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.299 0.000 0.0
1 USA0011 0.168 0.000 0.0
2 USA0031 -0.076 0.000 0.0
3 USA0062 0.281 0.431 0.0
4 USA00E2 -0.150 0.000 0.0
5 USA00F1 0.153 0.000 0.0
6 USA00G2 0.584 0.000 0.0
7 USA00H1 -0.608 0.000 0.0
8 USA00I1 -0.568 0.000 0.0
9 USA00J1 -1.031 0.000 0.0
10 USA00K1 -0.552 0.000 0.0
11 USA00P1 -0.204 0.000 0.0
12 USA00R1 -0.116 0.000 0.0
13 USA00S1 -0.615 0.000 0.0
14 USA00V1 -0.546 0.000 0.0
15 USA0131 0.405 1.000 0.0
16 USA0161 0.843 1.000 0.0
17 USA01I1 0.176 0.000 0.0
18 USA01J2 0.179 0.000 0.0
19 USA01L1 -0.215 0.000 0.0
20 USA01P1 -0.121 0.000 0.0
21 USA01Q1 -1.040 0.000 0.0
22 USA0202 -0.218 0.000 0.0
23 USA0231 -0.366 0.000 0.0
24 USA0281 0.401 0.000 0.0
25 USA0291 -0.158 0.000 0.0
26 USA02A1 -0.045 0.000 0.0
27 USA02B1 -2.587 0.000 0.0
28 USA02H1 0.097 0.000 0.0
29 USA02P1 -0.013 0.143 0.0
... ... ... ... ...
12399 USAZY41 0.262 0.000 0.0
12400 USAZY51 0.578 0.000 0.0
12401 USAZY61 0.945 0.000 0.0
12402 USAZY71 2.778 0.000 0.0
12403 USAZYI1 0.956 0.000 0.0
12404 USAZYJ1 1.027 0.000 0.0
12405 USAZYK1 1.259 0.000 0.0
12406 USAZYM1 0.032 0.000 0.0
12407 USAZYR1 0.444 0.000 0.0
12408 USAZYS1 0.763 0.000 0.0
12409 USAZYT1 -2.755 0.000 0.0
12410 USAZYV1 -2.767 0.000 0.0
12411 USAZYX1 1.242 0.000 0.0
12412 USAZZ41 0.256 0.000 0.0
12413 USAZZ51 0.561 0.000 0.0
12414 USAZZ61 1.047 0.000 0.0
12415 USAZZ71 2.778 0.000 0.0
12416 USAZZ81 -1.468 0.000 0.0
12417 USAZZ91 1.753 0.000 0.0
12418 USAZZA1 -2.762 0.000 0.0
12419 USAZZB1 0.715 0.000 0.0
12420 USAZZD1 0.817 0.000 0.0
12421 USAZZF1 1.066 0.000 0.0
12422 USAZZI1 -0.311 0.000 0.0
12423 USAZZJ1 -1.980 0.000 0.0
12424 USAZZL1 0.679 0.000 0.0
12425 USAZZP1 0.237 0.000 0.0
12426 USAZZR1 0.714 0.000 0.0
12427 USAZZX1 1.136 0.000 0.0
12428 USAZZY1 1.679 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
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26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.795 0.000 ... NaN NaN
1 -1.797 0.000 ... NaN NaN
2 -1.828 0.000 ... NaN 1396.0
3 -1.810 0.000 ... NaN NaN
4 -1.770 0.000 ... NaN 1260.0
5 -1.422 0.000 ... NaN 66.0
6 -1.789 0.000 ... NaN NaN
7 -1.762 0.000 ... NaN NaN
8 -0.846 0.000 ... NaN NaN
9 -1.897 0.864 ... NaN 29000.0
10 -1.580 0.000 ... NaN NaN
11 -1.611 0.000 ... NaN NaN
12 -1.797 0.000 ... NaN NaN
13 -1.721 0.000 ... NaN NaN
14 -1.797 0.000 ... NaN NaN
15 -1.676 0.000 ... NaN NaN
16 -1.501 0.000 ... NaN 848.0
17 0.185 0.000 ... NaN 1260.0
18 -1.370 0.000 ... NaN NaN
19 -1.661 0.000 ... NaN NaN
20 -0.562 0.000 ... NaN NaN
21 -1.470 1.000 ... NaN NaN
22 -1.264 0.000 ... NaN NaN
23 -1.725 0.000 ... NaN 5500.0
24 -1.499 0.000 ... NaN NaN
25 -1.664 0.000 ... NaN NaN
26 -1.795 0.000 ... NaN NaN
27 -1.512 0.000 ... NaN 2220.0
28 -1.128 0.000 ... NaN 1161.0
29 -1.710 0.000 ... NaN 4500.0
... ... ... ... ... ...
12399 -1.797 0.000 ... NaN NaN
12400 -0.651 0.000 ... NaN NaN
12401 -0.775 0.000 ... NaN NaN
12402 0.148 0.000 ... NaN 300.0
12403 -1.034 0.000 ... NaN 66500.0
12404 -0.255 0.000 ... NaN NaN
12405 -0.216 0.000 ... NaN NaN
12406 -1.063 0.000 ... NaN NaN
12407 0.072 0.000 ... NaN 51107.0
12408 -0.357 0.000 ... NaN NaN
12409 -0.403 0.000 ... NaN 253810.0
12410 0.374 0.000 ... NaN 46100.0
12411 -1.791 0.000 ... NaN 4200.0
12412 -1.381 0.000 ... NaN NaN
12413 -0.784 0.000 ... NaN NaN
12414 0.009 0.000 ... NaN 4775.0
12415 -1.190 0.000 ... NaN 11000.0
12416 -1.436 1.000 ... NaN 16700.0
12417 0.602 0.000 ... NaN NaN
12418 -0.246 0.000 ... NaN 5000.0
12419 -0.864 0.000 ... NaN NaN
12420 -0.116 0.000 ... NaN 22956410.0
12421 0.630 0.000 ... NaN 12354.0
12422 -0.941 1.000 ... NaN NaN
12423 -0.146 0.000 ... NaN 0.0
12424 -0.335 0.000 ... NaN NaN
12425 -0.490 1.000 ... NaN NaN
12426 -0.428 0.000 ... NaN NaN
12427 0.035 0.000 ... NaN NaN
12428 0.247 0.000 ... NaN 56600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.158921e+10 0.159642 13.748032 9.722663
1 NaN 6.435399e+09 0.000000 16.248646 11.928156
2 NaN 6.673954e+10 2.494603 23.691698 21.058946
3 NaN 3.142081e+10 2.084491 20.827831 18.963889
4 NaN 5.177942e+10 2.515723 24.748020 21.790876
5 NaN 1.864098e+11 0.421112 16.802470 14.123698
6 NaN 1.232142e+10 6.427605 19.350485 13.412959
7 NaN 7.540461e+10 0.000000 20.092009 14.714759
8 NaN 1.376773e+10 0.691244 40.425266 31.900613
9 NaN 4.126434e+10 1.856061 18.027529 14.293932
10 NaN 2.843334e+10 0.000000 39.320038 30.662399
11 NaN 2.511851e+10 1.408097 14.536888 11.874514
12 NaN 7.000091e+09 2.381335 15.165410 10.930801
13 NaN 1.984197e+10 1.267542 21.945484 19.462839
14 NaN 1.291717e+10 1.246883 13.986822 9.837522
15 NaN 4.371220e+10 1.531980 24.494247 21.820856
16 NaN 4.371220e+10 1.531980 26.537671 24.135276
17 NaN 2.055131e+10 0.265487 24.120524 18.558790
18 NaN 2.558795e+10 2.255846 23.631789 20.684723
19 NaN 1.090812e+11 3.282051 26.414235 22.144336
20 NaN 1.324576e+11 0.000000 34.680730 30.070892
21 NaN 9.752459e+10 2.236636 23.852157 20.587471
22 NaN 1.540984e+10 0.000000 34.468920 32.294174
23 NaN 8.971737e+10 0.000000 18.414819 14.613630
24 NaN 4.300088e+10 3.312825 22.694826 19.830533
25 NaN 2.596778e+10 0.000000 22.060853 18.775257
26 NaN 8.933622e+09 1.690331 12.002505 8.816476
27 NaN 8.933622e+09 1.690331 30.815742 28.991077
28 NaN 7.407823e+10 2.793821 21.529581 19.211185
29 NaN 3.535191e+11 2.439768 20.682061 18.318439
... ... ... ... ... ...
12399 NaN 5.056250e+06 NaN 20.616891 15.342496
12400 NaN 8.488150e+06 0.000000 64.187902 61.670440
12401 NaN 2.231800e+06 0.000000 60.627190 57.542711
12402 291.59 4.904000e+05 0.000000 83.453113 80.363878
12403 1559.80 1.018000e+06 0.000000 81.350218 79.090546
12404 NaN 6.134280e+07 NaN 73.856012 70.818493
12405 NaN 3.416150e+05 NaN 61.687598 57.913150
12406 NaN 3.783500e+06 NaN 63.471917 61.170141
12407 31795.15 1.220901e+07 0.000000 88.437602 85.669368
12408 NaN 5.030700e+01 0.000000 40.728316 34.591621
12409 38577.79 2.762375e+07 0.000000 115.952755 114.328548
12410 463.17 1.669360e+06 0.000000 151.570144 149.605971
12411 37234.05 6.438080e+07 1.980983 38.300652 34.168123
12412 NaN 2.767200e+06 NaN 89.936379 88.325314
12413 NaN 2.224200e+05 0.000000 61.256857 58.145498
12414 272.72 1.112200e+06 0.000000 148.694085 147.004385
12415 30.00 3.578760e+06 0.000000 73.949270 71.745048
12416 1048431.71 2.947383e+10 4.740299 20.801740 16.893939
12417 NaN 1.591600e+03 0.000000 54.757814 46.704379
12418 5785.36 2.717750e+06 0.000000 76.389320 73.492347
12419 NaN 2.538600e+06 0.000000 45.123376 39.728070
12420 40886.64 1.038744e+06 NaN 75.933190 72.926247
12421 28819.12 3.571620e+07 NaN 84.853633 80.559706
12422 NaN 3.877500e+05 0.000000 71.161393 68.752355
12423 NaN 9.947335e+06 0.000000 77.659526 73.183200
12424 NaN 3.424800e+07 0.000000 66.778407 64.192250
12425 NaN 1.705360e+06 NaN 67.178334 64.147095
12426 NaN 3.367200e+05 NaN 33.951249 28.205490
12427 NaN 1.097390e+06 0.000000 165.135219 163.600295
12428 2096151.24 7.877756e+08 0.606750 37.610190 28.982514
HistBeta PredBeta DataDate
0 0.000846 0.091870 20040916
1 -0.000027 0.070132 20040916
2 -0.017225 0.156319 20040916
3 -0.007216 0.319224 20040916
4 0.014903 0.199539 20040916
5 0.205978 0.450566 20040916
6 0.004094 0.052134 20040916
7 0.019016 0.042314 20040916
8 0.523085 1.003136 20040916
9 -0.055402 0.002676 20040916
10 0.119242 0.601157 20040916
11 0.102428 0.272940 20040916
12 -0.000027 0.062583 20040916
13 0.041868 0.298081 20040916
14 -0.000027 0.042486 20040916
15 0.066264 0.281436 20040916
16 0.162672 0.387216 20040916
17 1.090536 1.186428 20040916
18 0.234630 0.498330 20040916
19 0.074775 0.237357 20040916
20 0.679391 0.859298 20040916
21 0.180048 0.332663 20040916
22 0.293228 0.597252 20040916
23 0.039592 0.274194 20040916
24 0.163637 0.488082 20040916
25 0.072767 0.378972 20040916
26 0.000724 0.156746 20040916
27 0.156666 0.380824 20040916
28 0.367763 0.452235 20040916
29 0.047706 0.274851 20040916
... ... ... ...
12399 -0.000027 0.051506 20040916
12400 0.630684 0.923025 20040916
12401 0.561923 1.022093 20040916
12402 1.069983 1.323070 20040916
12403 0.419539 0.915816 20040916
12404 0.848188 1.259949 20040916
12405 0.870009 1.302781 20040916
12406 0.403902 0.626882 20040916
12407 1.028498 1.318074 20040916
12408 0.792091 1.238554 20040916
12409 0.766989 1.104848 20040916
12410 1.194603 1.481842 20040916
12411 0.003205 0.283059 20040916
12412 0.228760 0.625071 20040916
12413 0.557255 0.900045 20040916
12414 0.993782 1.324020 20040916
12415 0.333875 0.736578 20040916
12416 0.198386 0.270005 20040916
12417 1.320046 1.530696 20040916
12418 0.853263 1.162055 20040916
12419 0.513458 1.051773 20040916
12420 0.924748 1.284599 20040916
12421 1.335355 1.640674 20040916
12422 0.470680 0.691920 20040916
12423 0.908495 1.192544 20040916
12424 0.804301 1.045330 20040916
12425 0.719043 0.925890 20040916
12426 0.753225 1.137996 20040916
12427 1.007828 1.272100 20040916
12428 1.124350 1.330216 20040916
[12429 rows x 92 columns],
'20040917': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.282 0.000 0.0
1 USA0011 0.360 0.000 0.0
2 USA0031 0.076 0.000 0.0
3 USA0062 0.313 0.431 0.0
4 USA00E2 0.344 0.000 0.0
5 USA00F1 0.249 0.000 0.0
6 USA00G2 0.259 0.000 0.0
7 USA00H1 0.668 0.000 0.0
8 USA00I1 1.064 0.000 0.0
9 USA00J1 0.122 0.000 0.0
10 USA00K1 0.624 0.000 0.0
11 USA00P1 0.074 0.000 0.0
12 USA00R1 -0.094 0.000 0.0
13 USA00S1 0.349 0.000 0.0
14 USA00V1 0.488 0.000 0.0
15 USA0131 0.795 1.000 0.0
16 USA0161 -0.398 1.000 0.0
17 USA01I1 -2.805 0.000 0.0
18 USA01J2 0.637 0.000 0.0
19 USA01L1 0.964 0.000 0.0
20 USA01P1 -0.848 0.000 0.0
21 USA01Q1 0.165 0.000 0.0
22 USA0202 -0.556 0.000 0.0
23 USA0231 1.308 0.000 0.0
24 USA0281 -0.055 0.000 0.0
25 USA0291 0.225 0.000 0.0
26 USA02A1 0.119 0.000 0.0
27 USA02B1 -2.604 0.000 0.0
28 USA02H1 -0.057 0.000 0.0
29 USA02P1 0.544 0.143 0.0
... ... ... ... ...
12400 USAZY41 -0.532 0.000 0.0
12401 USAZY51 -0.948 0.000 0.0
12402 USAZY61 -0.174 0.000 0.0
12403 USAZY71 -0.790 0.000 0.0
12404 USAZYI1 -2.805 0.000 0.0
12405 USAZYJ1 -1.398 0.000 0.0
12406 USAZYK1 -0.391 0.000 0.0
12407 USAZYM1 -0.408 0.000 0.0
12408 USAZYR1 -0.821 0.000 0.0
12409 USAZYS1 -0.449 0.000 0.0
12410 USAZYT1 -2.805 0.000 0.0
12411 USAZYV1 -0.697 0.000 0.0
12412 USAZYX1 -1.290 0.000 0.0
12413 USAZZ41 2.685 0.000 0.0
12414 USAZZ51 -0.763 0.000 0.0
12415 USAZZ61 -0.562 0.000 0.0
12416 USAZZ71 -0.797 0.000 0.0
12417 USAZZ81 -0.574 0.000 0.0
12418 USAZZ91 0.229 0.000 0.0
12419 USAZZA1 -0.660 0.000 0.0
12420 USAZZB1 -0.650 0.000 0.0
12421 USAZZD1 -0.656 0.000 0.0
12422 USAZZF1 -0.798 0.000 0.0
12423 USAZZI1 -0.892 0.000 0.0
12424 USAZZJ1 0.529 0.000 0.0
12425 USAZZL1 -2.805 0.000 0.0
12426 USAZZP1 -0.837 0.000 0.0
12427 USAZZR1 -0.492 0.000 0.0
12428 USAZZX1 2.424 0.000 0.0
12429 USAZZY1 -1.190 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12400 0.0 0.0 0.0 0.000
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.797 0.000 ... NaN NaN
1 -1.799 0.000 ... NaN NaN
2 -1.830 0.000 ... NaN 1396.0
3 -1.814 0.000 ... NaN NaN
4 -1.772 0.000 ... NaN 1260.0
5 -1.426 0.000 ... NaN 66.0
6 -1.792 0.000 ... NaN NaN
7 -1.764 0.000 ... NaN NaN
8 -0.847 0.000 ... NaN NaN
9 -1.900 0.864 ... NaN 29000.0
10 -1.587 0.000 ... NaN NaN
11 -1.613 0.000 ... NaN NaN
12 -1.799 0.000 ... NaN NaN
13 -1.723 0.000 ... NaN NaN
14 -1.799 0.000 ... NaN NaN
15 -1.682 0.000 ... NaN NaN
16 -1.486 0.000 ... NaN 5490.0
17 0.214 0.000 ... NaN 45651.0
18 -1.373 0.000 ... NaN NaN
19 -1.665 0.000 ... NaN NaN
20 -0.567 0.000 ... NaN NaN
21 -1.471 1.000 ... NaN NaN
22 -1.274 0.000 ... NaN NaN
23 -1.738 0.000 ... NaN 1500.0
24 -1.501 0.000 ... NaN NaN
25 -1.665 0.000 ... NaN NaN
26 -1.797 0.000 ... NaN NaN
27 -1.475 0.000 ... NaN 945.0
28 -1.135 0.000 ... NaN 1161.0
29 -1.714 0.000 ... NaN 4500.0
... ... ... ... ... ...
12400 -1.799 0.000 ... NaN NaN
12401 -0.654 0.000 ... NaN NaN
12402 -0.773 0.000 ... NaN NaN
12403 0.148 0.000 ... NaN NaN
12404 -0.943 0.000 ... NaN 112517.0
12405 -0.253 0.000 ... NaN NaN
12406 -0.213 0.000 ... NaN NaN
12407 -1.061 0.000 ... NaN NaN
12408 0.072 0.000 ... NaN 66000.0
12409 -0.355 0.000 ... NaN NaN
12410 -0.337 0.000 ... NaN 541205.0
12411 0.376 0.000 ... NaN NaN
12412 -1.795 0.000 ... NaN 400.0
12413 -1.417 0.000 ... NaN 5000.0
12414 -0.783 0.000 ... NaN NaN
12415 0.011 0.000 ... NaN 3900.0
12416 -1.185 0.000 ... NaN NaN
12417 -1.429 1.000 ... NaN 25800.0
12418 0.604 0.000 ... NaN NaN
12419 -0.249 0.000 ... NaN NaN
12420 -0.865 0.000 ... NaN NaN
12421 -0.114 0.000 ... NaN 7105674.0
12422 0.624 0.000 ... NaN 27468.0
12423 -0.943 1.000 ... NaN NaN
12424 -0.148 0.000 ... NaN 0.0
12425 -0.322 0.000 ... NaN 1500.0
12426 -0.488 1.000 ... NaN NaN
12427 -0.428 0.000 ... NaN NaN
12428 -0.007 0.000 ... NaN 100000.0
12429 0.257 0.000 ... NaN 39400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.156916e+10 0.159642 13.844586 9.821229
1 NaN 6.607434e+09 0.000000 16.281089 12.018783
2 NaN 6.709911e+10 2.494603 23.738523 21.163329
3 NaN 3.156688e+10 2.084491 20.983524 19.138008
4 NaN 5.191277e+10 2.515723 24.805063 21.932878
5 NaN 1.869576e+11 0.421112 16.826194 14.203961
6 NaN 1.246432e+10 6.427605 19.366065 13.498655
7 NaN 7.524911e+10 0.000000 20.257402 14.910540
8 NaN 1.412104e+10 0.691244 40.627355 32.206430
9 NaN 4.125630e+10 1.856061 17.971808 14.321909
10 NaN 2.863668e+10 0.000000 39.354729 30.895163
11 NaN 2.517165e+10 1.408097 14.606263 11.926751
12 NaN 7.037649e+09 2.381335 15.214397 10.983732
13 NaN 2.049786e+10 1.267542 21.974881 19.584929
14 NaN 1.289185e+10 1.246883 14.083418 9.993742
15 NaN 4.421732e+10 1.531980 24.718947 22.063991
16 NaN 4.421732e+10 1.531980 26.647598 24.265893
17 NaN 2.060726e+10 0.265487 25.297245 20.046567
18 NaN 2.602559e+10 2.255846 23.816117 20.862434
19 NaN 1.111571e+11 3.282051 26.705834 22.433171
20 NaN 1.295501e+11 0.000000 34.861397 30.298750
21 NaN 9.815786e+10 2.236636 23.915097 20.712334
22 NaN 1.546473e+10 0.000000 34.589948 32.462308
23 NaN 8.966691e+10 0.000000 18.945277 15.238867
24 NaN 4.267079e+10 3.312825 22.736294 19.915337
25 NaN 2.613719e+10 0.000000 22.123553 18.893102
26 NaN 9.134249e+09 1.690331 12.044344 8.881569
27 NaN 9.134249e+09 1.690331 31.422326 29.565209
28 NaN 7.482443e+10 2.793821 21.540580 19.269890
29 NaN 3.607940e+11 2.439768 20.840735 18.495010
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 20.697255 15.410308
12401 NaN 8.488150e+06 0.000000 65.106574 62.707915
12402 NaN 2.231800e+06 0.000000 60.839592 57.815567
12403 NaN 4.904000e+05 0.000000 82.093730 78.878419
12404 2063.74 1.272500e+06 0.000000 84.010199 81.726851
12405 NaN 6.134280e+07 NaN 74.515953 71.668717
12406 NaN 3.416150e+05 NaN 62.616793 59.052931
12407 NaN 3.783500e+06 NaN 63.752435 61.440364
12408 26229.46 1.220901e+07 0.000000 88.614513 85.996408
12409 NaN 5.030700e+01 0.000000 40.721514 34.678716
12410 51921.76 3.264625e+07 0.000000 118.097925 116.547528
12411 NaN 1.669360e+06 0.000000 152.030004 150.080005
12412 37470.24 6.438080e+07 1.980983 38.526642 34.452838
12413 1609.61 2.455890e+06 NaN 91.089810 89.414465
12414 NaN 2.224200e+05 0.000000 61.424811 58.313074
12415 272.78 1.112200e+06 0.000000 149.129882 147.485706
12416 NaN 3.578760e+06 0.000000 73.286528 70.954670
12417 1035414.86 2.963997e+10 4.740299 20.699777 16.859872
12418 NaN 1.591600e+03 0.000000 54.771927 46.883619
12419 NaN 2.717750e+06 0.000000 78.115894 75.481458
12420 NaN 2.538600e+06 0.000000 45.112617 39.809418
12421 41381.79 1.038744e+06 NaN 76.746006 73.875818
12422 29016.36 3.571620e+07 NaN 85.116638 80.995390
12423 NaN 3.877500e+05 0.000000 71.382960 68.970284
12424 NaN 9.909621e+06 0.000000 77.962866 73.479336
12425 10177.35 3.510420e+07 0.000000 67.323625 64.754208
12426 NaN 1.705360e+06 NaN 67.470569 64.441538
12427 NaN 3.367200e+05 NaN 33.865259 28.248901
12428 917.48 8.779120e+05 0.000000 166.546829 165.044740
12429 2077149.33 7.973487e+08 0.606750 37.512020 29.377337
HistBeta PredBeta DataDate
0 0.000827 0.099760 20040917
1 -0.000038 0.074675 20040917
2 -0.017305 0.157802 20040917
3 -0.008589 0.320435 20040917
4 0.014789 0.217470 20040917
5 0.205033 0.449742 20040917
6 0.003875 0.049889 20040917
7 0.019097 0.057721 20040917
8 0.522946 1.020711 20040917
9 -0.055617 0.016000 20040917
10 0.116264 0.605648 20040917
11 0.101843 0.276357 20040917
12 -0.000037 0.059568 20040917
13 0.041557 0.299099 20040917
14 -0.000038 0.055477 20040917
15 0.064143 0.288403 20040917
16 0.171891 0.376803 20040917
17 1.105894 1.145011 20040917
18 0.234146 0.505783 20040917
19 0.073258 0.256625 20040917
20 0.676841 0.837901 20040917
21 0.180159 0.329108 20040917
22 0.288371 0.576839 20040917
23 0.033358 0.306019 20040917
24 0.163427 0.482971 20040917
25 0.073689 0.384149 20040917
26 0.000649 0.157676 20040917
27 0.177733 0.370243 20040917
28 0.364720 0.449996 20040917
29 0.046688 0.284690 20040917
... ... ... ...
12400 -0.000037 0.039853 20040917
12401 0.628875 0.878188 20040917
12402 0.563644 1.007656 20040917
12403 1.069832 1.365092 20040917
12404 0.470325 0.884330 20040917
12405 0.849300 1.208337 20040917
12406 0.871417 1.271663 20040917
12407 0.405299 0.618860 20040917
12408 1.028058 1.296413 20040917
12409 0.793226 1.225055 20040917
12410 0.803043 1.009774 20040917
12411 1.195145 1.525781 20040917
12412 0.002250 0.239077 20040917
12413 0.209785 0.663491 20040917
12414 0.558094 0.866946 20040917
12415 0.994714 1.288425 20040917
12416 0.337475 0.787990 20040917
12417 0.202929 0.273492 20040917
12418 1.320319 1.518412 20040917
12419 0.851341 1.081106 20040917
12420 0.513082 1.031686 20040917
12421 0.925539 1.263403 20040917
12422 1.331544 1.613657 20040917
12423 0.470125 0.686671 20040917
12424 0.907088 1.207540 20040917
12425 0.811360 0.990213 20040917
12426 0.720347 0.905621 20040917
12427 0.753431 1.113124 20040917
12428 0.984477 1.264374 20040917
12429 1.129498 1.289186 20040917
[12430 rows x 92 columns],
'20040920': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.288 0.000 0.0
1 USA0011 -0.390 0.000 0.0
2 USA0031 -0.739 0.000 0.0
3 USA0062 0.169 0.431 0.0
4 USA00E2 -0.775 0.000 0.0
5 USA00F1 -0.428 0.000 0.0
6 USA00G2 -0.426 0.000 0.0
7 USA00H1 0.365 0.000 0.0
8 USA00I1 2.268 0.000 0.0
9 USA00J1 -0.773 0.000 0.0
10 USA00K1 2.377 0.000 0.0
11 USA00P1 -0.342 0.000 0.0
12 USA00R1 -0.710 0.000 0.0
13 USA00S1 -1.756 0.000 0.0
14 USA00V1 -0.331 0.000 0.0
15 USA0131 -0.382 1.000 0.0
16 USA0161 -0.834 1.000 0.0
17 USA01I1 -0.624 0.000 0.0
18 USA01J2 0.226 0.000 0.0
19 USA01L1 0.431 0.000 0.0
20 USA01P1 0.416 0.000 0.0
21 USA01Q1 -0.880 0.000 0.0
22 USA0202 0.282 0.000 0.0
23 USA0231 0.683 0.000 0.0
24 USA0281 0.059 0.000 0.0
25 USA0291 0.673 0.000 0.0
26 USA02A1 0.332 0.000 0.0
27 USA02B1 0.340 0.000 0.0
28 USA02H1 -0.653 0.000 0.0
29 USA02P1 -0.094 0.143 0.0
... ... ... ... ...
12400 USAZY41 -0.785 0.000 0.0
12401 USAZY51 -0.419 0.000 0.0
12402 USAZY61 -0.188 0.000 0.0
12403 USAZY71 0.084 0.000 0.0
12404 USAZYI1 -2.789 0.000 0.0
12405 USAZYJ1 0.061 0.000 0.0
12406 USAZYK1 -0.808 0.000 0.0
12407 USAZYM1 -1.889 0.000 0.0
12408 USAZYR1 -2.699 0.000 0.0
12409 USAZYS1 -0.648 0.000 0.0
12410 USAZYT1 2.727 0.000 0.0
12411 USAZYV1 -0.661 0.000 0.0
12412 USAZYX1 -1.254 0.000 0.0
12413 USAZZ41 -0.897 0.000 0.0
12414 USAZZ51 -0.401 0.000 0.0
12415 USAZZ61 -0.426 0.000 0.0
12416 USAZZ71 -0.377 0.000 0.0
12417 USAZZ81 0.489 0.000 0.0
12418 USAZZ91 -0.035 0.000 0.0
12419 USAZZA1 -0.220 0.000 0.0
12420 USAZZB1 0.932 0.000 0.0
12421 USAZZD1 -0.912 0.000 0.0
12422 USAZZF1 -0.403 0.000 0.0
12423 USAZZI1 -0.948 0.000 0.0
12424 USAZZJ1 2.727 0.000 0.0
12425 USAZZL1 -0.640 0.000 0.0
12426 USAZZP1 -1.257 0.000 0.0
12427 USAZZR1 -0.292 0.000 0.0
12428 USAZZX1 -0.383 0.000 0.0
12429 USAZZY1 1.384 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12400 0.0 0.0 0.0 0.000
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.821 0.000 ... NaN NaN
1 -1.823 0.000 ... NaN NaN
2 -1.854 0.000 ... NaN 1396.0
3 -1.837 0.000 ... NaN NaN
4 -1.795 0.000 ... NaN 1260.0
5 -1.445 0.000 ... NaN 66.0
6 -1.815 0.000 ... NaN NaN
7 -1.788 0.000 ... NaN NaN
8 -0.868 0.000 ... NaN NaN
9 -1.923 0.864 ... NaN 29000.0
10 -1.612 0.000 ... NaN NaN
11 -1.635 0.000 ... NaN NaN
12 -1.823 0.000 ... NaN NaN
13 -1.751 0.000 ... NaN NaN
14 -1.823 0.000 ... NaN NaN
15 -1.699 0.000 ... NaN NaN
16 -1.514 0.000 ... NaN 1240.0
17 0.204 0.000 ... NaN 45651.0
18 -1.394 0.000 ... NaN NaN
19 -1.684 0.000 ... NaN NaN
20 -0.596 0.000 ... NaN NaN
21 -1.493 1.000 ... NaN NaN
22 -1.297 0.000 ... NaN NaN
23 -1.761 0.000 ... NaN 1500.0
24 -1.524 0.000 ... NaN NaN
25 -1.698 0.000 ... NaN NaN
26 -1.821 0.000 ... NaN NaN
27 -1.505 0.000 ... NaN 270.0
28 -1.153 0.000 ... NaN 1161.0
29 -1.735 0.000 ... NaN 4500.0
... ... ... ... ... ...
12400 -1.823 0.000 ... NaN NaN
12401 -0.684 0.000 ... NaN NaN
12402 -0.847 0.000 ... NaN NaN
12403 0.138 0.000 ... NaN NaN
12404 -1.094 0.000 ... NaN 73000.0
12405 -0.255 0.000 ... NaN NaN
12406 -0.214 0.000 ... NaN NaN
12407 -1.057 0.000 ... NaN NaN
12408 0.007 0.000 ... NaN 45925.0
12409 -0.365 0.000 ... NaN NaN
12410 -0.242 0.000 ... NaN 103400.0
12411 0.371 0.000 ... NaN 100.0
12412 -1.832 0.000 ... NaN 8400.0
12413 -1.449 0.000 ... NaN 2000.0
12414 -0.794 0.000 ... NaN NaN
12415 0.002 0.000 ... NaN 18230.0
12416 -1.211 0.000 ... NaN NaN
12417 -1.416 1.000 ... NaN 40000.0
12418 0.601 0.000 ... NaN NaN
12419 -0.255 0.000 ... NaN NaN
12420 -0.885 0.000 ... NaN NaN
12421 -0.104 0.000 ... NaN 8531000.0
12422 0.604 0.000 ... NaN 7517.0
12423 -0.955 1.000 ... NaN NaN
12424 -0.076 0.000 ... NaN 0.0
12425 -0.327 0.000 ... NaN NaN
12426 -0.496 1.000 ... NaN NaN
12427 -0.436 0.000 ... NaN NaN
12428 -0.015 0.000 ... NaN NaN
12429 0.317 0.000 ... NaN 153200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.253180e+10 0.159642 13.976010 9.944460
1 NaN 6.709381e+09 0.000000 16.517195 12.165128
2 NaN 6.658320e+10 2.494603 24.122422 21.474194
3 NaN 3.142940e+10 2.084491 21.207068 19.375641
4 NaN 5.125936e+10 2.515723 25.190876 22.296139
5 NaN 1.858099e+11 0.421112 17.079188 14.389589
6 NaN 1.229760e+10 6.427605 19.644179 13.738875
7 NaN 7.502881e+10 0.000000 20.522054 15.127059
8 NaN 1.474121e+10 0.691244 42.139360 32.967840
9 NaN 4.045208e+10 1.856061 18.326136 14.578945
10 NaN 2.980587e+10 0.000000 40.900398 31.710241
11 NaN 2.502403e+10 1.408097 14.723876 12.084336
12 NaN 7.031021e+09 2.381335 15.523854 11.219714
13 NaN 2.010149e+10 1.267542 23.661921 20.534034
14 NaN 1.289944e+10 1.246883 14.298344 10.193074
15 NaN 4.388859e+10 1.531980 25.031938 22.344830
16 NaN 4.388859e+10 1.531980 27.064437 24.637280
17 NaN 2.042220e+10 0.265487 25.423838 20.332034
18 NaN 2.594353e+10 2.255846 24.118758 21.109853
19 NaN 1.113497e+11 3.282051 26.944431 22.730229
20 NaN 1.304291e+11 0.000000 35.271098 30.646302
21 NaN 9.849886e+10 2.236636 24.286326 21.046769
22 NaN 1.549217e+10 0.000000 34.998941 32.861699
23 NaN 8.989398e+10 0.000000 19.204527 15.493958
24 NaN 4.255076e+10 3.312825 23.044319 20.170390
25 NaN 2.679062e+10 0.000000 22.438200 19.080399
26 NaN 9.039667e+09 1.690331 12.251907 9.003099
27 NaN 9.039667e+09 1.690331 31.654506 29.919097
28 NaN 7.363244e+10 2.793821 21.860126 19.560192
29 NaN 3.606886e+11 2.439768 21.067352 18.728030
... ... ... ... ... ...
12400 NaN 5.056250e+06 NaN 21.085107 15.750532
12401 NaN 8.488150e+06 0.000000 65.592147 63.208470
12402 NaN 2.231800e+06 0.000000 60.839751 57.788561
12403 NaN 4.904000e+05 0.000000 82.430407 79.143279
12404 2633.44 2.290500e+06 0.000000 87.414849 85.290066
12405 NaN 6.134280e+07 NaN 75.801122 72.934019
12406 NaN 3.416150e+05 NaN 63.692084 60.174629
12407 NaN 3.783500e+06 NaN 66.916507 64.352846
12408 19485.78 1.294895e+07 0.000000 90.254652 87.685298
12409 NaN 5.030700e+01 0.000000 41.247307 35.157033
12410 54489.06 2.812600e+07 0.000000 120.981003 119.339349
12411 380.27 1.669360e+06 0.000000 154.399984 152.419722
12412 42418.25 6.490000e+07 1.980983 39.023526 34.902815
12413 1672.45 2.455890e+06 NaN 92.477344 90.869389
12414 NaN 2.224200e+05 0.000000 61.945756 58.801392
12415 236.84 1.112200e+06 0.000000 150.337470 148.689824
12416 NaN 3.578760e+06 0.000000 73.777957 71.424321
12417 1079207.10 2.920609e+10 4.740299 21.741054 18.016067
12418 NaN 1.591600e+03 0.000000 55.453662 47.466485
12419 NaN 2.717750e+06 0.000000 79.695137 77.054483
12420 NaN 2.538600e+06 0.000000 45.611615 40.147924
12421 42335.61 1.038744e+06 NaN 78.420066 75.525995
12422 27951.82 3.628014e+07 NaN 85.966797 81.719246
12423 NaN 3.877500e+05 0.000000 72.941703 70.526812
12424 NaN 9.426241e+06 0.000000 79.590488 74.914245
12425 NaN 3.510420e+07 0.000000 68.213882 65.627480
12426 NaN 1.705360e+06 NaN 69.222750 66.194769
12427 NaN 3.367200e+05 NaN 34.261365 28.597887
12428 NaN 8.779120e+05 0.000000 168.954124 167.359163
12429 2274384.40 7.720262e+08 0.606750 38.573726 29.894266
HistBeta PredBeta DataDate
0 0.000853 0.100201 20040920
1 -0.000021 0.057599 20040920
2 -0.016862 0.134485 20040920
3 -0.007958 0.315959 20040920
4 0.015036 0.200314 20040920
5 0.205256 0.431407 20040920
6 0.004248 0.030978 20040920
7 0.018756 0.050061 20040920
8 0.518700 1.062300 20040920
9 -0.054664 -0.001176 20040920
10 0.114257 0.651731 20040920
11 0.101870 0.262286 20040920
12 -0.000021 0.043387 20040920
13 0.039110 0.234380 20040920
14 -0.000021 0.042163 20040920
15 0.067158 0.271055 20040920
16 0.167820 0.356884 20040920
17 1.100994 1.149684 20040920
18 0.233122 0.491858 20040920
19 0.075457 0.252806 20040920
20 0.666601 0.841893 20040920
21 0.178911 0.297070 20040920
22 0.285608 0.579753 20040920
23 0.033797 0.310016 20040920
24 0.162467 0.473830 20040920
25 0.067730 0.384926 20040920
26 0.000762 0.158229 20040920
27 0.172730 0.394244 20040920
28 0.363844 0.437794 20040920
29 0.047798 0.273304 20040920
... ... ... ...
12400 -0.000021 0.026947 20040920
12401 0.618791 0.862100 20040920
12402 0.530327 0.973565 20040920
12403 1.065184 1.373105 20040920
12404 0.395785 0.716893 20040920
12405 0.852042 1.210139 20040920
12406 0.874151 1.247139 20040920
12407 0.416188 0.585353 20040920
12408 0.994203 1.209359 20040920
12409 0.791997 1.209504 20040920
12410 0.858928 1.160049 20040920
12411 1.192109 1.523705 20040920
12412 -0.004748 0.206141 20040920
12413 0.203029 0.579847 20040920
12414 0.559084 0.875202 20040920
12415 0.991666 1.274428 20040920
12416 0.332624 0.775856 20040920
12417 0.220855 0.296107 20040920
12418 1.316711 1.504462 20040920
12419 0.851958 1.092216 20040920
12420 0.509594 1.044530 20040920
12421 0.933967 1.259254 20040920
12422 1.318481 1.608963 20040920
12423 0.471596 0.670237 20040920
12424 0.949102 1.290308 20040920
12425 0.812677 1.011970 20040920
12426 0.720881 0.890638 20040920
12427 0.753563 1.108072 20040920
12428 0.982302 1.326892 20040920
12429 1.162486 1.342198 20040920
[12430 rows x 92 columns],
'20040921': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.346 0.000 0.0
1 USA0011 -0.362 0.000 0.0
2 USA0031 -0.266 0.000 0.0
3 USA0062 -0.389 0.431 0.0
4 USA00E2 -0.287 0.000 0.0
5 USA00F1 0.740 0.000 0.0
6 USA00G2 0.148 0.000 0.0
7 USA00H1 -0.292 0.000 0.0
8 USA00I1 -0.189 0.000 0.0
9 USA00J1 -0.419 0.000 0.0
10 USA00K1 -1.146 0.000 0.0
11 USA00P1 -0.079 0.000 0.0
12 USA00R1 -0.089 0.000 0.0
13 USA00S1 -0.451 0.000 0.0
14 USA00V1 0.050 0.000 0.0
15 USA0131 -0.369 1.000 0.0
16 USA0161 1.156 1.000 0.0
17 USA01I1 0.369 0.000 0.0
18 USA01J2 -0.017 0.000 0.0
19 USA01L1 1.251 0.000 0.0
20 USA01P1 0.481 0.000 0.0
21 USA01Q1 1.796 0.000 0.0
22 USA0202 0.277 0.000 0.0
23 USA0231 -0.352 0.000 0.0
24 USA0281 -0.487 0.000 0.0
25 USA0291 -0.518 0.000 0.0
26 USA02A1 -0.077 0.000 0.0
27 USA02B1 -2.199 0.000 0.0
28 USA02H1 0.311 0.000 0.0
29 USA02P1 -0.277 0.143 0.0
... ... ... ... ...
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12403 USAZY51 0.197 0.000 0.0
12404 USAZY61 0.550 0.000 0.0
12405 USAZY71 0.786 0.000 0.0
12406 USAZYI1 -2.816 0.000 0.0
12407 USAZYJ1 1.418 0.000 0.0
12408 USAZYK1 0.106 0.000 0.0
12409 USAZYM1 2.052 0.000 0.0
12410 USAZYR1 -2.816 0.000 0.0
12411 USAZYS1 -0.139 0.000 0.0
12412 USAZYT1 0.239 0.000 0.0
12413 USAZYV1 0.232 0.000 0.0
12414 USAZYX1 -0.018 0.000 0.0
12415 USAZZ41 -2.816 0.000 0.0
12416 USAZZ51 -0.071 0.000 0.0
12417 USAZZ61 0.047 0.000 0.0
12418 USAZZ71 -0.272 0.000 0.0
12419 USAZZ81 -1.581 0.000 0.0
12420 USAZZ91 1.862 0.000 0.0
12421 USAZZA1 0.111 0.000 0.0
12422 USAZZB1 0.067 0.000 0.0
12423 USAZZD1 0.320 0.000 0.0
12424 USAZZF1 1.032 0.000 0.0
12425 USAZZI1 -0.414 0.000 0.0
12426 USAZZJ1 -1.577 0.000 0.0
12427 USAZZL1 -1.449 0.000 0.0
12428 USAZZP1 -0.322 0.000 0.0
12429 USAZZR1 0.162 0.000 0.0
12430 USAZZX1 -2.816 0.000 0.0
12431 USAZZY1 1.228 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12402 0.0 0.0 0.0 0.000
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12405 0.0 0.0 0.0 0.000
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12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.826 0.000 ... NaN NaN
1 -1.827 0.000 ... NaN NaN
2 -1.859 0.000 ... NaN 1396.0
3 -1.845 0.000 ... NaN NaN
4 -1.800 0.000 ... NaN 1260.0
5 -1.479 0.000 ... NaN 3540.0
6 -1.820 0.000 ... NaN 6672.0
7 -1.793 0.000 ... NaN NaN
8 -0.876 0.000 ... NaN NaN
9 -1.929 0.864 ... NaN 29000.0
10 -1.616 0.000 ... NaN NaN
11 -1.643 0.000 ... NaN NaN
12 -1.827 0.000 ... NaN NaN
13 -1.758 0.000 ... NaN NaN
14 -1.827 0.000 ... NaN NaN
15 -1.710 0.000 ... NaN NaN
16 -1.573 0.000 ... NaN 900.0
17 0.196 0.000 ... NaN 45651.0
18 -1.399 0.000 ... NaN NaN
19 -1.694 0.000 ... NaN NaN
20 -0.606 0.000 ... NaN NaN
21 -1.683 1.000 ... NaN 2450.0
22 -1.301 0.000 ... NaN NaN
23 -1.767 0.000 ... NaN 1500.0
24 -1.530 0.000 ... NaN NaN
25 -1.700 0.000 ... NaN NaN
26 -1.826 0.000 ... NaN 1590.0
27 -1.452 0.000 ... NaN 50.0
28 -1.163 0.000 ... NaN 1161.0
29 -1.742 0.000 ... NaN 4500.0
... ... ... ... ... ...
12402 -1.827 0.000 ... NaN NaN
12403 -0.693 0.000 ... NaN NaN
12404 -0.845 0.000 ... NaN NaN
12405 0.134 0.000 ... NaN NaN
12406 -1.039 0.000 ... NaN 174329.0
12407 -0.260 0.000 ... NaN NaN
12408 -0.216 0.000 ... NaN NaN
12409 -1.170 0.000 ... NaN 10000.0
12410 0.079 0.000 ... NaN 101843.0
12411 -0.367 0.000 ... NaN NaN
12412 -0.253 0.000 ... NaN 53283.0
12413 0.368 0.000 ... NaN NaN
12414 -1.839 0.000 ... NaN NaN
12415 -1.328 0.000 ... NaN 11900.0
12416 -0.798 0.000 ... NaN NaN
12417 0.001 0.000 ... NaN 30666.0
12418 -1.206 0.000 ... NaN NaN
12419 -1.384 1.000 ... NaN 38900.0
12420 0.602 0.000 ... NaN NaN
12421 -0.263 0.000 ... NaN NaN
12422 -0.891 0.000 ... NaN NaN
12423 -0.102 0.000 ... NaN 3975146.0
12424 0.586 0.000 ... NaN 6685.0
12425 -0.963 1.000 ... NaN NaN
12426 0.376 0.000 ... NaN 0.0
12427 -0.309 0.000 ... NaN 4200.0
12428 -0.498 1.000 ... NaN 10000.0
12429 -0.442 0.000 ... NaN NaN
12430 0.135 0.000 ... NaN 31500.0
12431 0.340 0.000 ... NaN 51100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.237136e+10 0.159642 14.117556 9.943600
1 NaN 6.785841e+09 0.000000 16.691107 12.169911
2 NaN 6.728671e+10 2.494603 24.193521 21.472728
3 NaN 3.107713e+10 2.084491 21.247138 19.357847
4 NaN 5.131270e+10 2.515723 25.201171 22.229417
5 NaN 1.850275e+11 0.421112 17.419469 14.685794
6 NaN 1.214676e+10 6.427605 19.877384 13.757914
7 NaN 7.588406e+10 0.000000 20.726903 15.118189
8 NaN 1.481262e+10 0.691244 42.175794 32.985443
9 NaN 3.992130e+10 1.856061 18.493769 14.529582
10 NaN 2.987365e+10 0.000000 41.076246 31.749965
11 NaN 2.521298e+10 1.408097 14.876724 12.090561
12 NaN 7.019974e+09 2.381335 15.687762 11.221347
13 NaN 2.055448e+10 1.267542 23.760385 20.553240
14 NaN 1.312233e+10 1.246883 14.476045 10.219828
15 NaN 4.385652e+10 1.531980 25.002693 22.347765
16 NaN 4.385652e+10 1.531980 27.274349 24.826814
17 NaN 2.044372e+10 0.265487 25.234975 20.403743
18 NaN 2.609739e+10 2.255846 24.090475 21.057689
19 NaN 1.145385e+11 3.282051 27.453597 22.998806
20 NaN 1.328633e+11 0.000000 35.324751 30.692245
21 NaN 9.920521e+10 2.236636 28.332580 25.451300
22 NaN 1.576661e+10 0.000000 34.989269 32.858486
23 NaN 9.029766e+10 0.000000 19.280334 15.495014
24 NaN 4.260078e+10 3.312825 23.103587 20.163386
25 NaN 2.654861e+10 0.000000 22.531901 19.149587
26 NaN 9.076927e+09 1.690331 12.349768 9.006613
27 NaN 9.076927e+09 1.690331 32.180764 30.261114
28 NaN 7.331263e+10 2.793821 21.942193 19.555259
29 NaN 3.633244e+11 2.439768 21.131577 18.725906
... ... ... ... ... ...
12402 NaN 5.056250e+06 NaN 21.296936 15.783454
12403 NaN 8.488150e+06 0.000000 66.333585 63.986250
12404 NaN 2.231800e+06 0.000000 61.819681 58.808900
12405 NaN 4.904000e+05 0.000000 82.592723 79.306450
12406 4098.55 2.545000e+06 0.000000 86.865950 84.655237
12407 NaN 6.134280e+07 NaN 77.257089 74.404478
12408 NaN 3.416150e+05 NaN 63.835287 60.447711
12409 272.73 1.513400e+06 NaN 67.170175 64.713712
12410 20359.17 1.405886e+07 0.000000 91.090085 88.518569
12411 NaN 5.030700e+01 0.000000 41.111828 35.112988
12412 53368.58 2.812600e+07 0.000000 121.307521 119.760915
12413 NaN 1.669360e+06 0.000000 155.131504 153.200866
12414 NaN 6.490000e+07 1.980983 39.192214 34.913089
12415 1639.70 2.767200e+06 NaN 94.341685 92.610759
12416 NaN 2.224200e+05 0.000000 61.417601 58.243514
12417 228.86 1.112200e+06 0.000000 150.283034 148.669221
12418 NaN 3.578760e+06 0.000000 73.485000 71.079686
12419 1086691.71 2.963479e+10 4.740299 21.758185 17.823554
12420 NaN 1.591600e+03 0.000000 55.898722 47.747519
12421 NaN 2.717750e+06 0.000000 79.606509 76.989389
12422 NaN 2.538600e+06 0.000000 45.281440 39.796641
12423 40772.64 1.038744e+06 NaN 78.627513 75.758942
12424 27264.70 3.609216e+07 NaN 86.528006 82.387773
12425 NaN 3.877500e+05 0.000000 72.302437 69.809750
12426 NaN 1.329442e+07 0.000000 98.024982 93.927993
12427 9873.49 3.596040e+07 0.000000 68.330403 65.730525
12428 80.63 1.705360e+06 NaN 69.360215 66.323260
12429 NaN 3.367200e+05 NaN 34.094473 28.514436
12430 929.75 1.316868e+06 0.000000 173.631246 172.016434
12431 2288530.86 7.862315e+08 0.606750 38.957708 30.066406
HistBeta PredBeta DataDate
0 0.000811 0.088763 20040921
1 -0.000041 0.052575 20040921
2 -0.017117 0.129210 20040921
3 -0.009451 0.298104 20040921
4 0.014589 0.199445 20040921
5 0.189286 0.437817 20040921
6 0.003815 0.032378 20040921
7 0.018804 0.033612 20040921
8 0.516295 1.026153 20040921
9 -0.054900 -0.002311 20040921
10 0.114851 0.597945 20040921
11 0.100217 0.252247 20040921
12 -0.000041 0.044758 20040921
13 0.037581 0.224548 20040921
14 -0.000041 0.042882 20040921
15 0.063507 0.308112 20040921
16 0.138057 0.356686 20040921
17 1.097955 1.160775 20040921
18 0.232499 0.477601 20040921
19 0.072188 0.273242 20040921
20 0.662830 0.837469 20040921
21 0.078144 0.271180 20040921
22 0.285612 0.572109 20040921
23 0.032797 0.293580 20040921
24 0.161377 0.461644 20040921
25 0.069169 0.363405 20040921
26 0.000623 0.150747 20040921
27 0.203684 0.379099 20040921
28 0.360624 0.444733 20040921
29 0.046204 0.261619 20040921
... ... ... ...
12402 -0.000041 0.039603 20040921
12403 0.615913 0.848030 20040921
12404 0.533032 0.984594 20040921
12405 1.064365 1.389317 20040921
12406 0.428085 0.747159 20040921
12407 0.850526 1.233563 20040921
12408 0.874584 1.247255 20040921
12409 0.356826 0.605281 20040921
12410 1.034473 1.181726 20040921
12411 0.792544 1.206862 20040921
12412 0.854726 1.112396 20040921
12413 1.191491 1.533357 20040921
12414 -0.006168 0.208818 20040921
12415 0.270991 0.595002 20040921
12416 0.558458 0.881384 20040921
12417 0.992498 1.275557 20040921
12418 0.337013 0.776673 20040921
12419 0.240596 0.275198 20040921
12420 1.318807 1.552818 20040921
12421 0.849138 1.095026 20040921
12422 0.508384 1.035048 20040921
12423 0.936602 1.281745 20040921
12424 1.309692 1.625065 20040921
12425 0.469297 0.668163 20040921
12426 1.196134 1.479501 20040921
12427 0.823855 1.001221 20040921
12428 0.721540 0.904834 20040921
12429 0.751993 1.110095 20040921
12430 1.064875 1.354673 20040921
12431 1.176163 1.366212 20040921
[12432 rows x 92 columns],
'20040922': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.261 0.000 0.0
1 USA0011 0.188 0.000 0.0
2 USA0031 -0.393 0.000 0.0
3 USA0062 0.378 0.431 0.0
4 USA00E2 -0.259 0.000 0.0
5 USA00F1 -0.259 0.000 0.0
6 USA00G2 -0.047 0.000 0.0
7 USA00H1 -0.428 0.000 0.0
8 USA00I1 -0.412 0.000 0.0
9 USA00J1 -0.233 0.000 0.0
10 USA00K1 -0.113 0.000 0.0
11 USA00P1 0.008 0.000 0.0
12 USA00R1 -0.134 0.000 0.0
13 USA00S1 -0.205 0.000 0.0
14 USA00V1 -0.111 0.000 0.0
15 USA0131 0.185 1.000 0.0
16 USA0161 0.474 1.000 0.0
17 USA01I1 -0.877 0.000 0.0
18 USA01J2 0.248 0.000 0.0
19 USA01L1 0.564 0.000 0.0
20 USA01P1 -0.430 0.000 0.0
21 USA01Q1 0.793 0.000 0.0
22 USA0202 0.331 0.000 0.0
23 USA0231 1.381 0.000 0.0
24 USA0281 0.478 0.000 0.0
25 USA0291 0.574 0.000 0.0
26 USA02A1 0.269 0.000 0.0
27 USA02B1 2.608 0.000 0.0
28 USA02H1 -0.592 0.000 0.0
29 USA02P1 -0.179 0.143 0.0
... ... ... ... ...
12403 USAZY41 -0.598 0.000 0.0
12404 USAZY51 -0.360 0.000 0.0
12405 USAZY61 -0.391 0.000 0.0
12406 USAZY71 -1.165 0.000 0.0
12407 USAZYI1 -2.535 0.000 0.0
12408 USAZYJ1 -1.096 0.000 0.0
12409 USAZYK1 -1.330 0.000 0.0
12410 USAZYM1 -0.704 0.000 0.0
12411 USAZYR1 -2.742 0.000 0.0
12412 USAZYS1 -0.801 0.000 0.0
12413 USAZYT1 -2.742 0.000 0.0
12414 USAZYV1 -1.391 0.000 0.0
12415 USAZYX1 0.177 0.000 0.0
12416 USAZZ41 -0.892 0.000 0.0
12417 USAZZ51 -0.719 0.000 0.0
12418 USAZZ61 -0.984 0.000 0.0
12419 USAZZ71 -0.517 0.000 0.0
12420 USAZZ81 0.190 0.000 0.0
12421 USAZZ91 -1.103 0.000 0.0
12422 USAZZA1 -0.817 0.000 0.0
12423 USAZZB1 0.075 0.000 0.0
12424 USAZZD1 -1.099 0.000 0.0
12425 USAZZF1 0.074 0.000 0.0
12426 USAZZI1 -0.674 0.000 0.0
12427 USAZZJ1 2.750 0.000 0.0
12428 USAZZL1 2.750 0.000 0.0
12429 USAZZP1 -2.742 0.000 0.0
12430 USAZZR1 -0.785 0.000 0.0
12431 USAZZX1 -1.239 0.000 0.0
12432 USAZZY1 0.926 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.828 0.000 ... NaN NaN
1 -1.830 0.000 ... NaN NaN
2 -1.858 0.000 ... NaN 1396.0
3 -1.838 0.000 ... NaN NaN
4 -1.805 0.000 ... NaN 1260.0
5 -1.489 0.000 ... NaN 177.0
6 -1.822 0.000 ... NaN NaN
7 -1.797 0.000 ... NaN NaN
8 -0.912 0.000 ... NaN NaN
9 -1.925 0.864 ... NaN 29000.0
10 -1.631 0.000 ... NaN NaN
11 -1.647 0.000 ... NaN NaN
12 -1.830 0.000 ... NaN NaN
13 -1.758 0.000 ... NaN NaN
14 -1.830 0.000 ... NaN NaN
15 -1.704 0.000 ... NaN NaN
16 -1.566 0.000 ... NaN 100.0
17 0.140 0.000 ... NaN 45651.0
18 -1.416 0.000 ... NaN NaN
19 -1.692 0.000 ... NaN NaN
20 -0.650 0.000 ... NaN NaN
21 -1.636 1.000 ... NaN 270.0
22 -1.313 0.000 ... NaN NaN
23 -1.690 0.000 ... NaN 1350.0
24 -1.541 0.000 ... NaN NaN
25 -1.711 0.000 ... NaN NaN
26 -1.828 0.000 ... NaN NaN
27 -1.338 0.000 ... NaN 3800.0
28 -1.169 0.000 ... NaN 1161.0
29 -1.742 0.000 ... NaN 4500.0
... ... ... ... ... ...
12403 -1.830 0.000 ... NaN NaN
12404 -0.696 0.000 ... NaN NaN
12405 -0.856 0.000 ... NaN NaN
12406 0.110 0.000 ... NaN NaN
12407 -1.305 0.000 ... NaN 62200.0
12408 -0.253 0.000 ... NaN NaN
12409 -0.218 0.000 ... NaN NaN
12410 -1.173 0.000 ... NaN NaN
12411 -0.365 0.000 ... NaN 450229.0
12412 -0.375 0.000 ... NaN NaN
12413 -0.434 0.000 ... NaN 1280.0
12414 0.345 0.000 ... NaN 5000.0
12415 -1.822 0.000 ... NaN 200.0
12416 -1.333 0.000 ... NaN NaN
12417 -0.797 0.000 ... NaN NaN
12418 -0.029 0.000 ... NaN 21100.0
12419 -1.214 0.000 ... NaN NaN
12420 -1.367 1.000 ... NaN 50800.0
12421 0.590 0.000 ... NaN NaN
12422 -0.267 0.000 ... NaN NaN
12423 -0.884 0.000 ... NaN NaN
12424 -0.123 0.000 ... NaN 4668247.0
12425 0.578 0.000 ... NaN 17900.0
12426 -0.974 1.000 ... NaN NaN
12427 0.562 0.000 ... NaN 0.0
12428 -0.125 0.000 ... NaN 1500.0
12429 -0.717 1.000 ... NaN 5000.0
12430 -0.445 0.000 ... NaN NaN
12431 0.126 0.000 ... NaN NaN
12432 0.299 0.000 ... NaN 104000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.084717e+10 0.159642 14.244971 10.199462
1 NaN 6.613806e+09 0.000000 16.755503 12.412544
2 NaN 6.567646e+10 2.494603 24.556822 21.921028
3 NaN 3.051006e+10 2.084491 21.533314 19.677508
4 NaN 5.077930e+10 2.515723 25.515259 22.654968
5 NaN 1.823671e+11 0.421112 17.672551 14.982359
6 NaN 1.180538e+10 6.427605 19.926760 14.012923
7 NaN 7.460119e+10 0.000000 20.897812 15.484749
8 NaN 1.442173e+10 0.691244 42.581672 33.683373
9 NaN 3.976850e+10 1.856061 18.596189 14.856927
10 NaN 2.899252e+10 0.000000 41.292373 32.387861
11 NaN 2.481147e+10 1.408097 15.058271 12.298040
12 NaN 7.055323e+09 2.381335 15.759433 11.441435
13 NaN 2.031383e+10 1.267542 23.950865 20.945215
14 NaN 1.280573e+10 1.246883 14.533634 10.418240
15 NaN 4.303872e+10 1.531980 25.299707 22.726835
16 NaN 4.303872e+10 1.531980 27.639651 25.292052
17 NaN 2.025865e+10 0.265487 25.863444 20.917229
18 NaN 2.576574e+10 2.255846 24.355917 21.401843
19 NaN 1.137252e+11 3.282051 27.662128 23.453864
20 NaN 1.281978e+11 0.000000 35.888204 31.396512
21 NaN 9.845015e+10 2.236636 28.856531 25.980214
22 NaN 1.564311e+10 0.000000 35.542223 33.442577
23 NaN 8.848111e+10 0.000000 19.892018 16.116738
24 NaN 4.219067e+10 3.312825 23.478639 20.537276
25 NaN 2.637920e+10 0.000000 22.755405 19.501407
26 NaN 9.223098e+09 1.690331 12.481115 9.181967
27 NaN 9.223098e+09 1.690331 33.192841 31.234835
28 NaN 6.850588e+10 2.793821 22.388982 20.021752
29 NaN 3.577364e+11 2.439768 21.471594 19.131599
... ... ... ... ... ...
12403 NaN 5.056250e+06 NaN 21.564668 16.231197
12404 NaN 8.488150e+06 0.000000 68.451448 66.191590
12405 NaN 2.231800e+06 0.000000 63.630876 60.729200
12406 NaN 4.904000e+05 0.000000 85.149564 81.942583
12407 4756.59 3.181250e+06 0.000000 88.981050 86.995789
12408 NaN 6.134280e+07 NaN 79.800033 77.048381
12409 NaN 3.416150e+05 NaN 66.060741 62.695168
12410 NaN 1.513400e+06 NaN 66.877250 64.462420
12411 26256.35 1.738859e+07 0.000000 99.792695 97.757669
12412 NaN 5.030700e+01 0.000000 41.928588 35.941514
12413 52246.74 3.113950e+07 0.000000 124.411294 122.905616
12414 358.44 1.669360e+06 0.000000 158.265148 156.341334
12415 40391.57 6.484808e+07 1.980983 39.604549 35.561074
12416 NaN 2.767200e+06 NaN 96.564894 94.982066
12417 NaN 2.224200e+05 0.000000 63.133208 60.025154
12418 227.26 1.112200e+06 0.000000 153.349145 151.740018
12419 NaN 3.578760e+06 0.000000 76.125924 73.838841
12420 1116746.95 2.948827e+10 4.740299 22.795818 19.207740
12421 NaN 1.591600e+03 0.000000 56.853380 48.857655
12422 NaN 2.717750e+06 0.000000 81.197456 78.577437
12423 NaN 2.538600e+06 0.000000 46.303467 40.920582
12424 38668.99 1.038744e+06 NaN 80.930288 78.103169
12425 28209.48 3.571620e+07 NaN 87.899452 83.716110
12426 NaN 3.877500e+05 0.000000 73.100858 70.645551
12427 NaN 1.232776e+07 0.000000 100.668533 96.262505
12428 7647.35 3.296370e+07 0.000000 70.862335 67.909462
12429 97.29 2.131700e+06 NaN 70.199070 67.229542
12430 NaN 3.367200e+05 NaN 34.863107 29.250813
12431 NaN 1.316868e+06 0.000000 177.040104 175.522860
12432 2234561.81 7.812906e+08 0.606750 39.648021 30.626224
HistBeta PredBeta DataDate
0 0.000852 0.095926 20040922
1 0.000006 0.066927 20040922
2 -0.014987 0.135151 20040922
3 -0.004220 0.310819 20040922
4 0.013703 0.207929 20040922
5 0.184832 0.424807 20040922
6 0.004458 0.042321 20040922
7 0.017827 0.039935 20040922
8 0.496933 0.998617 20040922
9 -0.051351 0.008632 20040922
10 0.107585 0.595371 20040922
11 0.099210 0.256850 20040922
12 0.000006 0.052835 20040922
13 0.039158 0.240211 20040922
14 0.000006 0.049655 20040922
15 0.068010 0.321457 20040922
16 0.142955 0.366678 20040922
17 1.066573 1.115481 20040922
18 0.223947 0.472018 20040922
19 0.074641 0.273657 20040922
20 0.638656 0.803843 20040922
21 0.105159 0.342745 20040922
22 0.279939 0.573572 20040922
23 0.075892 0.332243 20040922
24 0.156491 0.462994 20040922
25 0.064353 0.371996 20040922
26 0.000880 0.162938 20040922
27 0.266331 0.515880 20040922
28 0.357914 0.441565 20040922
29 0.047599 0.268089 20040922
... ... ... ...
12403 0.000006 0.036089 20040922
12404 0.614125 0.831048 20040922
12405 0.527433 0.952622 20040922
12406 1.050123 1.340042 20040922
12407 0.284396 0.642027 20040922
12408 0.853603 1.183126 20040922
12409 0.872815 1.212549 20040922
12410 0.355550 0.649193 20040922
12411 0.793400 0.957197 20040922
12412 0.787668 1.181706 20040922
12413 0.755719 0.967289 20040922
12414 1.177748 1.483024 20040922
12415 0.004415 0.219851 20040922
12416 0.269267 0.584831 20040922
12417 0.559124 0.869833 20040922
12418 0.975118 1.242103 20040922
12419 0.333395 0.763580 20040922
12420 0.250871 0.310710 20040922
12421 1.310137 1.491044 20040922
12422 0.846376 1.075369 20040922
12423 0.512069 1.030622 20040922
12424 0.924119 1.241066 20040922
12425 1.304013 1.604262 20040922
12426 0.463720 0.668180 20040922
12427 1.294976 1.555616 20040922
12428 0.923365 1.150612 20040922
12429 0.602851 0.766101 20040922
12430 0.750010 1.089612 20040922
12431 1.058865 1.269713 20040922
12432 1.152783 1.342356 20040922
[12433 rows x 92 columns],
'20040923': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.899 0.000 0.0
1 USA0011 -0.740 0.000 0.0
2 USA0031 -0.737 0.000 0.0
3 USA0062 -0.689 0.431 0.0
4 USA00E2 -0.808 0.000 0.0
5 USA00F1 0.869 0.000 0.0
6 USA00G2 -0.436 0.000 0.0
7 USA00H1 -0.595 0.000 0.0
8 USA00I1 -0.016 0.000 0.0
9 USA00J1 -0.185 0.000 0.0
10 USA00K1 0.039 0.000 0.0
11 USA00P1 -0.340 0.000 0.0
12 USA00R1 -0.641 0.000 0.0
13 USA00S1 -0.086 0.000 0.0
14 USA00V1 -0.431 0.000 0.0
15 USA0131 -0.971 1.000 0.0
16 USA0161 0.635 1.000 0.0
17 USA01I1 -0.306 0.000 0.0
18 USA01J2 -0.967 0.000 0.0
19 USA01L1 -0.675 0.000 0.0
20 USA01P1 -0.148 0.000 0.0
21 USA01Q1 -0.164 0.000 0.0
22 USA0202 -0.012 0.000 0.0
23 USA0231 -0.387 0.000 0.0
24 USA0281 -0.841 0.000 0.0
25 USA0291 -0.158 0.000 0.0
26 USA02A1 -0.212 0.000 0.0
27 USA02B1 0.067 0.000 0.0
28 USA02H1 -1.052 0.000 0.0
29 USA02P1 -1.559 0.143 0.0
... ... ... ... ...
12406 USAZY41 0.030 0.000 0.0
12407 USAZY51 0.155 0.000 0.0
12408 USAZY61 0.301 0.000 0.0
12409 USAZY71 0.789 0.000 0.0
12410 USAZYI1 -2.270 0.000 0.0
12411 USAZYJ1 0.247 0.000 0.0
12412 USAZYK1 -0.565 0.000 0.0
12413 USAZYM1 0.612 0.000 0.0
12414 USAZYR1 2.847 0.000 0.0
12415 USAZYS1 0.418 0.000 0.0
12416 USAZYT1 2.847 0.000 0.0
12417 USAZYV1 0.415 0.000 0.0
12418 USAZYX1 1.528 0.000 0.0
12419 USAZZ41 -0.003 0.000 0.0
12420 USAZZ51 0.485 0.000 0.0
12421 USAZZ61 0.763 0.000 0.0
12422 USAZZ71 0.523 0.000 0.0
12423 USAZZ81 -0.777 0.000 0.0
12424 USAZZ91 0.181 0.000 0.0
12425 USAZZA1 0.753 0.000 0.0
12426 USAZZB1 0.667 0.000 0.0
12427 USAZZD1 -0.206 0.000 0.0
12428 USAZZF1 -0.090 0.000 0.0
12429 USAZZI1 0.550 0.000 0.0
12430 USAZZJ1 -1.036 0.000 0.0
12431 USAZZL1 -2.832 0.000 0.0
12432 USAZZP1 -2.082 0.000 0.0
12433 USAZZR1 0.428 0.000 0.0
12434 USAZZX1 0.892 0.000 0.0
12435 USAZZY1 -0.235 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.842 0.000 ... NaN NaN
1 -1.844 0.000 ... NaN NaN
2 -1.871 0.000 ... NaN 1396.0
3 -1.849 0.000 ... NaN NaN
4 -1.817 0.000 ... NaN 1260.0
5 -1.469 0.000 ... NaN 1075.0
6 -1.835 0.000 ... NaN NaN
7 -1.811 0.000 ... NaN NaN
8 -0.922 0.000 ... NaN NaN
9 -1.938 0.864 ... NaN 29000.0
10 -1.645 0.000 ... NaN NaN
11 -1.663 0.000 ... NaN NaN
12 -1.844 0.000 ... NaN NaN
13 -1.772 0.000 ... NaN NaN
14 -1.844 0.000 ... NaN NaN
15 -1.713 0.000 ... NaN NaN
16 -1.549 0.000 ... NaN 110.0
17 0.133 0.000 ... NaN 45651.0
18 -1.428 0.000 ... NaN NaN
19 -1.702 0.000 ... NaN NaN
20 -0.660 0.000 ... NaN NaN
21 -1.650 1.000 ... NaN NaN
22 -1.324 0.000 ... NaN NaN
23 -1.703 0.000 ... NaN 1350.0
24 -1.555 0.000 ... NaN NaN
25 -1.727 0.000 ... NaN NaN
26 -1.842 0.000 ... NaN NaN
27 -1.349 0.000 ... NaN NaN
28 -1.186 0.000 ... NaN 1161.0
29 -1.759 0.000 ... NaN 4500.0
... ... ... ... ... ...
12406 -1.844 0.000 ... NaN NaN
12407 -0.699 0.000 ... NaN NaN
12408 -0.870 0.000 ... NaN 1500.0
12409 0.106 0.000 ... NaN NaN
12410 -1.336 0.000 ... NaN 81750.0
12411 -0.252 0.000 ... NaN NaN
12412 -0.219 0.000 ... NaN NaN
12413 -1.168 0.000 ... NaN NaN
12414 -0.322 0.000 ... NaN 315189.0
12415 -0.379 0.000 ... NaN NaN
12416 -0.352 0.000 ... NaN 222180.0
12417 0.335 0.000 ... NaN NaN
12418 -1.811 0.000 ... NaN 3200.0
12419 -1.345 0.000 ... NaN 55000.0
12420 -0.800 0.000 ... NaN NaN
12421 -0.041 0.000 ... NaN 4565.0
12422 -1.219 0.000 ... NaN NaN
12423 -1.401 1.000 ... NaN 24300.0
12424 0.584 0.000 ... NaN NaN
12425 -0.269 0.000 ... NaN NaN
12426 -0.890 0.000 ... NaN NaN
12427 -0.127 0.000 ... NaN 6664483.0
12428 0.565 0.000 ... NaN 2942.0
12429 -0.968 1.000 ... NaN NaN
12430 0.553 0.000 ... NaN 0.0
12431 -0.155 0.000 ... NaN 400.0
12432 -0.777 1.000 ... NaN 10000.0
12433 -0.449 0.000 ... NaN NaN
12434 0.113 0.000 ... NaN NaN
12435 0.298 0.000 ... NaN 119000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.042602e+10 0.159642 14.346736 10.348278
1 NaN 6.543717e+09 0.000000 16.883748 12.557836
2 NaN 6.623927e+10 2.494603 24.650588 22.040273
3 NaN 3.050147e+10 2.084491 21.646155 19.813060
4 NaN 5.019256e+10 2.515723 25.563682 22.804805
5 NaN 1.806717e+11 0.421112 17.815839 15.067098
6 NaN 1.185302e+10 6.427605 19.882423 14.089757
7 NaN 7.460119e+10 0.000000 20.892181 15.547534
8 NaN 1.451569e+10 0.691244 42.505191 33.760380
9 NaN 4.009823e+10 1.856061 18.579201 14.863434
10 NaN 2.907724e+10 0.000000 41.201302 32.459894
11 NaN 2.452214e+10 1.408097 14.994592 12.309576
12 NaN 6.979103e+09 2.381335 15.769049 11.550685
13 NaN 2.030911e+10 1.267542 23.965433 20.975397
14 NaN 1.281839e+10 1.246883 14.524415 10.481008
15 NaN 4.249352e+10 1.531980 25.464905 22.876583
16 NaN 4.249352e+10 1.531980 27.732499 25.365702
17 NaN 1.988420e+10 0.265487 25.874918 20.963145
18 NaN 2.547171e+10 2.255846 24.485514 21.609193
19 NaN 1.119703e+11 3.282051 27.713677 23.550872
20 NaN 1.273865e+11 0.000000 35.931301 31.469361
21 NaN 9.747587e+10 2.236636 28.912202 26.039452
22 NaN 1.571172e+10 0.000000 35.469122 33.393794
23 NaN 8.805220e+10 0.000000 19.770915 16.168431
24 NaN 4.172055e+10 3.312825 23.613272 20.725949
25 NaN 2.674222e+10 0.000000 22.668772 19.434493
26 NaN 9.165776e+09 1.690331 12.424997 9.195335
27 NaN 9.165776e+09 1.690331 32.954014 31.251985
28 NaN 6.507526e+10 2.793821 22.631589 20.254845
29 NaN 3.523593e+11 2.439768 21.870111 19.499506
... ... ... ... ... ...
12406 NaN 5.056250e+06 NaN 21.443650 16.239309
12407 NaN 8.488150e+06 0.000000 68.073581 65.870593
12408 449.55 2.231800e+06 0.000000 64.032685 61.238294
12409 NaN 4.904000e+05 0.000000 85.451952 82.302132
12410 5756.14 3.563000e+06 0.000000 89.884354 87.970382
12411 NaN 6.134280e+07 NaN 81.117529 78.463751
12412 NaN 3.416150e+05 NaN 66.630351 63.179610
12413 NaN 1.513400e+06 NaN 66.257981 63.825314
12414 30134.08 1.590871e+07 0.000000 100.868211 98.812037
12415 NaN 5.030700e+01 0.000000 41.744005 35.804703
12416 52483.85 2.611700e+07 0.000000 126.403670 124.843034
12417 NaN 1.669360e+06 0.000000 158.815659 156.895355
12418 42318.14 6.365392e+07 1.980983 39.782374 35.765262
12419 1688.80 2.767200e+06 NaN 96.372451 94.829416
12420 NaN 2.224200e+05 0.000000 62.569563 59.481228
12421 217.75 1.112200e+06 0.000000 153.854339 152.276379
12422 NaN 3.578760e+06 0.000000 75.570457 73.255960
12423 1068363.90 3.005726e+10 4.740299 21.757800 17.932092
12424 NaN 1.591600e+03 0.000000 56.743478 48.882281
12425 NaN 2.717750e+06 0.000000 80.860354 78.264079
12426 NaN 2.538600e+06 0.000000 46.004297 40.614869
12427 39074.53 1.038744e+06 NaN 81.463689 78.667694
12428 28297.47 3.609216e+07 NaN 88.003496 83.893327
12429 NaN 3.877500e+05 0.000000 73.068738 70.636148
12430 NaN 1.249361e+07 0.000000 100.698883 96.428736
12431 7004.40 3.424800e+07 0.000000 71.189059 68.375087
12432 147.29 3.197550e+06 NaN 71.780315 68.984743
12433 NaN 3.367200e+05 NaN 34.749455 29.167239
12434 NaN 1.316868e+06 0.000000 177.762050 176.260673
12435 2345966.10 7.797465e+08 0.606750 39.457466 30.666895
HistBeta PredBeta DataDate
0 0.000869 0.081628 20040923
1 0.000017 0.053038 20040923
2 -0.014362 0.123642 20040923
3 -0.003005 0.293097 20040923
4 0.014188 0.196416 20040923
5 0.201436 0.456893 20040923
6 0.004713 0.031385 20040923
7 0.017724 0.027113 20040923
8 0.495722 1.000058 20040923
9 -0.050700 0.005409 20040923
10 0.106760 0.590072 20040923
11 0.097424 0.245444 20040923
12 0.000017 0.044783 20040923
13 0.038513 0.231970 20040923
14 0.000017 0.042289 20040923
15 0.070255 0.301287 20040923
16 0.158688 0.379526 20040923
17 1.063149 1.119668 20040923
18 0.223702 0.447525 20040923
19 0.076180 0.243095 20040923
20 0.636676 0.799601 20040923
21 0.104001 0.329240 20040923
22 0.279583 0.566445 20040923
23 0.075963 0.310639 20040923
24 0.155083 0.441158 20040923
25 0.062873 0.357417 20040923
26 0.000958 0.155790 20040923
27 0.266105 0.491885 20040923
28 0.353721 0.427925 20040923
29 0.045572 0.238165 20040923
... ... ... ...
12406 0.000017 0.045972 20040923
12407 0.615828 0.830068 20040923
12408 0.523568 0.947686 20040923
12409 1.048516 1.353160 20040923
12410 0.273168 0.632708 20040923
12411 0.856158 1.183725 20040923
12412 0.874018 1.255727 20040923
12413 0.363684 0.685236 20040923
12414 0.818424 1.085523 20040923
12415 0.787720 1.197759 20040923
12416 0.802376 1.110318 20040923
12417 1.171703 1.512693 20040923
12418 0.017413 0.257669 20040923
12419 0.268048 0.595040 20040923
12420 0.561591 0.893202 20040923
12421 0.969785 1.255585 20040923
12422 0.335935 0.789615 20040923
12423 0.238436 0.278289 20040923
12424 1.305750 1.493975 20040923
12425 0.847216 1.107447 20040923
12426 0.513065 1.038205 20040923
12427 0.923472 1.250798 20040923
12428 1.295715 1.596098 20040923
12429 0.471356 0.694152 20040923
12430 1.289321 1.479908 20040923
12431 0.908552 1.093627 20040923
12432 0.574026 0.753098 20040923
12433 0.750465 1.103452 20040923
12434 1.052775 1.303442 20040923
12435 1.152033 1.321323 20040923
[12436 rows x 92 columns],
'20040924': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.125 0.000 0.0
1 USA0011 -0.321 0.000 0.0
2 USA0031 0.259 0.000 0.0
3 USA0062 0.393 0.431 0.0
4 USA00E2 0.346 0.000 0.0
5 USA00F1 0.238 0.000 0.0
6 USA00G2 0.120 0.000 0.0
7 USA00H1 0.018 0.000 0.0
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9 USA00J1 -0.072 0.000 0.0
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11 USA00P1 0.182 0.000 0.0
12 USA00R1 0.588 0.000 0.0
13 USA00S1 0.180 0.000 0.0
14 USA00V1 0.504 0.000 0.0
15 USA0131 0.930 1.000 0.0
16 USA0161 0.792 1.000 0.0
17 USA01I1 -0.137 0.000 0.0
18 USA01J2 0.307 0.000 0.0
19 USA01L1 1.095 0.000 0.0
20 USA01P1 -1.235 0.000 0.0
21 USA01Q1 -0.462 0.000 0.0
22 USA0202 -0.408 0.000 0.0
23 USA0231 -0.527 0.000 0.0
24 USA0281 0.558 0.000 0.0
25 USA0291 -1.000 0.000 0.0
26 USA02A1 -0.103 0.000 0.0
27 USA02B1 -0.518 0.000 0.0
28 USA02H1 0.256 0.000 0.0
29 USA02P1 0.178 0.143 0.0
... ... ... ... ...
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12409 USAZY51 -0.216 0.000 0.0
12410 USAZY61 -0.043 0.000 0.0
12411 USAZY71 -2.703 0.000 0.0
12412 USAZYI1 -2.703 0.000 0.0
12413 USAZYJ1 0.367 0.000 0.0
12414 USAZYK1 -0.890 0.000 0.0
12415 USAZYM1 -0.665 0.000 0.0
12416 USAZYR1 -0.878 0.000 0.0
12417 USAZYS1 -1.427 0.000 0.0
12418 USAZYT1 -2.703 0.000 0.0
12419 USAZYV1 1.958 0.000 0.0
12420 USAZYX1 -0.261 0.000 0.0
12421 USAZZ41 2.683 0.000 0.0
12422 USAZZ51 -1.308 0.000 0.0
12423 USAZZ61 -1.405 0.000 0.0
12424 USAZZ71 -1.079 0.000 0.0
12425 USAZZ81 0.570 0.000 0.0
12426 USAZZ91 0.419 0.000 0.0
12427 USAZZA1 2.522 0.000 0.0
12428 USAZZB1 -1.224 0.000 0.0
12429 USAZZD1 -0.466 0.000 0.0
12430 USAZZF1 -0.256 0.000 0.0
12431 USAZZI1 -1.320 0.000 0.0
12432 USAZZJ1 0.521 0.000 0.0
12433 USAZZL1 -0.140 0.000 0.0
12434 USAZZP1 -2.703 0.000 0.0
12435 USAZZR1 -0.932 0.000 0.0
12436 USAZZX1 -0.774 0.000 0.0
12437 USAZZY1 -0.352 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
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8 0.0 0.0 0.0 0.000
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22 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.847 0.000 ... NaN NaN
1 -1.848 0.000 ... NaN NaN
2 -1.876 0.000 ... NaN 1396.0
3 -1.856 0.000 ... NaN NaN
4 -1.822 0.000 ... NaN 1260.0
5 -1.471 0.000 ... NaN 53.0
6 -1.840 0.000 ... NaN NaN
7 -1.815 0.000 ... NaN NaN
8 -0.920 0.000 ... NaN NaN
9 -1.944 0.864 ... NaN 29000.0
10 -1.647 0.000 ... NaN NaN
11 -1.668 0.000 ... NaN NaN
12 -1.848 0.000 ... NaN NaN
13 -1.790 0.000 ... NaN NaN
14 -1.848 0.000 ... NaN NaN
15 -1.719 0.000 ... NaN NaN
16 -1.565 0.000 ... NaN 1680.0
17 0.144 0.000 ... NaN 45651.0
18 -1.429 0.000 ... NaN NaN
19 -1.707 0.000 ... NaN NaN
20 -0.657 0.000 ... NaN NaN
21 -1.652 1.000 ... NaN NaN
22 -1.331 0.000 ... NaN NaN
23 -1.707 0.000 ... NaN 1350.0
24 -1.559 0.000 ... NaN NaN
25 -1.731 0.000 ... NaN NaN
26 -1.846 0.000 ... NaN NaN
27 -1.355 0.000 ... NaN NaN
28 -1.190 0.000 ... NaN 1161.0
29 -1.764 0.000 ... NaN 4500.0
... ... ... ... ... ...
12408 -1.848 0.000 ... NaN NaN
12409 -0.697 0.000 ... NaN NaN
12410 -0.938 0.000 ... NaN NaN
12411 0.120 0.000 ... NaN 3000.0
12412 -1.337 0.000 ... NaN 71800.0
12413 -0.289 0.000 ... NaN NaN
12414 -0.217 0.000 ... NaN NaN
12415 -1.169 0.000 ... NaN NaN
12416 -0.321 0.000 ... NaN 17336.0
12417 -0.378 0.000 ... NaN NaN
12418 -0.328 0.000 ... NaN 34433.0
12419 0.322 0.000 ... NaN 2786.0
12420 -1.808 0.000 ... NaN 1800.0
12421 -1.347 0.000 ... NaN 173767.0
12422 -0.802 0.000 ... NaN NaN
12423 -0.037 0.000 ... NaN 16000.0
12424 -1.221 0.000 ... NaN NaN
12425 -1.414 1.000 ... NaN 19700.0
12426 0.592 0.000 ... NaN NaN
12427 -0.279 0.000 ... NaN 5000.0
12428 -0.896 0.000 ... NaN NaN
12429 -0.110 0.000 ... NaN 2589145.0
12430 0.560 0.000 ... NaN 7864.0
12431 -0.968 1.000 ... NaN NaN
12432 0.579 0.000 ... NaN 0.0
12433 -0.185 0.000 ... NaN 2100.0
12434 -0.678 1.000 ... NaN 148129.0
12435 -0.448 0.000 ... NaN NaN
12436 0.129 0.000 ... NaN NaN
12437 0.310 0.000 ... NaN 125200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.058646e+10 0.159642 14.125245 10.132483
1 NaN 6.530974e+09 0.000000 16.628959 12.325646
2 NaN 6.619237e+10 2.494603 24.173632 21.584250
3 NaN 3.036400e+10 2.084491 21.249038 19.413880
4 NaN 5.033925e+10 2.515723 25.156547 22.349336
5 NaN 1.803066e+11 0.421112 17.459473 14.747166
6 NaN 1.167042e+10 6.427605 19.579850 13.792431
7 NaN 7.404398e+10 0.000000 20.553692 15.220951
8 NaN 1.407970e+10 0.691244 42.155316 33.279244
9 NaN 3.997760e+10 1.856061 18.245238 14.505029
10 NaN 2.821306e+10 0.000000 41.095400 32.147925
11 NaN 2.451623e+10 1.408097 14.756302 12.049618
12 NaN 6.986835e+09 2.381335 15.574353 11.363906
13 NaN 2.059223e+10 1.267542 23.497547 20.537619
14 NaN 1.306154e+10 1.246883 14.344838 10.328675
15 NaN 4.260577e+10 1.531980 25.124040 22.532898
16 NaN 4.260577e+10 1.531980 27.272997 24.884855
17 NaN 1.968622e+10 0.265487 25.277703 20.511477
18 NaN 2.556060e+10 2.255846 23.999419 21.145565
19 NaN 1.130618e+11 3.282051 27.392993 23.146712
20 NaN 1.244114e+11 0.000000 35.370734 30.918247
21 NaN 9.740280e+10 2.236636 28.370143 25.537617
22 NaN 1.571172e+10 0.000000 34.559322 32.493382
23 NaN 8.838019e+10 0.000000 19.561765 15.889095
24 NaN 4.179057e+10 3.312825 23.217779 20.309233
25 NaN 2.703263e+10 0.000000 22.487897 19.196857
26 NaN 9.185838e+09 1.690331 12.235436 9.023310
27 NaN 9.185838e+09 1.690331 32.273803 30.593519
28 NaN 6.348593e+10 2.793821 22.204792 19.818097
29 NaN 3.522539e+11 2.439768 21.368301 19.074248
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 21.133873 15.960410
12409 NaN 8.488150e+06 0.000000 66.604934 64.443401
12410 NaN 2.231800e+06 0.000000 61.549012 58.830116
12411 80.23 6.130000e+05 0.000000 82.974562 79.782299
12412 6693.50 3.690250e+06 0.000000 88.519559 86.580467
12413 NaN 6.134280e+07 NaN 78.944849 76.329218
12414 NaN 3.416150e+05 NaN 64.427947 61.011636
12415 NaN 1.513400e+06 NaN 64.977791 62.568687
12416 28850.79 1.590871e+07 0.000000 99.128525 97.161193
12417 NaN 5.030700e+01 0.000000 41.035640 35.149062
12418 43172.74 2.963275e+07 0.000000 125.376400 123.894499
12419 338.18 1.478576e+06 0.000000 157.249449 155.331487
12420 44306.33 6.375776e+07 1.980983 38.910427 35.013360
12421 2184.62 2.421300e+06 NaN 95.773831 94.189936
12422 NaN 2.224200e+05 0.000000 61.439138 58.321406
12423 208.72 1.112200e+06 0.000000 151.547454 149.991414
12424 NaN 3.578760e+06 0.000000 74.586017 72.292681
12425 990514.24 2.974817e+10 4.740299 22.367741 18.757940
12426 NaN 1.591600e+03 0.000000 55.578650 47.764126
12427 8880.50 2.174200e+06 0.000000 80.785753 78.204661
12428 NaN 2.538600e+06 0.000000 45.236969 39.919197
12429 36864.46 1.038744e+06 NaN 79.415494 76.653084
12430 28314.02 3.571620e+07 NaN 86.640139 82.635359
12431 NaN 3.877500e+05 0.000000 71.507571 69.059233
12432 NaN 1.257823e+07 0.000000 99.066482 94.826684
12433 6429.62 3.424800e+07 0.000000 69.766590 67.059537
12434 1381.70 5.329250e+06 NaN 72.008197 69.162313
12435 NaN 3.367200e+05 NaN 34.054599 28.549393
12436 NaN 1.316868e+06 0.000000 175.966229 174.549910
12437 2451809.19 7.785113e+08 0.606750 38.651397 30.043183
HistBeta PredBeta DataDate
0 0.000867 0.087701 20040924
1 0.000016 0.052821 20040924
2 -0.014678 0.133135 20040924
3 -0.004321 0.304287 20040924
4 0.014035 0.194998 20040924
5 0.201995 0.453220 20040924
6 0.004589 0.035067 20040924
7 0.017820 0.029869 20040924
8 0.497641 0.954320 20040924
9 -0.051207 -0.001508 20040924
10 0.107713 0.531128 20040924
11 0.096682 0.252591 20040924
12 0.000016 0.065561 20040924
13 0.030925 0.230307 20040924
14 0.000016 0.054892 20040924
15 0.069223 0.324427 20040924
16 0.151850 0.381905 20040924
17 1.067495 1.124907 20040924
18 0.224594 0.460947 20040924
19 0.075555 0.270685 20040924
20 0.638608 0.779904 20040924
21 0.105230 0.315759 20040924
22 0.277304 0.554859 20040924
23 0.075772 0.298018 20040924
24 0.154907 0.461296 20040924
25 0.063012 0.340882 20040924
26 0.000913 0.154976 20040924
27 0.264526 0.481568 20040924
28 0.352771 0.445386 20040924
29 0.045145 0.255620 20040924
... ... ... ...
12408 0.000016 0.054455 20040924
12409 0.616745 0.822169 20040924
12410 0.487728 0.906643 20040924
12411 1.054599 1.291221 20040924
12412 0.273925 0.623435 20040924
12413 0.835700 1.191775 20040924
12414 0.874160 1.246711 20040924
12415 0.363777 0.666382 20040924
12416 0.818642 1.006480 20040924
12417 0.788167 1.166235 20040924
12418 0.814907 1.060560 20040924
12419 1.163353 1.540994 20040924
12420 0.021485 0.238826 20040924
12421 0.268813 0.640627 20040924
12422 0.560966 0.858711 20040924
12423 0.970963 1.224043 20040924
12424 0.336204 0.767845 20040924
12425 0.232734 0.291313 20040924
12426 1.307723 1.504789 20040924
12427 0.840911 1.132592 20040924
12428 0.510410 1.007362 20040924
12429 0.931641 1.248985 20040924
12430 1.290732 1.585489 20040924
12431 0.471780 0.671089 20040924
12432 1.300684 1.521640 20040924
12433 0.891154 1.119386 20040924
12434 0.626959 0.788946 20040924
12435 0.750242 1.084348 20040924
12436 1.059598 1.261564 20040924
12437 1.156641 1.313448 20040924
[12438 rows x 92 columns],
'20040927': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.112 0.000 0.0
1 USA0011 0.491 0.000 0.0
2 USA0031 0.208 0.000 0.0
3 USA0062 0.564 0.431 0.0
4 USA00E2 0.318 0.000 0.0
5 USA00F1 0.113 0.000 0.0
6 USA00G2 0.230 0.000 0.0
7 USA00H1 0.324 0.000 0.0
8 USA00I1 0.288 0.000 0.0
9 USA00J1 0.216 0.000 0.0
10 USA00K1 0.862 0.000 0.0
11 USA00P1 0.587 0.000 0.0
12 USA00R1 0.512 0.000 0.0
13 USA00S1 0.187 0.000 0.0
14 USA00V1 -0.120 0.000 0.0
15 USA0131 0.329 1.000 0.0
16 USA0161 0.139 1.000 0.0
17 USA01I1 -1.179 0.000 0.0
18 USA01J2 0.171 0.000 0.0
19 USA01L1 0.881 0.000 0.0
20 USA01P1 0.031 0.000 0.0
21 USA01Q1 -0.018 0.000 0.0
22 USA0202 -0.010 0.000 0.0
23 USA0231 0.802 0.000 0.0
24 USA0281 1.656 0.000 0.0
25 USA0291 0.595 0.000 0.0
26 USA02A1 0.599 0.000 0.0
27 USA02B1 1.302 0.000 0.0
28 USA02H1 0.151 0.000 0.0
29 USA02P1 2.316 0.143 0.0
... ... ... ... ...
12408 USAZY41 0.308 0.000 0.0
12409 USAZY51 -0.513 0.000 0.0
12410 USAZY61 -0.601 0.000 0.0
12411 USAZY71 2.783 0.000 0.0
12412 USAZYI1 2.783 0.000 0.0
12413 USAZYJ1 -0.688 0.000 0.0
12414 USAZYK1 -1.031 0.000 0.0
12415 USAZYM1 -0.544 0.000 0.0
12416 USAZYR1 1.321 0.000 0.0
12417 USAZYS1 -0.775 0.000 0.0
12418 USAZYT1 2.783 0.000 0.0
12419 USAZYV1 -1.290 0.000 0.0
12420 USAZYX1 0.043 0.000 0.0
12421 USAZZ41 0.013 0.000 0.0
12422 USAZZ51 -0.597 0.000 0.0
12423 USAZZ61 -1.212 0.000 0.0
12424 USAZZ71 -0.535 0.000 0.0
12425 USAZZ81 -1.467 0.000 0.0
12426 USAZZ91 -0.816 0.000 0.0
12427 USAZZA1 2.783 0.000 0.0
12428 USAZZB1 0.063 0.000 0.0
12429 USAZZD1 -0.898 0.000 0.0
12430 USAZZF1 -0.671 0.000 0.0
12431 USAZZI1 -0.844 0.000 0.0
12432 USAZZJ1 2.783 0.000 0.0
12433 USAZZL1 0.981 0.000 0.0
12434 USAZZP1 2.783 0.000 0.0
12435 USAZZR1 -0.642 0.000 0.0
12436 USAZZX1 2.673 0.000 0.0
12437 USAZZY1 -0.327 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.838 0.000 ... NaN NaN
1 -1.840 0.000 ... NaN NaN
2 -1.866 0.000 ... NaN 1396.0
3 -1.844 0.000 ... NaN NaN
4 -1.813 0.000 ... NaN 1260.0
5 -1.466 0.000 ... NaN 53.0
6 -1.830 0.000 ... NaN NaN
7 -1.807 0.000 ... NaN NaN
8 -0.924 0.000 ... NaN NaN
9 -1.933 0.864 ... NaN 29000.0
10 -1.644 0.000 ... NaN NaN
11 -1.660 0.000 ... NaN NaN
12 -1.840 0.000 ... NaN NaN
13 -1.780 0.000 ... NaN NaN
14 -1.840 0.000 ... NaN NaN
15 -1.706 0.000 ... NaN NaN
16 -1.557 0.000 ... NaN NaN
17 0.137 0.000 ... NaN 45651.0
18 -1.426 0.000 ... NaN NaN
19 -1.696 0.000 ... NaN NaN
20 -0.663 0.000 ... NaN NaN
21 -1.650 1.000 ... NaN NaN
22 -1.327 0.000 ... NaN NaN
23 -1.699 0.000 ... NaN 1350.0
24 -1.522 0.000 ... NaN 250.0
25 -1.726 0.000 ... NaN NaN
26 -1.838 0.000 ... NaN NaN
27 -1.340 0.000 ... NaN 650.0
28 -1.185 0.000 ... NaN 1161.0
29 -1.665 0.000 ... NaN 1500.0
... ... ... ... ... ...
12408 -1.840 0.000 ... NaN NaN
12409 -0.697 0.000 ... NaN NaN
12410 -0.935 0.000 ... NaN NaN
12411 0.183 0.000 ... NaN 10000.0
12412 -1.135 0.000 ... NaN 152000.0
12413 -0.282 0.000 ... NaN NaN
12414 -0.215 0.000 ... NaN NaN
12415 -1.167 0.000 ... NaN NaN
12416 -0.284 0.000 ... NaN 32072.0
12417 -0.377 0.000 ... NaN 100.0
12418 -0.189 0.000 ... NaN 310428.0
12419 0.319 0.000 ... NaN 6000.0
12420 -1.810 0.000 ... NaN 2700.0
12421 -1.355 0.000 ... NaN 11000.0
12422 -0.796 0.000 ... NaN NaN
12423 -0.035 0.000 ... NaN 188650.0
12424 -1.222 0.000 ... NaN NaN
12425 -1.445 1.000 ... NaN 24200.0
12426 0.588 0.000 ... NaN NaN
12427 -0.215 0.000 ... NaN 40000.0
12428 -0.887 0.000 ... NaN NaN
12429 -0.112 0.000 ... NaN 12174590.0
12430 0.558 0.000 ... NaN 8415.0
12431 -0.961 1.000 ... NaN NaN
12432 0.635 0.000 ... NaN 0.0
12433 -0.152 0.000 ... NaN 4400.0
12434 -0.613 1.000 ... NaN 30000.0
12435 -0.444 0.000 ... NaN NaN
12436 0.284 0.000 ... NaN 2000.0
12437 0.247 0.000 ... NaN 95700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.948343e+10 0.159642 13.955779 9.886536
1 NaN 6.384425e+09 0.000000 16.312513 12.041828
2 NaN 6.633307e+10 2.494603 23.611848 21.044721
3 NaN 3.014920e+10 2.084491 20.849326 18.994582
4 NaN 4.955249e+10 2.515723 24.615032 21.820998
5 NaN 1.790286e+11 0.421112 17.113361 14.386285
6 NaN 1.132904e+10 6.427605 19.298663 13.467784
7 NaN 7.330535e+10 0.000000 20.188796 14.875315
8 NaN 1.401956e+10 0.691244 41.342286 32.494660
9 NaN 4.011431e+10 1.856061 17.915683 14.149439
10 NaN 2.780638e+10 0.000000 40.421957 31.418121
11 NaN 2.426233e+10 1.408097 14.577142 11.831444
12 NaN 6.921662e+09 2.381335 15.397576 11.177617
13 NaN 2.052145e+10 1.267542 23.022334 20.046490
14 NaN 1.297543e+10 1.246883 14.135306 10.102708
15 NaN 4.210066e+10 1.531980 24.553080 21.978888
16 NaN 4.210066e+10 1.531980 26.698892 24.289044
17 NaN 1.935912e+10 0.265487 25.189525 20.204710
18 NaN 2.544435e+10 2.255846 23.465798 20.586691
19 NaN 1.149237e+11 3.282051 26.857387 22.648629
20 NaN 1.219097e+11 0.000000 34.635640 30.135175
21 NaN 9.652596e+10 2.236636 27.744374 24.930769
22 NaN 1.520401e+10 0.000000 33.839460 31.725640
23 NaN 8.848111e+10 0.000000 19.349837 15.606143
24 NaN 4.158052e+10 3.312825 23.100676 20.033573
25 NaN 2.625819e+10 0.000000 22.015570 18.738473
26 NaN 9.045400e+09 1.690331 12.191880 8.884265
27 NaN 9.045400e+09 1.690331 31.781972 29.991859
28 NaN 6.444534e+10 2.793821 21.721737 19.302506
29 NaN 3.491963e+11 2.439768 21.868236 19.287611
... ... ... ... ... ...
12408 NaN 5.056250e+06 NaN 20.773898 15.567715
12409 NaN 8.488150e+06 0.000000 66.107754 63.919780
12410 NaN 2.231800e+06 0.000000 60.390420 57.628929
12411 93.38 4.904000e+05 0.000000 83.950863 80.700001
12412 8390.33 2.799500e+06 0.000000 88.005680 86.023975
12413 NaN 6.134280e+07 NaN 77.515639 74.809514
12414 NaN 3.416150e+05 NaN 62.945480 59.445209
12415 NaN 1.513400e+06 NaN 63.242362 60.767814
12416 28900.55 1.553874e+07 0.000000 96.964549 94.875365
12417 NaN 5.030700e+01 0.000000 40.425042 34.350996
12418 49887.40 2.511250e+07 0.000000 123.919464 122.236468
12419 358.38 1.478576e+06 0.000000 153.738530 151.837269
12420 47446.05 6.401736e+07 1.980983 38.056621 34.151639
12421 2213.22 2.421300e+06 NaN 93.387222 91.777268
12422 NaN 2.224200e+05 0.000000 60.628956 57.484834
12423 183.47 1.112200e+06 0.000000 147.386508 145.778044
12424 NaN 3.578760e+06 0.000000 73.000619 70.676381
12425 1032920.10 2.974116e+10 4.740299 21.538265 17.748779
12426 NaN 1.591600e+03 0.000000 54.763086 46.779070
12427 8079.38 1.956780e+06 0.000000 78.131316 75.012858
12428 NaN 2.538600e+06 0.000000 44.214737 38.705144
12429 37303.28 1.038744e+06 NaN 77.565303 74.701590
12430 25820.58 3.571620e+07 NaN 85.065365 80.867066
12431 NaN 3.877500e+05 0.000000 70.264576 67.781945
12432 NaN 1.205750e+07 0.000000 97.279399 92.726574
12433 6825.71 3.339180e+07 0.000000 68.396113 65.459220
12434 1601.70 4.689740e+06 NaN 70.847707 67.933935
12435 NaN 3.367200e+05 NaN 33.695362 27.973924
12436 681.81 8.779120e+05 0.000000 173.937069 172.304716
12437 2592106.20 7.927166e+08 0.606750 38.175689 29.334155
HistBeta PredBeta DataDate
0 0.000894 0.088647 20040927
1 0.000039 0.064592 20040927
2 -0.014133 0.135124 20040927
3 -0.002306 0.307945 20040927
4 0.014241 0.196123 20040927
5 0.200759 0.447788 20040927
6 0.004934 0.033822 20040927
7 0.017493 0.030685 20040927
8 0.492047 0.973529 20040927
9 -0.050042 -0.003092 20040927
10 0.105136 0.557142 20040927
11 0.096547 0.259335 20040927
12 0.000039 0.062503 20040927
13 0.031965 0.229065 20040927
14 0.000039 0.045992 20040927
15 0.071666 0.320766 20040927
16 0.152097 0.374545 20040927
17 1.062282 1.108589 20040927
18 0.222516 0.455177 20040927
19 0.077174 0.266874 20040927
20 0.632204 0.788592 20040927
21 0.102052 0.313027 20040927
22 0.275774 0.557092 20040927
23 0.075746 0.304493 20040927
24 0.170774 0.489894 20040927
25 0.061101 0.357287 20040927
26 0.001041 0.162788 20040927
27 0.268364 0.518097 20040927
28 0.352003 0.443247 20040927
29 0.094000 0.336161 20040927
... ... ... ...
12408 0.000039 0.058047 20040927
12409 0.614062 0.814317 20040927
12410 0.486262 0.890054 20040927
12411 1.086989 1.353103 20040927
12412 0.378530 0.827211 20040927
12413 0.836983 1.178306 20040927
12414 0.873159 1.236360 20040927
12415 0.361791 0.665978 20040927
12416 0.836136 1.064517 20040927
12417 0.786399 1.186279 20040927
12418 0.886958 1.193972 20040927
12419 1.160119 1.477082 20040927
12420 0.015800 0.234849 20040927
12421 0.260594 0.637283 20040927
12422 0.561179 0.877897 20040927
12423 0.969825 1.220146 20040927
12424 0.332237 0.770566 20040927
12425 0.212247 0.243968 20040927
12426 1.304970 1.486517 20040927
12427 0.873169 1.292534 20040927
12428 0.512235 1.033399 20040927
12429 0.928447 1.248112 20040927
12430 1.288478 1.588791 20040927
12431 0.472491 0.677026 20040927
12432 1.330027 1.603798 20040927
12433 0.907309 1.158538 20040927
12434 0.659352 0.929837 20040927
12435 0.750409 1.098643 20040927
12436 1.141184 1.412420 20040927
12437 1.121394 1.284889 20040927
[12438 rows x 92 columns],
'20040928': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.118 0.000 0.0
1 USA0011 -0.127 0.000 0.0
2 USA0031 -0.195 0.000 0.0
3 USA0062 -0.147 0.431 0.0
4 USA00E2 -0.193 0.000 0.0
5 USA00F1 -0.099 0.000 0.0
6 USA00G2 -0.213 0.000 0.0
7 USA00H1 0.281 0.000 0.0
8 USA00I1 -1.495 0.000 0.0
9 USA00J1 0.217 0.000 0.0
10 USA00K1 -1.266 0.000 0.0
11 USA00P1 -0.061 0.000 0.0
12 USA00R1 -0.385 0.000 0.0
13 USA00S1 -0.143 0.000 0.0
14 USA00V1 -0.064 0.000 0.0
15 USA0131 -0.110 1.000 0.0
16 USA0161 2.090 1.000 0.0
17 USA01I1 0.067 0.000 0.0
18 USA01J2 0.523 0.000 0.0
19 USA01L1 0.753 0.000 0.0
20 USA01P1 1.863 0.000 0.0
21 USA01Q1 0.225 0.000 0.0
22 USA0202 -0.470 0.000 0.0
23 USA0231 -0.532 0.000 0.0
24 USA0281 0.924 0.000 0.0
25 USA0291 -0.534 0.000 0.0
26 USA02A1 -0.167 0.000 0.0
27 USA02B1 1.500 0.000 0.0
28 USA02H1 -0.002 0.000 0.0
29 USA02P1 -0.327 0.143 0.0
... ... ... ... ...
12409 USAZY41 0.515 0.000 0.0
12410 USAZY51 0.797 0.000 0.0
12411 USAZY61 0.733 0.000 0.0
12412 USAZY71 1.008 0.000 0.0
12413 USAZYI1 2.730 0.000 0.0
12414 USAZYJ1 1.032 0.000 0.0
12415 USAZYK1 0.961 0.000 0.0
12416 USAZYM1 0.558 0.000 0.0
12417 USAZYR1 -0.637 0.000 0.0
12418 USAZYS1 0.469 0.000 0.0
12419 USAZYT1 -2.740 0.000 0.0
12420 USAZYV1 0.852 0.000 0.0
12421 USAZYX1 0.706 0.000 0.0
12422 USAZZ41 2.730 0.000 0.0
12423 USAZZ51 0.437 0.000 0.0
12424 USAZZ61 0.791 0.000 0.0
12425 USAZZ71 0.313 0.000 0.0
12426 USAZZ81 0.067 0.000 0.0
12427 USAZZ91 1.525 0.000 0.0
12428 USAZZA1 0.952 0.000 0.0
12429 USAZZB1 0.353 0.000 0.0
12430 USAZZD1 0.520 0.000 0.0
12431 USAZZF1 1.999 0.000 0.0
12432 USAZZI1 0.961 0.000 0.0
12433 USAZZJ1 2.730 0.000 0.0
12434 USAZZL1 -1.158 0.000 0.0
12435 USAZZP1 2.730 0.000 0.0
12436 USAZZR1 0.789 0.000 0.0
12437 USAZZX1 0.462 0.000 0.0
12438 USAZZY1 -1.984 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.843 0.000 ... NaN NaN
1 -1.844 0.000 ... NaN NaN
2 -1.872 0.000 ... NaN 1396.0
3 -1.852 0.000 ... NaN NaN
4 -1.819 0.000 ... NaN 1260.0
5 -1.474 0.000 ... NaN 53.0
6 -1.836 0.000 ... NaN NaN
7 -1.812 0.000 ... NaN NaN
8 -0.932 0.000 ... NaN NaN
9 -1.938 0.864 ... NaN 29000.0
10 -1.647 0.000 ... NaN NaN
11 -1.666 0.000 ... NaN NaN
12 -1.844 0.000 ... NaN NaN
13 -1.788 0.000 ... NaN NaN
14 -1.844 0.000 ... NaN NaN
15 -1.717 0.000 ... NaN NaN
16 -1.635 0.000 ... NaN 350.0
17 0.131 0.000 ... NaN 45651.0
18 -1.433 0.000 ... NaN NaN
19 -1.706 0.000 ... NaN NaN
20 -0.851 0.000 ... NaN 1500.0
21 -1.652 1.000 ... NaN NaN
22 -1.334 0.000 ... NaN NaN
23 -1.705 0.000 ... NaN 1350.0
24 -1.531 0.000 ... NaN NaN
25 -1.728 0.000 ... NaN NaN
26 -1.843 0.000 ... NaN NaN
27 -1.427 0.000 ... NaN 95.0
28 -1.191 0.000 ... NaN 1161.0
29 -1.660 0.000 ... NaN 850.0
... ... ... ... ... ...
12409 -1.844 0.000 ... NaN NaN
12410 -0.703 0.000 ... NaN NaN
12411 -0.939 0.000 ... NaN NaN
12412 0.185 0.000 ... NaN 100.0
12413 -1.205 0.000 ... NaN 113398.0
12414 -0.275 0.000 ... NaN NaN
12415 -0.217 0.000 ... NaN NaN
12416 -1.174 0.000 ... NaN NaN
12417 -0.276 0.000 ... NaN 150524.0
12418 -0.378 0.000 ... NaN NaN
12419 -0.157 0.000 ... NaN 162062.0
12420 0.322 0.000 ... NaN NaN
12421 -1.820 0.000 ... NaN 200.0
12422 -1.468 0.000 ... NaN 132500.0
12423 -0.802 0.000 ... NaN NaN
12424 -0.040 0.000 ... NaN 62719.0
12425 -1.223 0.000 ... NaN NaN
12426 -1.440 1.000 ... NaN 29200.0
12427 0.595 0.000 ... NaN NaN
12428 -0.219 0.000 ... NaN NaN
12429 -0.895 0.000 ... NaN NaN
12430 -0.112 0.000 ... NaN 51375320.0
12431 0.536 0.000 ... NaN 3400.0
12432 -0.965 1.000 ... NaN NaN
12433 0.542 0.000 ... NaN 0.0
12434 -0.130 0.000 ... NaN 2800.0
12435 -0.637 1.000 ... NaN 5531.0
12436 -0.448 0.000 ... NaN NaN
12437 0.288 0.000 ... NaN 10000.0
12438 0.268 0.000 ... NaN 143600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.996475e+10 0.159642 14.111445 9.826753
1 NaN 6.397169e+09 0.000000 16.476875 11.959817
2 NaN 6.645814e+10 2.494603 23.616803 20.877716
3 NaN 3.057880e+10 2.084491 20.770846 18.847441
4 NaN 5.009922e+10 2.515723 24.613054 21.641568
5 NaN 1.782983e+11 0.421112 17.080644 14.277752
6 NaN 1.143224e+10 6.427605 19.612449 13.415479
7 NaN 7.431610e+10 0.000000 20.388491 14.768433
8 NaN 1.408346e+10 0.691244 41.635301 32.352210
9 NaN 4.056468e+10 1.856061 18.171194 14.151774
10 NaN 2.746749e+10 0.000000 40.731353 31.289237
11 NaN 2.422690e+10 1.408097 14.585233 11.742380
12 NaN 7.050904e+09 2.381335 15.531256 11.109917
13 NaN 2.031383e+10 1.267542 23.073538 19.907013
14 NaN 1.300582e+10 1.246883 14.296011 10.046321
15 NaN 4.194832e+10 1.531980 24.500295 21.789542
16 NaN 4.194832e+10 1.531980 27.258986 24.647224
17 NaN 1.929026e+10 0.265487 24.787760 20.033215
18 NaN 2.629227e+10 2.255846 23.644803 20.527078
19 NaN 1.157155e+11 3.282051 27.079282 22.580770
20 NaN 1.221801e+11 0.000000 36.033664 31.698077
21 NaN 9.740280e+10 2.236636 27.724746 24.757911
22 NaN 1.490212e+10 0.000000 33.577877 31.395800
23 NaN 8.943984e+10 0.000000 19.420161 15.498307
24 NaN 4.212065e+10 3.312825 23.355957 20.091839
25 NaN 2.676642e+10 0.000000 22.044892 18.588845
26 NaN 9.139981e+09 1.690331 12.250434 8.853384
27 NaN 9.139981e+09 1.690331 31.924404 30.143714
28 NaN 6.489113e+10 2.793821 21.654643 19.135924
29 NaN 3.511996e+11 2.439768 21.632588 19.130486
... ... ... ... ... ...
12409 NaN 5.056250e+06 NaN 21.128366 15.637435
12410 NaN 8.488150e+06 0.000000 66.574320 64.306312
12411 NaN 2.231800e+06 0.000000 60.826053 58.017178
12412 89.23 4.904000e+05 0.000000 82.068043 78.653890
12413 8988.30 2.417750e+06 0.000000 89.135639 87.143317
12414 NaN 6.134280e+07 NaN 78.640024 75.910384
12415 NaN 3.416150e+05 NaN 63.471730 59.976633
12416 NaN 1.513400e+06 NaN 63.024440 60.377034
12417 30528.95 1.590871e+07 0.000000 96.615608 94.438273
12418 NaN 5.030700e+01 0.000000 40.232786 34.042934
12419 51524.02 2.661925e+07 0.000000 123.507769 121.799622
12420 NaN 1.478576e+06 0.000000 153.219185 151.277488
12421 45304.33 6.412120e+07 1.980983 38.183490 33.966023
12422 2473.98 2.075400e+06 NaN 94.742567 92.949335
12423 NaN 2.224200e+05 0.000000 60.414258 57.172870
12424 180.83 1.112200e+06 0.000000 146.924389 145.300283
12425 NaN 3.578760e+06 0.000000 72.169555 69.681058
12426 1041974.76 2.985967e+10 4.740299 22.283718 18.364112
12427 NaN 1.591600e+03 0.000000 55.146061 46.922543
12428 NaN 1.956780e+06 0.000000 78.064513 75.083375
12429 NaN 2.538600e+06 0.000000 44.292295 38.648108
12430 40278.16 1.038744e+06 NaN 77.641575 74.695561
12431 24935.92 3.515226e+07 NaN 85.554899 81.313615
12432 NaN 3.877500e+05 0.000000 69.856218 67.253273
12433 NaN 1.144706e+07 0.000000 97.598005 93.143362
12434 7024.55 3.424800e+07 0.000000 68.059256 65.127819
12435 1640.42 4.476570e+06 NaN 71.206004 68.220268
12436 NaN 3.367200e+05 NaN 33.734800 27.977580
12437 654.45 8.779120e+05 0.000000 173.162912 171.418276
12438 2665514.48 8.053778e+08 0.606750 38.552449 29.479899
HistBeta PredBeta DataDate
0 0.000857 0.097743 20040928
1 0.000021 0.064793 20040928
2 -0.014483 0.129723 20040928
3 -0.003752 0.296743 20040928
4 0.013763 0.189703 20040928
5 0.198908 0.440150 20040928
6 0.004507 0.029246 20040928
7 0.017547 0.033095 20040928
8 0.489395 0.922923 20040928
9 -0.050385 0.002474 20040928
10 0.105650 0.508186 20040928
11 0.095843 0.253018 20040928
12 0.000021 0.053243 20040928
13 0.030537 0.219433 20040928
14 0.000021 0.053419 20040928
15 0.068187 0.306559 20040928
16 0.112374 0.371084 20040928
17 1.059412 1.122230 20040928
18 0.220558 0.462195 20040928
19 0.074175 0.273465 20040928
20 0.532917 0.740783 20040928
21 0.103336 0.312332 20040928
22 0.273507 0.538336 20040928
23 0.074613 0.284867 20040928
24 0.167931 0.495854 20040928
25 0.062310 0.334477 20040928
26 0.000904 0.157553 20040928
27 0.223817 0.493300 20040928
28 0.350159 0.440698 20040928
29 0.099152 0.308887 20040928
... ... ... ...
12409 0.000021 0.074547 20040928
12410 0.611830 0.828658 20040928
12411 0.485652 0.906573 20040928
12412 1.087989 1.396787 20040928
12413 0.342776 0.791924 20040928
12414 0.841733 1.206377 20040928
12415 0.872825 1.264086 20040928
12416 0.359528 0.692404 20040928
12417 0.841017 1.026332 20040928
12418 0.786370 1.205280 20040928
12419 0.904932 1.184369 20040928
12420 1.161630 1.518906 20040928
12421 0.013317 0.250023 20040928
12422 0.201868 0.654467 20040928
12423 0.559154 0.892247 20040928
12424 0.967655 1.245074 20040928
12425 0.333352 0.790357 20040928
12426 0.216753 0.256712 20040928
12427 1.308023 1.540027 20040928
12428 0.871701 1.250588 20040928
12429 0.509318 1.031034 20040928
12430 0.929130 1.279275 20040928
12431 1.276460 1.624217 20040928
12432 0.471631 0.715840 20040928
12433 1.279802 1.567127 20040928
12434 0.919401 1.144013 20040928
12435 0.647501 0.924161 20040928
12436 0.748610 1.115127 20040928
12437 1.143519 1.483545 20040928
12438 1.132668 1.253628 20040928
[12439 rows x 92 columns],
'20040929': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.147 0.000 0.0
1 USA0011 -0.767 0.000 0.0
2 USA0031 -0.318 0.000 0.0
3 USA0062 0.869 0.431 0.0
4 USA00E2 -0.607 0.000 0.0
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6 USA00G2 -0.649 0.000 0.0
7 USA00H1 -0.395 0.000 0.0
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9 USA00J1 -0.123 0.000 0.0
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11 USA00P1 0.090 0.000 0.0
12 USA00R1 0.060 0.000 0.0
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14 USA00V1 0.032 0.000 0.0
15 USA0131 -1.048 1.000 0.0
16 USA0161 -0.051 1.000 0.0
17 USA01I1 0.913 0.000 0.0
18 USA01J2 0.545 0.000 0.0
19 USA01L1 -1.170 0.000 0.0
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21 USA01Q1 -0.050 0.000 0.0
22 USA0202 -0.050 0.000 0.0
23 USA0231 0.340 0.000 0.0
24 USA0281 0.010 0.000 0.0
25 USA0291 0.361 0.000 0.0
26 USA02A1 -0.093 0.000 0.0
27 USA02B1 0.238 0.000 0.0
28 USA02H1 -0.023 0.000 0.0
29 USA02P1 -0.114 0.143 0.0
... ... ... ... ...
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12417 USAZYK1 1.309 0.000 0.0
12418 USAZYM1 0.201 0.000 0.0
12419 USAZYR1 2.294 0.000 0.0
12420 USAZYS1 0.748 0.000 0.0
12421 USAZYT1 2.790 0.000 0.0
12422 USAZYV1 -2.412 0.000 0.0
12423 USAZYX1 -0.266 0.000 0.0
12424 USAZZ41 0.026 0.000 0.0
12425 USAZZ51 0.837 0.000 0.0
12426 USAZZ61 1.244 0.000 0.0
12427 USAZZ71 1.008 0.000 0.0
12428 USAZZ81 0.291 0.000 0.0
12429 USAZZ91 -0.265 0.000 0.0
12430 USAZZA1 1.136 0.000 0.0
12431 USAZZB1 0.018 0.000 0.0
12432 USAZZD1 0.830 0.000 0.0
12433 USAZZF1 1.224 0.000 0.0
12434 USAZZI1 -0.175 0.000 0.0
12435 USAZZJ1 0.623 0.000 0.0
12436 USAZZL1 2.790 0.000 0.0
12437 USAZZP1 0.369 0.000 0.0
12438 USAZZR1 0.793 0.000 0.0
12439 USAZZX1 1.938 0.000 0.0
12440 USAZZY1 -0.793 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
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1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.839 0.000 ... NaN NaN
1 -1.840 0.000 ... NaN NaN
2 -1.868 0.000 ... NaN 1396.0
3 -1.879 0.000 ... NaN 184.0
4 -1.815 0.000 ... NaN 1260.0
5 -1.473 0.000 ... NaN 53.0
6 -1.833 0.000 ... NaN NaN
7 -1.808 0.000 ... NaN NaN
8 -0.933 0.000 ... NaN NaN
9 -1.935 0.864 ... NaN 29000.0
10 -1.643 0.000 ... NaN NaN
11 -1.665 0.000 ... NaN NaN
12 -1.840 0.000 ... NaN NaN
13 -1.787 0.000 ... NaN NaN
14 -1.840 0.000 ... NaN NaN
15 -1.719 0.000 ... NaN NaN
16 -1.665 0.000 ... NaN 250.0
17 0.128 0.000 ... NaN 45651.0
18 -1.433 0.000 ... NaN NaN
19 -1.707 0.000 ... NaN NaN
20 -0.851 0.000 ... NaN NaN
21 -1.647 1.000 ... NaN NaN
22 -1.334 0.000 ... NaN NaN
23 -1.703 0.000 ... NaN 1350.0
24 -1.529 0.000 ... NaN NaN
25 -1.724 0.000 ... NaN NaN
26 -1.839 0.000 ... NaN NaN
27 -1.428 0.000 ... NaN NaN
28 -1.193 0.000 ... NaN 1161.0
29 -1.658 0.000 ... NaN 850.0
... ... ... ... ... ...
12411 -1.840 0.000 ... NaN NaN
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12413 -0.939 0.000 ... NaN NaN
12414 0.175 0.000 ... NaN 100.0
12415 -1.201 0.000 ... NaN 10200.0
12416 -0.280 0.000 ... NaN NaN
12417 -0.219 0.000 ... NaN NaN
12418 -1.172 0.000 ... NaN NaN
12419 -0.293 0.000 ... NaN 79082.0
12420 -0.377 0.000 ... NaN NaN
12421 -0.180 0.000 ... NaN 82500.0
12422 0.394 0.000 ... NaN 18100.0
12423 -1.815 0.000 ... NaN 2500.0
12424 -1.459 0.000 ... NaN 67000.0
12425 -0.801 0.000 ... NaN NaN
12426 -0.030 0.000 ... NaN 483200.0
12427 -1.216 0.000 ... NaN NaN
12428 -1.449 1.000 ... NaN 30500.0
12429 0.589 0.000 ... NaN NaN
12430 -0.220 0.000 ... NaN 20000.0
12431 -0.891 0.000 ... NaN NaN
12432 -0.106 0.000 ... NaN 18518670.0
12433 0.524 0.000 ... NaN 22658.0
12434 -0.982 1.000 ... NaN NaN
12435 0.505 0.000 ... NaN 0.0
12436 -0.164 0.000 ... NaN 1400.0
12437 -0.646 1.000 ... NaN NaN
12438 -0.448 0.000 ... NaN NaN
12439 0.286 0.000 ... NaN NaN
12440 0.253 0.000 ... NaN 48500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.094745e+10 0.159642 14.015954 9.702633
1 NaN 6.250620e+09 0.000000 16.590228 11.938805
2 NaN 6.614547e+10 2.494603 23.450689 20.614175
3 NaN 3.066472e+10 2.084491 20.765375 18.807301
4 NaN 5.029924e+10 2.515723 24.359161 21.328205
5 NaN 1.786634e+11 0.421112 16.940340 14.120026
6 NaN 1.132110e+10 6.427605 19.679064 13.449083
7 NaN 7.514544e+10 0.000000 20.300240 14.615561
8 NaN 1.452321e+10 0.691244 41.147577 31.998362
9 NaN 4.038775e+10 1.856061 17.982498 13.951447
10 NaN 2.773860e+10 0.000000 40.451313 30.986447
11 NaN 2.470518e+10 1.408097 14.505101 11.626350
12 NaN 7.148112e+09 2.381335 15.422938 10.980207
13 NaN 2.033271e+10 1.267542 22.866149 19.683449
14 NaN 1.288678e+10 1.246883 14.223932 9.925252
15 NaN 4.089801e+10 1.531980 24.470582 21.607578
16 NaN 4.089801e+10 1.531980 26.952931 24.367584
17 NaN 1.914393e+10 0.265487 24.525953 19.894075
18 NaN 2.752312e+10 2.255846 23.548802 20.394308
19 NaN 1.147739e+11 3.282051 27.036636 22.409002
20 NaN 1.238029e+11 0.000000 35.700964 31.250524
21 NaN 9.745152e+10 2.236636 27.402494 24.454099
22 NaN 1.524518e+10 0.000000 33.156207 31.007541
23 NaN 8.941461e+10 0.000000 19.373706 15.411998
24 NaN 4.239072e+10 3.312825 23.045857 19.863168
25 NaN 2.746825e+10 0.000000 22.091804 18.468919
26 NaN 9.162910e+09 1.690331 12.200139 8.753094
27 NaN 9.162910e+09 1.690331 31.536952 29.820887
28 NaN 6.420307e+10 2.793821 21.434102 18.906514
29 NaN 3.526756e+11 2.439768 21.362188 18.901764
... ... ... ... ... ...
12411 NaN 5.056250e+06 NaN 20.944488 15.435233
12412 NaN 8.488150e+06 0.000000 66.011874 63.758031
12413 NaN 2.231800e+06 0.000000 60.497807 57.730370
12414 82.82 4.904000e+05 0.000000 81.592351 78.228189
12415 9053.66 2.417750e+06 0.000000 87.267161 85.277333
12416 NaN 6.134280e+07 NaN 78.329814 75.675277
12417 NaN 3.416150e+05 NaN 65.233560 62.061874
12418 NaN 1.513400e+06 NaN 62.958172 60.336466
12419 31420.63 1.553874e+07 0.000000 95.837695 93.640867
12420 NaN 5.030700e+01 0.000000 40.023727 33.865597
12421 52434.24 2.561475e+07 0.000000 122.658006 121.010275
12422 340.00 1.907840e+06 0.000000 154.072420 152.144686
12423 46459.57 6.412120e+07 1.980983 37.699847 33.520354
12424 2516.08 2.075400e+06 NaN 93.427836 91.724521
12425 NaN 2.224200e+05 0.000000 59.529823 56.258629
12426 222.07 1.112200e+06 0.000000 145.712689 144.050948
12427 NaN 3.578760e+06 0.000000 71.663428 69.138356
12428 1068289.43 2.962593e+10 4.740299 22.144771 18.208395
12429 NaN 1.591600e+03 0.000000 54.503049 46.329113
12430 8042.68 1.956780e+06 0.000000 77.619581 74.689510
12431 NaN 2.538600e+06 0.000000 43.638157 37.960347
12432 32920.11 1.038744e+06 NaN 77.248577 74.311460
12433 25655.80 3.477630e+07 NaN 84.236616 80.075560
12434 NaN 3.877500e+05 0.000000 69.029511 66.429041
12435 NaN 1.125881e+07 0.000000 96.568396 92.270488
12436 7110.45 3.296370e+07 0.000000 68.034684 65.045604
12437 NaN 4.476570e+06 NaN 70.271634 67.345341
12438 NaN 3.367200e+05 NaN 33.537251 27.848062
12439 NaN 8.779120e+05 0.000000 172.373749 170.615030
12440 2685364.10 8.053778e+08 0.606750 38.139393 29.228842
HistBeta PredBeta DataDate
0 0.000830 0.094146 20040929
1 0.000005 0.048322 20040929
2 -0.014754 0.110063 20040929
3 -0.020711 0.300819 20040929
4 0.013443 0.172996 20040929
5 0.197962 0.437675 20040929
6 0.004251 0.009544 20040929
7 0.017594 0.019144 20040929
8 0.488615 0.938962 20040929
9 -0.050636 -0.002188 20040929
10 0.106133 0.524758 20040929
11 0.094626 0.253620 20040929
12 0.000005 0.058769 20040929
13 0.028806 0.217502 20040929
14 0.000005 0.050925 20040929
15 0.065205 0.271895 20040929
16 0.094464 0.325217 20040929
17 1.059620 1.143553 20040929
18 0.219405 0.460918 20040929
19 0.072052 0.233326 20040929
20 0.532832 0.769427 20040929
21 0.104230 0.304965 20040929
22 0.272863 0.536013 20040929
23 0.073921 0.297021 20040929
24 0.167578 0.478192 20040929
25 0.062904 0.289720 20040929
26 0.000817 0.154240 20040929
27 0.221878 0.480727 20040929
28 0.348616 0.436023 20040929
29 0.098196 0.303022 20040929
... ... ... ...
12411 0.000005 0.065166 20040929
12412 0.622680 0.836506 20040929
12413 0.485463 0.900987 20040929
12414 1.084977 1.398144 20040929
12415 0.344231 0.748053 20040929
12416 0.839924 1.192244 20040929
12417 0.872869 1.195432 20040929
12418 0.359952 0.687162 20040929
12419 0.832922 1.081316 20040929
12420 0.787744 1.225126 20040929
12421 0.894047 1.238709 20040929
12422 1.202994 1.503724 20040929
12423 0.013641 0.229544 20040929
12424 0.205411 0.604293 20040929
12425 0.559877 0.900498 20040929
12426 0.974612 1.286758 20040929
12427 0.336111 0.811241 20040929
12428 0.210579 0.254041 20040929
12429 1.308144 1.518777 20040929
12430 0.872673 1.248998 20040929
12431 0.510999 1.018720 20040929
12432 0.933910 1.294613 20040929
12433 1.272892 1.627163 20040929
12434 0.462340 0.684587 20040929
12435 1.262958 1.547899 20040929
12436 0.902638 1.196423 20040929
12437 0.643267 0.876151 20040929
12438 0.749519 1.120497 20040929
12439 1.145039 1.511509 20040929
12440 1.127135 1.240780 20040929
[12441 rows x 92 columns],
'20040930': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.455 0.000 0.0
1 USA0011 0.215 0.000 0.0
2 USA0031 -0.846 0.000 0.0
3 USA0062 0.639 0.430 0.0
4 USA00E2 -0.744 0.000 0.0
5 USA00F1 0.156 0.000 0.0
6 USA00G2 -1.487 0.000 0.0
7 USA00H1 -0.529 0.000 0.0
8 USA00I1 0.578 0.000 0.0
9 USA00J1 0.136 0.000 0.0
10 USA00K1 0.782 0.000 0.0
11 USA00P1 0.143 0.000 0.0
12 USA00R1 0.073 0.000 0.0
13 USA00S1 -0.341 0.000 0.0
14 USA00V1 0.152 0.000 0.0
15 USA0131 1.064 1.000 0.0
16 USA0161 2.843 1.000 0.0
17 USA01I1 -0.238 0.000 0.0
18 USA01J2 0.181 0.000 0.0
19 USA01L1 0.309 0.000 0.0
20 USA01P1 -0.152 0.000 0.0
21 USA01Q1 0.112 0.000 0.0
22 USA0202 0.441 0.000 0.0
23 USA0231 0.076 0.000 0.0
24 USA0281 0.378 0.000 0.0
25 USA0291 -2.412 0.000 0.0
26 USA02A1 0.379 0.000 0.0
27 USA02B1 0.421 0.000 0.0
28 USA02H1 -0.349 0.000 0.0
29 USA02P1 0.485 0.143 0.0
... ... ... ... ...
12433 USAZY41 -0.323 0.000 0.0
12434 USAZY51 -2.838 0.000 0.0
12435 USAZY61 -0.346 0.000 0.0
12436 USAZY71 -0.580 0.000 0.0
12437 USAZYI1 -0.014 0.000 0.0
12438 USAZYJ1 -0.493 0.000 0.0
12439 USAZYK1 1.926 0.000 0.0
12440 USAZYM1 -0.691 0.000 0.0
12441 USAZYR1 2.209 0.000 0.0
12442 USAZYS1 -0.203 0.000 0.0
12443 USAZYT1 1.193 0.000 0.0
12444 USAZYV1 -2.838 0.000 0.0
12445 USAZYX1 -0.344 0.000 0.0
12446 USAZZ41 -2.838 0.000 0.0
12447 USAZZ51 -0.414 0.000 0.0
12448 USAZZ61 -0.241 0.000 0.0
12449 USAZZ71 -0.333 0.000 0.0
12450 USAZZ81 0.340 0.000 0.0
12451 USAZZ91 -0.124 0.000 0.0
12452 USAZZA1 -0.186 0.000 0.0
12453 USAZZB1 0.450 0.000 0.0
12454 USAZZD1 -0.806 0.000 0.0
12455 USAZZF1 0.656 0.000 0.0
12456 USAZZI1 -2.838 0.000 0.0
12457 USAZZJ1 -0.971 0.000 0.0
12458 USAZZL1 -2.838 0.000 0.0
12459 USAZZP1 -2.838 0.000 0.0
12460 USAZZR1 -0.319 0.000 0.0
12461 USAZZX1 -0.630 0.000 0.0
12462 USAZZY1 0.142 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.840 0.000 ... NaN 0.0
1 -1.842 0.000 ... NaN 0.0
2 -1.877 0.000 ... NaN 1396.0
3 -1.884 0.000 ... NaN 7112.0
4 -1.824 0.000 ... NaN 1260.0
5 -1.475 0.000 ... NaN 53.0
6 -1.826 0.000 ... NaN 6672.0
7 -1.809 0.000 ... NaN 0.0
8 -0.934 0.000 ... NaN 1041.0
9 -1.936 0.862 ... NaN 29000.0
10 -1.644 0.000 ... NaN 0.0
11 -1.668 0.000 ... NaN NaN
12 -1.842 0.000 ... NaN NaN
13 -1.789 0.000 ... NaN 534.0
14 -1.842 0.000 ... NaN NaN
15 -1.724 0.000 ... NaN 1974.0
16 -1.676 0.000 ... NaN 630.0
17 0.127 0.000 ... NaN 45651.0
18 -1.434 0.000 ... NaN 6200.0
19 -1.709 0.000 ... NaN 3408.0
20 -0.852 0.000 ... NaN 12660.0
21 -1.648 1.000 ... NaN 5820.0
22 -1.336 0.000 ... NaN NaN
23 -1.706 0.000 ... NaN 1350.0
24 -1.533 0.000 ... NaN 2000.0
25 -1.703 0.000 ... NaN 15000.0
26 -1.840 0.000 ... NaN 70590.0
27 -1.439 0.000 ... NaN NaN
28 -1.199 0.000 ... NaN 1161.0
29 -1.660 0.000 ... NaN 850.0
... ... ... ... ... ...
12433 -1.842 0.000 ... NaN NaN
12434 -0.629 0.000 ... NaN 4000.0
12435 -0.942 0.000 ... NaN NaN
12436 0.165 0.000 ... NaN 1000.0
12437 -1.205 0.000 ... NaN 10000.0
12438 -0.285 0.000 ... NaN NaN
12439 -0.188 0.000 ... NaN 500.0
12440 -1.175 0.000 ... NaN NaN
12441 -0.310 0.000 ... NaN 197265.0
12442 -0.380 0.000 ... NaN 100.0
12443 -0.171 0.000 ... NaN 112709.0
12444 0.394 0.000 ... NaN 2298.0
12445 -1.821 0.000 ... NaN 700.0
12446 -1.441 0.000 ... NaN 25000.0
12447 -0.804 0.000 ... NaN NaN
12448 -0.033 0.000 ... NaN 31710.0
12449 -1.219 0.000 ... NaN 11000.0
12450 -1.447 1.000 ... NaN 17700.0
12451 0.587 0.000 ... NaN 7200.0
12452 -0.226 0.000 ... NaN NaN
12453 -0.905 0.000 ... NaN NaN
12454 -0.108 0.000 ... NaN 26129470.0
12455 0.520 0.000 ... NaN 2500.0
12456 -0.968 1.000 ... NaN NaN
12457 0.513 0.000 ... NaN 0.0
12458 -0.169 0.000 ... NaN 500.0
12459 -0.611 1.000 ... NaN 99408.0
12460 -0.452 0.000 ... NaN NaN
12461 0.284 0.000 ... NaN 500.0
12462 0.253 0.000 ... NaN 58800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.148894e+10 0.163079 14.865529 10.617573
1 NaN 6.365310e+09 0.000000 17.421898 12.956699
2 NaN 6.622363e+10 2.455146 26.442198 23.169964
3 NaN 3.081078e+10 2.091467 22.302040 20.460226
4 NaN 4.987253e+10 2.459893 27.212304 23.845799
5 NaN 1.773332e+11 0.441241 18.041223 15.268540
6 NaN 1.136873e+10 6.634078 20.872467 14.863073
7 NaN 7.344790e+10 0.000000 21.425875 15.897502
8 NaN 1.457583e+10 0.618876 43.570337 34.722589
9 NaN 4.017061e+10 1.961962 19.005078 15.084909
10 NaN 2.794194e+10 0.000000 42.916626 33.662055
11 NaN 2.439814e+10 1.355276 15.319951 12.567265
12 NaN 7.266309e+09 2.249924 16.288822 11.874387
13 NaN 2.061111e+10 1.282051 24.373993 21.304766
14 NaN 1.309447e+10 1.160542 14.942025 10.739554
15 NaN 4.138709e+10 1.549787 26.407376 23.577033
16 NaN 4.138709e+10 1.549787 30.314696 27.565984
17 NaN 1.883835e+10 0.274160 25.998662 21.562409
18 NaN 2.750602e+10 2.038533 24.980375 22.022812
19 NaN 1.147953e+11 2.982849 28.674855 24.267921
20 NaN 1.223830e+11 0.000000 38.074034 33.875449
21 NaN 9.754894e+10 2.496879 29.328416 26.479001
22 NaN 1.520401e+10 0.000000 35.590747 33.549014
23 NaN 8.981829e+10 0.000000 20.482872 16.675815
24 NaN 4.281083e+10 3.271028 24.678534 21.498415
25 NaN 2.792807e+10 0.000000 24.441790 20.806815
26 NaN 9.234562e+09 1.551831 12.929806 9.537298
27 NaN 9.234562e+09 1.551831 33.895328 32.255676
28 NaN 6.144112e+10 3.280757 22.951310 20.472464
29 NaN 3.540463e+11 2.382370 22.962939 20.583258
... ... ... ... ... ...
12433 NaN 5.056250e+06 NaN 22.144642 16.757012
12434 308.18 1.017175e+07 0.000000 73.936740 71.840507
12435 NaN 2.231800e+06 0.000000 65.384208 62.746001
12436 82.82 4.904000e+05 0.000000 87.268114 84.102642
12437 9119.57 2.417750e+06 0.000000 94.251256 92.345693
12438 NaN 6.134280e+07 NaN 84.293207 81.789433
12439 331.50 6.832300e+03 NaN 72.794599 69.836566
12440 NaN 1.513400e+06 NaN 68.128528 65.666502
12441 34605.06 1.479880e+07 0.000000 103.630937 101.604671
12442 NaN 5.030700e+01 0.000000 42.519021 36.588684
12443 54617.62 2.511250e+07 0.000000 132.458220 130.941108
12444 344.70 2.146320e+06 0.000000 166.806937 165.043510
12445 42966.38 6.432888e+07 2.017756 40.226413 36.239476
12446 2486.28 2.248350e+06 NaN 101.925138 100.276424
12447 NaN 2.224200e+05 0.000000 63.549703 60.361666
12448 176.05 1.112200e+06 0.000000 157.195269 155.652282
12449 30.00 3.578760e+06 0.000000 76.949983 74.556602
12450 1061257.52 2.962166e+10 4.956305 22.827431 18.845065
12451 NaN 1.591600e+03 0.000000 57.903370 50.091902
12452 NaN 1.956780e+06 0.000000 83.342664 80.609663
12453 NaN 2.538600e+06 0.000000 46.261115 41.095767
12454 32162.58 1.038744e+06 NaN 83.804517 81.193110
12455 25681.94 3.477630e+07 NaN 90.850079 86.910986
12456 NaN 4.230000e+05 0.000000 74.938840 72.333380
12457 NaN 1.140843e+07 0.000000 103.806106 99.801584
12458 7085.23 3.424800e+07 0.000000 73.704295 70.945523
12459 2633.87 6.395100e+06 NaN 77.607220 74.690188
12460 NaN 3.367200e+05 NaN 35.514242 30.100824
12461 654.23 8.779120e+05 0.000000 186.236925 184.630433
12462 2673755.52 8.137157e+08 0.607211 40.173315 31.580551
HistBeta PredBeta DataDate
0 0.000827 0.096500 20040930
1 0.000004 0.057164 20040930
2 -0.018915 0.076651 20040930
3 -0.022756 0.298374 20040930
4 0.009736 0.132489 20040930
5 0.197692 0.425812 20040930
6 0.008644 0.003617 20040930
7 0.017627 0.011655 20040930
8 0.489117 0.959896 20040930
9 -0.050865 0.002072 20040930
10 0.106472 0.544903 20040930
11 0.093752 0.250246 20040930
12 0.000004 0.054254 20040930
13 0.028588 0.204780 20040930
14 0.000004 0.048161 20040930
15 0.063659 0.297559 20040930
16 0.089544 0.378164 20040930
17 1.061284 1.132165 20040930
18 0.219593 0.448627 20040930
19 0.071552 0.242503 20040930
20 0.533599 0.751929 20040930
21 0.104635 0.310710 20040930
22 0.272535 0.552702 20040930
23 0.073466 0.285947 20040930
24 0.166298 0.443918 20040930
25 0.074638 0.258720 20040930
26 0.000789 0.160040 20040930
27 0.217114 0.487104 20040930
28 0.346464 0.415746 20040930
29 0.097877 0.307611 20040930
... ... ... ...
12433 0.000004 0.059268 20040930
12434 0.653505 0.796697 20040930
12435 0.485269 0.878854 20040930
12436 1.081454 1.358277 20040930
12437 0.343394 0.729077 20040930
12438 0.839370 1.165205 20040930
12439 0.891600 1.211954 20040930
12440 0.359257 0.654758 20040930
12441 0.825757 1.069613 20040930
12442 0.787755 1.206094 20040930
12443 0.900379 1.235392 20040930
12444 1.204951 1.385887 20040930
12445 0.011223 0.219077 20040930
12446 0.215965 0.540639 20040930
12447 0.559215 0.861317 20040930
12448 0.975161 1.237637 20040930
12449 0.335768 0.776463 20040930
12450 0.212817 0.239136 20040930
12451 1.309308 1.506055 20040930
12452 0.870714 1.214344 20040930
12453 0.504788 0.925425 20040930
12454 0.934315 1.232078 20040930
12455 1.273163 1.617654 20040930
12456 0.471226 0.640231 20040930
12457 1.269314 1.509402 20040930
12458 0.901519 1.124173 20040930
12459 0.663542 0.820384 20040930
12460 0.749214 1.092175 20040930
12461 1.145625 1.454460 20040930
12462 1.129245 1.248361 20040930
[12463 rows x 92 columns],
'20041001': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.322 0.000 0.0
1 USA0011 -0.178 0.000 0.0
2 USA0031 -0.275 0.000 0.0
3 USA0062 -0.431 0.430 0.0
4 USA00E2 -0.490 0.000 0.0
5 USA00F1 0.018 0.000 0.0
6 USA00G2 -0.120 0.000 0.0
7 USA00H1 -0.404 0.000 0.0
8 USA00I1 1.032 0.000 0.0
9 USA00J1 0.248 0.000 0.0
10 USA00K1 0.826 0.000 0.0
11 USA00P1 -0.186 0.000 0.0
12 USA00R1 -0.032 0.000 0.0
13 USA00S1 -0.305 0.000 0.0
14 USA00V1 -0.495 0.000 0.0
15 USA0131 -0.393 1.000 0.0
16 USA0161 -1.464 1.000 0.0
17 USA01I1 0.947 0.000 0.0
18 USA01J2 -0.345 0.000 0.0
19 USA01L1 -0.029 0.000 0.0
20 USA01P1 -1.598 0.000 0.0
21 USA01Q1 0.589 0.000 0.0
22 USA0202 -0.429 0.000 0.0
23 USA0231 0.088 0.000 0.0
24 USA0281 -0.515 0.000 0.0
25 USA0291 0.129 0.000 0.0
26 USA02A1 -0.403 0.000 0.0
27 USA02B1 -2.104 0.000 0.0
28 USA02H1 0.077 0.000 0.0
29 USA02P1 -1.263 0.143 0.0
... ... ... ... ...
12428 USAZY41 -0.142 0.000 0.0
12429 USAZY51 0.260 0.000 0.0
12430 USAZY61 -0.324 0.000 0.0
12431 USAZY71 1.356 0.000 0.0
12432 USAZYI1 2.167 0.000 0.0
12433 USAZYJ1 -0.172 0.000 0.0
12434 USAZYK1 1.170 0.000 0.0
12435 USAZYM1 -0.118 0.000 0.0
12436 USAZYR1 -1.478 0.000 0.0
12437 USAZYS1 0.432 0.000 0.0
12438 USAZYT1 1.166 0.000 0.0
12439 USAZYV1 2.760 0.000 0.0
12440 USAZYX1 -0.090 0.000 0.0
12441 USAZZ41 2.210 0.000 0.0
12442 USAZZ51 0.225 0.000 0.0
12443 USAZZ61 -2.787 0.000 0.0
12444 USAZZ71 0.177 0.000 0.0
12445 USAZZ81 0.754 0.000 0.0
12446 USAZZ91 1.801 0.000 0.0
12447 USAZZA1 0.615 0.000 0.0
12448 USAZZB1 -0.156 0.000 0.0
12449 USAZZD1 1.215 0.000 0.0
12450 USAZZF1 2.242 0.000 0.0
12451 USAZZI1 0.420 0.000 0.0
12452 USAZZJ1 -2.787 0.000 0.0
12453 USAZZL1 1.039 0.000 0.0
12454 USAZZP1 -1.118 0.000 0.0
12455 USAZZR1 0.437 0.000 0.0
12456 USAZZX1 -2.787 0.000 0.0
12457 USAZZY1 -2.787 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.835 0.000 ... NaN NaN
1 -1.837 0.000 ... NaN NaN
2 -1.870 0.000 ... NaN 1396.0
3 -1.878 0.000 ... NaN NaN
4 -1.820 0.000 ... NaN 1260.0
5 -1.487 0.000 ... NaN 53.0
6 -1.824 0.000 ... NaN NaN
7 -1.805 0.000 ... NaN NaN
8 -0.959 0.000 ... NaN NaN
9 -1.929 0.862 ... NaN 29000.0
10 -1.642 0.000 ... NaN NaN
11 -1.667 0.000 ... NaN NaN
12 -1.837 0.000 ... NaN NaN
13 -1.799 0.000 ... NaN NaN
14 -1.837 0.000 ... NaN NaN
15 -1.733 0.000 ... NaN NaN
16 -1.569 0.000 ... NaN 150.0
17 0.071 0.000 ... NaN 45651.0
18 -1.447 0.000 ... NaN NaN
19 -1.718 0.000 ... NaN NaN
20 -0.705 0.000 ... NaN 750.0
21 -1.642 1.000 ... NaN NaN
22 -1.342 0.000 ... NaN NaN
23 -1.707 0.000 ... NaN 1350.0
24 -1.541 0.000 ... NaN NaN
25 -1.696 0.000 ... NaN NaN
26 -1.836 0.000 ... NaN NaN
27 -1.284 0.000 ... NaN 1075.0
28 -1.210 0.000 ... NaN 1161.0
29 -1.593 0.000 ... NaN 270.0
... ... ... ... ... ...
12428 -1.837 0.000 ... NaN NaN
12429 -0.631 0.000 ... NaN NaN
12430 -0.944 0.000 ... NaN NaN
12431 0.137 0.000 ... NaN 400.0
12432 -1.309 0.000 ... NaN 14900.0
12433 -0.307 0.000 ... NaN NaN
12434 -0.186 0.000 ... NaN 1400.0
12435 -1.201 0.000 ... NaN NaN
12436 -0.254 0.000 ... NaN 83745.0
12437 -0.377 0.000 ... NaN NaN
12438 -0.234 0.000 ... NaN 34170.0
12439 0.263 0.000 ... NaN 2000.0
12440 -1.823 0.000 ... NaN 500.0
12441 -1.562 0.000 ... NaN 7000.0
12442 -0.797 0.000 ... NaN NaN
12443 0.354 0.000 ... NaN 130800.0
12444 -1.187 0.000 ... NaN NaN
12445 -1.480 1.000 ... NaN 427900.0
12446 0.569 0.000 ... NaN NaN
12447 -0.223 0.000 ... NaN NaN
12448 -0.889 0.000 ... NaN NaN
12449 -0.112 0.000 ... NaN 12041700.0
12450 0.430 0.000 ... NaN 27589.0
12451 -0.962 1.000 ... NaN NaN
12452 0.710 0.000 ... NaN 0.0
12453 -0.218 0.000 ... NaN 2500.0
12454 -0.588 1.000 ... NaN 420351.0
12455 -0.455 0.000 ... NaN NaN
12456 0.363 0.000 ... NaN 280250.0
12457 0.381 0.000 ... NaN 109900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.311340e+10 0.163079 14.804422 10.384626
1 NaN 6.467257e+09 0.000000 17.433823 12.769219
2 NaN 6.595786e+10 2.455146 26.066514 22.662440
3 NaN 3.158406e+10 2.091467 21.873016 19.978855
4 NaN 5.016589e+10 2.459893 26.752796 23.234758
5 NaN 1.792372e+11 0.441241 17.778764 14.926373
6 NaN 1.140049e+10 6.634078 20.855320 14.599518
7 NaN 7.484740e+10 0.000000 21.279625 15.541060
8 NaN 1.498928e+10 0.618876 43.504073 34.368428
9 NaN 4.059684e+10 1.961962 19.058599 14.766232
10 NaN 2.931447e+10 0.000000 43.058304 33.260735
11 NaN 2.483508e+10 1.355276 15.139727 12.280852
12 NaN 7.171310e+09 2.249924 16.215960 11.653859
13 NaN 2.081873e+10 1.282051 24.042923 20.854049
14 NaN 1.338574e+10 1.160542 15.016351 10.554460
15 NaN 4.207661e+10 1.549787 25.920448 23.028352
16 NaN 4.207661e+10 1.549787 29.725711 27.024285
17 NaN 1.902772e+10 0.274160 25.586627 21.405687
18 NaN 2.755731e+10 2.038533 24.610908 21.537868
19 NaN 1.153945e+11 2.982849 28.313641 23.749295
20 NaN 1.279274e+11 0.000000 37.746113 33.344630
21 NaN 9.818222e+10 2.496879 29.067290 25.970532
22 NaN 1.582150e+10 0.000000 34.829161 32.785706
23 NaN 9.092841e+10 0.000000 20.360113 16.331091
24 NaN 4.316092e+10 3.271028 24.297261 21.036061
25 NaN 2.908972e+10 0.000000 23.933517 20.341303
26 NaN 9.372135e+09 1.551831 12.902611 9.343634
27 NaN 9.372135e+09 1.551831 33.642156 31.816256
28 NaN 6.323396e+10 3.280757 22.600686 20.034232
29 NaN 3.581582e+11 2.382370 22.738734 20.282740
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 22.032546 16.407598
12429 NaN 1.017175e+07 0.000000 74.004988 71.955820
12430 NaN 2.231800e+06 0.000000 64.705890 62.024107
12431 83.18 4.904000e+05 0.000000 85.597475 82.426995
12432 9208.80 2.163250e+06 0.000000 91.535893 89.599672
12433 NaN 6.134280e+07 NaN 82.939895 80.457214
12434 331.51 6.832300e+03 NaN 67.184646 63.751778
12435 NaN 1.513400e+06 NaN 67.055325 64.571609
12436 35678.26 1.516877e+07 0.000000 101.546986 99.511799
12437 NaN 5.030700e+01 0.000000 41.934510 35.971402
12438 54531.47 2.486138e+07 0.000000 129.805329 128.324028
12439 348.34 1.907840e+06 0.000000 163.958293 162.278241
12440 35125.71 6.427696e+07 2.017756 39.642434 35.516171
12441 2494.58 2.075400e+06 NaN 100.458325 98.780626
12442 NaN 2.224200e+05 0.000000 62.220067 58.962147
12443 181.23 1.668300e+06 0.000000 159.449324 157.719666
12444 NaN 3.578760e+06 0.000000 75.969083 73.518677
12445 1632992.00 2.973350e+10 4.956305 23.310535 19.328538
12446 NaN 1.591600e+03 0.000000 56.962522 49.017881
12447 NaN 1.956780e+06 0.000000 82.664364 79.930121
12448 NaN 2.538600e+06 0.000000 45.241502 39.901738
12449 31257.04 1.038744e+06 NaN 81.849483 79.118959
12450 27830.13 3.383640e+07 NaN 88.062070 84.062193
12451 NaN 4.230000e+05 0.000000 74.458668 71.906045
12452 NaN 1.249768e+07 0.000000 102.490199 98.264586
12453 7194.32 3.424800e+07 0.000000 72.069131 69.431219
12454 6977.50 6.608270e+06 NaN 78.072752 75.265954
12455 NaN 3.367200e+05 NaN 34.921786 29.546137
12456 707.51 9.876510e+05 0.000000 182.835821 181.178199
12457 2659377.05 8.498465e+08 0.607211 40.868029 32.269556
HistBeta PredBeta DataDate
0 0.000708 0.098615 20041001
1 -0.000057 0.053308 20041001
2 -0.018270 0.080404 20041001
3 -0.022447 0.282178 20041001
4 0.009319 0.126168 20041001
5 0.189631 0.412921 20041001
6 0.006867 0.019962 20041001
7 0.017402 0.019859 20041001
8 0.475898 0.976661 20041001
9 -0.049971 0.000291 20041001
10 0.105576 0.568938 20041001
11 0.092049 0.244398 20041001
12 -0.000057 0.061790 20041001
13 0.020632 0.189430 20041001
14 -0.000057 0.040654 20041001
15 0.056292 0.269777 20041001
16 0.144912 0.366099 20041001
17 1.033871 1.104079 20041001
18 0.211446 0.422577 20041001
19 0.064329 0.238861 20041001
20 0.613229 0.787936 20041001
21 0.105561 0.299754 20041001
22 0.268283 0.524334 20041001
23 0.070386 0.299346 20041001
24 0.160117 0.418272 20041001
25 0.076387 0.293562 20041001
26 0.000493 0.150149 20041001
27 0.299654 0.510832 20041001
28 0.339479 0.419634 20041001
29 0.132052 0.301743 20041001
... ... ... ...
12428 -0.000057 0.067367 20041001
12429 0.653691 0.784744 20041001
12430 0.483797 0.843379 20041001
12431 1.069590 1.353657 20041001
12432 0.285889 0.702146 20041001
12433 0.829288 1.129708 20041001
12434 0.894771 1.300882 20041001
12435 0.344749 0.637429 20041001
12436 0.857807 1.048668 20041001
12437 0.790926 1.207290 20041001
12438 0.868786 1.193419 20041001
12439 1.137902 1.420213 20041001
12440 0.007419 0.227618 20041001
12441 0.148827 0.559535 20041001
12442 0.563466 0.865943 20041001
12443 1.187191 1.362843 20041001
12444 0.352039 0.790853 20041001
12445 0.193497 0.247122 20041001
12446 1.303903 1.523247 20041001
12447 0.874607 1.211000 20041001
12448 0.513691 0.903061 20041001
12449 0.934816 1.268928 20041001
12450 1.228338 1.597504 20041001
12451 0.473933 0.672948 20041001
12452 1.380467 1.549602 20041001
12453 0.877285 1.120929 20041001
12454 0.676572 0.860417 20041001
12455 0.748801 1.086148 20041001
12456 1.192229 1.432912 20041001
12457 1.201850 1.226334 20041001
[12458 rows x 92 columns],
'20041004': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.242 0.000 0.0
1 USA0011 -0.312 0.000 0.0
2 USA0031 0.322 0.000 0.0
3 USA0062 0.138 0.430 0.0
4 USA00E2 0.267 0.000 0.0
5 USA00F1 0.129 0.000 0.0
6 USA00G2 0.784 0.000 0.0
7 USA00H1 -0.133 0.000 0.0
8 USA00I1 0.855 0.000 0.0
9 USA00J1 -0.170 0.000 0.0
10 USA00K1 0.409 0.000 0.0
11 USA00P1 -0.139 0.000 0.0
12 USA00R1 -0.704 0.000 0.0
13 USA00S1 -0.338 0.000 0.0
14 USA00V1 -0.308 0.000 0.0
15 USA0131 0.038 1.000 0.0
16 USA0161 -1.420 1.000 0.0
17 USA01I1 0.412 0.000 0.0
18 USA01J2 0.152 0.000 0.0
19 USA01L1 -0.284 0.000 0.0
20 USA01P1 -0.753 0.000 0.0
21 USA01Q1 0.055 0.000 0.0
22 USA0202 0.446 0.000 0.0
23 USA0231 0.065 0.000 0.0
24 USA0281 -0.168 0.000 0.0
25 USA0291 0.348 0.000 0.0
26 USA02A1 -0.234 0.000 0.0
27 USA02B1 -0.811 0.000 0.0
28 USA02H1 0.056 0.000 0.0
29 USA02P1 0.048 0.143 0.0
... ... ... ... ...
12423 USAZY41 -0.902 0.000 0.0
12424 USAZY51 0.319 0.000 0.0
12425 USAZY61 0.989 0.000 0.0
12426 USAZY71 0.801 0.000 0.0
12427 USAZYI1 2.803 0.000 0.0
12428 USAZYJ1 0.538 0.000 0.0
12429 USAZYK1 0.709 0.000 0.0
12430 USAZYM1 -0.099 0.000 0.0
12431 USAZYR1 1.013 0.000 0.0
12432 USAZYS1 0.877 0.000 0.0
12433 USAZYT1 -2.815 0.000 0.0
12434 USAZYV1 2.803 0.000 0.0
12435 USAZYX1 0.780 0.000 0.0
12436 USAZZ41 -2.862 0.000 0.0
12437 USAZZ51 0.906 0.000 0.0
12438 USAZZ61 1.102 0.000 0.0
12439 USAZZ71 0.846 0.000 0.0
12440 USAZZ81 0.406 0.000 0.0
12441 USAZZ91 0.235 0.000 0.0
12442 USAZZA1 1.036 0.000 0.0
12443 USAZZB1 0.650 0.000 0.0
12444 USAZZD1 0.093 0.000 0.0
12445 USAZZF1 -1.311 0.000 0.0
12446 USAZZI1 0.520 0.000 0.0
12447 USAZZJ1 2.803 0.000 0.0
12448 USAZZL1 0.358 0.000 0.0
12449 USAZZP1 2.803 0.000 0.0
12450 USAZZR1 0.873 0.000 0.0
12451 USAZZX1 2.803 0.000 0.0
12452 USAZZY1 -2.311 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.830 0.000 ... NaN NaN
1 -1.831 0.000 ... NaN NaN
2 -1.870 0.000 ... NaN 1396.0
3 -1.873 0.000 ... NaN NaN
4 -1.814 0.000 ... NaN 1260.0
5 -1.484 0.000 ... NaN 53.0
6 -1.819 0.000 ... NaN NaN
7 -1.799 0.000 ... NaN NaN
8 -0.957 0.000 ... NaN NaN
9 -1.923 0.862 ... NaN 29000.0
10 -1.636 0.000 ... NaN NaN
11 -1.663 0.000 ... NaN NaN
12 -1.831 0.000 ... NaN NaN
13 -1.795 0.000 ... NaN NaN
14 -1.831 0.000 ... NaN NaN
15 -1.731 0.000 ... NaN NaN
16 -1.535 0.000 ... NaN 3550.0
17 0.066 0.000 ... NaN 45651.0
18 -1.443 0.000 ... NaN NaN
19 -1.715 0.000 ... NaN NaN
20 -0.676 0.000 ... NaN 800.0
21 -1.636 1.000 ... NaN NaN
22 -1.338 0.000 ... NaN NaN
23 -1.702 0.000 ... NaN 1350.0
24 -1.538 0.000 ... NaN NaN
25 -1.690 0.000 ... NaN NaN
26 -1.830 0.000 ... NaN NaN
27 -1.263 0.000 ... NaN 710.0
28 -1.210 0.000 ... NaN 1161.0
29 -1.587 0.000 ... NaN 270.0
... ... ... ... ... ...
12423 -1.831 0.000 ... NaN NaN
12424 -0.633 0.000 ... NaN NaN
12425 -0.940 0.000 ... NaN NaN
12426 0.135 0.000 ... NaN 6625.0
12427 -1.320 0.000 ... NaN 52592.0
12428 -0.311 0.000 ... NaN NaN
12429 -0.186 0.000 ... NaN 509015.0
12430 -1.200 0.000 ... NaN NaN
12431 -0.254 0.000 ... NaN 27500.0
12432 -0.376 0.000 ... NaN NaN
12433 -0.202 0.000 ... NaN 60040.0
12434 0.229 0.000 ... NaN 3000.0
12435 -1.826 0.000 ... NaN 1300.0
12436 -1.511 0.000 ... NaN 20925.0
12437 -0.796 0.000 ... NaN NaN
12438 0.353 0.000 ... NaN 83725.0
12439 -1.181 0.000 ... NaN NaN
12440 -1.484 1.000 ... NaN 19200.0
12441 0.566 0.000 ... NaN NaN
12442 -0.223 0.000 ... NaN 17000.0
12443 -0.886 0.000 ... NaN NaN
12444 -0.115 0.000 ... NaN 17454780.0
12445 0.441 0.000 ... NaN 7350.0
12446 -0.962 1.000 ... NaN NaN
12447 0.645 0.000 ... NaN 0.0
12448 -0.220 0.000 ... NaN 1000.0
12449 -0.628 1.000 ... NaN 15000.0
12450 -0.455 0.000 ... NaN NaN
12451 0.336 0.000 ... NaN 60000.0
12452 0.374 0.000 ... NaN 114200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.325379e+10 0.163079 14.899739 10.346106
1 NaN 6.645664e+09 0.000000 17.560860 12.706430
2 NaN 6.597350e+10 2.455146 26.168154 22.626897
3 NaN 3.145518e+10 2.091467 21.854780 19.886155
4 NaN 5.147271e+10 2.459893 26.929665 23.268060
5 NaN 1.786373e+11 0.441241 17.823928 14.837504
6 NaN 1.188477e+10 6.634078 21.185344 14.640954
7 NaN 7.467894e+10 0.000000 21.416730 15.441922
8 NaN 1.517721e+10 0.618876 43.695960 34.250796
9 NaN 4.037166e+10 1.961962 19.063324 14.646131
10 NaN 2.909419e+10 0.000000 43.391641 33.153168
11 NaN 2.537241e+10 1.355276 15.200778 12.192586
12 NaN 7.180147e+09 2.249924 16.424545 11.644390
13 NaN 2.072435e+10 1.282051 24.384915 20.936596
14 NaN 1.329709e+10 1.160542 15.143146 10.496368
15 NaN 4.194832e+10 1.549787 25.927272 22.818903
16 NaN 4.194832e+10 1.549787 29.809427 27.063149
17 NaN 1.886417e+10 0.274160 25.856520 21.362169
18 NaN 2.777955e+10 2.038533 24.648725 21.455481
19 NaN 1.152661e+11 2.982849 28.412267 23.619452
20 NaN 1.281978e+11 0.000000 37.839404 33.313216
21 NaN 9.925392e+10 2.496879 28.993185 25.798426
22 NaN 1.608222e+10 0.000000 34.768416 32.554767
23 NaN 8.996967e+10 0.000000 20.498145 16.274434
24 NaN 4.322093e+10 3.271028 24.319475 20.901415
25 NaN 3.003357e+10 0.000000 23.996532 20.296546
26 NaN 9.598556e+09 1.551831 12.982439 9.309320
27 NaN 9.598556e+09 1.551831 33.540178 31.713564
28 NaN 6.367975e+10 3.280757 22.671593 19.945486
29 NaN 3.597397e+11 2.382370 22.686629 20.169806
... ... ... ... ... ...
12423 NaN 5.056250e+06 NaN 22.310305 16.475177
12424 NaN 1.017175e+07 0.000000 74.719400 72.586544
12425 NaN 2.231800e+06 0.000000 65.105704 62.281344
12426 93.45 4.904000e+05 0.000000 87.014442 83.653067
12427 9953.73 2.036000e+06 0.000000 92.710189 90.664777
12428 NaN 6.134280e+07 NaN 83.403403 80.761612
12429 349.33 6.832300e+03 NaN 67.993768 64.374067
12430 NaN 1.513400e+06 NaN 66.680677 64.057198
12431 36712.55 1.516877e+07 0.000000 101.831645 99.665075
12432 NaN 5.030700e+01 0.000000 42.463803 36.094994
12433 57992.90 2.712150e+07 0.000000 130.950860 129.353035
12434 369.93 1.669360e+06 0.000000 166.371351 164.598695
12435 32912.50 6.386160e+07 2.017756 39.821133 35.526563
12436 2608.02 2.248350e+06 NaN 101.626222 99.899996
12437 NaN 2.224200e+05 0.000000 62.378133 58.938180
12438 177.28 1.668300e+06 0.000000 160.857267 159.096937
12439 NaN 3.578760e+06 0.000000 76.460501 73.884285
12440 1695137.10 2.940815e+10 4.956305 23.488795 19.453342
12441 NaN 1.591600e+03 0.000000 57.121613 48.777606
12442 8867.10 1.956780e+06 0.000000 83.624089 80.694209
12443 NaN 2.538600e+06 0.000000 45.656519 40.013287
12444 31348.86 1.038744e+06 NaN 81.942866 79.064022
12445 21287.78 3.515226e+07 NaN 88.412409 84.238340
12446 NaN 4.230000e+05 0.000000 74.754447 72.169342
12447 NaN 1.173103e+07 0.000000 103.454084 98.997899
12448 7727.38 3.424800e+07 0.000000 72.026740 69.232178
12449 7102.50 5.329250e+06 NaN 79.542428 76.720067
12450 NaN 3.367200e+05 NaN 35.295795 29.519154
12451 462.82 8.779120e+05 0.000000 185.758941 184.034400
12452 2791578.00 8.523170e+08 0.607211 43.637887 33.537125
HistBeta PredBeta DataDate
0 0.000686 0.095412 20041004
1 -0.000071 0.045639 20041004
2 -0.021009 0.085433 20041004
3 -0.023129 0.289004 20041004
4 0.009103 0.136248 20041004
5 0.188876 0.415093 20041004
6 0.006466 0.037270 20041004
7 0.017456 0.027671 20041004
8 0.475416 0.957536 20041004
9 -0.050171 -0.003933 20041004
10 0.105979 0.576631 20041004
11 0.091510 0.233038 20041004
12 -0.000071 0.040663 20041004
13 0.019424 0.182641 20041004
14 -0.000071 0.035234 20041004
15 0.054597 0.271934 20041004
16 0.161047 0.365592 20041004
17 1.032621 1.105829 20041004
18 0.210971 0.423331 20041004
19 0.063228 0.226591 20041004
20 0.628379 0.799408 20041004
21 0.106290 0.291674 20041004
22 0.268269 0.545453 20041004
23 0.070011 0.305320 20041004
24 0.159564 0.412295 20041004
25 0.076886 0.300092 20041004
26 0.000426 0.146292 20041004
27 0.309392 0.523750 20041004
28 0.337702 0.415845 20041004
29 0.132539 0.309770 20041004
... ... ... ...
12423 -0.000071 0.040774 20041004
12424 0.651793 0.783494 20041004
12425 0.485162 0.869717 20041004
12426 1.069896 1.363722 20041004
12427 0.278371 0.739772 20041004
12428 0.827468 1.139013 20041004
12429 0.895237 1.302764 20041004
12430 0.343640 0.627840 20041004
12431 0.858424 1.099438 20041004
12432 0.791651 1.226798 20041004
12433 0.886784 1.145680 20041004
12434 1.120924 1.444688 20041004
12435 0.002676 0.235457 20041004
12436 0.174089 0.474202 20041004
12437 0.563543 0.896889 20041004
12438 1.188432 1.384764 20041004
12439 0.353803 0.806534 20041004
12440 0.188833 0.251300 20041004
12441 1.304489 1.509201 20041004
12442 0.875036 1.226845 20041004
12443 0.514046 0.924234 20041004
12444 0.934144 1.257050 20041004
12445 1.236429 1.561020 20041004
12446 0.472966 0.668374 20041004
12447 1.347562 1.583465 20041004
12448 0.877019 1.119795 20041004
12449 0.654716 0.909216 20041004
12450 0.748904 1.103510 20041004
12451 1.179088 1.488259 20041004
12452 1.199970 1.212167 20041004
[12453 rows x 92 columns],
'20041005': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.033 0.000 0.0
1 USA0011 0.452 0.000 0.0
2 USA0031 -0.113 0.000 0.0
3 USA0062 -2.487 0.430 0.0
4 USA00E2 -0.080 0.000 0.0
5 USA00F1 2.501 0.000 0.0
6 USA00G2 0.647 0.000 0.0
7 USA00H1 -0.326 0.000 0.0
8 USA00I1 0.032 0.000 0.0
9 USA00J1 0.097 0.000 0.0
10 USA00K1 1.009 0.000 0.0
11 USA00P1 0.375 0.000 0.0
12 USA00R1 0.375 0.000 0.0
13 USA00S1 -0.256 0.000 0.0
14 USA00V1 -0.350 0.000 0.0
15 USA0131 2.805 1.000 0.0
16 USA0161 0.499 1.000 0.0
17 USA01I1 -0.100 0.000 0.0
18 USA01J2 -2.759 0.000 0.0
19 USA01L1 1.505 0.000 0.0
20 USA01P1 0.232 0.000 0.0
21 USA01Q1 -0.990 0.000 0.0
22 USA0202 -0.137 0.000 0.0
23 USA0231 0.303 0.000 0.0
24 USA0281 -1.363 0.000 0.0
25 USA0291 0.187 0.000 0.0
26 USA02A1 0.109 0.000 0.0
27 USA02B1 0.055 0.000 0.0
28 USA02H1 -0.050 0.000 0.0
29 USA02P1 -1.493 0.143 0.0
... ... ... ... ...
12425 USAZY41 0.351 0.000 0.0
12426 USAZY51 0.237 0.000 0.0
12427 USAZY61 -0.223 0.000 0.0
12428 USAZY71 0.118 0.000 0.0
12429 USAZYI1 0.083 0.000 0.0
12430 USAZYJ1 -0.275 0.000 0.0
12431 USAZYK1 -0.171 0.000 0.0
12432 USAZYM1 -0.437 0.000 0.0
12433 USAZYR1 2.019 0.000 0.0
12434 USAZYS1 0.138 0.000 0.0
12435 USAZYT1 0.026 0.000 0.0
12436 USAZYV1 0.032 0.000 0.0
12437 USAZYX1 0.002 0.000 0.0
12438 USAZZ41 0.186 0.000 0.0
12439 USAZZ51 0.117 0.000 0.0
12440 USAZZ61 0.117 0.000 0.0
12441 USAZZ71 0.204 0.000 0.0
12442 USAZZ81 -0.630 0.000 0.0
12443 USAZZ91 1.176 0.000 0.0
12444 USAZZA1 0.164 0.000 0.0
12445 USAZZB1 -0.102 0.000 0.0
12446 USAZZD1 2.805 0.000 0.0
12447 USAZZF1 2.652 0.000 0.0
12448 USAZZI1 -0.264 0.000 0.0
12449 USAZZJ1 2.805 0.000 0.0
12450 USAZZL1 2.157 0.000 0.0
12451 USAZZP1 -2.759 0.000 0.0
12452 USAZZR1 0.247 0.000 0.0
12453 USAZZX1 0.199 0.000 0.0
12454 USAZZY1 0.760 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.832 0.000 ... NaN NaN
1 -1.834 0.000 ... NaN NaN
2 -1.872 0.000 ... NaN 1396.0
3 -1.885 0.000 ... NaN 328.0
4 -1.816 0.000 ... NaN 1260.0
5 -1.459 0.000 ... NaN 410.0
6 -1.821 0.000 ... NaN NaN
7 -1.802 0.000 ... NaN NaN
8 -0.959 0.000 ... NaN NaN
9 -1.926 0.862 ... NaN 29000.0
10 -1.639 0.000 ... NaN NaN
11 -1.665 0.000 ... NaN NaN
12 -1.834 0.000 ... NaN NaN
13 -1.795 0.000 ... NaN NaN
14 -1.834 0.000 ... NaN NaN
15 -1.703 0.000 ... NaN 246.0
16 -1.543 0.000 ... NaN 2090.0
17 0.069 0.000 ... NaN 45651.0
18 -1.464 0.000 ... NaN 4590.0
19 -1.716 0.000 ... NaN NaN
20 -0.677 0.000 ... NaN NaN
21 -1.646 1.000 ... NaN 410.0
22 -1.341 0.000 ... NaN NaN
23 -1.704 0.000 ... NaN 1350.0
24 -1.547 0.000 ... NaN 2160.0
25 -1.693 0.000 ... NaN NaN
26 -1.833 0.000 ... NaN NaN
27 -1.259 0.000 ... NaN 310.0
28 -1.211 0.000 ... NaN 1161.0
29 -1.601 0.000 ... NaN 410.0
... ... ... ... ... ...
12425 -1.834 0.000 ... NaN NaN
12426 -0.618 0.000 ... NaN NaN
12427 -0.941 0.000 ... NaN NaN
12428 0.149 0.000 ... NaN 100.0
12429 -1.324 0.000 ... NaN NaN
12430 -0.308 0.000 ... NaN NaN
12431 -0.187 0.000 ... NaN 5000.0
12432 -1.203 0.000 ... NaN NaN
12433 -0.261 0.000 ... NaN 42675.0
12434 -0.378 0.000 ... NaN 183.0
12435 -0.204 0.000 ... NaN 92030.0
12436 0.232 0.000 ... NaN NaN
12437 -1.831 0.000 ... NaN 500.0
12438 -1.514 0.000 ... NaN 3500.0
12439 -0.798 0.000 ... NaN NaN
12440 0.354 0.000 ... NaN 5214.0
12441 -1.186 0.000 ... NaN NaN
12442 -1.487 1.000 ... NaN 23000.0
12443 0.568 0.000 ... NaN NaN
12444 -0.181 0.000 ... NaN NaN
12445 -0.889 0.000 ... NaN NaN
12446 -0.069 0.000 ... NaN 19860770.0
12447 0.454 0.000 ... NaN 9985.0
12448 -0.963 1.000 ... NaN NaN
12449 0.666 0.000 ... NaN 0.0
12450 -0.221 0.000 ... NaN 6350.0
12451 -0.646 1.000 ... NaN 126700.0
12452 -0.456 0.000 ... NaN NaN
12453 0.337 0.000 ... NaN 27260.0
12454 0.400 0.000 ... NaN 90000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.249169e+10 0.163079 14.678816 10.189754
1 NaN 6.773098e+09 0.000000 17.272425 12.512780
2 NaN 6.609856e+10 2.455146 25.765533 22.289757
3 NaN 3.136926e+10 2.091467 22.652427 20.494672
4 NaN 5.119268e+10 2.459893 26.510268 22.924445
5 NaN 1.734470e+11 0.441241 18.782353 15.421493
6 NaN 1.206737e+10 6.634078 20.910998 14.554954
7 NaN 7.451048e+10 0.000000 21.307694 15.303798
8 NaN 1.503814e+10 0.618876 43.119221 33.751106
9 NaN 4.080594e+10 1.961962 18.760849 14.466616
10 NaN 2.938225e+10 0.000000 43.141632 32.865398
11 NaN 2.575621e+10 1.355276 15.083208 12.078794
12 NaN 7.124915e+09 2.249924 16.205823 11.503992
13 NaN 2.038461e+10 1.282051 23.999677 20.638034
14 NaN 1.313246e+10 1.160542 15.069401 10.456154
15 NaN 4.128286e+10 1.549787 26.694203 23.442468
16 NaN 4.128286e+10 1.549787 29.308166 26.674312
17 NaN 1.871784e+10 0.274160 25.710174 21.047950
18 NaN 2.747867e+10 2.038533 29.302065 26.347307
19 NaN 1.165288e+11 2.982849 28.327296 23.503402
20 NaN 1.292121e+11 0.000000 37.320690 32.805235
21 NaN 9.898599e+10 2.496879 28.769945 25.626836
22 NaN 1.562939e+10 0.000000 34.279861 32.065354
23 NaN 9.107979e+10 0.000000 20.188132 16.033810
24 NaN 4.324094e+10 3.271028 24.360415 20.991650
25 NaN 3.020297e+10 0.000000 23.605271 19.961441
26 NaN 9.687405e+09 1.551831 12.819242 9.180239
27 NaN 9.687405e+09 1.551831 33.074186 31.234453
28 NaN 6.396079e+10 3.280757 22.327377 19.598427
29 NaN 3.590016e+11 2.382370 22.687299 20.143225
... ... ... ... ... ...
12425 NaN 5.056250e+06 NaN 22.075365 16.341292
12426 NaN 1.017175e+07 0.000000 73.719110 71.579881
12427 NaN 2.231800e+06 0.000000 64.184187 61.361667
12428 89.30 4.904000e+05 0.000000 85.762342 82.331583
12429 NaN 2.036000e+06 0.000000 90.266115 88.187557
12430 NaN 6.134280e+07 NaN 81.799175 79.116679
12431 333.48 6.832300e+03 NaN 67.251251 63.614840
12432 NaN 1.513400e+06 NaN 65.809709 63.206288
12433 35819.71 1.479880e+07 0.000000 100.758472 98.487974
12434 NaN 5.030700e+01 0.000000 41.852648 35.370110
12435 57615.78 2.712150e+07 0.000000 129.414338 127.872670
12436 NaN 1.669360e+06 0.000000 164.827005 162.968048
12437 31638.10 6.386160e+07 2.017756 39.135967 34.976796
12438 2499.81 2.248350e+06 NaN 100.498792 98.855300
12439 NaN 2.224200e+05 0.000000 61.423723 57.993894
12440 169.93 1.668300e+06 0.000000 159.303031 157.520852
12441 NaN 3.578760e+06 0.000000 75.197427 72.623503
12442 1793464.52 2.962174e+10 4.956305 22.717735 18.663792
12443 NaN 1.591600e+03 0.000000 56.546866 48.019639
12444 NaN 1.956780e+06 0.000000 83.384785 80.450696
12445 NaN 2.538600e+06 0.000000 45.020503 39.382170
12446 30826.67 5.193720e+05 NaN 82.696471 79.573408
12447 21114.41 3.289650e+07 NaN 89.645363 85.348349
12448 NaN 4.230000e+05 0.000000 73.824735 71.243895
12449 NaN 9.474297e+06 0.000000 107.431218 103.107646
12450 8501.82 3.339180e+07 0.000000 71.422047 68.452119
12451 8369.50 6.395100e+06 NaN 78.512950 75.628939
12452 NaN 3.367200e+05 NaN 34.957270 29.078172
12453 451.70 8.779120e+05 0.000000 184.138396 182.370017
12454 2776182.86 8.276121e+08 0.607211 43.393102 33.038172
HistBeta PredBeta DataDate
0 0.000694 0.097387 20041005
1 -0.000067 0.059986 20041005
2 -0.020953 0.080644 20041005
3 -0.028082 0.242029 20041005
4 0.009189 0.135061 20041005
5 0.203427 0.484029 20041005
6 0.006681 0.043196 20041005
7 0.017295 0.000324 20041005
8 0.475234 0.953767 20041005
9 -0.050040 -0.008730 20041005
10 0.105546 0.590502 20041005
11 0.091376 0.240023 20041005
12 -0.000067 0.056757 20041005
13 0.020636 0.186033 20041005
14 -0.000067 0.031591 20041005
15 0.071098 0.346205 20041005
16 0.157490 0.375445 20041005
17 1.033274 1.081196 20041005
18 0.200430 0.408509 20041005
19 0.063771 0.262710 20041005
20 0.628244 0.808379 20041005
21 0.101814 0.265012 20041005
22 0.267530 0.538521 20041005
23 0.070180 0.310607 20041005
24 0.155421 0.386634 20041005
25 0.076473 0.302169 20041005
26 0.000464 0.150772 20041005
27 0.311935 0.529450 20041005
28 0.337970 0.414563 20041005
29 0.126035 0.278789 20041005
... ... ... ...
12425 -0.000067 0.052421 20041005
12426 0.660344 0.788010 20041005
12427 0.484541 0.850927 20041005
12428 1.076692 1.362468 20041005
12429 0.276479 0.743998 20041005
12430 0.828369 1.148293 20041005
12431 0.894636 1.285236 20041005
12432 0.342522 0.621724 20041005
12433 0.854003 1.137568 20041005
12434 0.790721 1.216900 20041005
12435 0.884957 1.138910 20041005
12436 1.122013 1.460857 20041005
12437 0.001071 0.223812 20041005
12438 0.173420 0.536377 20041005
12439 0.562654 0.899134 20041005
12440 1.188489 1.368246 20041005
12441 0.351419 0.795490 20041005
12442 0.187959 0.233828 20041005
12443 1.304510 1.522437 20041005
12444 0.897398 1.228774 20041005
12445 0.513256 0.918429 20041005
12446 0.958300 1.326057 20041005
12447 1.242817 1.626423 20041005
12448 0.472609 0.647117 20041005
12449 1.357470 1.640272 20041005
12450 0.876117 1.156589 20041005
12451 0.645012 0.792707 20041005
12452 0.748421 1.101358 20041005
12453 1.179014 1.491578 20041005
12454 1.213306 1.269577 20041005
[12455 rows x 92 columns],
'20041006': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.519 0.000 0.0
1 USA0011 0.395 0.000 0.0
2 USA0031 -1.053 0.000 0.0
3 USA0062 -0.366 0.430 0.0
4 USA00E2 -0.989 0.000 0.0
5 USA00F1 2.411 0.000 0.0
6 USA00G2 0.236 0.000 0.0
7 USA00H1 -0.342 0.000 0.0
8 USA00I1 -0.571 0.000 0.0
9 USA00J1 -0.314 0.000 0.0
10 USA00K1 -1.532 0.000 0.0
11 USA00P1 -0.164 0.000 0.0
12 USA00R1 -0.446 0.000 0.0
13 USA00S1 -0.461 0.000 0.0
14 USA00V1 -0.075 0.000 0.0
15 USA0131 -0.540 1.000 0.0
16 USA0161 0.100 1.000 0.0
17 USA01I1 0.082 0.000 0.0
18 USA01J2 -0.335 0.000 0.0
19 USA01L1 0.895 0.000 0.0
20 USA01P1 0.283 0.000 0.0
21 USA01Q1 -0.312 0.000 0.0
22 USA0202 -0.037 0.000 0.0
23 USA0231 0.053 0.000 0.0
24 USA0281 0.467 0.000 0.0
25 USA0291 0.069 0.000 0.0
26 USA02A1 0.144 0.000 0.0
27 USA02B1 -1.605 0.000 0.0
28 USA02H1 0.192 0.000 0.0
29 USA02P1 -0.028 0.143 0.0
... ... ... ... ...
12426 USAZY41 0.227 0.000 0.0
12427 USAZY51 0.225 0.000 0.0
12428 USAZY61 0.171 0.000 0.0
12429 USAZY71 0.084 0.000 0.0
12430 USAZYI1 -0.054 0.000 0.0
12431 USAZYJ1 2.703 0.000 0.0
12432 USAZYK1 0.187 0.000 0.0
12433 USAZYM1 -0.010 0.000 0.0
12434 USAZYR1 0.273 0.000 0.0
12435 USAZYS1 0.523 0.000 0.0
12436 USAZYT1 -1.301 0.000 0.0
12437 USAZYV1 0.571 0.000 0.0
12438 USAZYX1 0.255 0.000 0.0
12439 USAZZ41 2.181 0.000 0.0
12440 USAZZ51 0.154 0.000 0.0
12441 USAZZ61 0.667 0.000 0.0
12442 USAZZ71 0.036 0.000 0.0
12443 USAZZ81 0.444 0.000 0.0
12444 USAZZ91 1.338 0.000 0.0
12445 USAZZA1 0.555 0.000 0.0
12446 USAZZB1 0.360 0.000 0.0
12447 USAZZD1 -0.049 0.000 0.0
12448 USAZZF1 2.710 0.000 0.0
12449 USAZZI1 0.236 0.000 0.0
12450 USAZZJ1 -1.912 0.000 0.0
12451 USAZZL1 0.727 0.000 0.0
12452 USAZZP1 0.034 0.000 0.0
12453 USAZZR1 0.377 0.000 0.0
12454 USAZZX1 0.380 0.000 0.0
12455 USAZZY1 1.523 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.845 0.000 ... NaN NaN
1 -1.847 0.000 ... NaN NaN
2 -1.886 0.000 ... NaN 1396.0
3 -1.900 0.000 ... NaN NaN
4 -1.831 0.000 ... NaN 1260.0
5 -1.560 0.000 ... NaN 140.0
6 -1.835 0.000 ... NaN NaN
7 -1.815 0.000 ... NaN NaN
8 -0.971 0.000 ... NaN NaN
9 -1.939 0.862 ... NaN 29000.0
10 -1.650 0.000 ... NaN NaN
11 -1.679 0.000 ... NaN NaN
12 -1.847 0.000 ... NaN NaN
13 -1.809 0.000 ... NaN NaN
14 -1.847 0.000 ... NaN NaN
15 -1.719 0.000 ... NaN NaN
16 -1.575 0.000 ... NaN 980.0
17 0.059 0.000 ... NaN 45651.0
18 -1.480 0.000 ... NaN NaN
19 -1.733 0.000 ... NaN NaN
20 -0.689 0.000 ... NaN NaN
21 -1.656 1.000 ... NaN NaN
22 -1.352 0.000 ... NaN NaN
23 -1.718 0.000 ... NaN 1350.0
24 -1.561 0.000 ... NaN NaN
25 -1.703 0.000 ... NaN NaN
26 -1.846 0.000 ... NaN NaN
27 -1.230 0.000 ... NaN 350.0
28 -1.224 0.000 ... NaN 1161.0
29 -1.617 0.000 ... NaN 410.0
... ... ... ... ... ...
12426 -1.847 0.000 ... NaN NaN
12427 -0.632 0.000 ... NaN NaN
12428 -0.946 0.000 ... NaN NaN
12429 0.146 0.000 ... NaN 180.0
12430 -1.328 0.000 ... NaN 15000.0
12431 -0.397 0.000 ... NaN 4000.0
12432 -0.186 0.000 ... NaN 1200.0
12433 -1.209 0.000 ... NaN NaN
12434 -0.268 0.000 ... NaN 73532.0
12435 -0.380 0.000 ... NaN NaN
12436 -0.200 0.000 ... NaN 17050.0
12437 0.232 0.000 ... NaN NaN
12438 -1.845 0.000 ... NaN 2100.0
12439 -1.626 0.000 ... NaN 77400.0
12440 -0.803 0.000 ... NaN NaN
12441 0.352 0.000 ... NaN 50680.0
12442 -1.186 0.000 ... NaN NaN
12443 -1.525 1.000 ... NaN 25600.0
12444 0.571 0.000 ... NaN NaN
12445 -0.195 0.000 ... NaN NaN
12446 -0.895 0.000 ... NaN NaN
12447 -0.068 0.000 ... NaN 23423870.0
12448 0.421 0.000 ... NaN 2105.0
12449 -0.972 1.000 ... NaN NaN
12450 0.712 0.000 ... NaN 0.0
12451 -0.244 0.000 ... NaN 6600.0
12452 -0.655 1.000 ... NaN NaN
12453 -0.461 0.000 ... NaN NaN
12454 0.336 0.000 ... NaN 225000.0
12455 0.363 0.000 ... NaN 79500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.267219e+10 0.163079 14.699446 10.140063
1 NaN 6.722125e+09 0.000000 17.156107 12.376631
2 NaN 6.597350e+10 2.455146 25.718403 21.936181
3 NaN 3.154110e+10 2.091467 22.061294 20.062301
4 NaN 5.117935e+10 2.459893 26.385716 22.508199
5 NaN 1.737078e+11 0.441241 20.039552 16.742090
6 NaN 1.206737e+10 6.634078 20.656639 14.222405
7 NaN 7.461415e+10 0.000000 21.116005 14.964245
8 NaN 1.505693e+10 0.618876 42.350614 32.910538
9 NaN 4.103112e+10 1.961962 18.471063 14.101463
10 NaN 2.921280e+10 0.000000 42.697370 32.223668
11 NaN 2.584478e+10 1.355276 14.830744 11.797029
12 NaN 7.114973e+09 2.249924 16.078053 11.279162
13 NaN 2.005430e+10 1.282051 23.635387 20.183711
14 NaN 1.333002e+10 1.160542 14.914544 10.224838
15 NaN 4.198039e+10 1.549787 26.043086 22.954527
16 NaN 4.198039e+10 1.549787 28.779172 26.061179
17 NaN 1.883404e+10 0.274160 25.013734 20.534749
18 NaN 2.769407e+10 2.038533 28.598685 25.727974
19 NaN 1.185833e+11 2.982849 27.949074 23.064110
20 NaN 1.320519e+11 0.000000 36.577603 32.057482
21 NaN 9.961927e+10 2.496879 28.136791 25.019878
22 NaN 1.557450e+10 0.000000 33.541057 31.316917
23 NaN 9.249266e+10 0.000000 19.876910 15.688316
24 NaN 4.406114e+10 3.271028 24.009375 20.621712
25 NaN 3.068699e+10 0.000000 23.220847 19.532824
26 NaN 9.816379e+09 1.551831 12.735883 9.070068
27 NaN 9.816379e+09 1.551831 32.725400 30.813692
28 NaN 6.536599e+10 3.280757 21.870496 19.100647
29 NaN 3.624810e+11 2.382370 22.216174 19.701352
... ... ... ... ... ...
12426 NaN 5.056250e+06 NaN 21.915183 16.094620
12427 NaN 1.017175e+07 0.000000 72.675755 70.552172
12428 NaN 2.231800e+06 0.000000 65.975483 63.291637
12429 89.46 4.904000e+05 0.000000 85.283513 81.971037
12430 9610.38 2.036000e+06 0.000000 88.823690 86.746552
12431 395.45 5.412600e+07 NaN 83.753348 81.116162
12432 333.48 6.832300e+03 NaN 66.893013 63.339891
12433 NaN 1.513400e+06 NaN 65.044369 62.435876
12434 37156.66 1.479880e+07 0.000000 98.893018 96.697837
12435 NaN 5.030700e+01 0.000000 41.096990 34.630991
12436 58042.03 2.762375e+07 0.000000 127.368154 125.868604
12437 NaN 1.669360e+06 0.000000 162.759929 160.916550
12438 31374.09 6.386160e+07 2.017756 38.472871 34.227100
12439 2693.31 1.902450e+06 NaN 101.183300 99.495864
12440 NaN 2.224200e+05 0.000000 59.993085 56.535232
12441 176.84 1.668300e+06 0.000000 156.365564 154.600274
12442 NaN 3.578760e+06 0.000000 74.293810 71.709639
12443 1752459.41 2.942151e+10 4.956305 22.638156 18.571467
12444 NaN 1.591600e+03 0.000000 55.678237 47.106308
12445 NaN 1.956780e+06 0.000000 83.242063 80.385294
12446 NaN 2.538600e+06 0.000000 44.372968 38.700923
12447 31891.39 5.193720e+05 NaN 81.375991 78.467221
12448 21277.07 3.195660e+07 NaN 88.889884 84.620463
12449 NaN 4.230000e+05 0.000000 72.540685 69.974285
12450 NaN 9.895787e+06 0.000000 105.599390 101.341133
12451 9656.82 3.296370e+07 0.000000 69.929925 67.047513
12452 NaN 6.395100e+06 NaN 77.330737 74.593201
12453 NaN 3.367200e+05 NaN 34.335774 28.536570
12454 533.52 8.779120e+05 0.000000 182.107226 180.371139
12455 2793014.73 8.220536e+08 0.607211 42.853754 32.558371
HistBeta PredBeta DataDate
0 0.000651 0.113446 20041006
1 -0.000092 0.069214 20041006
2 -0.021360 0.051343 20041006
3 -0.029042 0.251316 20041006
4 0.008539 0.108244 20041006
5 0.154716 0.481746 20041006
6 0.005955 0.041524 20041006
7 0.017280 -0.005988 20041006
8 0.472728 0.931914 20041006
9 -0.050155 -0.013061 20041006
10 0.106003 0.536264 20041006
11 0.090172 0.232980 20041006
12 -0.000092 0.043116 20041006
13 0.020472 0.174096 20041006
14 -0.000092 0.036653 20041006
15 0.068612 0.297874 20041006
16 0.146642 0.359023 20041006
17 1.028658 1.075323 20041006
18 0.197604 0.386425 20041006
19 0.061127 0.269078 20041006
20 0.625011 0.802035 20041006
21 0.102804 0.263496 20041006
22 0.266666 0.532971 20041006
23 0.069225 0.305704 20041006
24 0.153937 0.408015 20041006
25 0.077241 0.300819 20041006
26 0.000338 0.153591 20041006
27 0.332594 0.515969 20041006
28 0.336178 0.416409 20041006
29 0.123804 0.288907 20041006
... ... ... ...
12426 -0.000092 0.063525 20041006
12427 0.655800 0.784500 20041006
12428 0.485964 0.852218 20041006
12429 1.075689 1.346960 20041006
12430 0.279931 0.731755 20041006
12431 0.782464 1.148859 20041006
12432 0.896099 1.290732 20041006
12433 0.344299 0.627366 20041006
12434 0.852014 1.119256 20041006
12435 0.791775 1.223377 20041006
12436 0.888726 1.113221 20041006
12437 1.122001 1.472339 20041006
12438 0.000673 0.225609 20041006
12439 0.119187 0.519427 20041006
12440 0.563126 0.898730 20041006
12441 1.186685 1.373757 20041006
12442 0.356383 0.794499 20041006
12443 0.173756 0.234824 20041006
12444 1.305055 1.542976 20041006
12445 0.891256 1.224283 20041006
12446 0.513794 0.926710 20041006
12447 0.959759 1.276710 20041006
12448 1.224001 1.638690 20041006
12449 0.471903 0.665138 20041006
12450 1.380975 1.631353 20041006
12451 0.865063 1.131436 20041006
12452 0.642907 0.842641 20041006
12453 0.747633 1.096885 20041006
12454 1.178093 1.482661 20041006
12455 1.192556 1.275690 20041006
[12456 rows x 92 columns],
'20041007': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.253 0.000 0.0
1 USA0011 -0.159 0.000 0.0
2 USA0031 -1.166 0.000 0.0
3 USA0062 0.154 0.430 0.0
4 USA00E2 -1.010 0.000 0.0
5 USA00F1 0.202 0.000 0.0
6 USA00G2 0.019 0.000 0.0
7 USA00H1 -1.225 0.000 0.0
8 USA00I1 0.903 0.000 0.0
9 USA00J1 -0.314 0.000 0.0
10 USA00K1 0.950 0.000 0.0
11 USA00P1 0.082 0.000 0.0
12 USA00R1 -0.200 0.000 0.0
13 USA00S1 0.170 0.000 0.0
14 USA00V1 -0.597 0.000 0.0
15 USA0131 -0.061 1.000 0.0
16 USA0161 -1.358 1.000 0.0
17 USA01I1 -0.684 0.000 0.0
18 USA01J2 0.054 0.000 0.0
19 USA01L1 -0.149 0.000 0.0
20 USA01P1 0.126 0.000 0.0
21 USA01Q1 -0.262 0.000 0.0
22 USA0202 0.080 0.000 0.0
23 USA0231 0.353 0.000 0.0
24 USA0281 -0.242 0.000 0.0
25 USA0291 0.290 0.000 0.0
26 USA02A1 0.177 0.000 0.0
27 USA02B1 -1.301 0.000 0.0
28 USA02H1 0.293 0.000 0.0
29 USA02P1 0.036 0.143 0.0
... ... ... ... ...
12429 USAZY41 -0.787 0.000 0.0
12430 USAZY51 -0.850 0.000 0.0
12431 USAZY61 -0.719 0.000 0.0
12432 USAZY71 -1.072 0.000 0.0
12433 USAZYI1 -0.193 0.000 0.0
12434 USAZYJ1 -2.401 0.000 0.0
12435 USAZYK1 -0.594 0.000 0.0
12436 USAZYM1 -0.498 0.000 0.0
12437 USAZYR1 -2.699 0.000 0.0
12438 USAZYS1 -0.459 0.000 0.0
12439 USAZYT1 0.385 0.000 0.0
12440 USAZYV1 -0.882 0.000 0.0
12441 USAZYX1 -0.400 0.000 0.0
12442 USAZZ41 -0.397 0.000 0.0
12443 USAZZ51 -0.517 0.000 0.0
12444 USAZZ61 -1.076 0.000 0.0
12445 USAZZ71 -2.348 0.000 0.0
12446 USAZZ81 0.542 0.000 0.0
12447 USAZZ91 -1.448 0.000 0.0
12448 USAZZA1 2.772 0.000 0.0
12449 USAZZB1 -0.220 0.000 0.0
12450 USAZZD1 -1.064 0.000 0.0
12451 USAZZF1 -0.781 0.000 0.0
12452 USAZZI1 -0.941 0.000 0.0
12453 USAZZJ1 0.675 0.000 0.0
12454 USAZZL1 0.789 0.000 0.0
12455 USAZZP1 -1.235 0.000 0.0
12456 USAZZR1 -0.425 0.000 0.0
12457 USAZZX1 -0.782 0.000 0.0
12458 USAZZY1 -0.904 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.858 0.000 ... NaN NaN
1 -1.859 0.000 ... NaN NaN
2 -1.898 0.000 ... NaN 1396.0
3 -1.905 0.000 ... NaN NaN
4 -1.843 0.000 ... NaN 1260.0
5 -1.580 0.000 ... NaN 7.0
6 -1.846 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -1.003 0.000 ... NaN NaN
9 -1.948 0.862 ... NaN 29000.0
10 -1.672 0.000 ... NaN NaN
11 -1.692 0.000 ... NaN NaN
12 -1.859 0.000 ... NaN NaN
13 -1.819 0.000 ... NaN NaN
14 -1.859 0.000 ... NaN NaN
15 -1.727 0.000 ... NaN NaN
16 -1.648 0.000 ... NaN 1662.0
17 0.027 0.000 ... NaN 45651.0
18 -1.495 0.000 ... NaN NaN
19 -1.741 0.000 ... NaN NaN
20 -0.726 0.000 ... NaN NaN
21 -1.678 1.000 ... NaN NaN
22 -1.371 0.000 ... NaN NaN
23 -1.731 0.000 ... NaN 1350.0
24 -1.577 0.000 ... NaN NaN
25 -1.720 0.000 ... NaN NaN
26 -1.858 0.000 ... NaN NaN
27 -1.302 0.000 ... NaN 100.0
28 -1.250 0.000 ... NaN 1161.0
29 -1.630 0.000 ... NaN 410.0
... ... ... ... ... ...
12429 -1.859 0.000 ... NaN NaN
12430 -0.637 0.000 ... NaN NaN
12431 -0.958 0.000 ... NaN NaN
12432 0.140 0.000 ... NaN 500.0
12433 -1.344 0.000 ... NaN 23000.0
12434 -0.607 0.000 ... NaN 500.0
12435 -0.194 0.000 ... NaN 12700.0
12436 -1.227 0.000 ... NaN NaN
12437 -0.399 0.000 ... NaN 80280.0
12438 -0.393 0.000 ... NaN NaN
12439 -0.185 0.000 ... NaN 62550.0
12440 0.220 0.000 ... NaN NaN
12441 -1.834 0.000 ... NaN 2700.0
12442 -1.642 0.000 ... NaN 250.0
12443 -0.814 0.000 ... NaN NaN
12444 0.343 0.000 ... NaN 48670.0
12445 -1.546 0.000 ... NaN 100000.0
12446 -1.468 1.000 ... NaN 28400.0
12447 0.568 0.000 ... NaN NaN
12448 -0.150 0.000 ... NaN 1275.0
12449 -0.897 0.000 ... NaN NaN
12450 -0.075 0.000 ... NaN 17679650.0
12451 0.408 0.000 ... NaN 10818.0
12452 -0.986 1.000 ... NaN NaN
12453 0.740 0.000 ... NaN 0.0
12454 -0.211 0.000 ... NaN 1850.0
12455 -0.659 1.000 ... NaN NaN
12456 -0.471 0.000 ... NaN NaN
12457 0.324 0.000 ... NaN 7416.0
12458 0.410 0.000 ... NaN 86700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.180982e+10 0.163079 14.437756 10.064286
1 NaN 6.601063e+09 0.000000 16.859555 12.181948
2 NaN 6.461338e+10 2.455146 25.729779 21.889003
3 NaN 3.066472e+10 2.091467 21.890288 19.793478
4 NaN 5.019256e+10 2.459893 26.290508 22.367700
5 NaN 1.742555e+11 0.441241 19.595798 16.472496
6 NaN 1.194034e+10 6.634078 20.221863 13.999764
7 NaN 7.329240e+10 0.000000 21.445959 15.317151
8 NaN 1.488028e+10 0.618876 41.644373 32.421546
9 NaN 4.058880e+10 1.961962 18.168477 13.953845
10 NaN 2.907724e+10 0.000000 41.968578 31.770564
11 NaN 2.528384e+10 1.355276 14.886881 11.616283
12 NaN 7.043172e+09 2.249924 15.765887 11.111395
13 NaN 1.988443e+10 1.282051 23.192311 19.867041
14 NaN 1.299822e+10 1.160542 14.840471 10.282497
15 NaN 4.114656e+10 1.549787 25.586771 22.581654
16 NaN 4.114656e+10 1.549787 28.659996 25.957201
17 NaN 1.849403e+10 0.274160 25.158947 20.362055
18 NaN 2.735217e+10 2.038533 28.120919 25.337906
19 NaN 1.181767e+11 2.982849 27.409283 22.717683
20 NaN 1.293473e+11 0.000000 36.114962 31.601915
21 NaN 9.771944e+10 2.496879 27.715902 24.679134
22 NaN 1.440813e+10 0.000000 33.062694 30.811686
23 NaN 9.138254e+10 0.000000 19.501672 15.435917
24 NaN 4.360103e+10 3.271028 23.681528 20.358273
25 NaN 2.988836e+10 0.000000 22.843785 19.225170
26 NaN 9.819246e+09 1.551831 12.546006 8.935665
27 NaN 9.819246e+09 1.551831 32.483548 30.570453
28 NaN 6.686810e+10 3.280757 21.529367 18.715483
29 NaN 3.579473e+11 2.382370 21.892951 19.399297
... ... ... ... ... ...
12429 NaN 5.056250e+06 NaN 21.603668 15.976960
12430 NaN 1.017175e+07 0.000000 71.538863 69.378157
12431 NaN 2.231800e+06 0.000000 65.374964 62.677837
12432 89.50 4.904000e+05 0.000000 84.651782 81.272883
12433 9777.65 2.036000e+06 0.000000 87.144943 85.073586
12434 436.36 6.495120e+07 NaN 79.763645 77.242476
12435 333.54 6.832300e+03 NaN 66.892114 63.255499
12436 NaN 1.513400e+06 NaN 64.546946 61.995295
12437 38649.25 1.590871e+07 0.000000 98.351860 96.197011
12438 NaN 5.030700e+01 0.000000 40.825369 34.192875
12439 58596.76 2.712150e+07 0.000000 125.599559 124.018203
12440 NaN 1.669360e+06 0.000000 160.614631 158.716019
12441 32638.23 6.360200e+07 2.017756 37.796191 33.702054
12442 2693.93 1.902450e+06 NaN 99.532649 97.961564
12443 NaN 2.224200e+05 0.000000 59.130784 55.682044
12444 161.62 1.668300e+06 0.000000 154.337415 152.487655
12445 584.55 7.276812e+06 0.000000 72.895794 70.509247
12446 1742462.00 2.888015e+10 4.956305 21.856155 17.836334
12447 NaN 1.591600e+03 0.000000 55.337919 46.698908
12448 9082.62 1.848070e+06 0.000000 82.901798 79.723625
12449 NaN 2.538600e+06 0.000000 43.818327 38.124712
12450 30837.74 5.193720e+05 NaN 81.301947 78.358576
12451 21508.46 3.195660e+07 NaN 86.592764 82.304576
12452 NaN 4.230000e+05 0.000000 71.412319 68.840373
12453 NaN 9.652119e+06 0.000000 104.244618 99.784213
12454 7388.52 3.210750e+07 0.000000 69.053822 65.971050
12455 NaN 6.395100e+06 NaN 76.533021 73.749350
12456 NaN 3.367200e+05 NaN 34.125475 28.152819
12457 534.94 8.779120e+05 0.000000 179.788718 178.001506
12458 2660687.59 8.038337e+08 0.607211 42.721202 32.143691
HistBeta PredBeta DataDate
0 0.000695 0.108690 20041007
1 -0.000049 0.067696 20041007
2 -0.020577 0.058189 20041007
3 -0.024321 0.227734 20041007
4 0.008588 0.118043 20041007
5 0.149600 0.449550 20041007
6 0.007012 0.051418 20041007
7 0.016552 -0.011164 20041007
8 0.458761 0.885425 20041007
9 -0.047745 -0.003229 20041007
10 0.100586 0.556652 20041007
11 0.089639 0.215137 20041007
12 -0.000049 0.056126 20041007
13 0.021682 0.188603 20041007
14 -0.000049 0.037336 20041007
15 0.070792 0.306046 20041007
16 0.113256 0.309072 20041007
17 1.011314 1.047585 20041007
18 0.195090 0.392354 20041007
19 0.063533 0.251342 20041007
20 0.607622 0.784142 20041007
21 0.097020 0.260296 20041007
22 0.261610 0.526728 20041007
23 0.068617 0.309675 20041007
24 0.151079 0.397517 20041007
25 0.074373 0.295775 20041007
26 0.000555 0.163160 20041007
27 0.298768 0.480539 20041007
28 0.326498 0.416863 20041007
29 0.123103 0.295706 20041007
... ... ... ...
12429 -0.000049 0.060830 20041007
12430 0.655064 0.770366 20041007
12431 0.483023 0.835994 20041007
12432 1.071581 1.316649 20041007
12433 0.276134 0.722398 20041007
12434 0.671213 0.992842 20041007
12435 0.892384 1.265211 20041007
12436 0.338823 0.615136 20041007
12437 0.782838 1.002056 20041007
12438 0.785915 1.200590 20041007
12439 0.897633 1.145044 20041007
12440 1.114635 1.432293 20041007
12441 0.013735 0.229456 20041007
12442 0.116503 0.464753 20041007
12443 0.560296 0.879776 20041007
12444 1.180519 1.334554 20041007
12445 0.167761 0.591070 20041007
12446 0.209686 0.277019 20041007
12447 1.301302 1.489351 20041007
12448 0.916461 1.288788 20041007
12449 0.516016 0.918742 20041007
12450 0.956351 1.250786 20041007
12451 1.215271 1.562293 20041007
12452 0.467895 0.649477 20041007
12453 1.393405 1.684899 20041007
12454 0.883702 1.153776 20041007
12455 0.643516 0.821472 20041007
12456 0.744126 1.078275 20041007
12457 1.170195 1.455630 20041007
12458 1.216509 1.275813 20041007
[12459 rows x 92 columns],
'20041008': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.471 0.000 0.0
1 USA0011 0.593 0.000 0.0
2 USA0031 -0.229 0.000 0.0
3 USA0062 -0.375 0.430 0.0
4 USA00E2 -0.198 0.000 0.0
5 USA00F1 -0.228 0.000 0.0
6 USA00G2 0.166 0.000 0.0
7 USA00H1 -0.120 0.000 0.0
8 USA00I1 -2.745 0.000 0.0
9 USA00J1 0.257 0.000 0.0
10 USA00K1 -1.956 0.000 0.0
11 USA00P1 -0.479 0.000 0.0
12 USA00R1 -0.400 0.000 0.0
13 USA00S1 1.075 0.000 0.0
14 USA00V1 -0.248 0.000 0.0
15 USA0131 -0.637 1.000 0.0
16 USA0161 1.728 1.000 0.0
17 USA01I1 -0.945 0.000 0.0
18 USA01J2 -0.702 0.000 0.0
19 USA01L1 -2.274 0.000 0.0
20 USA01P1 0.611 0.000 0.0
21 USA01Q1 0.122 0.000 0.0
22 USA0202 -0.416 0.000 0.0
23 USA0231 -1.398 0.000 0.0
24 USA0281 0.094 0.000 0.0
25 USA0291 -0.739 0.000 0.0
26 USA02A1 -0.281 0.000 0.0
27 USA02B1 -1.658 0.000 0.0
28 USA02H1 -0.214 0.000 0.0
29 USA02P1 0.400 0.143 0.0
... ... ... ... ...
12428 USAZY41 -0.285 0.000 0.0
12429 USAZY51 -0.897 0.000 0.0
12430 USAZY61 0.100 0.000 0.0
12431 USAZY71 -1.521 0.000 0.0
12432 USAZYI1 2.810 0.000 0.0
12433 USAZYJ1 -0.510 0.000 0.0
12434 USAZYK1 -1.437 0.000 0.0
12435 USAZYM1 -0.446 0.000 0.0
12436 USAZYR1 -2.745 0.000 0.0
12437 USAZYS1 -1.319 0.000 0.0
12438 USAZYT1 1.990 0.000 0.0
12439 USAZYV1 2.671 0.000 0.0
12440 USAZYX1 0.894 0.000 0.0
12441 USAZZ41 -0.228 0.000 0.0
12442 USAZZ51 -1.108 0.000 0.0
12443 USAZZ61 -1.479 0.000 0.0
12444 USAZZ71 -0.853 0.000 0.0
12445 USAZZ81 -0.604 0.000 0.0
12446 USAZZ91 -0.792 0.000 0.0
12447 USAZZA1 -1.271 0.000 0.0
12448 USAZZB1 -0.900 0.000 0.0
12449 USAZZD1 -2.745 0.000 0.0
12450 USAZZF1 -2.745 0.000 0.0
12451 USAZZI1 -0.040 0.000 0.0
12452 USAZZJ1 -2.745 0.000 0.0
12453 USAZZL1 -2.745 0.000 0.0
12454 USAZZP1 -0.265 0.000 0.0
12455 USAZZR1 -1.320 0.000 0.0
12456 USAZZX1 -1.823 0.000 0.0
12457 USAZZY1 0.718 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.839 0.000 ... NaN NaN
1 -1.841 0.000 ... NaN NaN
2 -1.877 0.000 ... NaN 1396.0
3 -1.880 0.000 ... NaN NaN
4 -1.829 0.000 ... NaN 1260.0
5 -1.568 0.000 ... NaN 7.0
6 -1.824 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -1.111 0.000 ... NaN 9915.0
9 -1.935 0.862 ... NaN 29000.0
10 -1.659 0.000 ... NaN NaN
11 -1.678 0.000 ... NaN NaN
12 -1.841 0.000 ... NaN NaN
13 -1.750 0.000 ... NaN 700.0
14 -1.841 0.000 ... NaN NaN
15 -1.706 0.000 ... NaN NaN
16 -1.541 0.000 ... NaN 310.0
17 0.014 0.000 ... NaN 45651.0
18 -1.480 0.000 ... NaN NaN
19 -1.940 0.000 ... NaN 19055.0
20 -0.679 0.000 ... NaN 147250.0
21 -1.666 1.000 ... NaN NaN
22 -1.358 0.000 ... NaN NaN
23 -1.743 0.000 ... NaN 48600.0
24 -1.564 0.000 ... NaN NaN
25 -1.717 0.000 ... NaN NaN
26 -1.839 0.000 ... NaN NaN
27 -1.317 0.000 ... NaN 75.0
28 -1.240 0.000 ... NaN 1161.0
29 -1.597 0.000 ... NaN 44200.0
... ... ... ... ... ...
12428 -1.841 0.000 ... NaN NaN
12429 -0.623 0.000 ... NaN NaN
12430 -0.940 0.000 ... NaN NaN
12431 0.146 0.000 ... NaN 180.0
12432 -1.222 0.000 ... NaN 15000.0
12433 -0.594 0.000 ... NaN NaN
12434 -0.190 0.000 ... NaN 24827.0
12435 -1.209 0.000 ... NaN NaN
12436 -0.413 0.000 ... NaN 66175.0
12437 -0.384 0.000 ... NaN NaN
12438 -0.144 0.000 ... NaN 94266.0
12439 0.441 0.000 ... NaN 194651.0
12440 -1.812 0.000 ... NaN NaN
12441 -1.631 0.000 ... NaN 13000.0
12442 -0.794 0.000 ... NaN NaN
12443 0.341 0.000 ... NaN 22885.0
12444 -1.517 0.000 ... NaN NaN
12445 -1.493 1.000 ... NaN 13500.0
12446 0.557 0.000 ... NaN NaN
12447 -0.141 0.000 ... NaN NaN
12448 -0.875 0.000 ... NaN NaN
12449 -0.259 0.000 ... NaN 23756870.0
12450 0.322 0.000 ... NaN 33200.0
12451 -0.975 1.000 ... NaN NaN
12452 0.672 0.000 ... NaN 0.0
12453 -0.301 0.000 ... NaN 2500.0
12454 -0.646 1.000 ... NaN NaN
12455 -0.456 0.000 ... NaN NaN
12456 0.322 0.000 ... NaN 269200.0
12457 0.410 0.000 ... NaN 88200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.144883e+10 0.163079 14.003655 9.651236
1 NaN 6.703009e+09 0.000000 16.345788 11.721541
2 NaN 6.383170e+10 2.455146 24.724710 20.984357
3 NaN 3.071627e+10 2.091467 21.166624 19.056923
4 NaN 5.008588e+10 2.459893 25.216654 21.333122
5 NaN 1.744903e+11 0.441241 19.053566 15.838569
6 NaN 1.205149e+10 6.634078 19.535295 13.421037
7 NaN 7.213910e+10 0.000000 20.741599 14.681001
8 NaN 1.452321e+10 0.618876 41.438837 32.500490
9 NaN 4.074964e+10 1.961962 17.591639 13.396256
10 NaN 2.746749e+10 0.000000 40.995450 30.737651
11 NaN 2.459890e+10 1.355276 14.461705 11.210364
12 NaN 6.964743e+09 2.249924 15.285659 10.670812
13 NaN 1.947391e+10 1.282051 22.450739 19.164641
14 NaN 1.286652e+10 1.160542 14.372533 9.888418
15 NaN 4.016841e+10 1.549787 24.819001 21.724437
16 NaN 4.016841e+10 1.549787 27.873439 25.078185
17 NaN 1.830466e+10 0.274160 24.617329 19.621627
18 NaN 2.718122e+10 2.038533 27.133256 24.330907
19 NaN 1.183265e+11 2.982849 29.860801 25.443248
20 NaN 1.269808e+11 0.000000 34.996979 30.289220
21 NaN 9.742716e+10 2.496879 26.729491 23.643776
22 NaN 1.406508e+10 0.000000 31.918999 29.580461
23 NaN 9.085272e+10 0.000000 19.156631 15.178744
24 NaN 4.347100e+10 3.271028 22.837956 19.515553
25 NaN 2.940434e+10 0.000000 22.208022 18.549755
26 NaN 9.698870e+09 1.551831 12.239009 8.682056
27 NaN 9.698870e+09 1.551831 31.409753 29.398415
28 NaN 6.691656e+10 3.280757 20.746367 17.933427
29 NaN 3.557332e+11 2.382370 21.168690 18.612202
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 20.909368 15.310690
12429 NaN 1.017175e+07 0.000000 68.022438 65.804654
12430 NaN 2.231800e+06 0.000000 63.414061 60.672118
12431 89.67 4.904000e+05 0.000000 81.825680 78.328876
12432 9765.83 1.781500e+06 0.000000 86.456332 84.282174
12433 NaN 6.495120e+07 NaN 77.649114 75.167985
12434 331.39 6.832300e+03 NaN 65.224901 61.419083
12435 NaN 1.513400e+06 NaN 62.487445 59.884045
12436 38871.84 1.627868e+07 0.000000 95.048654 92.806410
12437 NaN 5.030700e+01 0.000000 39.880218 33.079487
12438 59360.91 2.611700e+07 0.000000 121.576279 119.846212
12439 533.67 1.049312e+06 0.000000 159.447248 157.285721
12440 NaN 6.360200e+07 2.017756 36.491009 32.330098
12441 2725.62 1.902450e+06 NaN 96.006916 94.412811
12442 NaN 2.224200e+05 0.000000 57.122230 53.524782
12443 164.68 1.668300e+06 0.000000 149.070939 147.137032
12444 NaN 7.276812e+06 0.000000 71.068698 68.818865
12445 1740895.41 2.942375e+10 4.956305 22.235157 18.497812
12446 NaN 1.591600e+03 0.000000 53.615198 44.876407
12447 NaN 1.848070e+06 0.000000 80.540032 77.442890
12448 NaN 2.538600e+06 0.000000 42.524654 36.682377
12449 32057.54 1.038744e+06 NaN 77.340023 74.435244
12450 23273.27 3.477630e+07 NaN 84.322656 80.010709
12451 NaN 4.230000e+05 0.000000 68.774184 66.186370
12452 NaN 9.903178e+06 0.000000 100.785195 96.288247
12453 7843.07 3.424800e+07 0.000000 67.968675 65.001106
12454 NaN 6.395100e+06 NaN 73.999557 71.195376
12455 NaN 3.367200e+05 NaN 33.550293 27.350136
12456 573.51 8.779120e+05 0.000000 174.537496 172.687072
12457 2535571.55 7.973487e+08 0.607211 41.653249 30.862126
HistBeta PredBeta DataDate
0 0.000730 0.130041 20041008
1 -0.000018 0.089516 20041008
2 -0.019610 0.081813 20041008
3 -0.021320 0.235359 20041008
4 0.006084 0.139389 20041008
5 0.147134 0.455781 20041008
6 0.009173 0.065058 20041008
7 0.006908 -0.008647 20041008
8 0.394296 0.781459 20041008
9 -0.050867 0.009248 20041008
10 0.098005 0.521301 20041008
11 0.087845 0.214435 20041008
12 -0.000018 0.061406 20041008
13 0.048688 0.247074 20041008
14 -0.000018 0.051055 20041008
15 0.072811 0.308256 20041008
16 0.161847 0.410752 20041008
17 1.001899 1.034412 20041008
18 0.194667 0.399059 20041008
19 -0.053693 0.179795 20041008
20 0.627335 0.819206 20041008
21 0.094095 0.271391 20041008
22 0.260648 0.533505 20041008
23 0.052797 0.274583 20041008
24 0.149645 0.408231 20041008
25 0.066970 0.286025 20041008
26 0.000699 0.168460 20041008
27 0.282892 0.465724 20041008
28 0.324560 0.417926 20041008
29 0.131703 0.321399 20041008
... ... ... ...
12428 -0.000018 0.076072 20041008
12429 0.657708 0.786726 20041008
12430 0.486303 0.851959 20041008
12431 1.073248 1.307092 20041008
12432 0.334363 0.818844 20041008
12433 0.673314 0.943126 20041008
12434 0.891468 1.258832 20041008
12435 0.341305 0.637935 20041008
12436 0.770970 0.941629 20041008
12437 0.786733 1.172362 20041008
12438 0.916444 1.209115 20041008
12439 1.232517 1.598095 20041008
12440 0.015553 0.260999 20041008
12441 0.113390 0.488571 20041008
12442 0.565357 0.885663 20041008
12443 1.178495 1.331818 20041008
12444 0.174926 0.531789 20041008
12445 0.187514 0.249549 20041008
12446 1.294987 1.475954 20041008
12447 0.918065 1.226208 20041008
12448 0.521555 0.918162 20041008
12449 0.854198 1.137714 20041008
12450 1.168159 1.485827 20041008
12451 0.467635 0.670551 20041008
12452 1.357210 1.587351 20041008
12453 0.831669 1.053528 20041008
12454 0.645432 0.844720 20041008
12455 0.747684 1.072602 20041008
12456 1.168395 1.441643 20041008
12457 1.215792 1.300239 20041008
[12458 rows x 92 columns],
'20041011': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.109 0.000 0.0
1 USA0011 -0.196 0.000 0.0
2 USA0031 0.174 0.000 0.0
3 USA0062 -0.437 0.430 0.0
4 USA00E2 -0.029 0.000 0.0
5 USA00F1 -0.164 0.000 0.0
6 USA00G2 0.179 0.000 0.0
7 USA00H1 0.593 0.000 0.0
8 USA00I1 -0.462 0.000 0.0
9 USA00J1 -0.196 0.000 0.0
10 USA00K1 -0.588 0.000 0.0
11 USA00P1 -0.292 0.000 0.0
12 USA00R1 -0.522 0.000 0.0
13 USA00S1 -0.632 0.000 0.0
14 USA00V1 -0.312 0.000 0.0
15 USA0131 -0.284 1.000 0.0
16 USA0161 -1.590 1.000 0.0
17 USA01I1 0.190 0.000 0.0
18 USA01J2 -0.197 0.000 0.0
19 USA01L1 -1.118 0.000 0.0
20 USA01P1 0.401 0.000 0.0
21 USA01Q1 -0.135 0.000 0.0
22 USA0202 -0.220 0.000 0.0
23 USA0231 -0.802 0.000 0.0
24 USA0281 -0.452 0.000 0.0
25 USA0291 -0.585 0.000 0.0
26 USA02A1 -0.653 0.000 0.0
27 USA02B1 -0.231 0.000 0.0
28 USA02H1 -0.011 0.000 0.0
29 USA02P1 -0.136 0.143 0.0
... ... ... ... ...
12428 USAZY41 -0.558 0.000 0.0
12429 USAZY51 -0.008 0.000 0.0
12430 USAZY61 -0.411 0.000 0.0
12431 USAZY71 0.410 0.000 0.0
12432 USAZYI1 0.023 0.000 0.0
12433 USAZYJ1 -0.079 0.000 0.0
12434 USAZYK1 0.387 0.000 0.0
12435 USAZYM1 -0.648 0.000 0.0
12436 USAZYR1 -2.758 0.000 0.0
12437 USAZYS1 0.031 0.000 0.0
12438 USAZYT1 2.814 0.000 0.0
12439 USAZYV1 2.814 0.000 0.0
12440 USAZYX1 -0.654 0.000 0.0
12441 USAZZ41 -0.607 0.000 0.0
12442 USAZZ51 0.253 0.000 0.0
12443 USAZZ61 0.710 0.000 0.0
12444 USAZZ71 0.181 0.000 0.0
12445 USAZZ81 0.259 0.000 0.0
12446 USAZZ91 -0.668 0.000 0.0
12447 USAZZA1 0.452 0.000 0.0
12448 USAZZB1 -0.804 0.000 0.0
12449 USAZZD1 2.656 0.000 0.0
12450 USAZZF1 -0.236 0.000 0.0
12451 USAZZI1 -0.014 0.000 0.0
12452 USAZZJ1 -0.603 0.000 0.0
12453 USAZZL1 2.814 0.000 0.0
12454 USAZZP1 0.075 0.000 0.0
12455 USAZZR1 0.082 0.000 0.0
12456 USAZZX1 0.317 0.000 0.0
12457 USAZZY1 -0.395 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.840 0.000 ... NaN NaN
1 -1.841 0.000 ... NaN NaN
2 -1.878 0.000 ... NaN 1396.0
3 -1.881 0.000 ... NaN NaN
4 -1.830 0.000 ... NaN 1260.0
5 -1.568 0.000 ... NaN 7.0
6 -1.824 0.000 ... NaN NaN
7 -1.828 0.000 ... NaN NaN
8 -1.111 0.000 ... NaN NaN
9 -1.935 0.862 ... NaN 29000.0
10 -1.659 0.000 ... NaN NaN
11 -1.679 0.000 ... NaN NaN
12 -1.841 0.000 ... NaN NaN
13 -1.752 0.000 ... NaN NaN
14 -1.841 0.000 ... NaN NaN
15 -1.707 0.000 ... NaN NaN
16 -1.537 0.000 ... NaN 500.0
17 0.013 0.000 ... NaN 45651.0
18 -1.481 0.000 ... NaN NaN
19 -1.942 0.000 ... NaN NaN
20 -0.680 0.000 ... NaN NaN
21 -1.666 1.000 ... NaN NaN
22 -1.359 0.000 ... NaN NaN
23 -1.744 0.000 ... NaN 48600.0
24 -1.564 0.000 ... NaN NaN
25 -1.717 0.000 ... NaN NaN
26 -1.840 0.000 ... NaN NaN
27 -1.319 0.000 ... NaN NaN
28 -1.241 0.000 ... NaN 1161.0
29 -1.598 0.000 ... NaN 44200.0
... ... ... ... ... ...
12428 -1.841 0.000 ... NaN NaN
12429 -0.611 0.000 ... NaN NaN
12430 -0.941 0.000 ... NaN NaN
12431 0.147 0.000 ... NaN 3650.0
12432 -1.221 0.000 ... NaN NaN
12433 -0.596 0.000 ... NaN NaN
12434 -0.191 0.000 ... NaN 2400.0
12435 -1.209 0.000 ... NaN NaN
12436 -0.407 0.000 ... NaN 115936.0
12437 -0.384 0.000 ... NaN NaN
12438 -0.155 0.000 ... NaN 8369.0
12439 0.383 0.000 ... NaN 2368.0
12440 -1.814 0.000 ... NaN NaN
12441 -1.636 0.000 ... NaN 75000.0
12442 -0.795 0.000 ... NaN NaN
12443 0.340 0.000 ... NaN 61359.0
12444 -1.517 0.000 ... NaN NaN
12445 -1.496 1.000 ... NaN 18000.0
12446 0.556 0.000 ... NaN NaN
12447 -0.140 0.000 ... NaN NaN
12448 -0.879 0.000 ... NaN NaN
12449 -0.282 0.000 ... NaN 8882000.0
12450 0.323 0.000 ... NaN 39979.0
12451 -0.969 1.000 ... NaN NaN
12452 0.675 0.000 ... NaN 0.0
12453 -0.321 0.000 ... NaN 1000.0
12454 -0.642 1.000 ... NaN NaN
12455 -0.457 0.000 ... NaN NaN
12456 0.322 0.000 ... NaN 201500.0
12457 0.407 0.000 ... NaN 22200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.148894e+10 0.163079 13.423904 9.254833
1 NaN 6.906903e+09 0.000000 15.673281 11.237663
2 NaN 6.436324e+10 2.455146 23.750089 20.120701
3 NaN 3.053584e+10 2.091467 20.300677 18.292822
4 NaN 5.012589e+10 2.459893 24.136608 20.349897
5 NaN 1.760030e+11 0.441241 18.226326 15.183503
6 NaN 1.209913e+10 6.634078 18.804594 12.865052
7 NaN 7.242419e+10 0.000000 20.104290 14.179617
8 NaN 1.442925e+10 0.618876 39.545206 31.156392
9 NaN 4.089440e+10 1.961962 16.852533 12.806011
10 NaN 2.760305e+10 0.000000 39.321305 29.496128
11 NaN 2.484689e+10 1.355276 13.846861 10.735756
12 NaN 6.961429e+09 2.249924 14.692953 10.239935
13 NaN 1.922854e+10 1.282051 21.561461 18.391759
14 NaN 1.289438e+10 1.160542 13.829972 9.486952
15 NaN 4.029669e+10 1.549787 23.805964 20.792766
16 NaN 4.029669e+10 1.549787 26.895368 24.197406
17 NaN 1.839934e+10 0.274160 23.707313 18.790772
18 NaN 2.715045e+10 2.038533 25.978987 23.279357
19 NaN 1.175132e+11 2.982849 28.933801 24.508495
20 NaN 1.281302e+11 0.000000 33.565341 29.000933
21 NaN 9.745152e+10 2.496879 25.629051 22.628125
22 NaN 1.451791e+10 0.000000 30.580409 28.320849
23 NaN 9.002013e+10 0.000000 18.396569 14.605836
24 NaN 4.344099e+10 3.271028 21.940560 18.717775
25 NaN 2.957374e+10 0.000000 21.361883 17.816113
26 NaN 9.610021e+09 1.551831 11.827702 8.418119
27 NaN 9.610021e+09 1.551831 30.105445 28.198574
28 NaN 6.655799e+10 3.280757 19.848301 17.105030
29 NaN 3.584745e+11 2.382370 20.269779 17.846502
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 20.111597 14.758251
12429 NaN 1.017175e+07 0.000000 66.433141 64.305387
12430 NaN 2.231800e+06 0.000000 60.899118 58.225127
12431 97.41 4.904000e+05 0.000000 78.463044 75.039999
12432 NaN 1.781500e+06 0.000000 82.355490 80.121585
12433 NaN 6.495120e+07 NaN 75.281435 72.871956
12434 342.92 6.832300e+03 NaN 62.448390 58.654328
12435 NaN 1.513400e+06 NaN 59.852061 57.301482
12436 41468.53 1.698162e+07 0.000000 91.406403 89.251310
12437 NaN 5.030700e+01 0.000000 38.291657 31.696301
12438 60631.30 2.511250e+07 0.000000 116.958093 115.195464
12439 375.91 7.154400e+05 0.000000 155.694697 153.574014
12440 NaN 6.360200e+07 2.017756 35.039564 31.058902
12441 2766.12 1.902450e+06 NaN 91.699232 90.131736
12442 NaN 2.224200e+05 0.000000 54.551642 51.026898
12443 168.78 1.668300e+06 0.000000 141.390879 139.476686
12444 NaN 7.276812e+06 0.000000 68.004254 65.836145
12445 1812263.00 2.937250e+10 4.956305 20.232340 16.340308
12446 NaN 1.591600e+03 0.000000 51.511612 42.992091
12447 NaN 1.848070e+06 0.000000 75.984580 72.849888
12448 NaN 2.538600e+06 0.000000 40.764944 35.059437
12449 26728.67 5.193720e+05 NaN 75.656329 72.982357
12450 24218.10 3.477630e+07 NaN 81.739636 77.714067
12451 NaN 4.230000e+05 0.000000 67.897136 65.398374
12452 NaN 9.888358e+06 0.000000 96.846971 92.421774
12453 7817.02 3.193626e+07 0.000000 66.318110 63.404217
12454 NaN 6.395100e+06 NaN 71.872225 69.162806
12455 NaN 3.367200e+05 NaN 32.230195 26.209371
12456 668.30 8.779120e+05 0.000000 167.423422 165.617057
12457 2512945.19 7.964223e+08 0.607211 40.025500 29.599584
HistBeta PredBeta DataDate
0 0.000720 0.123633 20041011
1 -0.000025 0.080858 20041011
2 -0.019732 0.089762 20041011
3 -0.021721 0.237003 20041011
4 0.005955 0.143493 20041011
5 0.147258 0.448206 20041011
6 0.009037 0.066644 20041011
7 0.006892 0.010085 20041011
8 0.394333 0.780311 20041011
9 -0.050989 0.003830 20041011
10 0.098249 0.529833 20041011
11 0.087740 0.214317 20041011
12 -0.000025 0.058005 20041011
13 0.047977 0.223795 20041011
14 -0.000025 0.050998 20041011
15 0.072395 0.289783 20041011
16 0.164337 0.364397 20041011
17 1.001927 1.050292 20041011
18 0.194382 0.407973 20041011
19 -0.054537 0.143724 20041011
20 0.627514 0.821817 20041011
21 0.094430 0.268407 20041011
22 0.260458 0.533188 20041011
23 0.052578 0.271577 20041011
24 0.149427 0.399613 20041011
25 0.066952 0.282931 20041011
26 0.000671 0.159218 20041011
27 0.281973 0.480245 20041011
28 0.324220 0.421060 20041011
29 0.131384 0.316603 20041011
... ... ... ...
12428 -0.000025 0.069143 20041011
12429 0.664639 0.803883 20041011
12430 0.486154 0.847429 20041011
12431 1.074354 1.329140 20041011
12432 0.334810 0.835421 20041011
12433 0.672997 0.949579 20041011
12434 0.891763 1.292279 20041011
12435 0.341435 0.640002 20041011
12436 0.775046 0.940839 20041011
12437 0.787047 1.187285 20041011
12438 0.910803 1.244388 20041011
12439 1.201912 1.599742 20041011
12440 0.014339 0.235059 20041011
12441 0.110833 0.487563 20041011
12442 0.565391 0.904948 20041011
12443 1.178679 1.376300 20041011
12444 0.175231 0.552168 20041011
12445 0.186442 0.254302 20041011
12446 1.295088 1.468590 20041011
12447 0.919205 1.269081 20041011
12448 0.519710 0.911879 20041011
12449 0.842136 1.131520 20041011
12450 1.169376 1.467203 20041011
12451 0.471354 0.679410 20041011
12452 1.359272 1.626980 20041011
12453 0.821281 1.085598 20041011
12454 0.647771 0.851587 20041011
12455 0.747697 1.086972 20041011
12456 1.168963 1.462287 20041011
12457 1.214549 1.283171 20041011
[12458 rows x 92 columns],
'20041012': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.488 0.000 0.0
1 USA0011 0.491 0.000 0.0
2 USA0031 -0.001 0.000 0.0
3 USA0062 0.039 0.430 0.0
4 USA00E2 0.191 0.000 0.0
5 USA00F1 -0.377 0.000 0.0
6 USA00G2 0.872 0.000 0.0
7 USA00H1 -0.130 0.000 0.0
8 USA00I1 -0.862 0.000 0.0
9 USA00J1 -0.119 0.000 0.0
10 USA00K1 -0.492 0.000 0.0
11 USA00P1 0.227 0.000 0.0
12 USA00R1 0.107 0.000 0.0
13 USA00S1 -0.331 0.000 0.0
14 USA00V1 0.262 0.000 0.0
15 USA0131 0.407 1.000 0.0
16 USA0161 2.815 1.000 0.0
17 USA01I1 -0.579 0.000 0.0
18 USA01J2 -0.403 0.000 0.0
19 USA01L1 -0.689 0.000 0.0
20 USA01P1 -0.430 0.000 0.0
21 USA01Q1 -0.388 0.000 0.0
22 USA0202 1.244 0.000 0.0
23 USA0231 -0.211 0.000 0.0
24 USA0281 -0.493 0.000 0.0
25 USA0291 -0.473 0.000 0.0
26 USA02A1 -0.379 0.000 0.0
27 USA02B1 -0.823 0.000 0.0
28 USA02H1 0.172 0.000 0.0
29 USA02P1 0.245 0.143 0.0
... ... ... ... ...
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12430 USAZY51 0.181 0.000 0.0
12431 USAZY61 -0.192 0.000 0.0
12432 USAZY71 -0.081 0.000 0.0
12433 USAZYI1 2.815 0.000 0.0
12434 USAZYJ1 0.718 0.000 0.0
12435 USAZYK1 -0.861 0.000 0.0
12436 USAZYM1 0.137 0.000 0.0
12437 USAZYR1 2.815 0.000 0.0
12438 USAZYS1 0.094 0.000 0.0
12439 USAZYT1 0.093 0.000 0.0
12440 USAZYV1 -2.749 0.000 0.0
12441 USAZYX1 1.053 0.000 0.0
12442 USAZZ41 -0.157 0.000 0.0
12443 USAZZ51 0.374 0.000 0.0
12444 USAZZ61 -2.749 0.000 0.0
12445 USAZZ71 2.815 0.000 0.0
12446 USAZZ81 0.119 0.000 0.0
12447 USAZZ91 -1.384 0.000 0.0
12448 USAZZA1 0.319 0.000 0.0
12449 USAZZB1 -0.095 0.000 0.0
12450 USAZZD1 -0.169 0.000 0.0
12451 USAZZF1 -0.129 0.000 0.0
12452 USAZZI1 -0.070 0.000 0.0
12453 USAZZJ1 -2.749 0.000 0.0
12454 USAZZL1 2.815 0.000 0.0
12455 USAZZP1 -0.370 0.000 0.0
12456 USAZZR1 0.353 0.000 0.0
12457 USAZZX1 -2.749 0.000 0.0
12458 USAZZY1 1.279 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
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12431 0.0 0.0 0.0 0.000
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12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.837 0.000 ... NaN NaN
1 -1.838 0.000 ... NaN NaN
2 -1.874 0.000 ... NaN 1396.0
3 -1.877 0.000 ... NaN NaN
4 -1.827 0.000 ... NaN 1260.0
5 -1.567 0.000 ... NaN 7.0
6 -1.821 0.000 ... NaN NaN
7 -1.825 0.000 ... NaN NaN
8 -1.110 0.000 ... NaN NaN
9 -1.932 0.862 ... NaN 29000.0
10 -1.658 0.000 ... NaN NaN
11 -1.676 0.000 ... NaN NaN
12 -1.838 0.000 ... NaN NaN
13 -1.749 0.000 ... NaN NaN
14 -1.838 0.000 ... NaN NaN
15 -1.703 0.000 ... NaN NaN
16 -1.502 0.000 ... NaN 775.0
17 0.012 0.000 ... NaN 45651.0
18 -1.478 0.000 ... NaN NaN
19 -1.937 0.000 ... NaN NaN
20 -0.681 0.000 ... NaN NaN
21 -1.665 1.000 ... NaN NaN
22 -1.342 0.000 ... NaN 150032.0
23 -1.741 0.000 ... NaN 48600.0
24 -1.563 0.000 ... NaN NaN
25 -1.715 0.000 ... NaN NaN
26 -1.837 0.000 ... NaN 19250.0
27 -1.318 0.000 ... NaN NaN
28 -1.240 0.000 ... NaN 1161.0
29 -1.598 0.000 ... NaN 44200.0
... ... ... ... ... ...
12429 -1.838 0.000 ... NaN NaN
12430 -0.613 0.000 ... NaN NaN
12431 -0.942 0.000 ... NaN NaN
12432 0.148 0.000 ... NaN 1545.0
12433 -1.107 0.000 ... NaN 117370.0
12434 -0.593 0.000 ... NaN NaN
12435 -0.190 0.000 ... NaN 49000.0
12436 -1.207 0.000 ... NaN NaN
12437 -0.389 0.000 ... NaN 252374.0
12438 -0.384 0.000 ... NaN NaN
12439 -0.154 0.000 ... NaN 47100.0
12440 0.320 0.000 ... NaN 218696.0
12441 -1.815 0.000 ... NaN 1000.0
12442 -1.638 0.000 ... NaN NaN
12443 -0.792 0.000 ... NaN NaN
12444 0.234 0.000 ... NaN 777315.0
12445 -1.315 0.000 ... NaN 5500.0
12446 -1.489 1.000 ... NaN 21700.0
12447 0.556 0.000 ... NaN 10000.0
12448 -0.138 0.000 ... NaN NaN
12449 -0.876 0.000 ... NaN NaN
12450 -0.283 0.000 ... NaN 6341100.0
12451 0.326 0.000 ... NaN 2681.0
12452 -0.966 1.000 ... NaN NaN
12453 0.658 0.000 ... NaN 0.0
12454 -0.305 0.000 ... NaN 5750.0
12455 -0.639 1.000 ... NaN NaN
12456 -0.455 0.000 ... NaN NaN
12457 0.284 0.000 ... NaN 226100.0
12458 0.406 0.000 ... NaN 51700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.174965e+10 0.163079 13.562016 9.360934
1 NaN 6.976992e+09 0.000000 15.738355 11.368536
2 NaN 6.489478e+10 2.455146 23.874380 20.297384
3 NaN 3.036400e+10 2.091467 20.436576 18.471216
4 NaN 5.043259e+10 2.459893 24.246632 20.500234
5 NaN 1.757422e+11 0.441241 18.363323 15.378766
6 NaN 1.237699e+10 6.634078 19.173152 13.289280
7 NaN 7.213910e+10 0.000000 20.077001 14.306286
8 NaN 1.416990e+10 0.618876 39.835004 31.504747
9 NaN 4.059684e+10 1.961962 16.888420 12.897969
10 NaN 2.738276e+10 0.000000 39.451438 29.792750
11 NaN 2.469928e+10 1.355276 13.895221 10.823899
12 NaN 6.932708e+09 2.249924 14.731793 10.334783
13 NaN 1.913417e+10 1.282051 21.688212 18.564133
14 NaN 1.306407e+10 1.160542 13.871873 9.582250
15 NaN 4.040893e+10 1.549787 24.019329 21.003347
16 NaN 4.040893e+10 1.549787 27.823770 24.972927
17 NaN 1.818415e+10 0.274160 23.987090 19.000110
18 NaN 2.726327e+10 2.038533 26.248563 23.533725
19 NaN 1.165716e+11 2.982849 29.181836 24.776481
20 NaN 1.295501e+11 0.000000 33.886641 29.380012
21 NaN 9.689131e+10 2.496879 25.818402 22.850252
22 NaN 1.418858e+10 0.000000 30.961913 28.653633
23 NaN 9.017151e+10 0.000000 18.515142 14.748524
24 NaN 4.335097e+10 3.271028 22.172017 18.933378
25 NaN 2.882351e+10 0.000000 21.559849 18.040921
26 NaN 9.730397e+09 1.551831 11.960668 8.585275
27 NaN 9.730397e+09 1.551831 30.490939 28.577096
28 NaN 6.615096e+10 3.280757 19.935339 17.219972
29 NaN 3.586853e+11 2.382370 20.456248 18.015746
... ... ... ... ... ...
12429 NaN 5.056250e+06 NaN 20.256748 14.927330
12430 NaN 1.017175e+07 0.000000 66.755243 64.623089
12431 NaN 2.231800e+06 0.000000 59.645927 56.892437
12432 94.39 4.904000e+05 0.000000 81.253051 77.967485
12433 10080.36 1.272500e+06 0.000000 84.542341 82.111328
12434 NaN 6.495120e+07 NaN 75.472284 73.024554
12435 327.56 6.832300e+03 NaN 63.616285 59.847058
12436 NaN 1.513400e+06 NaN 64.659190 61.950153
12437 44631.08 1.627868e+07 0.000000 92.479904 90.243382
12438 NaN 5.030700e+01 0.000000 38.584661 31.902492
12439 58945.79 2.511250e+07 0.000000 117.919010 116.194285
12440 567.58 1.001616e+06 0.000000 160.781947 158.839117
12441 28285.27 6.386160e+07 2.017756 35.443711 31.410768
12442 NaN 1.902450e+06 NaN 92.511230 90.973014
12443 NaN 2.224200e+05 0.000000 54.904769 51.372377
12444 337.77 2.780500e+06 0.000000 148.039091 146.207953
12445 602.05 4.175220e+06 0.000000 70.987845 68.685561
12446 1765048.77 2.903341e+10 4.956305 20.452427 16.619432
12447 0.05 1.591600e+03 0.000000 52.235555 43.674486
12448 NaN 1.848070e+06 0.000000 76.001632 72.771959
12449 NaN 2.538600e+06 0.000000 41.047631 35.330526
12450 25801.96 5.193720e+05 NaN 75.415744 72.607985
12451 23342.72 3.477630e+07 NaN 82.056186 77.981959
12452 NaN 4.230000e+05 0.000000 67.867072 65.403019
12453 NaN 1.026405e+07 0.000000 97.924885 93.481566
12454 8402.61 3.082320e+07 0.000000 67.378313 64.237443
12455 NaN 6.395100e+06 NaN 72.821552 70.124498
12456 NaN 3.367200e+05 NaN 32.543017 26.434209
12457 740.69 1.097390e+06 0.000000 170.130259 168.367757
12458 2489536.32 7.961135e+08 0.607211 40.643610 29.993488
HistBeta PredBeta DataDate
0 0.000732 0.134728 20041012
1 -0.000016 0.094372 20041012
2 -0.019589 0.090713 20041012
3 -0.021169 0.246234 20041012
4 0.006056 0.148923 20041012
5 0.146491 0.438905 20041012
6 0.009257 0.080318 20041012
7 0.006868 0.003215 20041012
8 0.393747 0.771361 20041012
9 -0.050683 0.008189 20041012
10 0.097642 0.527244 20041012
11 0.087913 0.229997 20041012
12 -0.000016 0.070400 20041012
13 0.048075 0.225648 20041012
14 -0.000016 0.059755 20041012
15 0.072972 0.302965 20041012
16 0.182044 0.451306 20041012
17 1.000534 1.041129 20041012
18 0.194630 0.415187 20041012
19 -0.053283 0.147947 20041012
20 0.625988 0.798777 20041012
21 0.093696 0.264036 20041012
22 0.268232 0.570170 20041012
23 0.052586 0.276980 20041012
24 0.149040 0.401566 20041012
25 0.066575 0.282649 20041012
26 0.000712 0.159166 20041012
27 0.281542 0.472140 20041012
28 0.323260 0.432052 20041012
29 0.129915 0.319939 20041012
... ... ... ...
12429 -0.000016 0.091594 20041012
12430 0.662780 0.808153 20041012
12431 0.484388 0.843435 20041012
12432 1.074021 1.326757 20041012
12433 0.395665 0.942025 20041012
12434 0.673167 0.988746 20041012
12435 0.891225 1.271941 20041012
12436 0.341291 0.627470 20041012
12437 0.783900 1.055400 20041012
12438 0.786577 1.194870 20041012
12439 0.910729 1.226055 20041012
12440 1.166848 1.461649 20041012
12441 0.012325 0.259071 20041012
12442 0.108063 0.487460 20041012
12443 0.565567 0.919326 20041012
12444 1.120572 1.264865 20041012
12445 0.282724 0.700500 20041012
12446 0.188724 0.251493 20041012
12447 1.294815 1.446318 20041012
12448 0.919260 1.272455 20041012
12449 0.520346 0.923107 20041012
12450 0.841153 1.168049 20041012
12451 1.170157 1.475470 20041012
12452 0.471402 0.679393 20041012
12453 1.349720 1.580264 20041012
12454 0.829094 1.148128 20041012
12455 0.648633 0.845607 20041012
12456 0.747880 1.092912 20041012
12457 1.147853 1.388272 20041012
12458 1.213610 1.315582 20041012
[12459 rows x 92 columns],
'20041013': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.518 0.000 0.0
1 USA0011 -0.993 0.000 0.0
2 USA0031 -0.523 0.000 0.0
3 USA0062 -0.008 0.430 0.0
4 USA00E2 -0.199 0.000 0.0
5 USA00F1 0.254 0.000 0.0
6 USA00G2 -0.942 0.000 0.0
7 USA00H1 -1.016 0.000 0.0
8 USA00I1 2.208 0.000 0.0
9 USA00J1 0.070 0.000 0.0
10 USA00K1 2.153 0.000 0.0
11 USA00P1 -0.059 0.000 0.0
12 USA00R1 -0.278 0.000 0.0
13 USA00S1 0.455 0.000 0.0
14 USA00V1 -0.297 0.000 0.0
15 USA0131 -0.429 1.000 0.0
16 USA0161 -2.814 1.000 0.0
17 USA01I1 -0.104 0.000 0.0
18 USA01J2 -0.223 0.000 0.0
19 USA01L1 -1.649 0.000 0.0
20 USA01P1 0.790 0.000 0.0
21 USA01Q1 0.290 0.000 0.0
22 USA0202 0.186 0.000 0.0
23 USA0231 1.282 0.000 0.0
24 USA0281 -0.664 0.000 0.0
25 USA0291 1.006 0.000 0.0
26 USA02A1 -0.147 0.000 0.0
27 USA02B1 2.419 0.000 0.0
28 USA02H1 -0.014 0.000 0.0
29 USA02P1 -0.230 0.143 0.0
... ... ... ... ...
12431 USAZY41 -0.990 0.000 0.0
12432 USAZY51 -0.692 0.000 0.0
12433 USAZY61 0.247 0.000 0.0
12434 USAZY71 -0.743 0.000 0.0
12435 USAZYI1 -0.435 0.000 0.0
12436 USAZYJ1 2.806 0.000 0.0
12437 USAZYK1 -0.216 0.000 0.0
12438 USAZYM1 2.806 0.000 0.0
12439 USAZYR1 1.243 0.000 0.0
12440 USAZYS1 -0.015 0.000 0.0
12441 USAZYT1 -0.669 0.000 0.0
12442 USAZYV1 2.806 0.000 0.0
12443 USAZYX1 0.152 0.000 0.0
12444 USAZZ41 -2.814 0.000 0.0
12445 USAZZ51 -0.466 0.000 0.0
12446 USAZZ61 -2.814 0.000 0.0
12447 USAZZ71 -0.001 0.000 0.0
12448 USAZZ81 -1.038 0.000 0.0
12449 USAZZ91 -2.455 0.000 0.0
12450 USAZZA1 -0.179 0.000 0.0
12451 USAZZB1 0.096 0.000 0.0
12452 USAZZD1 -0.238 0.000 0.0
12453 USAZZF1 -1.367 0.000 0.0
12454 USAZZI1 -0.784 0.000 0.0
12455 USAZZJ1 -0.564 0.000 0.0
12456 USAZZL1 -0.479 0.000 0.0
12457 USAZZP1 2.806 0.000 0.0
12458 USAZZR1 0.061 0.000 0.0
12459 USAZZX1 2.806 0.000 0.0
12460 USAZZY1 -0.421 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.866 0.000 ... NaN NaN
1 -1.867 0.000 ... NaN NaN
2 -1.914 0.000 ... NaN 1396.0
3 -1.903 0.000 ... NaN NaN
4 -1.855 0.000 ... NaN 1260.0
5 -1.596 0.000 ... NaN 7.0
6 -1.848 0.000 ... NaN NaN
7 -1.854 0.000 ... NaN NaN
8 -1.139 0.000 ... NaN NaN
9 -1.959 0.862 ... NaN 29000.0
10 -1.689 0.000 ... NaN NaN
11 -1.702 0.000 ... NaN NaN
12 -1.867 0.000 ... NaN NaN
13 -1.776 0.000 ... NaN NaN
14 -1.867 0.000 ... NaN NaN
15 -1.726 0.000 ... NaN NaN
16 -1.628 0.000 ... NaN 1090.0
17 -0.007 0.000 ... NaN 45651.0
18 -1.503 0.000 ... NaN NaN
19 -1.958 0.000 ... NaN NaN
20 -0.709 0.000 ... NaN NaN
21 -1.697 1.000 ... NaN NaN
22 -1.370 0.000 ... NaN NaN
23 -1.769 0.000 ... NaN 48600.0
24 -1.592 0.000 ... NaN NaN
25 -1.749 0.000 ... NaN NaN
26 -1.866 0.000 ... NaN NaN
27 -1.251 0.000 ... NaN 600.0
28 -1.259 0.000 ... NaN 1161.0
29 -1.622 0.000 ... NaN 44200.0
... ... ... ... ... ...
12431 -1.867 0.000 ... NaN NaN
12432 -0.622 0.000 ... NaN NaN
12433 -0.963 0.000 ... NaN 7500.0
12434 0.133 0.000 ... NaN 2650.0
12435 -1.125 0.000 ... NaN 82000.0
12436 -0.442 0.000 ... NaN 498.0
12437 -0.194 0.000 ... NaN 14060.0
12438 -1.002 0.000 ... NaN 100.0
12439 -0.366 0.000 ... NaN 28300.0
12440 -0.394 0.000 ... NaN NaN
12441 -0.164 0.000 ... NaN 41230.0
12442 0.458 0.000 ... NaN 235.0
12443 -1.819 0.000 ... NaN 400.0
12444 -1.832 0.000 ... NaN 200500.0
12445 -0.802 0.000 ... NaN NaN
12446 0.137 0.000 ... NaN 314770.0
12447 -1.335 0.000 ... NaN NaN
12448 -1.543 1.000 ... NaN 12800.0
12449 0.558 0.000 ... NaN NaN
12450 -0.145 0.000 ... NaN NaN
12451 -0.922 0.000 ... NaN NaN
12452 -0.284 0.000 ... NaN 11457700.0
12453 0.297 0.000 ... NaN 3400.0
12454 -0.975 1.000 ... NaN NaN
12455 0.707 0.000 ... NaN 0.0
12456 -0.320 0.000 ... NaN NaN
12457 -0.520 1.000 ... NaN 10000.0
12458 -0.463 0.000 ... NaN NaN
12459 0.327 0.000 ... NaN 175000.0
12460 0.454 0.000 ... NaN 54300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.080706e+10 0.163079 13.950912 9.563339
1 NaN 6.779470e+09 0.000000 16.595651 11.773452
2 NaN 6.433198e+10 2.455146 24.414987 20.584943
3 NaN 3.017498e+10 2.091467 20.885848 18.822920
4 NaN 4.968584e+10 2.459893 24.718957 20.738313
5 NaN 1.747250e+11 0.441241 18.595534 15.530849
6 NaN 1.232936e+10 6.634078 19.781876 13.620419
7 NaN 7.125794e+10 0.000000 21.021172 14.731952
8 NaN 1.437287e+10 0.618876 41.279892 32.218109
9 NaN 4.051642e+10 1.961962 17.256637 13.014115
10 NaN 2.777249e+10 0.000000 41.028394 30.476502
11 NaN 2.433909e+10 1.355276 14.145177 10.915769
12 NaN 6.864221e+09 2.249924 15.107382 10.440548
13 NaN 1.987971e+10 1.282051 22.153668 18.803487
14 NaN 1.268416e+10 1.160542 14.263141 9.725329
15 NaN 4.027263e+10 1.549787 24.501364 21.314209
16 NaN 4.027263e+10 1.549787 29.245946 26.385397
17 NaN 1.794743e+10 0.274160 24.319152 19.201384
18 NaN 2.704104e+10 2.038533 26.635292 23.760805
19 NaN 1.140891e+11 2.982849 30.412954 25.346711
20 NaN 1.275217e+11 0.000000 34.824080 30.021731
21 NaN 9.594140e+10 2.496879 26.259856 23.102728
22 NaN 1.422975e+10 0.000000 31.400022 28.993097
23 NaN 8.926324e+10 0.000000 19.322823 15.202418
24 NaN 4.285084e+10 3.271028 22.644481 19.228249
25 NaN 2.887191e+10 0.000000 22.190078 18.371232
26 NaN 9.443787e+09 1.551831 12.339495 8.710586
27 NaN 9.443787e+09 1.551831 31.576815 29.298313
28 NaN 6.664521e+10 3.280757 20.159510 17.344939
29 NaN 3.554169e+11 2.382370 20.809313 18.220865
... ... ... ... ... ...
12431 NaN 5.056250e+06 NaN 20.777509 15.229408
12432 NaN 1.017175e+07 0.000000 68.962855 66.753863
12433 445.45 2.231800e+06 0.000000 60.332157 57.424248
12434 50.98 4.904000e+05 0.000000 82.311374 78.896573
12435 10416.72 1.272500e+06 0.000000 84.903252 82.459421
12436 347.59 5.412600e+07 NaN 81.505716 78.771182
12437 327.40 6.832300e+03 NaN 63.653612 59.644937
12438 273.05 1.059380e+06 NaN 68.866000 65.750093
12439 45094.21 1.590871e+07 0.000000 93.515975 91.197836
12440 NaN 5.030700e+01 0.000000 39.119633 32.075980
12441 59279.39 2.511250e+07 0.000000 119.250488 117.465875
12442 567.74 7.154400e+05 0.000000 164.779200 162.528551
12443 28046.18 6.334240e+07 2.017756 35.948084 31.710371
12444 2764.09 2.352120e+06 NaN 98.895800 97.331844
12445 NaN 2.224200e+05 0.000000 55.621438 51.884781
12446 420.45 3.336600e+06 0.000000 150.819749 148.960086
12447 NaN 4.175220e+06 0.000000 71.442528 68.835146
12448 1728245.86 2.942757e+10 4.956305 20.983711 16.898620
12449 NaN 1.591600e+03 0.000000 53.859666 44.696011
12450 NaN 1.848070e+06 0.000000 77.242053 73.894113
12451 NaN 2.538600e+06 0.000000 41.700002 35.666832
12452 24721.81 5.193720e+05 NaN 76.114773 73.139647
12453 22532.63 3.515226e+07 NaN 83.584254 79.340661
12454 NaN 4.230000e+05 0.000000 69.010460 66.391793
12455 NaN 1.002284e+07 0.000000 99.234354 94.462263
12456 NaN 3.082320e+07 0.000000 68.000271 64.883464
12457 8449.50 5.116080e+06 NaN 75.659092 72.673936
12458 NaN 3.367200e+05 NaN 33.053547 26.664907
12459 677.01 9.876510e+05 0.000000 172.502486 170.642046
12460 2464903.05 7.778936e+08 0.607211 41.516202 30.324204
HistBeta PredBeta DataDate
0 0.000764 0.115752 20041013
1 0.000010 0.068374 20041013
2 -0.024941 0.069896 20041013
3 -0.019247 0.246481 20041013
4 0.006683 0.138370 20041013
5 0.144359 0.431173 20041013
6 0.009982 0.048945 20041013
7 0.006754 -0.016369 20041013
8 0.387830 0.815909 20041013
9 -0.049184 0.007925 20041013
10 0.094910 0.562406 20041013
11 0.088031 0.227372 20041013
12 0.000011 0.065091 20041013
13 0.048345 0.222498 20041013
14 0.000011 0.046965 20041013
15 0.075086 0.285268 20041013
16 0.127528 0.316389 20041013
17 0.991166 1.036204 20041013
18 0.194159 0.415181 20041013
19 -0.048295 0.126016 20041013
20 0.616929 0.803947 20041013
21 0.090721 0.266710 20041013
22 0.264817 0.480667 20041013
23 0.052090 0.296524 20041013
24 0.146845 0.389144 20041013
25 0.062913 0.296939 20041013
26 0.000848 0.158330 20041013
27 0.328092 0.569703 20041013
28 0.323895 0.424924 20041013
29 0.130366 0.307346 20041013
... ... ... ...
12431 0.000011 0.064247 20041013
12432 0.663490 0.788987 20041013
12433 0.481915 0.841521 20041013
12434 1.065950 1.299239 20041013
12435 0.395267 0.872378 20041013
12436 0.759365 1.096025 20041013
12437 0.891709 1.275308 20041013
12438 0.461242 0.785344 20041013
12439 0.800005 1.053309 20041013
12440 0.785099 1.190838 20041013
12441 0.907606 1.204328 20041013
12442 1.238891 1.631704 20041013
12443 0.025839 0.250981 20041013
12444 0.018573 0.354762 20041013
12445 0.567438 0.914313 20041013
12446 1.067912 1.215096 20041013
12447 0.283794 0.754067 20041013
12448 0.172909 0.212620 20041013
12449 1.292442 1.420711 20041013
12450 0.917965 1.251689 20041013
12451 0.503451 0.906053 20041013
12452 0.843748 1.167885 20041013
12453 1.153205 1.435736 20041013
12454 0.475159 0.669991 20041013
12455 1.372008 1.617308 20041013
12456 0.824497 1.102473 20041013
12457 0.717773 0.965198 20041013
12458 0.748229 1.085812 20041013
12459 1.169451 1.415104 20041013
12460 1.236870 1.316017 20041013
[12461 rows x 92 columns],
'20041014': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.078 0.000 0.0
1 USA0011 -0.029 0.000 0.0
2 USA0031 0.046 0.000 0.0
3 USA0062 0.339 0.430 0.0
4 USA00E2 0.192 0.000 0.0
5 USA00F1 -1.413 0.000 0.0
6 USA00G2 -0.671 0.000 0.0
7 USA00H1 -0.004 0.000 0.0
8 USA00I1 -0.909 0.000 0.0
9 USA00J1 0.075 0.000 0.0
10 USA00K1 -1.972 0.000 0.0
11 USA00P1 0.055 0.000 0.0
12 USA00R1 -0.354 0.000 0.0
13 USA00S1 0.374 0.000 0.0
14 USA00V1 -0.018 0.000 0.0
15 USA0131 0.440 1.000 0.0
16 USA0161 0.395 1.000 0.0
17 USA01I1 -0.844 0.000 0.0
18 USA01J2 -0.360 0.000 0.0
19 USA01L1 1.538 0.000 0.0
20 USA01P1 0.445 0.000 0.0
21 USA01Q1 0.016 0.000 0.0
22 USA0202 0.437 0.000 0.0
23 USA0231 -0.175 0.000 0.0
24 USA0281 0.357 0.000 0.0
25 USA0291 -0.257 0.000 0.0
26 USA02A1 -0.025 0.000 0.0
27 USA02B1 0.244 0.000 0.0
28 USA02H1 -0.717 0.000 0.0
29 USA02P1 1.714 0.143 0.0
... ... ... ... ...
12431 USAZY41 -0.745 0.000 0.0
12432 USAZY51 -0.355 0.000 0.0
12433 USAZY61 -0.382 0.000 0.0
12434 USAZY71 -1.116 0.000 0.0
12435 USAZYI1 -0.932 0.000 0.0
12436 USAZYJ1 -0.580 0.000 0.0
12437 USAZYK1 -1.110 0.000 0.0
12438 USAZYM1 0.273 0.000 0.0
12439 USAZYR1 -0.259 0.000 0.0
12440 USAZYS1 -1.179 0.000 0.0
12441 USAZYT1 2.649 0.000 0.0
12442 USAZYV1 -1.089 0.000 0.0
12443 USAZYX1 0.958 0.000 0.0
12444 USAZZ41 -2.707 0.000 0.0
12445 USAZZ51 -0.366 0.000 0.0
12446 USAZZ61 -1.039 0.000 0.0
12447 USAZZ71 -0.666 0.000 0.0
12448 USAZZ81 -0.270 0.000 0.0
12449 USAZZ91 -0.100 0.000 0.0
12450 USAZZA1 -0.034 0.000 0.0
12451 USAZZB1 -0.654 0.000 0.0
12452 USAZZD1 -1.135 0.000 0.0
12453 USAZZF1 2.649 0.000 0.0
12454 USAZZI1 -0.564 0.000 0.0
12455 USAZZJ1 -1.023 0.000 0.0
12456 USAZZL1 -0.433 0.000 0.0
12457 USAZZP1 -1.162 0.000 0.0
12458 USAZZR1 -0.469 0.000 0.0
12459 USAZZX1 2.649 0.000 0.0
12460 USAZZY1 0.146 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.872 0.000 ... NaN NaN
1 -1.873 0.000 ... NaN NaN
2 -1.917 0.000 ... NaN 1396.0
3 -1.903 0.000 ... NaN NaN
4 -1.859 0.000 ... NaN 1260.0
5 -1.631 0.000 ... NaN 7.0
6 -1.853 0.000 ... NaN NaN
7 -1.861 0.000 ... NaN NaN
8 -1.153 0.000 ... NaN NaN
9 -1.962 0.862 ... NaN 29000.0
10 -1.700 0.000 ... NaN NaN
11 -1.709 0.000 ... NaN NaN
12 -1.873 0.000 ... NaN NaN
13 -1.782 0.000 ... NaN NaN
14 -1.873 0.000 ... NaN NaN
15 -1.728 0.000 ... NaN NaN
16 -1.630 0.000 ... NaN 970.0
17 -0.029 0.000 ... NaN 45651.0
18 -1.510 0.000 ... NaN NaN
19 -1.954 0.000 ... NaN NaN
20 -0.734 0.000 ... NaN NaN
21 -1.709 1.000 ... NaN NaN
22 -1.384 0.000 ... NaN NaN
23 -1.774 0.000 ... NaN 48600.0
24 -1.602 0.000 ... NaN NaN
25 -1.757 0.000 ... NaN NaN
26 -1.871 0.000 ... NaN NaN
27 -1.259 0.000 ... NaN NaN
28 -1.269 0.000 ... NaN 1161.0
29 -1.533 0.000 ... NaN 4810.0
... ... ... ... ... ...
12431 -1.873 0.000 ... NaN NaN
12432 -0.605 0.000 ... NaN NaN
12433 -0.968 0.000 ... NaN NaN
12434 0.131 0.000 ... NaN 4400.0
12435 -1.128 0.000 ... NaN 2000.0
12436 -0.435 0.000 ... NaN NaN
12437 -0.194 0.000 ... NaN 6550.0
12438 -1.003 0.000 ... NaN NaN
12439 -0.381 0.000 ... NaN 95348.0
12440 -0.398 0.000 ... NaN NaN
12441 -0.051 0.000 ... NaN 40200.0
12442 0.441 0.000 ... NaN 12500.0
12443 -1.822 0.000 ... NaN NaN
12444 -1.919 0.000 ... NaN 105000.0
12445 -0.800 0.000 ... NaN NaN
12446 0.131 0.000 ... NaN 626680.0
12447 -1.332 0.000 ... NaN NaN
12448 -1.568 1.000 ... NaN 18400.0
12449 0.544 0.000 ... NaN NaN
12450 -0.145 0.000 ... NaN NaN
12451 -0.916 0.000 ... NaN NaN
12452 -0.287 0.000 ... NaN 13637900.0
12453 0.372 0.000 ... NaN 4184.0
12454 -0.977 1.000 ... NaN NaN
12455 0.633 0.000 ... NaN 0.0
12456 -0.330 0.000 ... NaN NaN
12457 -0.518 1.000 ... NaN NaN
12458 -0.465 0.000 ... NaN NaN
12459 0.384 0.000 ... NaN 26000.0
12460 0.415 0.000 ... NaN 62000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.076695e+10 0.163079 15.402529 10.742190
1 NaN 6.887788e+09 0.000000 18.291340 13.251339
2 NaN 6.411311e+10 2.455146 27.009848 23.008658
3 NaN 2.988285e+10 2.091467 23.203658 21.068151
4 NaN 4.877906e+10 2.459893 27.235648 23.071000
5 NaN 1.564935e+11 0.441241 22.232825 18.742579
6 NaN 1.220233e+10 6.634078 21.897962 15.448709
7 NaN 6.997506e+10 0.000000 23.033142 16.472025
8 NaN 1.400452e+10 0.618876 45.591741 36.224056
9 NaN 4.055663e+10 1.961962 19.003557 14.506082
10 NaN 2.660330e+10 0.000000 45.773771 34.772813
11 NaN 2.406748e+10 1.355276 15.597908 12.193144
12 NaN 6.878581e+09 2.249924 16.966921 12.045475
13 NaN 1.978062e+10 1.282051 24.515239 21.011657
14 NaN 1.265376e+10 1.160542 15.687825 10.895396
15 NaN 4.028867e+10 1.549787 27.052446 23.773624
16 NaN 4.028867e+10 1.549787 32.214079 29.516002
17 NaN 1.769780e+10 0.274160 26.786205 21.573116
18 NaN 2.718122e+10 2.038533 29.741644 26.708617
19 NaN 1.142603e+11 2.982849 33.941248 28.512249
20 NaN 1.256961e+11 0.000000 38.576916 33.601390
21 NaN 9.535683e+10 2.496879 29.175739 25.846779
22 NaN 1.413369e+10 0.000000 34.947279 32.421731
23 NaN 8.840542e+10 0.000000 21.296499 17.083528
24 NaN 4.267079e+10 3.271028 25.127451 21.489227
25 NaN 2.875091e+10 0.000000 24.489314 20.647112
26 NaN 9.443787e+09 1.551831 13.666603 9.780224
27 NaN 9.443787e+09 1.551831 34.809567 32.704833
28 NaN 6.600560e+10 3.280757 22.556776 19.674075
29 NaN 3.527811e+11 2.382370 23.546596 20.609362
... ... ... ... ... ...
12431 NaN 5.056250e+06 NaN 23.115271 17.354379
12432 NaN 1.017175e+07 0.000000 77.548995 75.271343
12433 NaN 2.231800e+06 0.000000 67.931885 64.959429
12434 32.25 4.904000e+05 0.000000 90.398845 86.751735
12435 10425.81 1.272500e+06 0.000000 95.030214 92.496213
12436 NaN 5.412600e+07 NaN 89.027535 86.099564
12437 326.64 6.832300e+03 NaN 71.255861 67.109723
12438 NaN 1.059380e+06 NaN 76.899471 73.840945
12439 46286.23 1.590871e+07 0.000000 104.311214 101.965230
12440 NaN 5.030700e+01 0.000000 43.282136 35.959615
12441 59973.75 2.260125e+07 0.000000 134.147574 132.015489
12442 563.58 7.154400e+05 0.000000 183.951266 181.777580
12443 NaN 6.334240e+07 2.017756 39.910831 35.416849
12444 2945.23 2.525070e+06 NaN 111.295752 109.648128
12445 NaN 2.224200e+05 0.000000 61.976991 58.101275
12446 590.18 3.336600e+06 0.000000 168.520511 166.655480
12447 NaN 4.175220e+06 0.000000 80.092247 77.385537
12448 1727820.05 2.974357e+10 4.956305 23.070349 18.737314
12449 NaN 1.591600e+03 0.000000 59.389887 49.872839
12450 NaN 1.848070e+06 0.000000 89.742102 86.327356
12451 NaN 2.538600e+06 0.000000 45.993116 39.722593
12452 25024.46 5.193720e+05 NaN 84.604286 81.494918
12453 22843.29 3.289650e+07 NaN 95.672002 91.138046
12454 NaN 4.230000e+05 0.000000 76.887801 74.178823
12455 NaN 1.028371e+07 0.000000 110.547509 105.628165
12456 NaN 3.082320e+07 0.000000 75.694430 72.534423
12457 NaN 5.116080e+06 NaN 84.206915 81.190442
12458 NaN 3.367200e+05 NaN 36.510195 29.922323
12459 686.47 8.779120e+05 0.000000 193.054337 191.090956
12460 2434683.73 7.778936e+08 0.607211 45.463527 33.874382
HistBeta PredBeta DataDate
0 0.000799 0.124389 20041014
1 0.000042 0.086239 20041014
2 -0.023540 0.080978 20041014
3 -0.015821 0.256685 20041014
4 0.007462 0.148688 20041014
5 0.128346 0.398982 20041014
6 0.010751 0.047053 20041014
7 0.006615 -0.000062 20041014
8 0.382158 0.776248 20041014
9 -0.047283 0.012268 20041014
10 0.091798 0.504102 20041014
11 0.086932 0.233047 20041014
12 0.000042 0.072301 20041014
13 0.048598 0.228447 20041014
14 0.000042 0.057619 20041014
15 0.077170 0.297327 20041014
16 0.128747 0.348268 20041014
17 0.978432 1.010088 20041014
18 0.192587 0.414566 20041014
19 -0.042709 0.180919 20041014
20 0.604324 0.786354 20041014
21 0.087289 0.267408 20041014
22 0.259616 0.482317 20041014
23 0.052415 0.274105 20041014
24 0.143684 0.404050 20041014
25 0.061553 0.289414 20041014
26 0.001004 0.164796 20041014
27 0.326079 0.547658 20041014
28 0.320775 0.412332 20041014
29 0.180495 0.385634 20041014
... ... ... ...
12431 0.000042 0.069077 20041014
12432 0.673085 0.806740 20041014
12433 0.480077 0.834511 20041014
12434 1.063513 1.270687 20041014
12435 0.395392 0.862163 20041014
12436 0.763044 1.126554 20041014
12437 0.890795 1.265005 20041014
12438 0.461736 0.741220 20041014
12439 0.791881 1.030204 20041014
12440 0.782731 1.164321 20041014
12441 0.966999 1.311502 20041014
12442 1.227828 1.542497 20041014
12443 0.026948 0.257857 20041014
12444 -0.024315 0.221736 20041014
12445 0.569254 0.912013 20041014
12446 1.063630 1.241733 20041014
12447 0.287104 0.745099 20041014
12448 0.162070 0.216609 20041014
12449 1.282389 1.423449 20041014
12450 0.917161 1.233094 20041014
12451 0.507935 0.900020 20041014
12452 0.841433 1.158151 20041014
12453 1.191339 1.528537 20041014
12454 0.475411 0.670664 20041014
12455 1.329980 1.552146 20041014
12456 0.818537 1.083448 20041014
12457 0.719282 0.909469 20041014
12458 0.746945 1.070918 20041014
12459 1.197519 1.458472 20041014
12460 1.214122 1.296465 20041014
[12461 rows x 92 columns],
'20041015': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.011 0.000 0.0
1 USA0011 0.552 0.000 0.0
2 USA0031 0.373 0.000 0.0
3 USA0062 2.458 0.430 0.0
4 USA00E2 -0.067 0.000 0.0
5 USA00F1 1.435 0.000 0.0
6 USA00G2 0.470 0.000 0.0
7 USA00H1 0.850 0.000 0.0
8 USA00I1 -0.688 0.000 0.0
9 USA00J1 0.021 0.000 0.0
10 USA00K1 -1.382 0.000 0.0
11 USA00P1 -0.343 0.000 0.0
12 USA00R1 -0.095 0.000 0.0
13 USA00S1 0.204 0.000 0.0
14 USA00V1 -0.141 0.000 0.0
15 USA0131 1.935 1.000 0.0
16 USA0161 0.107 1.000 0.0
17 USA01I1 -0.138 0.000 0.0
18 USA01J2 -0.593 0.000 0.0
19 USA01L1 -0.393 0.000 0.0
20 USA01P1 2.705 0.000 0.0
21 USA01Q1 2.326 0.000 0.0
22 USA0202 -0.269 0.000 0.0
23 USA0231 -0.471 0.000 0.0
24 USA0281 1.135 0.000 0.0
25 USA0291 0.058 0.000 0.0
26 USA02A1 0.187 0.000 0.0
27 USA02B1 2.784 0.000 0.0
28 USA02H1 0.292 0.000 0.0
29 USA02P1 -1.497 0.143 0.0
... ... ... ... ...
12428 USAZY41 0.056 0.000 0.0
12429 USAZY51 0.245 0.000 0.0
12430 USAZY61 0.400 0.000 0.0
12431 USAZY71 -0.065 0.000 0.0
12432 USAZYI1 -0.403 0.000 0.0
12433 USAZYJ1 -2.797 0.000 0.0
12434 USAZYK1 0.532 0.000 0.0
12435 USAZYM1 0.252 0.000 0.0
12436 USAZYR1 1.543 0.000 0.0
12437 USAZYS1 -0.978 0.000 0.0
12438 USAZYT1 0.356 0.000 0.0
12439 USAZYV1 -0.107 0.000 0.0
12440 USAZYX1 0.563 0.000 0.0
12441 USAZZ41 2.784 0.000 0.0
12442 USAZZ51 -0.596 0.000 0.0
12443 USAZZ61 -2.797 0.000 0.0
12444 USAZZ71 -0.455 0.000 0.0
12445 USAZZ81 -0.071 0.000 0.0
12446 USAZZ91 0.223 0.000 0.0
12447 USAZZA1 -0.275 0.000 0.0
12448 USAZZB1 -0.403 0.000 0.0
12449 USAZZD1 -0.236 0.000 0.0
12450 USAZZF1 0.144 0.000 0.0
12451 USAZZI1 0.040 0.000 0.0
12452 USAZZJ1 2.371 0.000 0.0
12453 USAZZL1 0.446 0.000 0.0
12454 USAZZP1 0.138 0.000 0.0
12455 USAZZR1 -0.796 0.000 0.0
12456 USAZZX1 2.302 0.000 0.0
12457 USAZZY1 -0.503 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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21 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
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12435 0.0 0.0 0.0 0.000
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12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.881 0.000 ... NaN NaN
1 -1.882 0.000 ... NaN NaN
2 -1.927 0.000 ... NaN 1396.0
3 -1.974 0.000 ... NaN 944.0
4 -1.869 0.000 ... NaN 1260.0
5 -1.790 0.000 ... NaN 1270.0
6 -1.863 0.000 ... NaN NaN
7 -1.870 0.000 ... NaN NaN
8 -1.161 0.000 ... NaN NaN
9 -1.973 0.862 ... NaN 29000.0
10 -1.708 0.000 ... NaN NaN
11 -1.722 0.000 ... NaN NaN
12 -1.882 0.000 ... NaN NaN
13 -1.791 0.000 ... NaN NaN
14 -1.882 0.000 ... NaN NaN
15 -1.786 0.000 ... NaN 702.0
16 -1.643 0.000 ... NaN NaN
17 -0.035 0.000 ... NaN 45651.0
18 -1.504 0.000 ... NaN 1255.0
19 -1.968 0.000 ... NaN NaN
20 -0.802 0.000 ... NaN 315.0
21 -1.801 1.000 ... NaN 1195.0
22 -1.395 0.000 ... NaN NaN
23 -1.784 0.000 ... NaN 48600.0
24 -1.626 0.000 ... NaN 1185.0
25 -1.765 0.000 ... NaN NaN
26 -1.881 0.000 ... NaN NaN
27 -1.326 0.000 ... NaN 120.0
28 -1.283 0.000 ... NaN 1161.0
29 -1.513 0.000 ... NaN 1195.0
... ... ... ... ... ...
12428 -1.882 0.000 ... NaN NaN
12429 -0.614 0.000 ... NaN NaN
12430 -0.971 0.000 ... NaN NaN
12431 0.133 0.000 ... NaN 700.0
12432 -1.133 0.000 ... NaN NaN
12433 -0.342 0.000 ... NaN 110.0
12434 -0.193 0.000 ... NaN 18240.0
12435 -1.005 0.000 ... NaN NaN
12436 -0.407 0.000 ... NaN 125087.0
12437 -0.400 0.000 ... NaN NaN
12438 -0.056 0.000 ... NaN 11626.0
12439 0.445 0.000 ... NaN NaN
12440 -1.835 0.000 ... NaN NaN
12441 -1.945 0.000 ... NaN 30000.0
12442 -0.808 0.000 ... NaN NaN
12443 0.174 0.000 ... NaN 655375.0
12444 -1.338 0.000 ... NaN NaN
12445 -1.565 1.000 ... NaN 22100.0
12446 0.549 0.000 ... NaN NaN
12447 -0.149 0.000 ... NaN NaN
12448 -0.923 0.000 ... NaN NaN
12449 -0.286 0.000 ... NaN 11557680.0
12450 0.371 0.000 ... NaN 25872.0
12451 -0.981 1.000 ... NaN NaN
12452 0.601 0.000 ... NaN 0.0
12453 -0.332 0.000 ... NaN NaN
12454 -0.522 1.000 ... NaN NaN
12455 -0.472 0.000 ... NaN NaN
12456 0.341 0.000 ... NaN 201050.0
12457 0.433 0.000 ... NaN 48700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.120817e+10 0.163079 15.726361 10.933293
1 NaN 7.059824e+09 0.000000 18.644734 13.410768
2 NaN 6.466028e+10 2.455146 27.395028 23.258077
3 NaN 3.007187e+10 2.091467 25.145993 22.770588
4 NaN 4.907243e+10 2.459893 27.456655 23.164593
5 NaN 1.508858e+11 0.441241 28.348920 25.267604
6 NaN 1.227379e+10 6.634078 22.359583 15.700653
7 NaN 7.155598e+10 0.000000 23.890636 17.176213
8 NaN 1.404211e+10 0.618876 45.844373 36.433362
9 NaN 4.061293e+10 1.961962 19.326288 14.751211
10 NaN 2.660330e+10 0.000000 46.140830 34.984897
11 NaN 2.412062e+10 1.355276 15.715916 12.258433
12 NaN 6.974684e+09 2.249924 17.236474 12.101564
13 NaN 1.958716e+10 1.282051 24.683531 21.110094
14 NaN 1.274494e+10 1.160542 15.941429 10.944789
15 NaN 4.024056e+10 1.549787 27.992756 24.564654
16 NaN 4.024056e+10 1.549787 32.435052 29.681877
17 NaN 1.766767e+10 0.274160 26.344441 21.637737
18 NaN 2.772484e+10 2.038533 29.945706 26.775481
19 NaN 1.142817e+11 2.982849 34.081966 28.680242
20 NaN 1.249523e+11 0.000000 39.695990 34.616989
21 NaN 9.547862e+10 2.496879 30.982713 27.482014
22 NaN 1.431208e+10 0.000000 35.138955 32.584676
23 NaN 8.923801e+10 0.000000 21.515002 17.158060
24 NaN 4.277082e+10 3.271028 25.578063 21.847008
25 NaN 2.901712e+10 0.000000 24.812443 20.931548
26 NaN 9.564163e+09 1.551831 14.050565 10.057963
27 NaN 9.564163e+09 1.551831 37.164674 34.876080
28 NaN 6.664521e+10 3.280757 22.804065 19.923920
29 NaN 3.537300e+11 2.382370 23.754584 20.965183
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 23.534117 17.619426
12429 NaN 1.017175e+07 0.000000 78.234096 76.011819
12430 NaN 2.231800e+06 0.000000 68.797948 65.906730
12431 32.89 4.904000e+05 0.000000 92.503807 89.067600
12432 NaN 1.272500e+06 0.000000 95.988701 93.496757
12433 356.59 6.495840e+07 NaN 91.090820 88.292068
12434 325.59 6.832300e+03 NaN 71.587872 67.571863
12435 NaN 1.059380e+06 NaN 77.526776 74.466642
12436 48364.72 1.553874e+07 0.000000 105.045065 102.746699
12437 NaN 5.030700e+01 0.000000 43.123520 36.067001
12438 59917.10 2.260125e+07 0.000000 135.078020 133.065406
12439 NaN 7.154400e+05 0.000000 185.461248 183.417551
12440 NaN 6.334240e+07 2.017756 40.367240 35.734232
12441 3040.68 2.421300e+06 NaN 113.678117 112.087025
12442 NaN 2.224200e+05 0.000000 61.890884 58.079263
12443 775.63 3.892700e+06 0.000000 171.018733 169.147043
12444 NaN 4.175220e+06 0.000000 81.050906 78.425451
12445 1701083.09 2.992186e+10 4.956305 23.381054 18.874217
12446 NaN 1.591600e+03 0.000000 59.317396 49.947923
12447 NaN 1.848070e+06 0.000000 91.179334 87.989215
12448 NaN 2.538600e+06 0.000000 45.889590 39.664334
12449 25073.80 5.193720e+05 NaN 85.370470 82.376479
12450 24029.02 3.289650e+07 NaN 94.225896 89.906526
12451 NaN 4.230000e+05 0.000000 77.321761 74.620124
12452 NaN 1.000031e+07 0.000000 111.338985 106.533395
12453 NaN 3.082320e+07 0.000000 76.000374 72.970125
12454 NaN 5.116080e+06 NaN 84.227459 81.259476
12455 NaN 3.367200e+05 NaN 36.380501 30.076955
12456 707.94 7.681730e+05 0.000000 195.092657 193.116768
12457 2416349.59 7.890108e+08 0.607211 45.308321 33.993945
HistBeta PredBeta DataDate
0 0.000770 0.133474 20041015
1 0.000026 0.109598 20041015
2 -0.023748 0.098955 20041015
3 -0.048487 0.303054 20041015
4 0.007129 0.163864 20041015
5 0.048968 0.474123 20041015
6 0.010224 0.067819 20041015
7 0.006612 0.027708 20041015
8 0.380852 0.768870 20041015
9 -0.047540 0.025502 20041015
10 0.092295 0.496386 20041015
11 0.084412 0.234590 20041015
12 0.000026 0.086657 20041015
13 0.048358 0.238315 20041015
14 0.000026 0.066873 20041015
15 0.050902 0.322863 20041015
16 0.126299 0.343753 20041015
17 0.974834 1.012403 20041015
18 0.199842 0.431508 20041015
19 -0.045046 0.177042 20041015
20 0.570445 0.802681 20041015
21 0.042884 0.286377 20041015
22 0.257153 0.456751 20041015
23 0.051725 0.275312 20041015
24 0.135494 0.431041 20041015
25 0.061979 0.299702 20041015
26 0.000911 0.181081 20041015
27 0.293459 0.586406 20041015
28 0.316126 0.432453 20041015
29 0.194773 0.356041 20041015
... ... ... ...
12428 0.000026 0.093096 20041015
12429 0.669623 0.819315 20041015
12430 0.481030 0.844132 20041015
12431 1.063727 1.277599 20041015
12432 0.395644 0.871509 20041015
12433 0.812766 1.110502 20041015
12434 0.891555 1.292319 20041015
12435 0.463197 0.743529 20041015
12436 0.778630 1.048959 20041015
12437 0.782079 1.150801 20041015
12438 0.963755 1.277065 20041015
12439 1.228201 1.548815 20041015
12440 0.025170 0.261148 20041015
12441 -0.033269 0.328926 20041015
12442 0.567177 0.903380 20041015
12443 1.085272 1.222157 20041015
12444 0.287438 0.724933 20041015
12445 0.167521 0.219883 20041015
12446 1.283089 1.435505 20041015
12447 0.915007 1.215622 20041015
12448 0.506288 0.900390 20041015
12449 0.842422 1.175340 20041015
12450 1.189094 1.512395 20041015
12451 0.475634 0.684155 20041015
12452 1.310403 1.591921 20041015
12453 0.818337 1.082774 20041015
12454 0.717710 0.928243 20041015
12455 0.744379 1.060981 20041015
12456 1.173584 1.481304 20041015
12457 1.222051 1.288797 20041015
[12458 rows x 92 columns],
'20041018': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.912 0.000 0.0
1 USA0011 -0.560 0.000 0.0
2 USA0031 0.478 0.000 0.0
3 USA0062 -0.305 0.430 0.0
4 USA00E2 0.538 0.000 0.0
5 USA00F1 0.273 0.000 0.0
6 USA00G2 -0.313 0.000 0.0
7 USA00H1 0.831 0.000 0.0
8 USA00I1 0.383 0.000 0.0
9 USA00J1 0.321 0.000 0.0
10 USA00K1 0.374 0.000 0.0
11 USA00P1 0.486 0.000 0.0
12 USA00R1 0.258 0.000 0.0
13 USA00S1 0.146 0.000 0.0
14 USA00V1 0.275 0.000 0.0
15 USA0131 -0.930 1.000 0.0
16 USA0161 1.859 1.000 0.0
17 USA01I1 0.844 0.000 0.0
18 USA01J2 -0.156 0.000 0.0
19 USA01L1 -1.050 0.000 0.0
20 USA01P1 0.793 0.000 0.0
21 USA01Q1 0.361 0.000 0.0
22 USA0202 0.520 0.000 0.0
23 USA0231 0.565 0.000 0.0
24 USA0281 -0.122 0.000 0.0
25 USA0291 0.422 0.000 0.0
26 USA02A1 -0.195 0.000 0.0
27 USA02B1 0.071 0.000 0.0
28 USA02H1 0.232 0.000 0.0
29 USA02P1 -0.474 0.143 0.0
... ... ... ... ...
12428 USAZY41 -0.695 0.000 0.0
12429 USAZY51 0.063 0.000 0.0
12430 USAZY61 -0.052 0.000 0.0
12431 USAZY71 -0.345 0.000 0.0
12432 USAZYI1 -2.677 0.000 0.0
12433 USAZYJ1 -0.365 0.000 0.0
12434 USAZYK1 -0.445 0.000 0.0
12435 USAZYM1 -0.497 0.000 0.0
12436 USAZYR1 -2.677 0.000 0.0
12437 USAZYS1 -0.123 0.000 0.0
12438 USAZYT1 -2.677 0.000 0.0
12439 USAZYV1 -2.677 0.000 0.0
12440 USAZYX1 -0.121 0.000 0.0
12441 USAZZ41 1.939 0.000 0.0
12442 USAZZ51 -0.052 0.000 0.0
12443 USAZZ61 -0.022 0.000 0.0
12444 USAZZ71 -0.176 0.000 0.0
12445 USAZZ81 0.568 0.000 0.0
12446 USAZZ91 -1.851 0.000 0.0
12447 USAZZA1 0.368 0.000 0.0
12448 USAZZB1 -0.220 0.000 0.0
12449 USAZZD1 -0.078 0.000 0.0
12450 USAZZF1 0.772 0.000 0.0
12451 USAZZI1 -0.382 0.000 0.0
12452 USAZZJ1 -2.677 0.000 0.0
12453 USAZZL1 0.299 0.000 0.0
12454 USAZZP1 -2.677 0.000 0.0
12455 USAZZR1 0.108 0.000 0.0
12456 USAZZX1 -2.677 0.000 0.0
12457 USAZZY1 0.420 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.879 0.000 ... NaN NaN
1 -1.880 0.000 ... NaN NaN
2 -1.925 0.000 ... NaN 1396.0
3 -1.976 0.000 ... NaN NaN
4 -1.867 0.000 ... NaN 1260.0
5 -1.784 0.000 ... NaN 63.0
6 -1.862 0.000 ... NaN NaN
7 -1.868 0.000 ... NaN NaN
8 -1.163 0.000 ... NaN NaN
9 -1.970 0.862 ... NaN 29000.0
10 -1.705 0.000 ... NaN NaN
11 -1.721 0.000 ... NaN NaN
12 -1.880 0.000 ... NaN NaN
13 -1.790 0.000 ... NaN NaN
14 -1.880 0.000 ... NaN NaN
15 -1.789 0.000 ... NaN NaN
16 -1.746 0.000 ... NaN 780.0
17 -0.039 0.000 ... NaN 45651.0
18 -1.507 0.000 ... NaN NaN
19 -1.975 0.000 ... NaN NaN
20 -0.804 0.000 ... NaN NaN
21 -1.796 1.000 ... NaN NaN
22 -1.399 0.000 ... NaN NaN
23 -1.784 0.000 ... NaN 48600.0
24 -1.626 0.000 ... NaN NaN
25 -1.762 0.000 ... NaN NaN
26 -1.879 0.000 ... NaN NaN
27 -1.330 0.000 ... NaN NaN
28 -1.286 0.000 ... NaN 1161.0
29 -1.516 0.000 ... NaN 1195.0
... ... ... ... ... ...
12428 -1.880 0.000 ... NaN NaN
12429 -0.614 0.000 ... NaN NaN
12430 -0.969 0.000 ... NaN NaN
12431 0.138 0.000 ... NaN 13292.0
12432 -1.084 0.000 ... NaN 800.0
12433 -0.348 0.000 ... NaN NaN
12434 -0.193 0.000 ... NaN 175370.0
12435 -1.004 0.000 ... NaN NaN
12436 -0.349 0.000 ... NaN 57542.0
12437 -0.400 0.000 ... NaN NaN
12438 -0.006 0.000 ... NaN 19255.0
12439 0.545 0.000 ... NaN 25000.0
12440 -1.836 0.000 ... NaN NaN
12441 -2.017 0.000 ... NaN 8350.0
12442 -0.807 0.000 ... NaN NaN
12443 0.169 0.000 ... NaN 595525.0
12444 -1.333 0.000 ... NaN NaN
12445 -1.573 1.000 ... NaN 50600.0
12446 0.545 0.000 ... NaN 5000.0
12447 -0.153 0.000 ... NaN NaN
12448 -0.924 0.000 ... NaN NaN
12449 -0.289 0.000 ... NaN 5791734.0
12450 0.363 0.000 ... NaN 2750.0
12451 -0.983 1.000 ... NaN NaN
12452 0.641 0.000 ... NaN 0.0
12453 -0.331 0.000 ... NaN NaN
12454 -0.448 1.000 ... NaN 318300.0
12455 -0.473 0.000 ... NaN NaN
12456 0.415 0.000 ... NaN 30133.0
12457 0.397 0.000 ... NaN 58700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.056640e+10 0.163079 15.862599 10.874759
1 NaN 7.040709e+09 0.000000 18.734398 13.238501
2 NaN 6.464465e+10 2.455146 27.269144 23.053661
3 NaN 2.977116e+10 2.091467 24.548704 22.361518
4 NaN 4.959249e+10 2.459893 27.384736 23.005115
5 NaN 1.556589e+11 0.441241 28.238504 24.930546
6 NaN 1.245638e+10 6.634078 22.188672 15.444602
7 NaN 7.338310e+10 0.000000 24.069752 17.243397
8 NaN 1.405715e+10 0.618876 45.471767 36.011973
9 NaN 4.084615e+10 1.961962 19.174689 14.523108
10 NaN 2.690831e+10 0.000000 45.882457 34.633656
11 NaN 2.448080e+10 1.355276 15.836444 12.256579
12 NaN 6.928290e+09 2.249924 17.347850 12.101569
13 NaN 1.961075e+10 1.282051 24.435536 20.820276
14 NaN 1.287158e+10 1.160542 16.010583 10.907351
15 NaN 3.975951e+10 1.549787 27.937097 24.292821
16 NaN 3.975951e+10 1.549787 33.414305 30.421855
17 NaN 1.762463e+10 0.274160 26.174214 21.451331
18 NaN 2.773852e+10 2.038533 29.654579 26.392663
19 NaN 1.132330e+11 2.982849 34.042843 28.285669
20 NaN 1.263046e+11 0.000000 39.202225 34.217578
21 NaN 9.557604e+10 2.496879 30.583954 27.135311
22 NaN 1.406508e+10 0.000000 34.807742 32.244004
23 NaN 9.024720e+10 0.000000 21.595888 17.114161
24 NaN 4.306089e+10 3.271028 25.242885 21.519949
25 NaN 2.940434e+10 0.000000 24.734037 20.761323
26 NaN 9.529770e+09 1.551831 13.960099 9.911702
27 NaN 9.529770e+09 1.551831 36.515934 34.421900
28 NaN 6.667428e+10 3.280757 22.576330 19.645000
29 NaN 3.573147e+11 2.382370 23.468410 20.638575
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 23.502848 17.429870
12429 NaN 1.017175e+07 0.000000 75.939142 73.651100
12430 NaN 2.231800e+06 0.000000 69.154306 66.282745
12431 46.83 4.904000e+05 0.000000 92.086810 88.652520
12432 9783.05 1.399750e+06 0.000000 95.663856 93.060480
12433 NaN 6.495840e+07 NaN 93.164941 90.590365
12434 337.11 6.832300e+03 NaN 71.456090 67.525121
12435 NaN 1.059380e+06 NaN 76.253036 73.140367
12436 50060.59 1.664865e+07 0.000000 104.191315 101.822482
12437 NaN 5.030700e+01 0.000000 42.621958 35.521046
12438 39820.59 2.461025e+07 0.000000 133.718798 131.730267
12439 529.27 1.049312e+06 0.000000 188.759674 186.683230
12440 NaN 6.334240e+07 2.017756 39.872520 35.168647
12441 3192.43 2.075400e+06 NaN 114.060847 112.486925
12442 NaN 2.224200e+05 0.000000 61.076089 57.205019
12443 1010.25 3.892700e+06 0.000000 168.655271 166.853707
12444 NaN 4.175220e+06 0.000000 80.238235 77.599579
12445 1781511.71 2.984148e+10 4.956305 23.358210 18.805162
12446 0.07 1.591600e+03 0.000000 59.184456 49.507955
12447 NaN 1.848070e+06 0.000000 89.686944 86.446653
12448 NaN 2.538600e+06 0.000000 45.369358 39.072904
12449 23680.54 5.193720e+05 NaN 84.770175 81.807396
12450 21798.17 3.270852e+07 NaN 92.932247 88.588208
12451 NaN 4.230000e+05 0.000000 75.781600 73.049046
12452 NaN 1.048521e+07 0.000000 110.399338 105.534028
12453 NaN 3.082320e+07 0.000000 74.931896 71.884636
12454 11526.12 6.288515e+06 NaN 83.744740 80.589974
12455 NaN 3.367200e+05 NaN 35.935342 29.606649
12456 716.47 9.876510e+05 0.000000 194.476976 192.530764
12457 2472261.48 7.812906e+08 0.607211 44.846988 33.480688
HistBeta PredBeta DataDate
0 0.000739 0.115739 20041018
1 0.000007 0.090701 20041018
2 -0.023928 0.109062 20041018
3 -0.050856 0.279123 20041018
4 0.006807 0.181231 20041018
5 0.050752 0.492892 20041018
6 0.009697 0.055718 20041018
7 0.006587 0.039958 20041018
8 0.379330 0.776314 20041018
9 -0.047753 0.035582 20041018
10 0.092690 0.518675 20041018
11 0.084014 0.252897 20041018
12 0.000007 0.099695 20041018
13 0.047668 0.243563 20041018
14 0.000007 0.076865 20041018
15 0.048116 0.273624 20041018
16 0.071084 0.332207 20041018
17 0.973872 1.028570 20041018
18 0.197464 0.442105 20041018
19 -0.049990 0.156189 20041018
20 0.569395 0.785220 20041018
21 0.044445 0.286003 20041018
22 0.254567 0.466514 20041018
23 0.051018 0.296649 20041018
24 0.134492 0.421430 20041018
25 0.062359 0.308845 20041018
26 0.000817 0.175323 20041018
27 0.290756 0.565377 20041018
28 0.314382 0.435583 20041018
29 0.192532 0.359562 20041018
... ... ... ...
12428 0.000007 0.074861 20041018
12429 0.669543 0.826563 20041018
12430 0.481839 0.838374 20041018
12431 1.067235 1.266021 20041018
12432 0.420972 0.841070 20041018
12433 0.810173 1.041494 20041018
12434 0.892225 1.268217 20041018
12435 0.463362 0.729902 20041018
12436 0.809657 1.005147 20041018
12437 0.783094 1.156380 20041018
12438 0.991351 1.244068 20041018
12439 1.282651 1.545174 20041018
12440 0.023360 0.243971 20041018
12441 -0.072293 0.280866 20041018
12442 0.567437 0.902735 20041018
12443 1.084118 1.269293 20041018
12444 0.289362 0.723230 20041018
12445 0.162595 0.234494 20041018
12446 1.282583 1.386871 20041018
12447 0.913620 1.211546 20041018
12448 0.505697 0.897582 20041018
12449 0.841834 1.167585 20041018
12450 1.186529 1.517215 20041018
12451 0.474326 0.679515 20041018
12452 1.333300 1.517936 20041018
12453 0.819641 1.081337 20041018
12454 0.757562 0.917807 20041018
12455 0.744533 1.064642 20041018
12456 1.213783 1.430274 20041018
12457 1.204477 1.283816 20041018
[12458 rows x 92 columns],
'20041019': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.123 0.000 0.0
1 USA0011 -0.416 0.000 0.0
2 USA0031 2.229 0.000 0.0
3 USA0062 1.722 0.430 0.0
4 USA00E2 2.115 0.000 0.0
5 USA00F1 -1.548 0.000 0.0
6 USA00G2 -0.552 0.000 0.0
7 USA00H1 -0.427 0.000 0.0
8 USA00I1 2.771 0.000 0.0
9 USA00J1 0.048 0.000 0.0
10 USA00K1 1.377 0.000 0.0
11 USA00P1 -0.050 0.000 0.0
12 USA00R1 -0.146 0.000 0.0
13 USA00S1 0.928 0.000 0.0
14 USA00V1 -0.566 0.000 0.0
15 USA0131 0.615 1.000 0.0
16 USA0161 -1.012 1.000 0.0
17 USA01I1 -1.310 0.000 0.0
18 USA01J2 -0.414 0.000 0.0
19 USA01L1 2.771 0.000 0.0
20 USA01P1 -1.448 0.000 0.0
21 USA01Q1 -0.046 0.000 0.0
22 USA0202 -0.152 0.000 0.0
23 USA0231 1.049 0.000 0.0
24 USA0281 0.491 0.000 0.0
25 USA0291 0.667 0.000 0.0
26 USA02A1 0.127 0.000 0.0
27 USA02B1 0.185 0.000 0.0
28 USA02H1 2.771 0.000 0.0
29 USA02P1 0.718 0.143 0.0
... ... ... ... ...
12428 USAZY41 -0.100 0.000 0.0
12429 USAZY51 -0.073 0.000 0.0
12430 USAZY61 0.383 0.000 0.0
12431 USAZY71 -2.752 0.000 0.0
12432 USAZYI1 -0.032 0.000 0.0
12433 USAZYJ1 -0.143 0.000 0.0
12434 USAZYK1 -0.385 0.000 0.0
12435 USAZYM1 -0.555 0.000 0.0
12436 USAZYR1 -0.041 0.000 0.0
12437 USAZYS1 -0.207 0.000 0.0
12438 USAZYT1 -0.113 0.000 0.0
12439 USAZYV1 -2.711 0.000 0.0
12440 USAZYX1 0.019 0.000 0.0
12441 USAZZ41 -2.575 0.000 0.0
12442 USAZZ51 0.011 0.000 0.0
12443 USAZZ61 -0.204 0.000 0.0
12444 USAZZ71 0.208 0.000 0.0
12445 USAZZ81 -0.976 0.000 0.0
12446 USAZZ91 -0.175 0.000 0.0
12447 USAZZA1 0.189 0.000 0.0
12448 USAZZB1 0.545 0.000 0.0
12449 USAZZD1 -0.412 0.000 0.0
12450 USAZZF1 1.968 0.000 0.0
12451 USAZZI1 0.022 0.000 0.0
12452 USAZZJ1 -2.202 0.000 0.0
12453 USAZZL1 -2.060 0.000 0.0
12454 USAZZP1 1.025 0.000 0.0
12455 USAZZR1 0.085 0.000 0.0
12456 USAZZX1 2.771 0.000 0.0
12457 USAZZY1 -0.320 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.913 0.000 ... NaN NaN
1 -1.915 0.000 ... NaN NaN
2 -1.832 0.000 ... NaN 1672.0
3 -1.944 0.000 ... NaN 5260.0
4 -1.779 0.000 ... NaN 1448.0
5 -1.839 0.000 ... NaN 1295.0
6 -1.895 0.000 ... NaN NaN
7 -1.903 0.000 ... NaN NaN
8 -1.119 0.000 ... NaN 1029.0
9 -2.004 0.862 ... NaN 29000.0
10 -1.743 0.000 ... NaN NaN
11 -1.757 0.000 ... NaN NaN
12 -1.915 0.000 ... NaN NaN
13 -1.754 0.000 ... NaN 326.0
14 -1.915 0.000 ... NaN NaN
15 -1.820 0.000 ... NaN NaN
16 -1.853 0.000 ... NaN 640.0
17 -0.050 0.000 ... NaN 45651.0
18 -1.538 0.000 ... NaN NaN
19 -1.760 0.000 ... NaN 3600.0
20 -0.922 0.000 ... NaN 11955.0
21 -1.837 1.000 ... NaN NaN
22 -1.433 0.000 ... NaN NaN
23 -1.791 0.000 ... NaN 3725.0
24 -1.590 0.000 ... NaN 1550.0
25 -1.805 0.000 ... NaN NaN
26 -1.913 0.000 ... NaN NaN
27 -1.361 0.000 ... NaN NaN
28 -0.605 0.000 ... NaN 2022.0
29 -1.498 0.000 ... NaN 4935.0
... ... ... ... ... ...
12428 -1.915 0.000 ... NaN NaN
12429 -0.631 0.000 ... NaN NaN
12430 -0.995 0.000 ... NaN 2000.0
12431 0.130 0.000 ... NaN 84765.0
12432 -1.103 0.000 ... NaN NaN
12433 -0.352 0.000 ... NaN NaN
12434 -0.201 0.000 ... NaN 19035.0
12435 -1.025 0.000 ... NaN NaN
12436 -0.378 0.000 ... NaN 24820.0
12437 -0.416 0.000 ... NaN 1834.0
12438 -0.017 0.000 ... NaN 6550.0
12439 0.457 0.000 ... NaN 13846.0
12440 -1.865 0.000 ... NaN 400.0
12441 -2.213 0.000 ... NaN 117917.0
12442 -0.826 0.000 ... NaN NaN
12443 0.166 0.000 ... NaN 425629.0
12444 -1.363 0.000 ... NaN NaN
12445 -1.658 1.000 ... NaN 62800.0
12446 0.543 0.000 ... NaN NaN
12447 -0.166 0.000 ... NaN NaN
12448 -0.996 0.000 ... NaN NaN
12449 -0.304 0.000 ... NaN 5928600.0
12450 0.370 0.000 ... NaN 4344.0
12451 -1.008 1.000 ... NaN NaN
12452 0.524 0.000 ... NaN 0.0
12453 -0.405 0.000 ... NaN 5000.0
12454 -0.448 1.000 ... NaN 10000.0
12455 -0.488 0.000 ... NaN NaN
12456 0.470 0.000 ... NaN 72050.0
12457 0.370 0.000 ... NaN 73200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.024552e+10 0.163079 16.570649 11.321000
1 NaN 7.078939e+09 0.000000 19.584606 13.778230
2 NaN 6.469155e+10 2.455146 29.155751 24.675987
3 NaN 3.044992e+10 2.091467 25.821051 23.346347
4 NaN 4.957916e+10 2.459893 29.208378 24.542575
5 NaN 1.504946e+11 0.441241 30.537991 26.871015
6 NaN 1.228966e+10 6.634078 23.297325 16.240277
7 NaN 7.339606e+10 0.000000 25.142290 18.044347
8 NaN 1.419621e+10 0.618876 48.359948 38.033817
9 NaN 4.032341e+10 1.961962 20.020834 15.075982
10 NaN 2.692526e+10 0.000000 48.158809 36.111374
11 NaN 2.412652e+10 1.355276 16.484799 12.809351
12 NaN 6.710676e+09 2.249924 18.128394 12.602240
13 NaN 1.944560e+10 1.282051 25.601516 21.799892
14 NaN 1.269682e+10 1.160542 16.946349 11.488391
15 NaN 3.945483e+10 1.549787 29.033142 25.221345
16 NaN 3.945483e+10 1.549787 34.974267 31.903789
17 NaN 1.730614e+10 0.274160 27.802631 22.915900
18 NaN 2.764962e+10 2.038533 30.910600 27.542719
19 NaN 1.128906e+11 2.982849 37.123390 31.360128
20 NaN 1.263722e+11 0.000000 41.023687 36.119203
21 NaN 9.591704e+10 2.496879 31.899865 28.263184
22 NaN 1.401019e+10 0.000000 36.409330 33.693042
23 NaN 9.009582e+10 0.000000 22.696277 17.940152
24 NaN 4.234071e+10 3.271028 26.401072 22.391974
25 NaN 2.971895e+10 0.000000 25.775684 21.557761
26 NaN 9.329143e+09 1.551831 14.698740 10.340467
27 NaN 9.329143e+09 1.551831 38.047086 35.847055
28 NaN 6.566641e+10 3.280757 29.802495 25.922853
29 NaN 3.524648e+11 2.382370 24.528811 21.464075
... ... ... ... ... ...
12428 NaN 5.056250e+06 NaN 24.572209 18.177229
12429 NaN 1.017175e+07 0.000000 79.219040 76.834305
12430 50.00 2.231800e+06 0.000000 71.784900 68.785161
12431 125.61 5.149200e+05 0.000000 98.025625 94.478314
12432 NaN 1.399750e+06 0.000000 100.161102 97.552884
12433 NaN 6.495840e+07 NaN 96.836102 94.151921
12434 321.87 6.832300e+03 NaN 75.035692 71.018413
12435 NaN 1.059380e+06 NaN 72.685979 69.490780
12436 48292.79 1.664865e+07 0.000000 108.568354 106.134366
12437 NaN 5.030700e+01 0.000000 44.402221 37.019373
12438 38156.45 2.461025e+07 0.000000 139.438689 137.472122
12439 520.95 1.192400e+06 0.000000 197.749399 195.738407
12440 19522.27 6.334240e+07 2.017756 41.473407 36.594292
12441 3422.51 2.421300e+06 NaN 121.223014 119.549662
12442 NaN 2.224200e+05 0.000000 63.149357 59.095621
12443 1099.76 3.892700e+06 0.000000 174.333560 172.455280
12444 NaN 4.175220e+06 0.000000 83.779410 81.065722
12445 1811464.68 3.024135e+10 4.956305 24.702230 19.961985
12446 NaN 1.591600e+03 0.000000 61.299104 51.353423
12447 NaN 1.848070e+06 0.000000 93.980559 90.689411
12448 NaN 2.538600e+06 0.000000 47.111015 40.579135
12449 22873.63 5.193720e+05 NaN 88.445232 85.403615
12450 21143.02 3.195660e+07 NaN 96.335533 91.683736
12451 NaN 4.230000e+05 0.000000 79.839456 77.005231
12452 NaN 1.106819e+07 0.000000 115.615705 110.407703
12453 8782.16 3.167940e+07 0.000000 78.198315 75.168171
12454 11622.78 6.181930e+06 NaN 89.049555 85.951474
12455 NaN 3.367200e+05 NaN 37.387918 30.811070
12456 710.10 8.779120e+05 0.000000 203.508858 201.545417
12457 2476954.14 7.797465e+08 0.607211 46.487579 34.817866
HistBeta PredBeta DataDate
0 0.000776 0.128977 20041019
1 0.000041 0.084655 20041019
2 0.043083 0.202236 20041019
3 -0.015164 0.336281 20041019
4 0.070577 0.269251 20041019
5 0.039243 0.462515 20041019
6 0.010373 0.050995 20041019
7 0.006445 0.028603 20041019
8 0.413756 0.852931 20041019
9 -0.046105 0.036755 20041019
10 0.089488 0.535998 20041019
11 0.082169 0.246602 20041019
12 0.000042 0.097327 20041019
13 0.083543 0.285234 20041019
14 0.000041 0.068563 20041019
15 0.049271 0.288771 20041019
16 0.032139 0.265001 20041019
17 0.969190 0.993870 20041019
18 0.196080 0.434814 20041019
19 0.080713 0.339239 20041019
20 0.516175 0.693784 20041019
21 0.040518 0.266647 20041019
22 0.250193 0.456589 20041019
23 0.064634 0.307463 20041019
24 0.169108 0.460425 20041019
25 0.057302 0.307737 20041019
26 0.000952 0.182294 20041019
27 0.288027 0.562379 20041019
28 0.680516 0.876490 20041019
29 0.216551 0.397300 20041019
... ... ... ...
12428 0.000042 0.081887 20041019
12429 0.667435 0.828111 20041019
12430 0.477833 0.827060 20041019
12431 1.062746 1.210366 20041019
12432 0.422143 0.890281 20041019
12433 0.812096 1.040376 20041019
12434 0.890518 1.260686 20041019
12435 0.462273 0.756116 20041019
12436 0.798819 0.995410 20041019
12437 0.778980 1.158894 20041019
12438 0.986287 1.251024 20041019
12439 1.232871 1.465968 20041019
12440 0.025949 0.239309 20041019
12441 -0.155063 0.201982 20041019
12442 0.565952 0.904654 20041019
12443 1.081434 1.258476 20041019
12444 0.287024 0.714886 20041019
12445 0.133666 0.192648 20041019
12446 1.277267 1.387851 20041019
12447 0.908854 1.197500 20041019
12448 0.477392 0.880856 20041019
12449 0.836966 1.153751 20041019
12450 1.187308 1.537366 20041019
12451 0.471100 0.674472 20041019
12452 1.267686 1.417433 20041019
12453 0.784877 0.998093 20041019
12454 0.762246 0.957077 20041019
12455 0.741342 1.057733 20041019
12456 1.239451 1.447883 20041019
12457 1.187303 1.253633 20041019
[12458 rows x 92 columns],
'20041020': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.494 0.000 0.0
1 USA0011 -0.197 0.000 0.0
2 USA0031 -0.135 0.000 0.0
3 USA0062 -0.345 0.430 0.0
4 USA00E2 -0.244 0.000 0.0
5 USA00F1 0.223 0.000 0.0
6 USA00G2 -0.278 0.000 0.0
7 USA00H1 -0.322 0.000 0.0
8 USA00I1 0.795 0.000 0.0
9 USA00J1 -0.018 0.000 0.0
10 USA00K1 0.687 0.000 0.0
11 USA00P1 -0.503 0.000 0.0
12 USA00R1 -0.396 0.000 0.0
13 USA00S1 0.615 0.000 0.0
14 USA00V1 0.059 0.000 0.0
15 USA0131 -0.867 1.000 0.0
16 USA0161 1.013 1.000 0.0
17 USA01I1 0.565 0.000 0.0
18 USA01J2 0.026 0.000 0.0
19 USA01L1 1.519 0.000 0.0
20 USA01P1 0.084 0.000 0.0
21 USA01Q1 0.115 0.000 0.0
22 USA0202 0.300 0.000 0.0
23 USA0231 -0.436 0.000 0.0
24 USA0281 -0.160 0.000 0.0
25 USA0291 -0.149 0.000 0.0
26 USA02A1 -0.445 0.000 0.0
27 USA02B1 0.266 0.000 0.0
28 USA02H1 -0.260 0.000 0.0
29 USA02P1 -0.101 0.143 0.0
... ... ... ... ...
12430 USAZY41 -0.550 0.000 0.0
12431 USAZY51 0.158 0.000 0.0
12432 USAZY61 -0.226 0.000 0.0
12433 USAZY71 -0.070 0.000 0.0
12434 USAZYI1 -0.050 0.000 0.0
12435 USAZYJ1 0.055 0.000 0.0
12436 USAZYK1 0.892 0.000 0.0
12437 USAZYM1 0.728 0.000 0.0
12438 USAZYR1 2.729 0.000 0.0
12439 USAZYS1 -0.436 0.000 0.0
12440 USAZYT1 1.846 0.000 0.0
12441 USAZYV1 2.729 0.000 0.0
12442 USAZYX1 -0.195 0.000 0.0
12443 USAZZ41 2.729 0.000 0.0
12444 USAZZ51 -0.228 0.000 0.0
12445 USAZZ61 -0.172 0.000 0.0
12446 USAZZ71 -0.201 0.000 0.0
12447 USAZZ81 -0.537 0.000 0.0
12448 USAZZ91 2.273 0.000 0.0
12449 USAZZA1 -2.746 0.000 0.0
12450 USAZZB1 -2.746 0.000 0.0
12451 USAZZD1 -0.006 0.000 0.0
12452 USAZZF1 0.514 0.000 0.0
12453 USAZZI1 0.497 0.000 0.0
12454 USAZZJ1 2.729 0.000 0.0
12455 USAZZL1 1.271 0.000 0.0
12456 USAZZP1 2.729 0.000 0.0
12457 USAZZR1 -0.320 0.000 0.0
12458 USAZZX1 -0.096 0.000 0.0
12459 USAZZY1 0.642 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.913 0.000 ... NaN NaN
1 -1.914 0.000 ... NaN NaN
2 -1.832 0.000 ... NaN 1672.0
3 -1.946 0.000 ... NaN NaN
4 -1.779 0.000 ... NaN 1448.0
5 -1.839 0.000 ... NaN 64.0
6 -1.895 0.000 ... NaN NaN
7 -1.902 0.000 ... NaN NaN
8 -1.119 0.000 ... NaN NaN
9 -2.003 0.862 ... NaN 29000.0
10 -1.742 0.000 ... NaN NaN
11 -1.758 0.000 ... NaN NaN
12 -1.914 0.000 ... NaN NaN
13 -1.755 0.000 ... NaN NaN
14 -1.914 0.000 ... NaN NaN
15 -1.822 0.000 ... NaN NaN
16 -1.861 0.000 ... NaN 533.0
17 -0.050 0.000 ... NaN 45651.0
18 -1.538 0.000 ... NaN NaN
19 -1.761 0.000 ... NaN NaN
20 -0.922 0.000 ... NaN NaN
21 -1.836 1.000 ... NaN NaN
22 -1.435 0.000 ... NaN NaN
23 -1.790 0.000 ... NaN 3725.0
24 -1.589 0.000 ... NaN NaN
25 -1.805 0.000 ... NaN NaN
26 -1.913 0.000 ... NaN NaN
27 -1.365 0.000 ... NaN 175.0
28 -0.624 0.000 ... NaN 2022.0
29 -1.499 0.000 ... NaN 4935.0
... ... ... ... ... ...
12430 -1.914 0.000 ... NaN NaN
12431 -0.632 0.000 ... NaN NaN
12432 -0.997 0.000 ... NaN NaN
12433 0.137 0.000 ... NaN NaN
12434 -1.104 0.000 ... NaN NaN
12435 -0.354 0.000 ... NaN NaN
12436 -0.202 0.000 ... NaN 112500.0
12437 -1.026 0.000 ... NaN NaN
12438 -0.391 0.000 ... NaN 46000.0
12439 -0.417 0.000 ... NaN NaN
12440 -0.018 0.000 ... NaN 31250.0
12441 0.418 0.000 ... NaN 800.0
12442 -1.867 0.000 ... NaN 100.0
12443 -2.217 0.000 ... NaN 40000.0
12444 -0.828 0.000 ... NaN NaN
12445 0.165 0.000 ... NaN 423450.0
12446 -1.365 0.000 ... NaN NaN
12447 -1.653 1.000 ... NaN 13700.0
12448 0.541 0.000 ... NaN NaN
12449 -0.151 0.000 ... NaN 1000.0
12450 -0.758 0.000 ... NaN 5000.0
12451 -0.305 0.000 ... NaN 3353000.0
12452 0.370 0.000 ... NaN 12960.0
12453 -1.010 1.000 ... NaN NaN
12454 0.521 0.000 ... NaN 0.0
12455 -0.404 0.000 ... NaN 1500.0
12456 -0.455 1.000 ... NaN 34000.0
12457 -0.490 0.000 ... NaN NaN
12458 0.470 0.000 ... NaN NaN
12459 0.362 0.000 ... NaN 27900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 5.972409e+10 0.163079 16.853427 11.756409
1 NaN 6.957877e+09 0.000000 19.869539 14.243565
2 NaN 6.472281e+10 2.455146 29.652942 25.518453
3 NaN 2.904084e+10 2.091467 26.445085 24.175358
4 NaN 4.964583e+10 2.459893 29.680113 25.383724
5 NaN 1.502338e+11 0.441241 31.363490 27.795567
6 NaN 1.236905e+10 6.634078 23.676941 16.803336
7 NaN 7.309802e+10 0.000000 25.624730 18.676406
8 NaN 1.438038e+10 0.618876 49.468371 39.576740
9 NaN 4.032341e+10 1.961962 20.369146 15.543599
10 NaN 2.731499e+10 0.000000 49.223530 37.576059
11 NaN 2.390805e+10 1.355276 16.894209 13.289048
12 NaN 6.544980e+09 2.249924 18.436319 13.043354
13 NaN 1.932291e+10 1.282051 26.457921 22.726258
14 NaN 1.291971e+10 1.160542 17.202984 11.881135
15 NaN 3.925439e+10 1.549787 30.197223 26.279532
16 NaN 3.925439e+10 1.549787 36.247205 33.112172
17 NaN 1.620433e+10 0.274160 28.283596 23.662731
18 NaN 2.762227e+10 2.038533 31.738104 28.486675
19 NaN 1.142175e+11 2.982849 38.459893 32.908625
20 NaN 1.248171e+11 0.000000 42.085413 37.488220
21 NaN 9.608754e+10 2.496879 32.654668 29.145279
22 NaN 1.433952e+10 0.000000 37.494199 34.902915
23 NaN 8.923801e+10 0.000000 23.054242 18.523641
24 NaN 4.228069e+10 3.271028 26.993537 23.154987
25 NaN 3.051759e+10 0.000000 26.294947 22.221435
26 NaN 8.454984e+09 1.551831 14.931601 10.738808
27 NaN 8.454984e+09 1.551831 39.140686 37.046309
28 NaN 6.535630e+10 3.280757 30.693376 26.896636
29 NaN 3.502506e+11 2.382370 25.070104 22.145002
... ... ... ... ... ...
12430 NaN 5.056250e+06 NaN 25.038770 18.804254
12431 NaN 1.017175e+07 0.000000 83.308367 81.057749
12432 NaN 2.231800e+06 0.000000 75.002858 72.078710
12433 NaN 5.149200e+05 0.000000 103.941970 100.663030
12434 NaN 1.399750e+06 0.000000 104.482468 101.977764
12435 NaN 6.495840e+07 NaN 101.260726 98.709925
12436 321.20 6.832300e+03 NaN 78.106155 74.152007
12437 NaN 1.059380e+06 NaN 76.351896 73.226814
12438 48440.35 1.553874e+07 0.000000 113.177128 110.572243
12439 NaN 5.030700e+01 0.000000 45.487520 38.209389
12440 36206.27 2.410800e+07 0.000000 144.408430 142.425469
12441 521.41 8.108320e+05 0.000000 207.543953 205.692050
12442 14805.00 6.334240e+07 2.017756 42.653969 37.865481
12443 3534.24 2.248350e+06 NaN 127.668084 126.048753
12444 NaN 2.224200e+05 0.000000 64.640131 60.625467
12445 1232.83 3.892700e+06 0.000000 180.270214 178.445313
12446 NaN 4.175220e+06 0.000000 87.552884 84.905573
12447 1766273.82 3.029366e+10 4.956305 25.208395 20.574736
12448 NaN 1.591600e+03 0.000000 64.049087 54.034011
12449 6627.53 2.174200e+06 0.000000 98.680287 95.484432
12450 34.09 3.807900e+06 0.000000 62.733033 57.500750
12451 22250.49 5.193720e+05 NaN 91.789185 88.798236
12452 21485.03 3.195660e+07 NaN 101.025779 96.686810
12453 NaN 4.230000e+05 0.000000 83.135108 80.404678
12454 NaN 1.048316e+07 0.000000 120.771574 115.514691
12455 9031.02 3.125130e+07 0.000000 80.742370 77.787801
12456 11917.45 5.542420e+06 NaN 96.103179 93.161850
12457 NaN 3.367200e+05 NaN 38.248003 31.824055
12458 NaN 8.779120e+05 0.000000 210.806978 208.904501
12459 2338468.68 7.707910e+08 0.607211 47.344205 36.001634
HistBeta PredBeta DataDate
0 0.000770 0.117851 20041020
1 0.000037 0.083898 20041020
2 0.042993 0.171407 20041020
3 -0.016509 0.304634 20041020
4 0.070496 0.238413 20041020
5 0.039023 0.493555 20041020
6 0.010290 0.049610 20041020
7 0.006448 0.024721 20041020
8 0.413589 0.842071 20041020
9 -0.046190 0.030922 20041020
10 0.089552 0.532708 20041020
11 0.081260 0.237310 20041020
12 0.000037 0.093062 20041020
13 0.082989 0.285338 20041020
14 0.000037 0.074387 20041020
15 0.048206 0.250472 20041020
16 0.027827 0.279947 20041020
17 0.969430 1.016463 20041020
18 0.195786 0.441002 20041020
19 0.079991 0.365206 20041020
20 0.516092 0.702814 20041020
21 0.040703 0.263459 20041020
22 0.249250 0.459237 20041020
23 0.064510 0.287250 20041020
24 0.169088 0.453735 20041020
25 0.057213 0.295576 20041020
26 0.000934 0.197509 20041020
27 0.285900 0.580899 20041020
28 0.670658 0.865923 20041020
29 0.216237 0.383304 20041020
... ... ... ...
12430 0.000037 0.080705 20041020
12431 0.666989 0.831557 20041020
12432 0.476976 0.822883 20041020
12433 1.066355 1.236857 20041020
12434 0.421329 0.898658 20041020
12435 0.811366 1.044520 20041020
12436 0.890411 1.293130 20041020
12437 0.462033 0.785603 20041020
12438 0.791815 1.056554 20041020
12439 0.778555 1.157191 20041020
12440 0.985892 1.288812 20041020
12441 1.212836 1.477524 20041020
12442 0.024532 0.226094 20041020
12443 -0.157273 0.225112 20041020
12444 0.565031 0.902400 20041020
12445 1.081130 1.262282 20041020
12446 0.285936 0.703526 20041020
12447 0.135917 0.187983 20041020
12448 1.276780 1.452824 20041020
12449 0.917051 1.144045 20041020
12450 0.601173 0.927808 20041020
12451 0.836905 1.169748 20041020
12452 1.187892 1.522864 20041020
12453 0.470409 0.692177 20041020
12454 1.266186 1.494225 20041020
12455 0.785350 1.042649 20041020
12456 0.758782 0.988671 20041020
12457 0.740644 1.051720 20041020
12458 1.239808 1.475781 20041020
12459 1.183242 1.261024 20041020
[12460 rows x 92 columns],
'20041021': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.287 0.000 0.0
1 USA0011 -0.494 0.000 0.0
2 USA0031 -1.198 0.000 0.0
3 USA0062 -0.566 0.430 0.0
4 USA00E2 -1.038 0.000 0.0
5 USA00F1 -0.855 0.000 0.0
6 USA00G2 -1.063 0.000 0.0
7 USA00H1 -2.334 0.000 0.0
8 USA00I1 0.772 0.000 0.0
9 USA00J1 -0.433 0.000 0.0
10 USA00K1 0.565 0.000 0.0
11 USA00P1 -0.252 0.000 0.0
12 USA00R1 -0.425 0.000 0.0
13 USA00S1 -0.253 0.000 0.0
14 USA00V1 -1.221 0.000 0.0
15 USA0131 -0.150 1.000 0.0
16 USA0161 -0.212 1.000 0.0
17 USA01I1 -0.363 0.000 0.0
18 USA01J2 -1.373 0.000 0.0
19 USA01L1 -0.503 0.000 0.0
20 USA01P1 0.086 0.000 0.0
21 USA01Q1 -0.398 0.000 0.0
22 USA0202 -0.553 0.000 0.0
23 USA0231 -0.599 0.000 0.0
24 USA0281 -0.814 0.000 0.0
25 USA0291 -2.850 0.000 0.0
26 USA02A1 -0.175 0.000 0.0
27 USA02B1 2.390 0.000 0.0
28 USA02H1 -0.214 0.000 0.0
29 USA02P1 -0.025 0.143 0.0
... ... ... ... ...
12432 USAZY41 -0.336 0.000 0.0
12433 USAZY51 0.048 0.000 0.0
12434 USAZY61 0.032 0.000 0.0
12435 USAZY71 2.787 0.000 0.0
12436 USAZYI1 0.673 0.000 0.0
12437 USAZYJ1 0.111 0.000 0.0
12438 USAZYK1 0.139 0.000 0.0
12439 USAZYM1 0.131 0.000 0.0
12440 USAZYR1 -2.360 0.000 0.0
12441 USAZYS1 0.958 0.000 0.0
12442 USAZYT1 1.739 0.000 0.0
12443 USAZYV1 -2.443 0.000 0.0
12444 USAZYX1 -0.371 0.000 0.0
12445 USAZZ41 -2.850 0.000 0.0
12446 USAZZ51 0.581 0.000 0.0
12447 USAZZ61 1.045 0.000 0.0
12448 USAZZ71 0.435 0.000 0.0
12449 USAZZ81 -0.254 0.000 0.0
12450 USAZZ91 1.006 0.000 0.0
12451 USAZZA1 2.787 0.000 0.0
12452 USAZZB1 0.070 0.000 0.0
12453 USAZZD1 0.060 0.000 0.0
12454 USAZZF1 0.517 0.000 0.0
12455 USAZZI1 0.390 0.000 0.0
12456 USAZZJ1 -0.545 0.000 0.0
12457 USAZZL1 0.751 0.000 0.0
12458 USAZZP1 2.787 0.000 0.0
12459 USAZZR1 0.908 0.000 0.0
12460 USAZZX1 0.960 0.000 0.0
12461 USAZZY1 -0.214 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.905 0.000 ... NaN NaN
1 -1.906 0.000 ... NaN NaN
2 -1.825 0.000 ... NaN 1672.0
3 -1.939 0.000 ... NaN NaN
4 -1.772 0.000 ... NaN 1448.0
5 -1.831 0.000 ... NaN 64.0
6 -1.888 0.000 ... NaN 336.0
7 -1.894 0.000 ... NaN NaN
8 -1.118 0.000 ... NaN NaN
9 -1.995 0.862 ... NaN 29000.0
10 -1.735 0.000 ... NaN NaN
11 -1.760 0.000 ... NaN 66.0
12 -1.906 0.000 ... NaN NaN
13 -1.748 0.000 ... NaN NaN
14 -1.906 0.000 ... NaN NaN
15 -1.816 0.000 ... NaN NaN
16 -1.854 0.000 ... NaN 617.0
17 -0.058 0.000 ... NaN 45651.0
18 -1.539 0.000 ... NaN NaN
19 -1.756 0.000 ... NaN NaN
20 -0.925 0.000 ... NaN 5500.0
21 -1.827 1.000 ... NaN NaN
22 -1.434 0.000 ... NaN NaN
23 -1.795 0.000 ... NaN 190.0
24 -1.584 0.000 ... NaN NaN
25 -1.549 0.000 ... NaN 428.0
26 -1.905 0.000 ... NaN NaN
27 -1.407 0.000 ... NaN 100.0
28 -0.626 0.000 ... NaN 2022.0
29 -1.495 0.000 ... NaN 4935.0
... ... ... ... ... ...
12432 -1.906 0.000 ... NaN NaN
12433 -0.633 0.000 ... NaN NaN
12434 -0.997 0.000 ... NaN NaN
12435 0.124 0.000 ... NaN 500.0
12436 -1.096 0.000 ... NaN NaN
12437 -0.359 0.000 ... NaN NaN
12438 -0.205 0.000 ... NaN 53300.0
12439 -1.025 0.000 ... NaN NaN
12440 -0.360 0.000 ... NaN 69251.0
12441 -0.416 0.000 ... NaN NaN
12442 -0.031 0.000 ... NaN 42246.0
12443 0.496 0.000 ... NaN 145850.0
12444 -1.853 0.000 ... NaN 2000.0
12445 -2.107 0.000 ... NaN 140000.0
12446 -0.825 0.000 ... NaN NaN
12447 0.163 0.000 ... NaN 82800.0
12448 -1.359 0.000 ... NaN NaN
12449 -1.648 1.000 ... NaN 13500.0
12450 0.536 0.000 ... NaN NaN
12451 -0.207 0.000 ... NaN 800.0
12452 -0.762 0.000 ... NaN NaN
12453 -0.305 0.000 ... NaN 33337290.0
12454 0.361 0.000 ... NaN 6000.0
12455 -1.011 1.000 ... NaN NaN
12456 0.531 0.000 ... NaN 0.0
12457 -0.414 0.000 ... NaN 8350.0
12458 -0.511 1.000 ... NaN 67000.0
12459 -0.488 0.000 ... NaN NaN
12460 0.466 0.000 ... NaN NaN
12461 0.372 0.000 ... NaN 37900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.064662e+10 0.163079 17.224972 12.146281
1 NaN 7.072567e+09 0.000000 20.303360 14.719803
2 NaN 6.425381e+10 2.455146 30.992349 26.887508
3 NaN 2.835348e+10 2.091467 27.483566 25.315896
4 NaN 4.947248e+10 2.459893 30.767145 26.555141
5 NaN 1.472343e+11 0.441241 32.377880 28.980440
6 NaN 1.254371e+10 6.634078 24.590757 17.630418
7 NaN 7.031198e+10 0.000000 28.887856 21.488229
8 NaN 1.514714e+10 0.618876 50.770908 41.066681
9 NaN 4.041187e+10 1.961962 20.925942 16.171688
10 NaN 2.775555e+10 0.000000 50.409081 38.968773
11 NaN 2.399071e+10 1.355276 17.335988 13.711715
12 NaN 6.570387e+09 2.249924 18.906246 13.580821
13 NaN 1.962963e+10 1.282051 27.144010 23.502459
14 NaN 1.277280e+10 1.160542 18.348149 12.834201
15 NaN 3.973545e+10 1.549787 31.007688 27.214015
16 NaN 3.973545e+10 1.549787 37.301055 34.286214
17 NaN 1.659169e+10 0.274160 29.148465 24.769785
18 NaN 2.633672e+10 2.038533 33.413558 29.946144
19 NaN 1.142603e+11 2.982849 39.403420 34.116675
20 NaN 1.260342e+11 0.000000 43.264825 38.821401
21 NaN 9.616061e+10 2.496879 33.690513 30.274253
22 NaN 1.472374e+10 0.000000 38.750623 36.203808
23 NaN 8.943984e+10 0.000000 23.837970 19.310061
24 NaN 4.255076e+10 3.271028 27.950217 24.203117
25 NaN 3.059019e+10 0.000000 35.802945 32.223945
26 NaN 8.423457e+09 1.551831 15.230306 11.112484
27 NaN 8.423457e+09 1.551831 44.276491 42.203826
28 NaN 6.507526e+10 3.280757 31.755327 28.161853
29 NaN 3.518322e+11 2.382370 25.837256 22.969048
... ... ... ... ... ...
12432 NaN 5.056250e+06 NaN 25.723659 19.558734
12433 NaN 1.017175e+07 0.000000 84.974143 82.728061
12434 NaN 2.231800e+06 0.000000 78.122919 75.322754
12435 126.07 4.904000e+05 0.000000 109.850038 106.547805
12436 NaN 1.399750e+06 0.000000 109.872570 107.441357
12437 NaN 6.495840e+07 NaN 104.245861 101.774013
12438 321.26 6.832300e+03 NaN 80.866440 77.057132
12439 NaN 1.059380e+06 NaN 79.775054 76.756049
12440 48066.26 1.627868e+07 0.000000 116.839286 114.361766
12441 NaN 5.030700e+01 0.000000 47.364736 40.126818
12442 35752.50 2.360575e+07 0.000000 149.144545 147.284597
12443 819.74 2.146320e+06 0.000000 230.994333 229.142280
12444 16199.32 6.370584e+07 2.017756 43.807694 39.108686
12445 3968.24 2.594250e+06 NaN 133.453832 131.822947
12446 NaN 2.224200e+05 0.000000 67.375844 63.316532
12447 1256.39 3.892700e+06 0.000000 185.379774 183.504675
12448 NaN 4.175220e+06 0.000000 91.820630 89.179645
12449 1733396.18 3.047404e+10 4.956305 26.114521 21.602764
12450 NaN 1.591600e+03 0.000000 65.579446 55.916089
12451 6164.40 1.848070e+06 0.000000 108.660815 105.646152
12452 NaN 3.807900e+06 0.000000 64.372784 59.352451
12453 23404.45 5.193720e+05 NaN 96.299542 93.454535
12454 21365.24 3.195660e+07 NaN 105.558189 101.425184
12455 NaN 4.230000e+05 0.000000 85.065898 82.370012
12456 NaN 1.078975e+07 0.000000 124.298319 119.361421
12457 9595.57 3.082320e+07 0.000000 83.223022 80.336421
12458 12337.45 4.263400e+06 NaN 100.576976 97.828160
12459 NaN 3.367200e+05 NaN 39.830498 33.327181
12460 NaN 8.779120e+05 0.000000 217.899746 216.032520
12461 2266327.59 7.834522e+08 0.607211 48.118938 37.152649
HistBeta PredBeta DataDate
0 0.000750 0.113745 20041021
1 0.000025 0.075168 20041021
2 0.042801 0.129087 20041021
3 -0.016932 0.279927 20041021
4 0.070250 0.205327 20041021
5 0.039402 0.459448 20041021
6 0.009918 0.020588 20041021
7 0.006297 -0.039323 20041021
8 0.412673 0.847414 20041021
9 -0.046414 0.012281 20041021
10 0.089800 0.539587 20041021
11 0.076462 0.230320 20041021
12 0.000025 0.081601 20041021
13 0.082827 0.260355 20041021
14 0.000025 0.037630 20041021
15 0.047144 0.241520 20041021
16 0.027593 0.252250 20041021
17 0.967280 0.988675 20041021
18 0.192558 0.403191 20041021
19 0.078532 0.327311 20041021
20 0.513616 0.690516 20041021
21 0.041624 0.240335 20041021
22 0.247145 0.426363 20041021
23 0.058504 0.248948 20041021
24 0.168740 0.427133 20041021
25 0.186893 0.391822 20041021
26 0.000868 0.196896 20041021
27 0.261598 0.605356 20041021
28 0.670069 0.852746 20041021
29 0.215139 0.371562 20041021
... ... ... ...
12432 0.000025 0.086518 20041021
12433 0.666391 0.830818 20041021
12434 0.476162 0.820378 20041021
12435 1.062785 1.295408 20041021
12436 0.424079 0.912571 20041021
12437 0.809768 1.042894 20041021
12438 0.890540 1.282599 20041021
12439 0.461192 0.776196 20041021
12440 0.809271 1.022366 20041021
12441 0.780150 1.197418 20041021
12442 0.981359 1.291571 20041021
12443 1.257306 1.531970 20041021
12444 0.027840 0.213134 20041021
12445 -0.104705 0.202747 20041021
12446 0.566150 0.920467 20041021
12447 1.083045 1.293917 20041021
12448 0.286735 0.722261 20041021
12449 0.135408 0.180903 20041021
12450 1.278596 1.454794 20041021
12451 0.889404 1.142939 20041021
12452 0.599239 0.939546 20041021
12453 0.838398 1.168098 20041021
12454 1.186769 1.515485 20041021
12455 0.468437 0.697839 20041021
12456 1.275792 1.507470 20041021
12457 0.781219 1.037859 20041021
12458 0.730233 0.993993 20041021
12459 0.742504 1.076328 20041021
12460 1.241979 1.496110 20041021
12461 1.192537 1.256658 20041021
[12462 rows x 92 columns],
'20041022': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.032 0.000 0.0
1 USA0011 0.601 0.000 0.0
2 USA0031 0.423 0.000 0.0
3 USA0062 0.886 0.430 0.0
4 USA00E2 0.628 0.000 0.0
5 USA00F1 2.718 0.000 0.0
6 USA00G2 -0.366 0.000 0.0
7 USA00H1 -0.263 0.000 0.0
8 USA00I1 -2.751 0.000 0.0
9 USA00J1 0.249 0.000 0.0
10 USA00K1 0.432 0.000 0.0
11 USA00P1 0.154 0.000 0.0
12 USA00R1 0.336 0.000 0.0
13 USA00S1 0.330 0.000 0.0
14 USA00V1 0.383 0.000 0.0
15 USA0131 0.899 1.000 0.0
16 USA0161 1.937 1.000 0.0
17 USA01I1 0.147 0.000 0.0
18 USA01J2 0.856 0.000 0.0
19 USA01L1 1.013 0.000 0.0
20 USA01P1 -0.292 0.000 0.0
21 USA01Q1 0.375 0.000 0.0
22 USA0202 -1.916 0.000 0.0
23 USA0231 0.108 0.000 0.0
24 USA0281 0.838 0.000 0.0
25 USA0291 0.196 0.000 0.0
26 USA02A1 0.556 0.000 0.0
27 USA02B1 1.824 0.000 0.0
28 USA02H1 0.143 0.000 0.0
29 USA02P1 0.323 0.143 0.0
... ... ... ... ...
12433 USAZY41 -0.224 0.000 0.0
12434 USAZY51 -0.422 0.000 0.0
12435 USAZY61 0.212 0.000 0.0
12436 USAZY71 -1.513 0.000 0.0
12437 USAZYI1 2.718 0.000 0.0
12438 USAZYJ1 -0.351 0.000 0.0
12439 USAZYK1 -0.200 0.000 0.0
12440 USAZYM1 -0.149 0.000 0.0
12441 USAZYR1 -2.751 0.000 0.0
12442 USAZYS1 -0.514 0.000 0.0
12443 USAZYT1 -0.457 0.000 0.0
12444 USAZYV1 2.718 0.000 0.0
12445 USAZYX1 -0.467 0.000 0.0
12446 USAZZ41 2.718 0.000 0.0
12447 USAZZ51 -0.548 0.000 0.0
12448 USAZZ61 2.704 0.000 0.0
12449 USAZZ71 -0.347 0.000 0.0
12450 USAZZ81 -0.395 0.000 0.0
12451 USAZZ91 -0.322 0.000 0.0
12452 USAZZA1 -1.083 0.000 0.0
12453 USAZZB1 -0.004 0.000 0.0
12454 USAZZD1 -0.570 0.000 0.0
12455 USAZZF1 0.727 0.000 0.0
12456 USAZZI1 0.084 0.000 0.0
12457 USAZZJ1 -0.023 0.000 0.0
12458 USAZZL1 0.071 0.000 0.0
12459 USAZZP1 -2.751 0.000 0.0
12460 USAZZR1 -0.691 0.000 0.0
12461 USAZZX1 -2.751 0.000 0.0
12462 USAZZY1 0.135 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.881 0.000 ... NaN NaN
1 -1.883 0.000 ... NaN NaN
2 -1.804 0.000 ... NaN 1672.0
3 -1.912 0.000 ... NaN NaN
4 -1.753 0.000 ... NaN 1448.0
5 -1.578 0.000 ... NaN 1810.0
6 -1.863 0.000 ... NaN NaN
7 -1.871 0.000 ... NaN NaN
8 -1.253 0.000 ... NaN 156.0
9 -1.967 0.862 ... NaN 29000.0
10 -1.720 0.000 ... NaN NaN
11 -1.739 0.000 ... NaN NaN
12 -1.883 0.000 ... NaN NaN
13 -1.721 0.000 ... NaN NaN
14 -1.883 0.000 ... NaN NaN
15 -1.792 0.000 ... NaN NaN
16 -1.762 0.000 ... NaN 1940.0
17 -0.096 0.000 ... NaN 45651.0
18 -1.523 0.000 ... NaN NaN
19 -1.732 0.000 ... NaN NaN
20 -0.933 0.000 ... NaN NaN
21 -1.812 1.000 ... NaN NaN
22 -1.622 0.000 ... NaN 749.0
23 -1.773 0.000 ... NaN 190.0
24 -1.573 0.000 ... NaN NaN
25 -1.531 0.000 ... NaN NaN
26 -1.881 0.000 ... NaN NaN
27 -1.315 0.000 ... NaN 865.0
28 -0.633 0.000 ... NaN 2022.0
29 -1.482 0.000 ... NaN 4935.0
... ... ... ... ... ...
12433 -1.883 0.000 ... NaN NaN
12434 -0.628 0.000 ... NaN 688.0
12435 -0.932 0.000 ... NaN NaN
12436 0.144 0.000 ... NaN NaN
12437 -0.996 0.000 ... NaN 5000.0
12438 -0.359 0.000 ... NaN NaN
12439 -0.198 0.000 ... NaN 3000.0
12440 -1.011 0.000 ... NaN NaN
12441 -0.568 0.000 ... NaN 1200372.0
12442 -0.411 0.000 ... NaN NaN
12443 -0.031 0.000 ... NaN 23277.0
12444 0.553 0.000 ... NaN 105820.0
12445 -1.839 0.000 ... NaN 6300.0
12446 -1.689 0.000 ... NaN 22000.0
12447 -0.810 0.000 ... NaN NaN
12448 0.404 0.000 ... NaN 748050.0
12449 -1.349 0.000 ... NaN NaN
12450 -1.646 1.000 ... NaN 28300.0
12451 0.528 0.000 ... NaN NaN
12452 -0.236 0.000 ... NaN NaN
12453 -0.738 0.000 ... NaN NaN
12454 -0.310 0.000 ... NaN 25863520.0
12455 0.375 0.000 ... NaN 21520.0
12456 -1.006 1.000 ... NaN NaN
12457 0.515 0.000 ... NaN 0.0
12458 -0.394 0.000 ... NaN 300.0
12459 -0.541 1.000 ... NaN 28500.0
12460 -0.475 0.000 ... NaN NaN
12461 0.180 0.000 ... NaN 26054.0
12462 0.368 0.000 ... NaN 41500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.002491e+10 0.163079 17.140254 11.964439
1 NaN 7.034337e+09 0.000000 20.048977 14.473200
2 NaN 6.387860e+10 2.455146 30.459955 26.409588
3 NaN 2.811291e+10 2.091467 27.326508 25.131588
4 NaN 4.917911e+10 2.459893 30.287483 26.072632
5 NaN 1.426699e+11 0.441241 34.900493 31.283025
6 NaN 1.261516e+10 6.634078 24.459286 17.429822
7 NaN 6.829047e+10 0.000000 28.534525 21.290984
8 NaN 1.451569e+10 0.618876 51.624230 41.976228
9 NaN 4.030733e+10 1.961962 20.629471 15.832650
10 NaN 2.704387e+10 0.000000 49.872568 38.383353
11 NaN 2.364234e+10 1.355276 17.233365 13.491524
12 NaN 6.595793e+09 2.249924 18.805790 13.343662
13 NaN 1.964378e+10 1.282051 26.791682 23.076153
14 NaN 1.276774e+10 1.160542 18.160997 12.619531
15 NaN 3.969536e+10 1.549787 30.607302 26.739990
16 NaN 3.969536e+10 1.549787 37.235290 34.116622
17 NaN 1.656587e+10 0.274160 28.910217 24.321685
18 NaN 2.644271e+10 2.038533 32.863513 29.419301
19 NaN 1.141533e+11 2.982849 38.977429 33.629565
20 NaN 1.235324e+11 0.000000 42.704459 38.238917
21 NaN 9.474791e+10 2.496879 33.174500 29.752228
22 NaN 1.473746e+10 0.000000 40.170019 37.677040
23 NaN 8.832973e+10 0.000000 23.580546 19.037840
24 NaN 4.203063e+10 3.271028 27.702132 23.835269
25 NaN 3.025138e+10 0.000000 35.115350 31.761297
26 NaN 8.406260e+09 1.551831 15.327729 11.091726
27 NaN 8.406260e+09 1.551831 44.309668 41.896875
28 NaN 6.555981e+10 3.280757 31.330198 27.620645
29 NaN 3.474039e+11 2.382370 25.618473 22.597847
... ... ... ... ... ...
12433 NaN 5.056250e+06 NaN 25.422016 19.155618
12434 308.98 1.017175e+07 0.000000 84.254056 81.970005
12435 NaN 2.231800e+06 0.000000 77.535298 74.636465
12436 NaN 4.904000e+05 0.000000 108.537781 105.253514
12437 6472.20 1.272500e+06 0.000000 109.690021 107.010952
12438 NaN 6.495840e+07 NaN 102.992904 100.461273
12439 320.99 6.832300e+03 NaN 79.942087 76.064132
12440 NaN 1.059380e+06 NaN 78.888509 75.844985
12441 65728.91 1.849850e+07 0.000000 118.766713 116.394825
12442 NaN 5.030700e+01 0.000000 47.008482 39.397968
12443 36213.71 2.360575e+07 0.000000 147.430935 145.500968
12444 1004.18 1.907840e+06 0.000000 230.115394 228.244930
12445 20226.41 6.391352e+07 2.017756 43.298796 38.572723
12446 4028.24 2.075400e+06 NaN 136.196574 134.600601
12447 NaN 2.224200e+05 0.000000 66.852599 62.648261
12448 1424.48 2.780500e+06 0.000000 188.497068 186.397741
12449 NaN 4.175220e+06 0.000000 91.123784 88.451857
12450 1925887.09 3.077463e+10 4.956305 26.292650 21.861869
12451 NaN 1.591600e+03 0.000000 64.749061 54.888982
12452 NaN 1.848070e+06 0.000000 102.631150 99.542778
12453 NaN 3.807900e+06 0.000000 63.415014 58.264915
12454 24155.68 5.193720e+05 NaN 95.034896 92.141026
12455 21452.90 3.139266e+07 NaN 103.559522 99.215811
12456 NaN 4.230000e+05 0.000000 83.715878 80.959457
12457 NaN 1.079705e+07 0.000000 122.682658 117.649426
12458 9381.48 3.039510e+07 0.000000 81.967645 78.960916
12459 12520.28 4.476570e+06 NaN 102.039637 99.040082
12460 NaN 3.367200e+05 NaN 40.083860 33.304906
12461 707.13 1.316868e+06 0.000000 223.253578 221.526709
12462 2193498.50 7.751144e+08 0.607211 47.672233 36.490014
HistBeta PredBeta DataDate
0 0.000788 0.118319 20041022
1 0.000062 0.094647 20041022
2 0.041672 0.147688 20041022
3 -0.015438 0.293153 20041022
4 0.068585 0.225436 20041022
5 0.161201 0.613291 20041022
6 0.010597 0.028182 20041022
7 0.006124 -0.014723 20041022
8 0.333144 0.725207 20041022
9 -0.044635 0.020011 20041022
10 0.085973 0.533928 20041022
11 0.075812 0.237949 20041022
12 0.000062 0.092989 20041022
13 0.085361 0.263978 20041022
14 0.000062 0.056407 20041022
15 0.048164 0.266865 20041022
16 0.063583 0.318366 20041022
17 0.944754 0.969335 20041022
18 0.190390 0.429705 20041022
19 0.079796 0.339103 20041022
20 0.502471 0.670532 20041022
21 0.037167 0.246733 20041022
22 0.137810 0.303837 20041022
23 0.058114 0.251539 20041022
24 0.164028 0.437952 20041022
25 0.185893 0.387160 20041022
26 0.001024 0.204786 20041022
27 0.300368 0.658610 20041022
28 0.661139 0.839985 20041022
29 0.212169 0.374908 20041022
... ... ... ...
12433 0.000062 0.083457 20041022
12434 0.663716 0.822443 20041022
12435 0.502574 0.822954 20041022
12436 1.071994 1.265250 20041022
12437 0.468814 0.989697 20041022
12438 0.806030 1.038079 20041022
12439 0.890897 1.256641 20041022
12440 0.460822 0.758610 20041022
12441 0.695270 0.895803 20041022
12442 0.778343 1.174368 20041022
12443 0.979562 1.246659 20041022
12444 1.288051 1.548671 20041022
12445 0.023191 0.200571 20041022
12446 0.102246 0.433313 20041022
12447 0.567549 0.911324 20041022
12448 1.209272 1.436139 20041022
12449 0.282276 0.697736 20041022
12450 0.124984 0.177835 20041022
12451 1.274995 1.418119 20041022
12452 0.870760 1.179388 20041022
12453 0.605534 0.936237 20041022
12454 0.831867 1.140972 20041022
12455 1.193935 1.520779 20041022
12456 0.463448 0.687592 20041022
12457 1.267958 1.482597 20041022
12458 0.787233 1.037329 20041022
12459 0.709681 0.907498 20041022
12460 0.744630 1.065251 20041022
12461 1.090940 1.310974 20041022
12462 1.190287 1.256534 20041022
[12463 rows x 92 columns],
'20041025': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.348 0.000 0.0
1 USA0011 0.172 0.000 0.0
2 USA0031 -0.796 0.000 0.0
3 USA0062 -0.476 0.430 0.0
4 USA00E2 -1.017 0.000 0.0
5 USA00F1 -0.002 0.000 0.0
6 USA00G2 -0.416 0.000 0.0
7 USA00H1 -0.881 0.000 0.0
8 USA00I1 -0.111 0.000 0.0
9 USA00J1 -0.475 0.000 0.0
10 USA00K1 0.125 0.000 0.0
11 USA00P1 -0.013 0.000 0.0
12 USA00R1 -0.041 0.000 0.0
13 USA00S1 -1.098 0.000 0.0
14 USA00V1 -0.572 0.000 0.0
15 USA0131 -0.604 1.000 0.0
16 USA0161 1.314 1.000 0.0
17 USA01I1 -0.099 0.000 0.0
18 USA01J2 0.087 0.000 0.0
19 USA01L1 -0.324 0.000 0.0
20 USA01P1 -0.423 0.000 0.0
21 USA01Q1 -0.549 0.000 0.0
22 USA0202 -0.330 0.000 0.0
23 USA0231 -0.844 0.000 0.0
24 USA0281 -0.093 0.000 0.0
25 USA0291 -0.509 0.000 0.0
26 USA02A1 -0.035 0.000 0.0
27 USA02B1 -0.015 0.000 0.0
28 USA02H1 -0.312 0.000 0.0
29 USA02P1 -0.376 0.143 0.0
... ... ... ... ...
12433 USAZY41 0.553 0.000 0.0
12434 USAZY51 2.833 0.000 0.0
12435 USAZY61 -2.257 0.000 0.0
12436 USAZY71 1.563 0.000 0.0
12437 USAZYI1 1.143 0.000 0.0
12438 USAZYJ1 0.506 0.000 0.0
12439 USAZYK1 1.044 0.000 0.0
12440 USAZYM1 -0.243 0.000 0.0
12441 USAZYR1 -2.456 0.000 0.0
12442 USAZYS1 0.904 0.000 0.0
12443 USAZYT1 2.833 0.000 0.0
12444 USAZYV1 2.833 0.000 0.0
12445 USAZYX1 0.046 0.000 0.0
12446 USAZZ41 0.203 0.000 0.0
12447 USAZZ51 0.867 0.000 0.0
12448 USAZZ61 1.409 0.000 0.0
12449 USAZZ71 1.053 0.000 0.0
12450 USAZZ81 -0.242 0.000 0.0
12451 USAZZ91 1.561 0.000 0.0
12452 USAZZA1 1.173 0.000 0.0
12453 USAZZB1 -2.779 0.000 0.0
12454 USAZZD1 0.837 0.000 0.0
12455 USAZZF1 0.263 0.000 0.0
12456 USAZZI1 0.219 0.000 0.0
12457 USAZZJ1 -2.025 0.000 0.0
12458 USAZZL1 0.838 0.000 0.0
12459 USAZZP1 0.603 0.000 0.0
12460 USAZZR1 0.939 0.000 0.0
12461 USAZZX1 1.413 0.000 0.0
12462 USAZZY1 1.147 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.885 0.000 ... NaN NaN
1 -1.886 0.000 ... NaN NaN
2 -1.808 0.000 ... NaN 1672.0
3 -1.916 0.000 ... NaN NaN
4 -1.757 0.000 ... NaN 1448.0
5 -1.584 0.000 ... NaN 90.0
6 -1.866 0.000 ... NaN NaN
7 -1.875 0.000 ... NaN NaN
8 -1.256 0.000 ... NaN NaN
9 -1.971 0.862 ... NaN 29000.0
10 -1.724 0.000 ... NaN NaN
11 -1.745 0.000 ... NaN NaN
12 -1.886 0.000 ... NaN NaN
13 -1.725 0.000 ... NaN NaN
14 -1.886 0.000 ... NaN NaN
15 -1.795 0.000 ... NaN NaN
16 -1.758 0.000 ... NaN 995.0
17 -0.098 0.000 ... NaN 45651.0
18 -1.526 0.000 ... NaN NaN
19 -1.735 0.000 ... NaN NaN
20 -0.936 0.000 ... NaN NaN
21 -1.817 1.000 ... NaN NaN
22 -1.626 0.000 ... NaN NaN
23 -1.776 0.000 ... NaN 190.0
24 -1.576 0.000 ... NaN NaN
25 -1.534 0.000 ... NaN NaN
26 -1.885 0.000 ... NaN NaN
27 -1.324 0.000 ... NaN 95.0
28 -0.634 0.000 ... NaN 2022.0
29 -1.485 0.000 ... NaN 4935.0
... ... ... ... ... ...
12433 -1.886 0.000 ... NaN NaN
12434 -0.616 0.000 ... NaN 344.0
12435 -0.919 0.000 ... NaN 10000.0
12436 0.148 0.000 ... NaN NaN
12437 -0.998 0.000 ... NaN NaN
12438 -0.360 0.000 ... NaN NaN
12439 -0.200 0.000 ... NaN 4770.0
12440 -1.013 0.000 ... NaN NaN
12441 -0.573 0.000 ... NaN 1282285.0
12442 -0.413 0.000 ... NaN NaN
12443 -0.026 0.000 ... NaN 188500.0
12444 0.554 0.000 ... NaN 32400.0
12445 -1.843 0.000 ... NaN 200.0
12446 -1.699 0.000 ... NaN 10000.0
12447 -0.812 0.000 ... NaN NaN
12448 0.402 0.000 ... NaN 58080.0
12449 -1.352 0.000 ... NaN NaN
12450 -1.650 1.000 ... NaN 15500.0
12451 0.528 0.000 ... NaN NaN
12452 -0.238 0.000 ... NaN NaN
12453 -0.704 0.000 ... NaN 950.0
12454 -0.322 0.000 ... NaN 3819300.0
12455 0.374 0.000 ... NaN 11950.0
12456 -1.008 1.000 ... NaN NaN
12457 0.509 0.000 ... NaN 0.0
12458 -0.397 0.000 ... NaN 1580.0
12459 -0.542 1.000 ... NaN 37000.0
12460 -0.477 0.000 ... NaN NaN
12461 0.179 0.000 ... NaN 23973.0
12462 0.364 0.000 ... NaN 52300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.042602e+10 0.163079 17.026944 11.801212
1 NaN 7.040709e+09 0.000000 20.257099 14.428834
2 NaN 6.353467e+10 2.455146 30.386348 26.236356
3 NaN 2.769190e+10 2.091467 27.312966 25.079804
4 NaN 4.945914e+10 2.459893 30.443125 26.117331
5 NaN 1.463214e+11 0.441241 34.348381 30.808620
6 NaN 1.278188e+10 6.634078 24.438496 17.382399
7 NaN 6.892543e+10 0.000000 29.127560 21.563481
8 NaN 1.467355e+10 0.618876 50.952222 41.407794
9 NaN 4.036362e+10 1.961962 20.507494 15.702461
10 NaN 2.690831e+10 0.000000 49.484794 37.854158
11 NaN 2.527794e+10 1.355276 17.097188 13.298431
12 NaN 6.542771e+09 2.249924 18.671200 13.178834
13 NaN 1.936066e+10 1.282051 27.407113 23.447540
14 NaN 1.254232e+10 1.160542 18.170140 12.594246
15 NaN 3.928646e+10 1.549787 30.418174 26.473556
16 NaN 3.928646e+10 1.549787 36.987863 33.834066
17 NaN 1.666055e+10 0.274160 29.013957 23.947863
18 NaN 2.678461e+10 2.038533 32.510295 28.987773
19 NaN 1.143673e+11 2.982849 38.572576 33.196219
20 NaN 1.217068e+11 0.000000 42.477176 37.853406
21 NaN 9.413899e+10 2.496879 32.912080 29.415959
22 NaN 1.476490e+10 0.000000 39.709033 37.192561
23 NaN 8.719439e+10 0.000000 23.700817 19.046481
24 NaN 4.219067e+10 3.271028 27.413637 23.480425
25 NaN 2.986416e+10 0.000000 34.785074 31.332723
26 NaN 8.532368e+09 1.551831 15.145563 10.927020
27 NaN 8.532368e+09 1.551831 43.598067 41.232334
28 NaN 6.480391e+10 3.280757 31.238589 27.291926
29 NaN 3.468768e+11 2.382370 25.351881 22.407617
... ... ... ... ... ...
12433 NaN 5.056250e+06 NaN 25.699674 19.346130
12434 345.24 9.224725e+06 0.000000 84.606615 81.903989
12435 107.14 2.901340e+06 0.000000 79.092230 75.983565
12436 NaN 4.904000e+05 0.000000 104.069382 100.199746
12437 NaN 1.272500e+06 0.000000 106.168077 103.209763
12438 NaN 6.495840e+07 NaN 101.705259 98.946752
12439 60.40 6.832300e+03 NaN 77.948196 73.495307
12440 NaN 1.059380e+06 NaN 77.957462 74.681971
12441 99297.34 2.256817e+07 0.000000 123.188111 120.769812
12442 NaN 5.030700e+01 0.000000 47.048999 38.878971
12443 35418.69 2.209900e+07 0.000000 146.157266 143.955772
12444 1101.89 1.669360e+06 0.000000 227.533133 225.475209
12445 17392.05 6.391352e+07 2.017756 42.829921 37.977063
12446 3459.88 2.075400e+06 NaN 134.008160 132.326299
12447 NaN 2.224200e+05 0.000000 65.763842 61.279179
12448 1504.19 2.780500e+06 0.000000 183.910802 181.626348
12449 NaN 4.175220e+06 0.000000 90.403445 87.590900
12450 1975150.33 3.074098e+10 4.956305 25.622222 21.038997
12451 NaN 1.591600e+03 0.000000 64.979446 54.488852
12452 NaN 1.848070e+06 0.000000 100.998810 97.664370
12453 45.67 5.584920e+06 0.000000 73.635729 68.811702
12454 24606.52 5.193720e+05 NaN 92.129906 88.820339
12455 22444.29 3.139266e+07 NaN 103.807574 99.157005
12456 NaN 4.230000e+05 0.000000 82.412047 79.489216
12457 NaN 1.133233e+07 0.000000 121.450828 116.131562
12458 9619.12 3.039510e+07 0.000000 81.091425 77.825663
12459 11494.87 4.476570e+06 NaN 99.320151 96.148052
12460 NaN 3.367200e+05 NaN 40.391196 32.974850
12461 754.50 1.316868e+06 0.000000 220.059594 218.178059
12462 2099117.24 7.874668e+08 0.607211 48.761500 36.298121
HistBeta PredBeta DataDate
0 0.000791 0.104673 20041025
1 0.000063 0.082520 20041025
2 0.041669 0.124309 20041025
3 -0.015433 0.271601 20041025
4 0.068581 0.195767 20041025
5 0.159786 0.575453 20041025
6 0.010659 0.023988 20041025
7 0.006042 -0.033339 20041025
8 0.333121 0.744143 20041025
9 -0.044582 0.001992 20041025
10 0.085857 0.522983 20041025
11 0.074558 0.227400 20041025
12 0.000063 0.083992 20041025
13 0.085352 0.227912 20041025
14 0.000063 0.038199 20041025
15 0.048288 0.240822 20041025
16 0.067907 0.322515 20041025
17 0.944554 0.971773 20041025
18 0.190355 0.424058 20041025
19 0.080033 0.307819 20041025
20 0.502180 0.661362 20041025
21 0.036904 0.223276 20041025
22 0.137829 0.310439 20041025
23 0.058174 0.226721 20041025
24 0.163807 0.423289 20041025
25 0.186098 0.373430 20041025
26 0.001028 0.191021 20041025
27 0.296891 0.620591 20041025
28 0.661257 0.829318 20041025
29 0.212255 0.363030 20041025
... ... ... ...
12433 0.000063 0.092798 20041025
12434 0.671136 0.892026 20041025
12435 0.510927 0.792658 20041025
12436 1.074162 1.317176 20041025
12437 0.469002 0.975449 20041025
12438 0.806242 1.064821 20041025
12439 0.890400 1.290442 20041025
12440 0.461282 0.762969 20041025
12441 0.693525 0.860077 20041025
12442 0.778149 1.199887 20041025
12443 0.982323 1.306192 20041025
12444 1.288590 1.553721 20041025
12445 0.022867 0.201820 20041025
12446 0.099257 0.481823 20041025
12447 0.567497 0.933872 20041025
12448 1.208647 1.441957 20041025
12449 0.282083 0.712924 20041025
12450 0.124676 0.177070 20041025
12451 1.274747 1.452265 20041025
12452 0.870631 1.211479 20041025
12453 0.624394 0.903481 20041025
12454 0.826358 1.168211 20041025
12455 1.193749 1.519280 20041025
12456 0.463732 0.684126 20041025
12457 1.264952 1.439087 20041025
12458 0.786792 1.057658 20041025
12459 0.709938 0.982101 20041025
12460 0.744534 1.103994 20041025
12461 1.090819 1.314466 20041025
12462 1.188383 1.285372 20041025
[12463 rows x 92 columns],
'20041026': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.349 0.000 0.0
1 USA0011 0.107 0.000 0.0
2 USA0031 0.331 0.000 0.0
3 USA0062 -0.422 0.430 0.0
4 USA00E2 0.220 0.000 0.0
5 USA00F1 0.856 0.000 0.0
6 USA00G2 -0.498 0.000 0.0
7 USA00H1 -0.015 0.000 0.0
8 USA00I1 -1.721 0.000 0.0
9 USA00J1 -0.132 0.000 0.0
10 USA00K1 -2.293 0.000 0.0
11 USA00P1 -0.345 0.000 0.0
12 USA00R1 -0.186 0.000 0.0
13 USA00S1 0.306 0.000 0.0
14 USA00V1 0.166 0.000 0.0
15 USA0131 0.254 1.000 0.0
16 USA0161 -1.121 1.000 0.0
17 USA01I1 0.799 0.000 0.0
18 USA01J2 0.303 0.000 0.0
19 USA01L1 0.083 0.000 0.0
20 USA01P1 -1.149 0.000 0.0
21 USA01Q1 -0.011 0.000 0.0
22 USA0202 -0.714 0.000 0.0
23 USA0231 -1.043 0.000 0.0
24 USA0281 -0.110 0.000 0.0
25 USA0291 -1.079 0.000 0.0
26 USA02A1 -0.451 0.000 0.0
27 USA02B1 0.429 0.000 0.0
28 USA02H1 0.654 0.000 0.0
29 USA02P1 0.398 0.143 0.0
... ... ... ... ...
12435 USAZY41 -1.179 0.000 0.0
12436 USAZY51 -1.127 0.000 0.0
12437 USAZY61 -0.783 0.000 0.0
12438 USAZY71 -0.376 0.000 0.0
12439 USAZYI1 -2.822 0.000 0.0
12440 USAZYJ1 -0.526 0.000 0.0
12441 USAZYK1 -0.420 0.000 0.0
12442 USAZYM1 -0.377 0.000 0.0
12443 USAZYR1 -2.822 0.000 0.0
12444 USAZYS1 -1.076 0.000 0.0
12445 USAZYT1 1.291 0.000 0.0
12446 USAZYV1 -0.724 0.000 0.0
12447 USAZYX1 -0.777 0.000 0.0
12448 USAZZ41 -0.838 0.000 0.0
12449 USAZZ51 -1.431 0.000 0.0
12450 USAZZ61 1.773 0.000 0.0
12451 USAZZ71 -1.342 0.000 0.0
12452 USAZZ81 0.108 0.000 0.0
12453 USAZZ91 0.345 0.000 0.0
12454 USAZZA1 -1.069 0.000 0.0
12455 USAZZB1 -1.908 0.000 0.0
12456 USAZZD1 -0.556 0.000 0.0
12457 USAZZF1 0.233 0.000 0.0
12458 USAZZI1 -1.218 0.000 0.0
12459 USAZZJ1 2.111 0.000 0.0
12460 USAZZL1 1.431 0.000 0.0
12461 USAZZP1 -0.820 0.000 0.0
12462 USAZZR1 -1.235 0.000 0.0
12463 USAZZX1 -0.833 0.000 0.0
12464 USAZZY1 0.084 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
12463 0.0 0.0 0.0 0.000
12464 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.982 0.000 ... NaN NaN
1 -1.983 0.000 ... NaN NaN
2 -1.901 0.000 ... NaN 1672.0
3 -2.016 0.000 ... NaN NaN
4 -1.850 0.000 ... NaN 1448.0
5 -1.664 0.000 ... NaN 90.0
6 -1.966 0.000 ... NaN NaN
7 -1.972 0.000 ... NaN NaN
8 -1.341 0.000 ... NaN NaN
9 -2.071 0.862 ... NaN 29000.0
10 -1.813 0.000 ... NaN NaN
11 -1.846 0.000 ... NaN NaN
12 -1.983 0.000 ... NaN NaN
13 -1.821 0.000 ... NaN NaN
14 -1.983 0.000 ... NaN NaN
15 -1.895 0.000 ... NaN NaN
16 -1.706 0.000 ... NaN 3505.0
17 -0.145 0.000 ... NaN 45651.0
18 -1.624 0.000 ... NaN NaN
19 -1.838 0.000 ... NaN NaN
20 -1.020 0.000 ... NaN NaN
21 -1.897 1.000 ... NaN NaN
22 -1.727 0.000 ... NaN NaN
23 -1.876 0.000 ... NaN 190.0
24 -1.670 0.000 ... NaN NaN
25 -1.642 0.000 ... NaN NaN
26 -1.982 0.000 ... NaN NaN
27 -1.481 0.000 ... NaN 25.0
28 -0.677 0.000 ... NaN 2022.0
29 -1.588 0.000 ... NaN 4935.0
... ... ... ... ... ...
12435 -1.983 0.000 ... NaN NaN
12436 -0.676 0.000 ... NaN NaN
12437 -0.967 0.000 ... NaN NaN
12438 0.147 0.000 ... NaN 11275.0
12439 -0.904 0.000 ... NaN 20000.0
12440 -0.386 0.000 ... NaN NaN
12441 -0.198 0.000 ... NaN 4100.0
12442 -1.032 0.000 ... NaN NaN
12443 -0.524 0.000 ... NaN 658258.0
12444 -0.432 0.000 ... NaN NaN
12445 -0.198 0.000 ... NaN 103350.0
12446 0.554 0.000 ... NaN 10500.0
12447 -1.941 0.000 ... NaN 100.0
12448 -1.732 0.000 ... NaN NaN
12449 -0.851 0.000 ... NaN NaN
12450 0.156 0.000 ... NaN 430380.0
12451 -1.384 0.000 ... NaN NaN
12452 -1.759 1.000 ... NaN 38400.0
12453 0.539 0.000 ... NaN NaN
12454 -0.268 0.000 ... NaN NaN
12455 -0.791 0.000 ... NaN NaN
12456 -0.327 0.000 ... NaN 5840250.0
12457 0.252 0.000 ... NaN 3600.0
12458 -1.056 1.000 ... NaN NaN
12459 0.329 0.000 ... NaN 0.0
12460 -0.569 0.000 ... NaN 2026.0
12461 -0.570 1.000 ... NaN NaN
12462 -0.514 0.000 ... NaN NaN
12463 0.164 0.000 ... NaN NaN
12464 0.442 0.000 ... NaN 133900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.138866e+10 0.163079 17.125268 11.918099
1 NaN 7.200001e+09 0.000000 20.514672 14.804146
2 NaN 6.406621e+10 2.455146 30.695096 26.633333
3 NaN 2.831052e+10 2.091467 27.348005 25.138828
4 NaN 5.044593e+10 2.459893 30.946861 26.580751
5 NaN 1.573542e+11 0.441241 35.392890 31.760940
6 NaN 1.294067e+10 6.634078 24.446589 17.458465
7 NaN 7.116723e+10 0.000000 29.131517 21.747376
8 NaN 1.459838e+10 0.618876 51.267366 41.778631
9 NaN 4.045208e+10 1.961962 20.549755 15.749502
10 NaN 2.658636e+10 0.000000 49.864683 38.264537
11 NaN 2.514213e+10 1.355276 17.120477 13.368316
12 NaN 6.607945e+09 2.249924 18.725164 13.292269
13 NaN 1.974287e+10 1.282051 27.521661 23.743422
14 NaN 1.306914e+10 1.160542 18.389739 12.922396
15 NaN 4.007219e+10 1.549787 30.702527 26.880566
16 NaN 4.007219e+10 1.549787 37.153592 34.077997
17 NaN 1.692740e+10 0.274160 29.265661 24.385140
18 NaN 2.715045e+10 2.038533 32.822771 29.308725
19 NaN 1.154587e+11 2.982849 38.779173 33.515707
20 NaN 1.231267e+11 0.000000 42.931064 38.191540
21 NaN 9.572218e+10 2.496879 33.140357 29.716241
22 NaN 1.490212e+10 0.000000 39.851365 37.371254
23 NaN 8.641226e+10 0.000000 24.100756 19.222747
24 NaN 4.141047e+10 3.271028 27.565661 23.666146
25 NaN 2.993676e+10 0.000000 35.241392 31.637968
26 NaN 8.727263e+09 1.551831 15.151447 11.013003
27 NaN 8.727263e+09 1.551831 44.132666 41.866811
28 NaN 6.699408e+10 3.280757 31.692502 27.931996
29 NaN 3.545734e+11 2.382370 25.797995 22.874641
... ... ... ... ... ...
12435 NaN 5.056250e+06 NaN 25.823558 19.637452
12436 NaN 9.224725e+06 0.000000 82.733214 80.089644
12437 NaN 2.901340e+06 0.000000 81.157877 78.303387
12438 132.91 4.904000e+05 0.000000 105.070834 101.352284
12439 4585.29 1.399750e+06 0.000000 108.819607 105.870170
12440 NaN 6.495840e+07 NaN 102.633989 99.986138
12441 57.67 6.832300e+03 NaN 78.518410 74.269632
12442 NaN 1.059380e+06 NaN 78.199808 75.007705
12443 113933.15 2.367808e+07 0.000000 124.725931 122.288892
12444 NaN 5.030700e+01 0.000000 47.146307 39.053634
12445 35734.82 2.059225e+07 0.000000 147.898002 145.870367
12446 1068.51 1.669360e+06 0.000000 230.915540 228.976156
12447 16657.45 6.391352e+07 2.017756 42.960716 38.195549
12448 NaN 2.075400e+06 NaN 134.995790 133.367259
12449 NaN 2.224200e+05 0.000000 66.248266 61.847231
12450 1514.07 2.224400e+06 0.000000 187.571537 185.518111
12451 NaN 4.175220e+06 0.000000 90.539980 87.752346
12452 1976990.55 3.067919e+10 4.956305 25.752009 21.247159
12453 NaN 1.591600e+03 0.000000 64.822781 54.595434
12454 NaN 1.848070e+06 0.000000 101.618487 98.410666
12455 NaN 5.584920e+06 0.000000 73.719789 69.032697
12456 23753.51 5.193720e+05 NaN 92.980583 89.791366
12457 21689.18 3.045276e+07 NaN 103.567378 99.091267
12458 NaN 4.230000e+05 0.000000 82.719382 79.833753
12459 NaN 1.089349e+07 0.000000 122.463928 117.461350
12460 9495.00 2.911080e+07 0.000000 81.727169 78.643750
12461 NaN 4.476570e+06 NaN 98.597428 95.539833
12462 NaN 3.367200e+05 NaN 40.341982 33.164366
12463 NaN 1.316868e+06 0.000000 223.018999 221.218464
12464 2171785.59 8.081571e+08 0.607211 48.824144 36.458344
HistBeta PredBeta DataDate
0 0.000687 0.090425 20041026
1 0.000016 0.079529 20041026
2 0.041332 0.129405 20041026
3 -0.016424 0.240972 20041026
4 0.066978 0.180759 20041026
5 0.160377 0.589760 20041026
6 0.008903 0.008266 20041026
7 0.005987 -0.031984 20041026
8 0.322281 0.665103 20041026
9 -0.043672 -0.009994 20041026
10 0.085412 0.434233 20041026
11 0.068812 0.199607 20041026
12 0.000016 0.074896 20041026
13 0.081373 0.223052 20041026
14 0.000016 0.042676 20041026
15 0.044592 0.232003 20041026
16 0.139357 0.332547 20041026
17 0.922013 0.967511 20041026
18 0.180308 0.415849 20041026
19 0.072944 0.276365 20041026
20 0.483059 0.605437 20041026
21 0.043262 0.218529 20041026
22 0.128752 0.277378 20041026
23 0.053805 0.194072 20041026
24 0.157318 0.402863 20041026
25 0.171339 0.326627 20041026
26 0.000733 0.163955 20041026
27 0.251943 0.571477 20041026
28 0.655408 0.825951 20041026
29 0.198470 0.354710 20041026
... ... ... ...
12435 0.000016 0.054384 20041026
12436 0.655574 0.856605 20041026
12437 0.509956 0.747578 20041026
12438 1.068617 1.278887 20041026
12439 0.541665 0.945644 20041026
12440 0.801493 1.034203 20041026
12441 0.895507 1.256609 20041026
12442 0.477026 0.755234 20041026
12443 0.731932 0.866892 20041026
12444 0.777966 1.164344 20041026
12445 0.895626 1.219237 20041026
12446 1.272861 1.462473 20041026
12447 0.021577 0.169948 20041026
12448 0.126207 0.450968 20041026
12449 0.568113 0.869201 20041026
12450 1.073162 1.331463 20041026
12451 0.300637 0.663244 20041026
12452 0.112747 0.156001 20041026
12453 1.265353 1.428973 20041026
12454 0.860616 1.152106 20041026
12455 0.598309 0.874358 20041026
12456 0.831051 1.137359 20041026
12457 1.121081 1.430081 20041026
12458 0.464978 0.642063 20041026
12459 1.159629 1.393494 20041026
12460 0.709645 0.983366 20041026
12461 0.708898 0.945483 20041026
12462 0.737159 1.045049 20041026
12463 1.077234 1.241492 20041026
12464 1.216604 1.306924 20041026
[12465 rows x 92 columns],
'20041027': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.363 0.000 0.0
1 USA0011 -0.825 0.000 0.0
2 USA0031 1.023 0.000 0.0
3 USA0062 -0.178 0.430 0.0
4 USA00E2 0.884 0.000 0.0
5 USA00F1 -2.793 0.000 0.0
6 USA00G2 -0.601 0.000 0.0
7 USA00H1 0.341 0.000 0.0
8 USA00I1 0.448 0.000 0.0
9 USA00J1 0.265 0.000 0.0
10 USA00K1 0.070 0.000 0.0
11 USA00P1 0.121 0.000 0.0
12 USA00R1 0.111 0.000 0.0
13 USA00S1 -0.729 0.000 0.0
14 USA00V1 0.100 0.000 0.0
15 USA0131 -0.503 1.000 0.0
16 USA0161 -2.594 1.000 0.0
17 USA01I1 1.443 0.000 0.0
18 USA01J2 -0.131 0.000 0.0
19 USA01L1 -1.945 0.000 0.0
20 USA01P1 1.714 0.000 0.0
21 USA01Q1 0.304 0.000 0.0
22 USA0202 0.039 0.000 0.0
23 USA0231 0.279 0.000 0.0
24 USA0281 -0.266 0.000 0.0
25 USA0291 0.224 0.000 0.0
26 USA02A1 -0.430 0.000 0.0
27 USA02B1 -1.532 0.000 0.0
28 USA02H1 0.412 0.000 0.0
29 USA02P1 -0.020 0.143 0.0
... ... ... ... ...
12434 USAZY41 -0.987 0.000 0.0
12435 USAZY51 -0.301 0.000 0.0
12436 USAZY61 -0.046 0.000 0.0
12437 USAZY71 0.610 0.000 0.0
12438 USAZYI1 -0.225 0.000 0.0
12439 USAZYJ1 0.190 0.000 0.0
12440 USAZYK1 -2.793 0.000 0.0
12441 USAZYM1 -1.463 0.000 0.0
12442 USAZYR1 -2.793 0.000 0.0
12443 USAZYS1 -0.135 0.000 0.0
12444 USAZYT1 2.703 0.000 0.0
12445 USAZYV1 0.678 0.000 0.0
12446 USAZYX1 -0.990 0.000 0.0
12447 USAZZ41 -1.854 0.000 0.0
12448 USAZZ51 -0.212 0.000 0.0
12449 USAZZ61 2.714 0.000 0.0
12450 USAZZ71 0.062 0.000 0.0
12451 USAZZ81 -0.179 0.000 0.0
12452 USAZZ91 -1.716 0.000 0.0
12453 USAZZA1 -2.793 0.000 0.0
12454 USAZZB1 -0.613 0.000 0.0
12455 USAZZD1 0.201 0.000 0.0
12456 USAZZF1 -0.006 0.000 0.0
12457 USAZZI1 -0.693 0.000 0.0
12458 USAZZJ1 -1.301 0.000 0.0
12459 USAZZL1 0.509 0.000 0.0
12460 USAZZP1 -0.160 0.000 0.0
12461 USAZZR1 0.141 0.000 0.0
12462 USAZZX1 0.606 0.000 0.0
12463 USAZZY1 0.513 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
12463 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.969 0.000 ... NaN NaN
1 -1.970 0.000 ... NaN NaN
2 -1.889 0.000 ... NaN 1672.0
3 -2.000 0.000 ... NaN NaN
4 -1.840 0.000 ... NaN 1448.0
5 -1.075 0.000 ... NaN 16.0
6 -1.956 0.000 ... NaN NaN
7 -1.959 0.000 ... NaN NaN
8 -1.347 0.000 ... NaN NaN
9 -2.055 0.862 ... NaN 29000.0
10 -1.801 0.000 ... NaN NaN
11 -1.838 0.000 ... NaN NaN
12 -1.970 0.000 ... NaN NaN
13 -1.817 0.000 ... NaN NaN
14 -1.970 0.000 ... NaN NaN
15 -1.888 0.000 ... NaN NaN
16 -1.514 0.000 ... NaN 1890.0
17 -0.168 0.000 ... NaN 45651.0
18 -1.629 0.000 ... NaN NaN
19 -1.841 0.000 ... NaN NaN
20 -1.126 0.000 ... NaN 1500.0
21 -1.876 1.000 ... NaN NaN
22 -1.713 0.000 ... NaN NaN
23 -1.868 0.000 ... NaN 190.0
24 -1.668 0.000 ... NaN NaN
25 -1.639 0.000 ... NaN NaN
26 -1.969 0.000 ... NaN NaN
27 -1.373 0.000 ... NaN 250.0
28 -0.671 0.000 ... NaN 2022.0
29 -1.594 0.000 ... NaN 4935.0
... ... ... ... ... ...
12434 -1.970 0.000 ... NaN NaN
12435 -0.675 0.000 ... NaN 125.0
12436 -0.952 0.000 ... NaN NaN
12437 0.143 0.000 ... NaN 1000.0
12438 -0.862 0.000 ... NaN NaN
12439 -0.391 0.000 ... NaN 2575.0
12440 -0.026 0.000 ... NaN 500000.0
12441 -1.033 0.000 ... NaN 22333.0
12442 -0.413 0.000 ... NaN 953520.0
12443 -0.415 0.000 ... NaN NaN
12444 -0.293 0.000 ... NaN 69402.0
12445 0.526 0.000 ... NaN NaN
12446 -1.937 0.000 ... NaN 2400.0
12447 -1.699 0.000 ... NaN 10500.0
12448 -0.821 0.000 ... NaN NaN
12449 -0.109 0.000 ... NaN 658650.0
12450 -1.320 0.000 ... NaN NaN
12451 -1.710 1.000 ... NaN 22000.0
12452 0.495 0.000 ... NaN 500.0
12453 -0.192 0.000 ... NaN 1000.0
12454 -0.788 0.000 ... NaN NaN
12455 -0.310 0.000 ... NaN 8141088.0
12456 0.225 0.000 ... NaN 19100.0
12457 -1.044 1.000 ... NaN NaN
12458 0.223 0.000 ... NaN 0.0
12459 -0.568 0.000 ... NaN NaN
12460 -0.567 1.000 ... NaN NaN
12461 -0.499 0.000 ... NaN NaN
12462 0.148 0.000 ... NaN NaN
12463 0.328 0.000 ... NaN 64500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.269224e+10 0.163079 17.436814 12.066258
1 NaN 7.250974e+09 0.000000 21.274212 15.238829
2 NaN 6.633307e+10 2.455146 32.341519 27.894155
3 NaN 2.864561e+10 2.091467 27.993644 25.710271
4 NaN 5.288621e+10 2.459893 32.554917 27.796210
5 NaN 1.565457e+11 0.441241 40.500438 36.766235
6 NaN 1.314708e+10 6.634078 25.027651 17.799315
7 NaN 7.259264e+10 0.000000 30.159990 22.615171
8 NaN 1.512083e+10 0.618876 52.116769 42.604800
9 NaN 4.013844e+10 1.961962 21.118809 16.114420
10 NaN 2.734887e+10 0.000000 50.710015 38.953024
11 NaN 2.554365e+10 1.355276 17.715997 13.841573
12 NaN 6.711780e+09 2.249924 19.298747 13.699508
13 NaN 1.996465e+10 1.282051 28.221900 24.028969
14 NaN 1.301342e+10 1.160542 19.099340 13.501665
15 NaN 4.016841e+10 1.549787 31.111134 27.156326
16 NaN 4.016841e+10 1.549787 38.675361 35.353889
17 NaN 2.037916e+10 0.274160 30.539465 25.948055
18 NaN 2.762569e+10 2.038533 33.450588 29.831622
19 NaN 1.133614e+11 2.982849 40.342252 34.260268
20 NaN 1.254256e+11 0.000000 44.447489 39.678758
21 NaN 9.847450e+10 2.496879 33.859604 30.356668
22 NaN 1.561567e+10 0.000000 40.869947 38.230602
23 NaN 8.727008e+10 0.000000 24.879904 19.874133
24 NaN 4.293086e+10 3.271028 28.027969 24.014663
25 NaN 3.044498e+10 0.000000 35.842511 32.230774
26 NaN 8.807514e+09 1.551831 15.511641 11.195890
27 NaN 8.807514e+09 1.551831 44.779869 42.487774
28 NaN 6.804071e+10 3.280757 32.326317 28.644083
29 NaN 3.579473e+11 2.382370 26.447666 23.449414
... ... ... ... ... ...
12434 NaN 5.056250e+06 NaN 26.539770 20.148466
12435 337.02 9.224725e+06 0.000000 84.659208 82.109474
12436 NaN 2.901340e+06 0.000000 83.442911 80.618109
12437 124.73 4.904000e+05 0.000000 107.482388 103.816977
12438 NaN 1.399750e+06 0.000000 111.304464 108.533103
12439 567.27 6.495840e+07 NaN 104.514266 101.913618
12440 78.46 4.782610e+04 NaN 82.869092 78.708433
12441 71.38 1.059380e+06 NaN 80.793419 77.606182
12442 142576.59 2.497298e+07 0.000000 126.428173 123.916383
12443 NaN 5.030700e+01 0.000000 47.611476 39.608266
12444 29909.95 1.958775e+07 0.000000 149.999183 148.053033
12445 NaN 1.669360e+06 0.000000 232.894889 231.007038
12446 16093.45 6.386160e+07 2.017756 43.549751 38.645641
12447 3296.25 2.075400e+06 NaN 136.770898 135.068777
12448 NaN 2.224200e+05 0.000000 66.984348 62.567990
12449 1586.73 1.668300e+06 0.000000 193.504802 191.497338
12450 NaN 4.175220e+06 0.000000 93.857515 91.079979
12451 1935675.91 3.110171e+10 4.956305 26.809004 22.287258
12452 0.07 1.591600e+03 0.000000 66.317217 55.638661
12453 5967.58 1.956780e+06 0.000000 105.309206 102.051631
12454 NaN 5.584920e+06 0.000000 74.350623 69.700075
12455 23016.78 5.193720e+05 NaN 95.296459 92.243654
12456 22368.89 3.045276e+07 NaN 104.711665 100.371518
12457 NaN 4.230000e+05 0.000000 84.233184 81.361474
12458 NaN 1.079311e+07 0.000000 123.958620 118.846627
12459 NaN 2.911080e+07 0.000000 82.766739 79.715936
12460 NaN 4.476570e+06 NaN 100.694120 97.733384
12461 NaN 3.367200e+05 NaN 41.063183 33.901189
12462 NaN 1.316868e+06 0.000000 224.278196 222.485223
12463 2152306.32 8.056866e+08 0.607211 49.063093 36.891699
HistBeta PredBeta DataDate
0 0.000601 0.119186 20041027
1 -0.000026 0.086077 20041027
2 0.041120 0.186609 20041027
3 -0.014893 0.268387 20041027
4 0.065775 0.232155 20041027
5 0.453338 0.793826 20041027
6 0.007518 0.017470 20041027
7 0.005983 0.022739 20041027
8 0.315547 0.687805 20041027
9 -0.042934 0.036482 20041027
10 0.085572 0.465262 20041027
11 0.067154 0.231869 20041027
12 -0.000026 0.106339 20041027
13 0.077879 0.209493 20041027
14 -0.000026 0.084735 20041027
15 0.041538 0.232944 20041027
16 0.231309 0.384466 20041027
17 0.912596 0.969193 20041027
18 0.172905 0.428161 20041027
19 0.065523 0.230389 20041027
20 0.427434 0.619413 20041027
21 0.047764 0.254168 20041027
22 0.130466 0.309953 20041027
23 0.051878 0.238772 20041027
24 0.153185 0.415023 20041027
25 0.167549 0.364477 20041027
26 0.000505 0.183362 20041027
27 0.302261 0.584533 20041027
28 0.658030 0.833140 20041027
29 0.190567 0.367887 20041027
... ... ... ...
12434 -0.000026 0.059348 20041027
12435 0.655632 0.850074 20041027
12436 0.515427 0.754312 20041027
12437 1.069964 1.278372 20041027
12438 0.561028 0.973508 20041027
12439 0.799408 1.037213 20041027
12440 0.984463 1.267135 20041027
12441 0.474513 0.707981 20041027
12442 0.788346 0.911611 20041027
12443 0.787449 1.168264 20041027
12444 0.849375 1.181147 20041027
12445 1.263819 1.453798 20041027
12446 0.016819 0.164997 20041027
12447 0.137405 0.426037 20041027
12448 0.582043 0.893337 20041027
12449 0.942197 1.277930 20041027
12450 0.329072 0.707607 20041027
12451 0.131890 0.196150 20041027
12452 1.248400 1.324940 20041027
12453 0.900195 1.131947 20041027
12454 0.598707 0.886742 20041027
12455 0.840434 1.133132 20041027
12456 1.111501 1.389076 20041027
12457 0.469145 0.641229 20041027
12458 1.110325 1.265803 20041027
12459 0.710149 0.981025 20041027
12460 0.710762 0.936379 20041027
12461 0.744856 1.074864 20041027
12462 1.072361 1.246096 20041027
12463 1.163416 1.249647 20041027
[12464 rows x 92 columns],
'20041028': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.134 0.000 0.0
1 USA0011 -0.149 0.000 0.0
2 USA0031 0.265 0.000 0.0
3 USA0062 0.337 0.430 0.0
4 USA00E2 0.134 0.000 0.0
5 USA00F1 -0.069 0.000 0.0
6 USA00G2 0.150 0.000 0.0
7 USA00H1 0.760 0.000 0.0
8 USA00I1 0.715 0.000 0.0
9 USA00J1 0.623 0.000 0.0
10 USA00K1 0.967 0.000 0.0
11 USA00P1 0.262 0.000 0.0
12 USA00R1 0.322 0.000 0.0
13 USA00S1 0.636 0.000 0.0
14 USA00V1 0.264 0.000 0.0
15 USA0131 0.307 1.000 0.0
16 USA0161 -0.260 1.000 0.0
17 USA01I1 0.161 0.000 0.0
18 USA01J2 -0.017 0.000 0.0
19 USA01L1 -1.080 0.000 0.0
20 USA01P1 -1.813 0.000 0.0
21 USA01Q1 0.690 0.000 0.0
22 USA0202 0.381 0.000 0.0
23 USA0231 0.506 0.000 0.0
24 USA0281 -0.187 0.000 0.0
25 USA0291 0.452 0.000 0.0
26 USA02A1 0.273 0.000 0.0
27 USA02B1 0.123 0.000 0.0
28 USA02H1 0.393 0.000 0.0
29 USA02P1 0.162 0.143 0.0
... ... ... ... ...
12440 USAZY41 -0.176 0.000 0.0
12441 USAZY51 -0.521 0.000 0.0
12442 USAZY61 0.056 0.000 0.0
12443 USAZY71 0.043 0.000 0.0
12444 USAZYI1 0.278 0.000 0.0
12445 USAZYJ1 -0.049 0.000 0.0
12446 USAZYK1 -0.455 0.000 0.0
12447 USAZYM1 0.321 0.000 0.0
12448 USAZYR1 1.040 0.000 0.0
12449 USAZYS1 0.010 0.000 0.0
12450 USAZYT1 -0.227 0.000 0.0
12451 USAZYV1 2.798 0.000 0.0
12452 USAZYX1 0.102 0.000 0.0
12453 USAZZ41 0.120 0.000 0.0
12454 USAZZ51 -0.140 0.000 0.0
12455 USAZZ61 -0.020 0.000 0.0
12456 USAZZ71 0.315 0.000 0.0
12457 USAZZ81 0.388 0.000 0.0
12458 USAZZ91 -1.385 0.000 0.0
12459 USAZZA1 -0.104 0.000 0.0
12460 USAZZB1 -0.006 0.000 0.0
12461 USAZZD1 -0.009 0.000 0.0
12462 USAZZF1 -1.306 0.000 0.0
12463 USAZZI1 0.007 0.000 0.0
12464 USAZZJ1 -2.767 0.000 0.0
12465 USAZZL1 2.798 0.000 0.0
12466 USAZZP1 -0.001 0.000 0.0
12467 USAZZR1 -0.081 0.000 0.0
12468 USAZZX1 0.188 0.000 0.0
12469 USAZZY1 -0.011 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
12461 0.0 0.0 0.0 0.000
12462 0.0 0.0 0.0 0.000
12463 0.0 0.0 0.0 0.000
12464 0.0 0.0 0.0 0.000
12465 0.0 0.0 0.0 0.000
12466 0.0 0.0 0.0 0.000
12467 0.0 0.0 0.0 0.000
12468 0.0 0.0 0.0 0.000
12469 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.977 0.000 ... NaN NaN
1 -1.978 0.000 ... NaN NaN
2 -1.897 0.000 ... NaN 1672.0
3 -2.009 0.000 ... NaN NaN
4 -1.848 0.000 ... NaN 1448.0
5 -1.072 0.000 ... NaN 815.0
6 -1.963 0.000 ... NaN NaN
7 -1.967 0.000 ... NaN NaN
8 -1.352 0.000 ... NaN NaN
9 -2.064 0.862 ... NaN 29000.0
10 -1.809 0.000 ... NaN NaN
11 -1.845 0.000 ... NaN NaN
12 -1.978 0.000 ... NaN NaN
13 -1.821 0.000 ... NaN NaN
14 -1.978 0.000 ... NaN NaN
15 -1.896 0.000 ... NaN NaN
16 -1.516 0.000 ... NaN 125.0
17 -0.167 0.000 ... NaN 45651.0
18 -1.636 0.000 ... NaN NaN
19 -1.849 0.000 ... NaN NaN
20 -1.106 0.000 ... NaN 7200.0
21 -1.873 1.000 ... NaN NaN
22 -1.722 0.000 ... NaN NaN
23 -1.875 0.000 ... NaN 190.0
24 -1.677 0.000 ... NaN NaN
25 -1.646 0.000 ... NaN NaN
26 -1.977 0.000 ... NaN NaN
27 -1.388 0.000 ... NaN NaN
28 -0.677 0.000 ... NaN 2022.0
29 -1.600 0.000 ... NaN 4935.0
... ... ... ... ... ...
12440 -1.978 0.000 ... NaN NaN
12441 -0.661 0.000 ... NaN NaN
12442 -0.959 0.000 ... NaN NaN
12443 0.124 0.000 ... NaN NaN
12444 -0.870 0.000 ... NaN 44500.0
12445 -0.369 0.000 ... NaN NaN
12446 -0.027 0.000 ... NaN NaN
12447 -1.042 0.000 ... NaN NaN
12448 -0.410 0.000 ... NaN 271242.0
12449 -0.419 0.000 ... NaN NaN
12450 -0.294 0.000 ... NaN 24050.0
12451 0.519 0.000 ... NaN 100.0
12452 -1.954 0.000 ... NaN 17700.0
12453 -1.734 0.000 ... NaN 8600.0
12454 -0.829 0.000 ... NaN NaN
12455 -0.093 0.000 ... NaN 310850.0
12456 -1.333 0.000 ... NaN NaN
12457 -1.768 1.000 ... NaN 21600.0
12458 0.500 0.000 ... NaN NaN
12459 -0.195 0.000 ... NaN NaN
12460 -0.794 0.000 ... NaN NaN
12461 -0.322 0.000 ... NaN 6841504.0
12462 0.243 0.000 ... NaN 12750.0
12463 -1.051 1.000 ... NaN NaN
12464 0.256 0.000 ... NaN 0.0
12465 -0.584 0.000 ... NaN 255.0
12466 -0.571 1.000 ... NaN 196223.0
12467 -0.504 0.000 ... NaN NaN
12468 0.146 0.000 ... NaN 69973.0
12469 0.334 0.000 ... NaN 36200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.227109e+10 0.163079 17.225565 12.078419
1 NaN 6.792213e+09 0.000000 20.891419 15.153869
2 NaN 6.677081e+10 2.455146 31.905345 27.698205
3 NaN 2.887759e+10 2.091467 27.775659 25.609072
4 NaN 5.276620e+10 2.459893 31.988996 27.463823
5 NaN 1.596495e+11 0.441241 39.520866 36.484169
6 NaN 1.334556e+10 6.634078 24.579731 17.712857
7 NaN 7.311098e+10 0.000000 29.966686 22.803401
8 NaN 1.507197e+10 0.618876 51.571416 42.395821
9 NaN 4.013040e+10 1.961962 21.226736 16.333352
10 NaN 2.750138e+10 0.000000 50.389926 38.911995
11 NaN 2.558498e+10 1.355276 17.445153 13.747776
12 NaN 6.660967e+09 2.249924 19.156194 13.789603
13 NaN 2.038933e+10 1.282051 28.204231 24.097968
14 NaN 1.315019e+10 1.160542 18.864292 13.522232
15 NaN 3.998400e+10 1.549787 30.684561 26.907295
16 NaN 3.998400e+10 1.549787 38.020178 35.122144
17 NaN 2.015535e+10 0.274160 30.127458 25.711275
18 NaN 2.719147e+10 2.038533 32.969111 29.515330
19 NaN 1.122914e+11 2.982849 40.202296 34.196099
20 NaN 1.281302e+11 0.000000 44.398418 39.809233
21 NaN 9.862064e+10 2.496879 33.697006 30.302921
22 NaN 1.557450e+10 0.000000 40.502845 37.947282
23 NaN 8.737100e+10 0.000000 24.682572 19.944827
24 NaN 4.281083e+10 3.271028 27.688839 23.828299
25 NaN 3.109841e+10 0.000000 35.378563 32.042806
26 NaN 8.612619e+09 1.551831 15.506105 11.266741
27 NaN 8.612619e+09 1.551831 44.262257 42.163033
28 NaN 6.807948e+10 3.280757 32.024379 28.426710
29 NaN 3.587908e+11 2.382370 26.153006 23.258828
... ... ... ... ... ...
12440 NaN 5.056250e+06 NaN 26.053945 19.905456
12441 NaN 9.224725e+06 0.000000 87.867474 85.447056
12442 NaN 2.901340e+06 0.000000 83.985261 81.320378
12443 NaN 4.904000e+05 0.000000 107.587083 104.122946
12444 2308.44 1.399750e+06 0.000000 111.734788 109.136810
12445 NaN 6.495840e+07 NaN 103.492382 100.960274
12446 NaN 4.782610e+04 NaN 90.340051 86.882015
12447 NaN 1.059380e+06 NaN 82.696656 79.767686
12448 147771.79 2.441802e+07 0.000000 125.238260 122.937841
12449 NaN 5.030700e+01 0.000000 46.955776 39.238333
12450 26432.07 1.958775e+07 0.000000 148.600271 146.900348
12451 1060.19 1.430880e+06 0.000000 232.163448 230.319489
12452 26672.09 6.360200e+07 2.017756 42.961916 38.280754
12453 2958.34 2.075400e+06 NaN 135.850133 134.278982
12454 NaN 2.224200e+05 0.000000 66.197356 61.927757
12455 1623.42 1.668300e+06 0.000000 189.906097 188.022716
12456 NaN 4.175220e+06 0.000000 94.540063 91.921084
12457 1915064.64 3.085736e+10 4.956305 26.871247 22.554396
12458 NaN 1.591600e+03 0.000000 66.059226 55.569267
12459 NaN 1.956780e+06 0.000000 107.239024 104.345595
12460 NaN 5.584920e+06 0.000000 73.027338 68.555221
12461 18657.27 5.193720e+05 NaN 96.827472 93.989814
12462 23036.14 3.101670e+07 NaN 105.095563 100.982709
12463 NaN 4.230000e+05 0.000000 85.466368 82.765911
12464 NaN 1.131335e+07 0.000000 123.761207 118.597954
12465 8242.42 2.697030e+07 0.000000 83.853355 80.745044
12466 12609.72 4.476570e+06 NaN 105.062136 102.175082
12467 NaN 3.367200e+05 NaN 40.455133 33.577215
12468 754.01 1.316868e+06 0.000000 222.798901 221.084086
12469 2007899.23 8.072306e+08 0.607211 48.258754 36.571678
HistBeta PredBeta DataDate
0 0.000596 0.117711 20041028
1 -0.000033 0.081324 20041028
2 0.041081 0.173335 20041028
3 -0.015279 0.262178 20041028
4 0.065818 0.216570 20041028
5 0.457427 0.776740 20041028
6 0.007510 0.023459 20041028
7 0.005976 0.028148 20041028
8 0.315757 0.704137 20041028
9 -0.043133 0.037993 20041028
10 0.085656 0.485223 20041028
11 0.067083 0.227608 20041028
12 -0.000032 0.110402 20041028
13 0.079549 0.211281 20041028
14 -0.000032 0.082220 20041028
15 0.041429 0.231911 20041028
16 0.233446 0.397149 20041028
17 0.913798 0.962561 20041028
18 0.172761 0.418871 20041028
19 0.065070 0.206448 20041028
20 0.440017 0.583798 20041028
21 0.052914 0.254582 20041028
22 0.129394 0.318696 20041028
23 0.051906 0.235378 20041028
24 0.152290 0.404347 20041028
25 0.167453 0.368124 20041028
26 0.000496 0.190263 20041028
27 0.297952 0.595993 20041028
28 0.656636 0.804660 20041028
29 0.190854 0.363022 20041028
... ... ... ...
12440 -0.000032 0.061944 20041028
12441 0.664737 0.841328 20041028
12442 0.514075 0.754436 20041028
12443 1.060617 1.271973 20041028
12444 0.559056 0.974602 20041028
12445 0.811910 1.051038 20041028
12446 0.984426 1.208693 20041028
12447 0.472538 0.724321 20041028
12448 0.791375 0.981794 20041028
12449 0.786462 1.167616 20041028
12450 0.849555 1.117268 20041028
12451 1.259771 1.490900 20041028
12452 0.012449 0.154508 20041028
12453 0.123524 0.432570 20041028
12454 0.580093 0.899443 20041028
12455 0.951345 1.241801 20041028
12456 0.325593 0.702615 20041028
12457 0.106094 0.175315 20041028
12458 1.250100 1.311553 20041028
12459 0.899906 1.133994 20041028
12460 0.597423 0.907143 20041028
12461 0.835466 1.125135 20041028
12462 1.120731 1.370043 20041028
12463 0.467775 0.637987 20041028
12464 1.127467 1.235685 20041028
12465 0.703384 1.017110 20041028
12466 0.710015 0.913754 20041028
12467 0.743816 1.072928 20041028
12468 1.071518 1.242534 20041028
12469 1.166365 1.240404 20041028
[12470 rows x 92 columns],
'20041029': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.490 0.000 0.0
1 USA0011 0.458 0.000 0.0
2 USA0031 -0.038 0.000 0.0
3 USA0062 0.311 0.430 0.0
4 USA00E2 -0.089 0.000 0.0
5 USA00F1 0.190 0.000 0.0
6 USA00G2 0.320 0.000 0.0
7 USA00H1 0.252 0.000 0.0
8 USA00I1 0.248 0.000 0.0
9 USA00J1 0.115 0.000 0.0
10 USA00K1 0.018 0.000 0.0
11 USA00P1 -0.167 0.000 0.0
12 USA00R1 -0.005 0.000 0.0
13 USA00S1 -0.451 0.000 0.0
14 USA00V1 0.499 0.000 0.0
15 USA0131 -0.257 1.000 0.0
16 USA0161 -0.271 1.000 0.0
17 USA01I1 0.396 0.000 0.0
18 USA01J2 0.494 0.000 0.0
19 USA01L1 1.035 0.000 0.0
20 USA01P1 0.348 0.000 0.0
21 USA01Q1 0.184 0.000 0.0
22 USA0202 0.460 0.000 0.0
23 USA0231 0.424 0.000 0.0
24 USA0281 0.961 0.000 0.0
25 USA0291 0.446 0.000 0.0
26 USA02A1 -0.225 0.000 0.0
27 USA02B1 0.451 0.000 0.0
28 USA02H1 0.178 0.000 0.0
29 USA02P1 0.337 0.143 0.0
... ... ... ... ...
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12446 USAZY71 -0.946 0.000 0.0
12447 USAZYI1 2.107 0.000 0.0
12448 USAZYJ1 -0.942 0.000 0.0
12449 USAZYK1 -0.172 0.000 0.0
12450 USAZYM1 -1.318 0.000 0.0
12451 USAZYO1 -0.465 0.000 0.0
12452 USAZYR1 1.801 0.000 0.0
12453 USAZYS1 -0.914 0.000 0.0
12454 USAZYT1 -2.739 0.000 0.0
12455 USAZYV1 -0.998 0.000 0.0
12456 USAZYX1 -1.786 0.000 0.0
12457 USAZZ41 -0.725 0.000 0.0
12458 USAZZ51 -1.002 0.000 0.0
12459 USAZZ61 -0.918 0.000 0.0
12460 USAZZ71 -0.737 0.000 0.0
12461 USAZZ81 0.529 0.000 0.0
12462 USAZZ91 0.129 0.000 0.0
12463 USAZZA1 -2.739 0.000 0.0
12464 USAZZB1 -0.587 0.000 0.0
12465 USAZZD1 -0.974 0.000 0.0
12466 USAZZF1 -2.739 0.000 0.0
12467 USAZZI1 -0.880 0.000 0.0
12468 USAZZJ1 0.513 0.000 0.0
12469 USAZZL1 -2.107 0.000 0.0
12470 USAZZP1 -1.102 0.000 0.0
12471 USAZZR1 -1.060 0.000 0.0
12472 USAZZX1 -2.739 0.000 0.0
12473 USAZZY1 0.212 0.000 0.0
12474 USAZZZ1 0.146 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
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9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
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24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.986 0.000 ... NaN 0.0
1 -1.987 0.000 ... NaN 0.0
2 -1.905 0.000 ... NaN 1672.0
3 -2.017 0.000 ... NaN 6532.0
4 -1.856 0.000 ... NaN 1448.0
5 -1.078 0.000 ... NaN 40.0
6 -1.972 0.000 ... NaN 336.0
7 -1.975 0.000 ... NaN 0.0
8 -1.360 0.000 ... NaN 11100.0
9 -2.073 0.861 ... NaN 29000.0
10 -1.816 0.000 ... NaN 0.0
11 -1.855 0.000 ... NaN 73.0
12 -1.987 0.000 ... NaN NaN
13 -1.831 0.000 ... NaN 1026.0
14 -1.987 0.000 ... NaN NaN
15 -1.905 0.000 ... NaN 948.0
16 -1.528 0.000 ... NaN NaN
17 -0.171 0.000 ... NaN 45651.0
18 -1.642 0.000 ... NaN 11690.0
19 -1.859 0.000 ... NaN 22240.0
20 -1.112 0.000 ... NaN 175270.0
21 -1.881 1.000 ... NaN 1605.0
22 -1.730 0.000 ... NaN 150780.0
23 -1.884 0.000 ... NaN 190.0
24 -1.686 0.000 ... NaN NaN
25 -1.655 0.000 ... NaN 428.0
26 -1.978 0.000 ... NaN 19250.0
27 -1.395 0.000 ... NaN NaN
28 -0.682 0.000 ... NaN 2022.0
29 -1.608 0.000 ... NaN 4935.0
... ... ... ... ... ...
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12447 -0.893 0.000 ... NaN 25000.0
12448 -0.375 0.000 ... NaN NaN
12449 -0.029 0.000 ... NaN NaN
12450 -1.048 0.000 ... NaN NaN
12451 -0.659 0.000 ... NaN NaN
12452 -0.432 0.000 ... NaN 168800.0
12453 -0.424 0.000 ... NaN 1834.0
12454 -0.237 0.000 ... NaN 129801.0
12455 0.517 0.000 ... NaN NaN
12456 -1.958 0.000 ... NaN 1100.0
12457 -1.751 0.000 ... NaN 94673.0
12458 -0.835 0.000 ... NaN NaN
12459 -0.095 0.000 ... NaN 23000.0
12460 -1.339 0.000 ... NaN 5500.0
12461 -1.780 1.000 ... NaN 25500.0
12462 0.498 0.000 ... NaN 500.0
12463 -0.191 0.000 ... NaN NaN
12464 -0.801 0.000 ... NaN NaN
12465 -0.325 0.000 ... NaN 13808550.0
12466 0.267 0.000 ... NaN 73848.0
12467 -1.057 1.000 ... NaN NaN
12468 0.249 0.000 ... NaN 0.0
12469 -0.584 0.000 ... NaN 3300.0
12470 -0.576 1.000 ... NaN 107500.0
12471 -0.510 0.000 ... NaN NaN
12472 0.150 0.000 ... NaN 72000.0
12473 0.323 0.000 ... NaN 37400.0
12474 0.201 0.000 ... NaN 2214300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.247164e+10 0.160514 16.735369 11.690335
1 NaN 6.945133e+09 0.000000 20.155339 14.629887
2 NaN 6.664574e+10 2.439597 30.614910 26.458526
3 NaN 2.893773e+10 2.226841 26.567529 24.436198
4 NaN 5.287288e+10 2.320303 30.637632 26.228831
5 NaN 1.583453e+11 0.494153 38.027073 34.850986
6 NaN 1.358373e+10 5.552309 23.588868 16.921132
7 NaN 7.360340e+10 0.000000 28.679907 21.832250
8 NaN 1.513210e+10 0.596125 49.540923 40.522443
9 NaN 4.017061e+10 1.961962 20.317444 15.569007
10 NaN 2.728110e+10 0.000000 48.332198 37.199190
11 NaN 2.562041e+10 1.290620 16.755658 13.128303
12 NaN 6.720618e+09 2.432610 18.369361 13.180248
13 NaN 1.866230e+10 1.415929 27.161802 23.121930
14 NaN 1.329709e+10 1.142857 18.263476 13.055499
15 NaN 4.000805e+10 1.603206 29.362364 25.686112
16 NaN 4.000805e+10 1.603206 36.450752 33.568901
17 NaN 2.012092e+10 0.256684 29.369983 24.594550
18 NaN 2.753680e+10 2.036255 31.987549 28.372871
19 NaN 1.135540e+11 3.015454 38.718769 32.849243
20 NaN 1.298882e+11 0.000000 42.516119 38.073359
21 NaN 9.903471e+10 2.459420 32.235891 28.886673
22 NaN 1.571172e+10 0.000000 38.811937 36.290435
23 NaN 8.845588e+10 0.000000 23.821543 19.131175
24 NaN 4.288085e+10 3.265687 26.999529 23.010944
25 NaN 3.114682e+10 0.000000 33.754118 30.501260
26 NaN 8.678539e+09 1.651255 14.808822 10.787361
27 NaN 8.678539e+09 1.651255 42.395941 40.289096
28 NaN 6.798257e+10 2.965075 30.843015 27.164232
29 NaN 3.597397e+11 2.344666 25.128560 22.294740
... ... ... ... ... ...
12445 NaN 2.901340e+06 0.000000 81.938367 79.273376
12446 NaN 4.904000e+05 0.000000 103.153837 99.564321
12447 2333.99 1.272500e+06 0.000000 108.677156 106.001842
12448 NaN 6.495840e+07 0.000000 100.420523 97.825642
12449 NaN 4.782610e+04 NaN 89.017664 85.478676
12450 NaN 1.059380e+06 NaN 80.071838 77.028096
12451 NaN 5.751780e+07 0.000000 86.465182 79.360327
12452 151019.14 2.293814e+07 0.000000 120.680208 118.300884
12453 NaN 5.030700e+01 0.000000 45.471528 37.550452
12454 27469.59 2.511250e+07 0.000000 150.332980 148.615042
12455 NaN 1.430880e+06 0.000000 224.349779 222.465740
12456 25717.77 6.412120e+07 2.024291 41.679026 37.002767
12457 3033.82 2.075400e+06 NaN 130.555030 128.984533
12458 NaN 2.224200e+05 0.000000 63.536823 59.203704
12459 1582.63 1.668300e+06 0.000000 182.335316 180.380171
12460 572.05 4.175220e+06 0.000000 91.228687 88.624020
12461 1901045.55 3.070554e+10 4.841463 25.267765 21.001894
12462 0.07 1.591600e+03 0.000000 63.582766 53.017718
12463 NaN 2.065490e+06 0.000000 104.159838 101.087370
12464 NaN 5.584920e+06 0.000000 69.781484 65.230920
12465 17601.42 5.193720e+05 NaN 93.377522 90.469071
12466 27340.75 3.477630e+07 NaN 104.000311 99.814758
12467 NaN 4.230000e+05 0.000000 82.110882 79.409286
12468 NaN 1.119742e+07 0.000000 118.915969 113.726706
12469 8477.42 2.739840e+07 0.000000 80.482068 77.541363
12470 13362.22 4.476570e+06 NaN 100.005596 97.035635
12471 NaN 3.367200e+05 NaN 39.271784 32.217280
12472 796.55 1.426607e+06 0.000000 215.391483 213.599979
12473 1986847.77 7.998192e+08 0.617761 46.736143 34.901734
12474 27362925.00 2.637015e+08 NaN 42.245970 34.380925
HistBeta PredBeta DataDate
0 0.000585 0.112493 20041029
1 -0.000041 0.076282 20041029
2 0.041134 0.147546 20041029
3 -0.015170 0.256431 20041029
4 0.065855 0.196721 20041029
5 0.457305 0.773735 20041029
6 0.007375 0.005273 20041029
7 0.005984 0.018840 20041029
8 0.315776 0.698826 20041029
9 -0.043231 0.023656 20041029
10 0.085884 0.470785 20041029
11 0.066350 0.207229 20041029
12 -0.000041 0.089824 20041029
13 0.078515 0.188559 20041029
14 -0.000041 0.070870 20041029
15 0.041254 0.213897 20041029
16 0.230807 0.388178 20041029
17 0.914029 0.973061 20041029
18 0.173446 0.397088 20041029
19 0.064626 0.226598 20041029
20 0.440158 0.602344 20041029
21 0.053420 0.239637 20041029
22 0.129382 0.315733 20041029
23 0.051785 0.229927 20041029
24 0.151517 0.417301 20041029
25 0.167132 0.370082 20041029
26 0.004757 0.187578 20041029
27 0.297822 0.587981 20041029
28 0.656508 0.804085 20041029
29 0.190551 0.360834 20041029
... ... ... ...
12445 0.513789 0.743773 20041029
12446 1.059731 1.260076 20041029
12447 0.550741 0.990242 20041029
12448 0.811414 1.037009 20041029
12449 0.985476 1.223036 20041029
12450 0.472620 0.695471 20041029
12451 0.668333 1.054109 20041029
12452 0.782734 0.994084 20041029
12453 0.786489 1.150989 20041029
12454 0.880403 1.104222 20041029
12455 1.260122 1.466691 20041029
12456 0.014761 0.108026 20041029
12457 0.118729 0.402902 20041029
12458 0.579786 0.883244 20041029
12459 0.952065 1.236425 20041029
12460 0.326140 0.676927 20041029
12461 0.104401 0.169943 20041029
12462 1.250544 1.340290 20041029
12463 0.903708 1.097340 20041029
12464 0.596748 0.895643 20041029
12465 0.836563 1.108455 20041029
12466 1.134084 1.348920 20041029
12467 0.468068 0.620365 20041029
12468 1.125045 1.262173 20041029
12469 0.705807 0.946547 20041029
12470 0.710214 0.904090 20041029
12471 0.743311 1.049008 20041029
12472 1.075309 1.198880 20041029
12473 1.162176 1.241831 20041029
12474 NaN 1.062226 20041029
[12475 rows x 92 columns],
'20041101': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.002 0.000 0.0
1 USA0011 0.130 0.000 0.0
2 USA0031 -0.627 0.000 0.0
3 USA0062 0.280 0.430 0.0
4 USA00E2 -0.773 0.000 0.0
5 USA00F1 -0.137 0.000 0.0
6 USA00G2 0.805 0.000 0.0
7 USA00H1 -0.411 0.000 0.0
8 USA00I1 -0.144 0.000 0.0
9 USA00J1 -0.119 0.000 0.0
10 USA00K1 -0.201 0.000 0.0
11 USA00P1 -0.155 0.000 0.0
12 USA00R1 -0.120 0.000 0.0
13 USA00S1 -0.732 0.000 0.0
14 USA00V1 -0.790 0.000 0.0
15 USA0131 0.784 1.000 0.0
16 USA0161 1.772 1.000 0.0
17 USA01I1 -0.268 0.000 0.0
18 USA01J2 0.020 0.000 0.0
19 USA01L1 -0.604 0.000 0.0
20 USA01P1 -1.511 0.000 0.0
21 USA01Q1 -0.225 0.000 0.0
22 USA0202 -0.519 0.000 0.0
23 USA0231 -0.241 0.000 0.0
24 USA0281 -0.162 0.000 0.0
25 USA0291 0.005 0.000 0.0
26 USA02A1 -0.049 0.000 0.0
27 USA02B1 0.183 0.000 0.0
28 USA02H1 -0.173 0.000 0.0
29 USA02P1 0.157 0.143 0.0
... ... ... ... ...
12428 USAZY61 0.412 0.000 0.0
12429 USAZY71 0.063 0.000 0.0
12430 USAZYI1 -2.790 0.000 0.0
12431 USAZYJ1 0.432 0.000 0.0
12432 USAZYK1 0.619 0.000 0.0
12433 USAZYM1 -0.399 0.000 0.0
12434 USAZYO1 0.554 0.000 0.0
12435 USAZYR1 2.434 0.000 0.0
12436 USAZYS1 0.089 0.000 0.0
12437 USAZYT1 2.781 0.000 0.0
12438 USAZYV1 0.351 0.000 0.0
12439 USAZYX1 1.132 0.000 0.0
12440 USAZZ41 2.349 0.000 0.0
12441 USAZZ51 0.207 0.000 0.0
12442 USAZZ61 2.781 0.000 0.0
12443 USAZZ71 2.781 0.000 0.0
12444 USAZZ81 -0.458 0.000 0.0
12445 USAZZ91 0.146 0.000 0.0
12446 USAZZA1 0.428 0.000 0.0
12447 USAZZB1 0.321 0.000 0.0
12448 USAZZD1 0.167 0.000 0.0
12449 USAZZF1 2.781 0.000 0.0
12450 USAZZI1 0.387 0.000 0.0
12451 USAZZJ1 1.905 0.000 0.0
12452 USAZZL1 0.474 0.000 0.0
12453 USAZZP1 2.781 0.000 0.0
12454 USAZZR1 0.077 0.000 0.0
12455 USAZZX1 -2.344 0.000 0.0
12456 USAZZY1 -0.439 0.000 0.0
12457 USAZZZ1 -1.796 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12431 0.0 0.0 0.0 0.000
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12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.990 0.000 ... NaN NaN
1 -1.991 0.000 ... NaN NaN
2 -1.909 0.000 ... NaN 1672.0
3 -2.022 0.000 ... NaN NaN
4 -1.860 0.000 ... NaN 1448.0
5 -1.081 0.000 ... NaN 40.0
6 -1.976 0.000 ... NaN NaN
7 -1.979 0.000 ... NaN NaN
8 -1.362 0.000 ... NaN NaN
9 -2.077 0.861 ... NaN 29000.0
10 -1.820 0.000 ... NaN NaN
11 -1.859 0.000 ... NaN NaN
12 -1.991 0.000 ... NaN NaN
13 -1.835 0.000 ... NaN NaN
14 -1.991 0.000 ... NaN NaN
15 -1.910 0.000 ... NaN NaN
16 -1.534 0.000 ... NaN 10.0
17 -0.173 0.000 ... NaN 45651.0
18 -1.646 0.000 ... NaN NaN
19 -1.863 0.000 ... NaN NaN
20 -1.111 0.000 ... NaN 1000.0
21 -1.884 1.000 ... NaN NaN
22 -1.736 0.000 ... NaN NaN
23 -1.888 0.000 ... NaN 190.0
24 -1.689 0.000 ... NaN NaN
25 -1.658 0.000 ... NaN NaN
26 -1.981 0.000 ... NaN NaN
27 -1.398 0.000 ... NaN NaN
28 -0.684 0.000 ... NaN 2022.0
29 -1.612 0.000 ... NaN 4935.0
... ... ... ... ... ...
12428 -0.968 0.000 ... NaN NaN
12429 0.118 0.000 ... NaN 2500.0
12430 -0.862 0.000 ... NaN 62990.0
12431 -0.376 0.000 ... NaN NaN
12432 -0.029 0.000 ... NaN NaN
12433 -1.050 0.000 ... NaN NaN
12434 -0.661 0.000 ... NaN NaN
12435 -0.435 0.000 ... NaN 135552.0
12436 -0.425 0.000 ... NaN NaN
12437 -0.241 0.000 ... NaN 87700.0
12438 0.518 0.000 ... NaN 200.0
12439 -1.962 0.000 ... NaN 2200.0
12440 -1.610 0.000 ... NaN 6000.0
12441 -0.837 0.000 ... NaN NaN
12442 -0.102 0.000 ... NaN 178750.0
12443 -1.311 0.000 ... NaN 3500.0
12444 -1.781 1.000 ... NaN 14600.0
12445 0.498 0.000 ... NaN NaN
12446 -0.192 0.000 ... NaN NaN
12447 -0.804 0.000 ... NaN NaN
12448 -0.325 0.000 ... NaN 9425500.0
12449 0.261 0.000 ... NaN 14012.0
12450 -1.059 1.000 ... NaN NaN
12451 0.245 0.000 ... NaN 0.0
12452 -0.586 0.000 ... NaN 3600.0
12453 -0.579 1.000 ... NaN 50500.0
12454 -0.512 0.000 ... NaN NaN
12455 0.151 0.000 ... NaN 7581791.0
12456 0.325 0.000 ... NaN 38500.0
12457 0.195 0.000 ... NaN 414000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.357467e+10 0.160514 16.350892 11.482184
1 NaN 7.008850e+09 0.000000 19.747771 14.361141
2 NaN 6.681771e+10 2.439597 30.290842 26.149949
3 NaN 3.010624e+10 2.226841 26.150293 24.068619
4 NaN 5.313958e+10 2.320303 30.344099 25.965542
5 NaN 1.585018e+11 0.494153 37.435215 34.290496
6 NaN 1.371075e+10 5.552309 23.425884 16.914017
7 NaN 7.213910e+10 0.000000 28.159436 21.433731
8 NaN 1.515466e+10 0.596125 48.538954 39.830992
9 NaN 4.007410e+10 1.961962 19.887095 15.312287
10 NaN 2.709470e+10 0.000000 47.240399 36.565132
11 NaN 2.588021e+10 1.290620 16.400410 12.891680
12 NaN 6.647711e+09 2.432610 18.102368 12.986192
13 NaN 1.793091e+10 1.415929 26.804552 22.880123
14 NaN 1.307167e+10 1.142857 18.139181 13.052474
15 NaN 4.004814e+10 1.603206 28.831022 25.304731
16 NaN 4.004814e+10 1.603206 36.232264 33.297667
17 NaN 1.991863e+10 0.256684 28.979900 24.204125
18 NaN 2.798127e+10 2.036255 31.262366 27.770954
19 NaN 1.133186e+11 3.015454 37.969670 32.301579
20 NaN 1.302263e+11 0.000000 42.047170 37.734821
21 NaN 9.871807e+10 2.459420 31.620087 28.393135
22 NaN 1.601361e+10 0.000000 38.075943 35.644755
23 NaN 8.845588e+10 0.000000 23.316594 18.781884
24 NaN 4.301088e+10 3.265687 26.416741 22.589738
25 NaN 3.088060e+10 0.000000 33.120067 29.962661
26 NaN 8.681405e+09 1.651255 14.600476 10.616978
27 NaN 8.681405e+09 1.651255 41.664997 39.576931
28 NaN 6.824423e+10 2.965075 30.236430 26.691937
29 NaN 3.590016e+11 2.344666 24.680398 21.922950
... ... ... ... ... ...
12428 NaN 2.901340e+06 0.000000 81.806455 79.260544
12429 131.52 4.904000e+05 0.000000 104.975086 101.625570
12430 2623.97 1.654250e+06 0.000000 108.022941 105.357387
12431 NaN 6.495840e+07 0.000000 99.114168 96.556425
12432 NaN 4.782610e+04 NaN 89.889605 86.481690
12433 NaN 1.059380e+06 NaN 80.432034 77.597464
12434 NaN 5.751780e+07 0.000000 85.521282 78.588834
12435 156690.99 2.219820e+07 0.000000 119.095499 116.722620
12436 NaN 5.030700e+01 0.000000 44.644709 36.903466
12437 27251.49 2.360575e+07 0.000000 148.326636 146.585647
12438 1067.75 1.430880e+06 0.000000 220.365812 218.513573
12439 27410.57 6.412120e+07 2.024291 41.125893 36.602443
12440 3092.33 1.383600e+06 NaN 136.382506 134.885676
12441 NaN 2.224200e+05 0.000000 62.260255 58.017570
12442 1653.31 1.112200e+06 0.000000 182.837956 180.884970
12443 607.62 2.982300e+06 0.000000 91.490609 88.894686
12444 1369339.81 3.094710e+10 4.841463 24.314803 20.129544
12445 NaN 1.591600e+03 0.000000 62.284756 51.951256
12446 NaN 2.065490e+06 0.000000 103.850463 100.938673
12447 NaN 5.584920e+06 0.000000 68.167113 63.641195
12448 15253.06 5.193720e+05 NaN 93.581303 90.792365
12449 27225.35 3.289650e+07 NaN 104.366469 100.261538
12450 NaN 4.230000e+05 0.000000 81.243495 78.617492
12451 NaN 1.092052e+07 0.000000 117.002610 112.013650
12452 8858.25 2.739840e+07 0.000000 79.209369 76.233380
12453 8361.18 4.263400e+06 NaN 96.420565 93.423496
12454 NaN 3.367200e+05 NaN 38.532970 31.627056
12455 8657.02 2.414258e+06 0.000000 221.534827 219.855256
12456 1922523.76 8.137157e+08 0.617761 45.775245 34.275296
12457 21943611.33 2.700530e+08 NaN 41.636672 33.999770
HistBeta PredBeta DataDate
0 0.000582 0.103819 20041101
1 -0.000042 0.070457 20041101
2 0.040902 0.127826 20041101
3 -0.015697 0.251470 20041101
4 0.065644 0.175482 20041101
5 0.457412 0.767385 20041101
6 0.007310 0.014719 20041101
7 0.005985 -0.009734 20041101
8 0.315805 0.693417 20041101
9 -0.043269 0.015226 20041101
10 0.085968 0.467384 20041101
11 0.066333 0.203826 20041101
12 -0.000042 0.084723 20041101
13 0.078482 0.174327 20041101
14 -0.000042 0.045903 20041101
15 0.040749 0.228991 20041101
16 0.229590 0.419422 20041101
17 0.913614 0.962632 20041101
18 0.173130 0.386129 20041101
19 0.064468 0.203536 20041101
20 0.442246 0.573991 20041101
21 0.053595 0.226571 20041101
22 0.128058 0.296103 20041101
23 0.051781 0.216121 20041101
24 0.151641 0.398281 20041101
25 0.167184 0.368216 20041101
26 0.004737 0.183635 20041101
27 0.297911 0.581326 20041101
28 0.656476 0.792573 20041101
29 0.190462 0.356908 20041101
... ... ... ...
12428 0.513802 0.760732 20041101
12429 1.059786 1.260885 20041101
12430 0.567432 0.933232 20041101
12431 0.811526 1.055893 20041101
12432 0.985939 1.237821 20041101
12433 0.472676 0.690747 20041101
12434 0.668431 1.066233 20041101
12435 0.781656 1.006543 20041101
12436 0.786606 1.163035 20041101
12437 0.879155 1.099041 20041101
12438 1.260890 1.485762 20041101
12439 0.014236 0.138951 20041101
12440 0.191502 0.513913 20041101
12441 0.579803 0.893233 20041101
12442 0.949350 1.280274 20041101
12443 0.341799 0.746361 20041101
12444 0.105295 0.150921 20041101
12445 1.250623 1.343449 20041101
12446 0.903721 1.116485 20041101
12447 0.596442 0.914394 20041101
12448 0.836992 1.118055 20041101
12449 1.131783 1.393512 20041101
12450 0.468062 0.633097 20041101
12451 1.123400 1.297808 20041101
12452 0.706048 0.987450 20041101
12453 0.709660 0.976958 20041101
12454 0.743336 1.054119 20041101
12455 1.076262 1.210233 20041101
12456 1.163867 1.232825 20041101
12457 NaN 1.025253 20041101
[12458 rows x 92 columns],
'20041102': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.441 0.000 0.0
1 USA0011 -0.653 0.000 0.0
2 USA0031 -1.104 0.000 0.0
3 USA0062 -0.353 0.430 0.0
4 USA00E2 -0.845 0.000 0.0
5 USA00F1 0.191 0.000 0.0
6 USA00G2 -0.344 0.000 0.0
7 USA00H1 -0.663 0.000 0.0
8 USA00I1 -0.262 0.000 0.0
9 USA00J1 0.503 0.000 0.0
10 USA00K1 0.192 0.000 0.0
11 USA00P1 0.255 0.000 0.0
12 USA00R1 0.250 0.000 0.0
13 USA00S1 0.000 0.000 0.0
14 USA00V1 -0.349 0.000 0.0
15 USA0131 -0.969 1.000 0.0
16 USA0161 -1.214 1.000 0.0
17 USA01I1 -0.243 0.000 0.0
18 USA01J2 0.072 0.000 0.0
19 USA01L1 -0.835 0.000 0.0
20 USA01P1 -0.175 0.000 0.0
21 USA01Q1 0.418 0.000 0.0
22 USA0202 -0.362 0.000 0.0
23 USA0231 0.763 0.000 0.0
24 USA0281 -0.296 0.000 0.0
25 USA0291 0.134 0.000 0.0
26 USA02A1 0.235 0.000 0.0
27 USA02B1 -0.283 0.000 0.0
28 USA02H1 0.346 0.000 0.0
29 USA02P1 0.228 0.143 0.0
... ... ... ... ...
12426 USAZY61 -0.127 0.000 0.0
12427 USAZY71 -0.122 0.000 0.0
12428 USAZYI1 -2.755 0.000 0.0
12429 USAZYJ1 2.791 0.000 0.0
12430 USAZYK1 -0.625 0.000 0.0
12431 USAZYM1 -0.410 0.000 0.0
12432 USAZYO1 -0.813 0.000 0.0
12433 USAZYR1 0.121 0.000 0.0
12434 USAZYS1 -0.111 0.000 0.0
12435 USAZYT1 -0.365 0.000 0.0
12436 USAZYV1 -0.454 0.000 0.0
12437 USAZYX1 -0.419 0.000 0.0
12438 USAZZ41 -2.755 0.000 0.0
12439 USAZZ51 -0.047 0.000 0.0
12440 USAZZ61 -2.755 0.000 0.0
12441 USAZZ71 -0.385 0.000 0.0
12442 USAZZ81 -0.889 0.000 0.0
12443 USAZZ91 -1.921 0.000 0.0
12444 USAZZA1 -2.755 0.000 0.0
12445 USAZZB1 0.047 0.000 0.0
12446 USAZZD1 -0.049 0.000 0.0
12447 USAZZF1 1.860 0.000 0.0
12448 USAZZI1 -0.136 0.000 0.0
12449 USAZZJ1 -2.391 0.000 0.0
12450 USAZZL1 2.791 0.000 0.0
12451 USAZZP1 -2.755 0.000 0.0
12452 USAZZR1 -0.025 0.000 0.0
12453 USAZZX1 2.791 0.000 0.0
12454 USAZZY1 1.553 0.000 0.0
12455 USAZZZ1 0.724 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -1.994 0.000 ... NaN NaN
1 -1.996 0.000 ... NaN NaN
2 -1.914 0.000 ... NaN 1672.0
3 -2.029 0.000 ... NaN NaN
4 -1.865 0.000 ... NaN 1448.0
5 -1.084 0.000 ... NaN 40.0
6 -1.981 0.000 ... NaN NaN
7 -1.984 0.000 ... NaN NaN
8 -1.366 0.000 ... NaN NaN
9 -2.082 0.861 ... NaN 29000.0
10 -1.824 0.000 ... NaN NaN
11 -1.865 0.000 ... NaN NaN
12 -1.996 0.000 ... NaN NaN
13 -1.840 0.000 ... NaN NaN
14 -1.996 0.000 ... NaN NaN
15 -1.915 0.000 ... NaN NaN
16 -1.540 0.000 ... NaN NaN
17 -0.175 0.000 ... NaN 45651.0
18 -1.650 0.000 ... NaN NaN
19 -1.867 0.000 ... NaN NaN
20 -1.115 0.000 ... NaN NaN
21 -1.889 1.000 ... NaN NaN
22 -1.740 0.000 ... NaN NaN
23 -1.893 0.000 ... NaN 190.0
24 -1.693 0.000 ... NaN NaN
25 -1.665 0.000 ... NaN NaN
26 -1.986 0.000 ... NaN NaN
27 -1.407 0.000 ... NaN NaN
28 -0.694 0.000 ... NaN 2022.0
29 -1.616 0.000 ... NaN 4935.0
... ... ... ... ... ...
12426 -0.971 0.000 ... NaN NaN
12427 0.116 0.000 ... NaN 200.0
12428 -0.865 0.000 ... NaN 33100.0
12429 -0.340 0.000 ... NaN 1199.0
12430 -0.031 0.000 ... NaN NaN
12431 -1.053 0.000 ... NaN NaN
12432 -0.663 0.000 ... NaN NaN
12433 -0.441 0.000 ... NaN 51788.0
12434 -0.429 0.000 ... NaN NaN
12435 -0.243 0.000 ... NaN 21990.0
12436 0.518 0.000 ... NaN 20000.0
12437 -1.964 0.000 ... NaN 100.0
12438 -1.497 0.000 ... NaN 53000.0
12439 -0.840 0.000 ... NaN NaN
12440 -0.115 0.000 ... NaN 60850.0
12441 -1.314 0.000 ... NaN NaN
12442 -1.788 1.000 ... NaN 76600.0
12443 0.496 0.000 ... NaN NaN
12444 -0.194 0.000 ... NaN 3700.0
12445 -0.807 0.000 ... NaN NaN
12446 -0.327 0.000 ... NaN 69842830.0
12447 0.261 0.000 ... NaN 13040.0
12448 -1.063 1.000 ... NaN NaN
12449 0.242 0.000 ... NaN 0.0
12450 -0.583 0.000 ... NaN 1650.0
12451 -0.583 1.000 ... NaN 20000.0
12452 -0.515 0.000 ... NaN NaN
12453 0.148 0.000 ... NaN 4912068.0
12454 0.326 0.000 ... NaN 48300.0
12455 0.195 0.000 ... NaN 282700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.562029e+10 0.160514 16.384900 11.422272
1 NaN 7.021594e+09 0.000000 19.719258 14.074651
2 NaN 6.614547e+10 2.439597 30.323704 25.923400
3 NaN 2.959932e+10 2.226841 25.780663 23.628397
4 NaN 5.245950e+10 2.320303 30.247659 25.635079
5 NaN 1.603276e+11 0.494153 36.806733 33.582205
6 NaN 1.377427e+10 5.552309 23.287716 16.533452
7 NaN 7.125794e+10 0.000000 28.068024 21.070505
8 NaN 1.503062e+10 0.596125 47.842555 38.987135
9 NaN 4.038775e+10 1.961962 20.005577 15.094294
10 NaN 2.753527e+10 0.000000 46.646606 35.771432
11 NaN 2.612821e+10 1.290620 16.220648 12.618035
12 NaN 6.584747e+09 2.432610 17.971660 12.741123
13 NaN 1.776104e+10 1.415929 26.376536 22.391802
14 NaN 1.292984e+10 1.142857 18.018908 12.848422
15 NaN 3.999202e+10 1.603206 28.578103 24.899770
16 NaN 3.999202e+10 1.603206 35.839827 32.800573
17 NaN 1.985408e+10 0.256684 28.498053 23.714577
18 NaN 2.803255e+10 2.036255 30.710708 27.164938
19 NaN 1.114995e+11 3.015454 37.631057 31.692148
20 NaN 1.304291e+11 0.000000 41.257526 36.932480
21 NaN 9.901035e+10 2.459420 31.084832 27.741475
22 NaN 1.612339e+10 0.000000 37.337646 34.828177
23 NaN 8.986875e+10 0.000000 23.264873 18.551042
24 NaN 4.318092e+10 3.265687 26.025653 22.171684
25 NaN 3.085640e+10 0.000000 32.503227 29.261779
26 NaN 8.724397e+09 1.651255 14.467391 10.428233
27 NaN 8.724397e+09 1.651255 40.905553 38.808663
28 NaN 6.923271e+10 2.965075 29.559772 25.951093
29 NaN 3.590016e+11 2.344666 24.199629 21.386453
... ... ... ... ... ...
12426 NaN 2.901340e+06 0.000000 79.702118 77.084164
12427 125.73 4.904000e+05 0.000000 102.452367 99.014769
12428 2730.38 1.908750e+06 0.000000 111.394646 108.847718
12429 638.12 4.691440e+07 0.000000 100.031076 97.213557
12430 NaN 4.782610e+04 NaN 88.509516 85.073664
12431 NaN 1.059380e+06 NaN 79.015398 76.131399
12432 NaN 5.751780e+07 0.000000 84.113139 77.050160
12433 150981.07 2.219820e+07 0.000000 116.761274 114.438295
12434 NaN 5.030700e+01 0.000000 43.949889 36.063266
12435 26482.58 2.360575e+07 0.000000 145.610622 143.942168
12436 1046.49 1.430880e+06 0.000000 217.314255 215.439743
12437 26276.00 6.360200e+07 2.024291 40.370328 35.769685
12438 3096.32 2.075400e+06 NaN 148.591310 147.143158
12439 NaN 2.224200e+05 0.000000 60.993280 56.661899
12440 1586.46 1.668300e+06 0.000000 184.833512 182.983075
12441 NaN 2.982300e+06 0.000000 88.633368 85.937920
12442 1907875.09 3.134060e+10 4.841463 24.312726 19.962712
12443 NaN 1.591600e+03 0.000000 62.173186 51.480815
12444 5388.49 2.174200e+06 0.000000 103.653488 100.638792
12445 NaN 5.584920e+06 0.000000 66.862830 62.224315
12446 17734.42 5.193720e+05 NaN 93.402860 90.714828
12447 26995.47 3.195660e+07 NaN 100.050497 95.810762
12448 NaN 4.230000e+05 0.000000 78.851681 76.119496
12449 NaN 1.103126e+07 0.000000 114.956264 109.956546
12450 8684.35 2.611410e+07 0.000000 78.464203 75.174619
12451 8501.18 4.476570e+06 NaN 95.728672 92.726340
12452 NaN 3.367200e+05 NaN 37.873370 30.848188
12453 12952.31 2.304519e+06 0.000000 217.274012 215.507716
12454 1893045.41 8.029073e+08 0.617761 45.622945 33.883372
12455 18487721.00 2.642686e+08 NaN 41.388110 33.475107
HistBeta PredBeta DataDate
0 0.000585 0.110305 20041102
1 -0.000040 0.054538 20041102
2 0.040760 0.107171 20041102
3 -0.016651 0.243237 20041102
4 0.065516 0.161551 20041102
5 0.457278 0.772765 20041102
6 0.007371 -0.000581 20041102
7 0.005974 -0.021732 20041102
8 0.315886 0.692044 20041102
9 -0.043218 -0.004086 20041102
10 0.085879 0.471853 20041102
11 0.065737 0.208420 20041102
12 -0.000040 0.088490 20041102
13 0.078141 0.179053 20041102
14 -0.000040 0.044267 20041102
15 0.040521 0.203572 20041102
16 0.228518 0.381127 20041102
17 0.913522 0.957028 20041102
18 0.173330 0.383950 20041102
19 0.064582 0.191523 20041102
20 0.442183 0.581565 20041102
21 0.053351 0.232107 20041102
22 0.128189 0.294342 20041102
23 0.051525 0.226007 20041102
24 0.151651 0.391566 20041102
25 0.165803 0.370543 20041102
26 0.004753 0.188093 20041102
27 0.295155 0.567088 20041102
28 0.653117 0.792304 20041102
29 0.190485 0.358689 20041102
... ... ... ...
12426 0.513996 0.749093 20041102
12427 1.059596 1.257072 20041102
12428 0.567629 0.836970 20041102
12429 0.830777 1.131769 20041102
12430 0.985873 1.214595 20041102
12431 0.472876 0.684643 20041102
12432 0.668740 1.046753 20041102
12433 0.780298 0.959763 20041102
12434 0.786511 1.159830 20041102
12435 0.879591 1.075547 20041102
12436 1.261411 1.477647 20041102
12437 0.015665 0.122386 20041102
12438 0.250249 0.498592 20041102
12439 0.579921 0.890009 20041102
12440 0.943834 1.184007 20041102
12441 0.341897 0.733987 20041102
12442 0.104159 0.136016 20041102
12443 1.250389 1.304487 20041102
12444 0.904282 1.063316 20041102
12445 0.596667 0.909434 20041102
12446 0.837537 1.082783 20041102
12447 1.132400 1.410380 20041102
12448 0.467865 0.625118 20041102
12449 1.122920 1.241566 20041102
12450 0.708791 1.034106 20041102
12451 0.709144 0.874071 20041102
12452 0.743314 1.051270 20041102
12453 1.075889 1.303470 20041102
12454 1.165041 1.262784 20041102
12455 NaN 1.055277 20041102
[12456 rows x 92 columns],
'20041103': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.504 0.000 0.0
1 USA0011 0.607 0.000 0.0
2 USA0031 1.149 0.000 0.0
3 USA0062 0.786 0.430 0.0
4 USA00E2 1.003 0.000 0.0
5 USA00F1 0.079 0.000 0.0
6 USA00G2 0.221 0.000 0.0
7 USA00H1 1.616 0.000 0.0
8 USA00I1 -1.278 0.000 0.0
9 USA00J1 0.355 0.000 0.0
10 USA00K1 -1.461 0.000 0.0
11 USA00P1 -0.067 0.000 0.0
12 USA00R1 0.010 0.000 0.0
13 USA00S1 0.614 0.000 0.0
14 USA00V1 0.951 0.000 0.0
15 USA0131 1.729 1.000 0.0
16 USA0161 1.858 1.000 0.0
17 USA01I1 1.081 0.000 0.0
18 USA01J2 0.718 0.000 0.0
19 USA01L1 0.896 0.000 0.0
20 USA01P1 -0.732 0.000 0.0
21 USA01Q1 0.258 0.000 0.0
22 USA0202 0.254 0.000 0.0
23 USA0231 -0.286 0.000 0.0
24 USA0281 0.303 0.000 0.0
25 USA0291 -0.183 0.000 0.0
26 USA02A1 -0.076 0.000 0.0
27 USA02B1 0.203 0.000 0.0
28 USA02H1 0.186 0.000 0.0
29 USA02P1 -0.211 0.143 0.0
... ... ... ... ...
12426 USAZY61 0.832 0.000 0.0
12427 USAZY71 -2.723 0.000 0.0
12428 USAZYI1 -2.723 0.000 0.0
12429 USAZYJ1 0.889 0.000 0.0
12430 USAZYK1 0.424 0.000 0.0
12431 USAZYM1 0.586 0.000 0.0
12432 USAZYO1 -0.857 0.000 0.0
12433 USAZYR1 -1.754 0.000 0.0
12434 USAZYS1 -0.268 0.000 0.0
12435 USAZYT1 -2.723 0.000 0.0
12436 USAZYV1 2.601 0.000 0.0
12437 USAZYX1 0.614 0.000 0.0
12438 USAZZ41 2.774 0.000 0.0
12439 USAZZ51 0.067 0.000 0.0
12440 USAZZ61 2.662 0.000 0.0
12441 USAZZ71 0.207 0.000 0.0
12442 USAZZ81 -0.281 0.000 0.0
12443 USAZZ91 2.032 0.000 0.0
12444 USAZZA1 0.420 0.000 0.0
12445 USAZZB1 -0.108 0.000 0.0
12446 USAZZD1 0.377 0.000 0.0
12447 USAZZF1 -1.533 0.000 0.0
12448 USAZZI1 0.354 0.000 0.0
12449 USAZZJ1 2.774 0.000 0.0
12450 USAZZL1 1.718 0.000 0.0
12451 USAZZP1 -2.723 0.000 0.0
12452 USAZZR1 0.171 0.000 0.0
12453 USAZZX1 2.774 0.000 0.0
12454 USAZZY1 -2.723 0.000 0.0
12455 USAZZZ1 1.037 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.046 0.000 ... NaN NaN
1 -2.047 0.000 ... NaN NaN
2 -1.964 0.000 ... NaN 1672.0
3 -2.081 0.000 ... NaN NaN
4 -1.915 0.000 ... NaN 1448.0
5 -1.131 0.000 ... NaN 40.0
6 -2.034 0.000 ... NaN NaN
7 -2.035 0.000 ... NaN NaN
8 -1.415 0.000 ... NaN NaN
9 -2.134 0.861 ... NaN 29000.0
10 -1.872 0.000 ... NaN NaN
11 -1.917 0.000 ... NaN NaN
12 -2.047 0.000 ... NaN NaN
13 -1.888 0.000 ... NaN NaN
14 -2.047 0.000 ... NaN NaN
15 -1.970 0.000 ... NaN NaN
16 -1.595 0.000 ... NaN 10.0
17 -0.198 0.000 ... NaN 45651.0
18 -1.705 0.000 ... NaN NaN
19 -1.923 0.000 ... NaN NaN
20 -1.126 0.000 ... NaN 26500.0
21 -1.932 1.000 ... NaN NaN
22 -1.796 0.000 ... NaN NaN
23 -1.945 0.000 ... NaN 190.0
24 -1.742 0.000 ... NaN NaN
25 -1.717 0.000 ... NaN NaN
26 -2.038 0.000 ... NaN NaN
27 -1.454 0.000 ... NaN NaN
28 -0.732 0.000 ... NaN 2022.0
29 -1.670 0.000 ... NaN 4935.0
... ... ... ... ... ...
12426 -0.962 0.000 ... NaN NaN
12427 0.359 0.000 ... NaN 7000.0
12428 -0.580 0.000 ... NaN 125590.0
12429 -0.361 0.000 ... NaN NaN
12430 -0.032 0.000 ... NaN NaN
12431 -1.062 0.000 ... NaN 200.0
12432 -0.689 0.000 ... NaN NaN
12433 -0.421 0.000 ... NaN 55750.0
12434 -0.440 0.000 ... NaN NaN
12435 -0.176 0.000 ... NaN 12000.0
12436 0.267 0.000 ... NaN 320.0
12437 -2.023 0.000 ... NaN NaN
12438 -1.909 0.000 ... NaN 34000.0
12439 -0.863 0.000 ... NaN NaN
12440 -0.397 0.000 ... NaN 11448.0
12441 -1.321 0.000 ... NaN NaN
12442 -1.780 1.000 ... NaN 14600.0
12443 0.506 0.000 ... NaN NaN
12444 -0.215 0.000 ... NaN NaN
12445 -0.848 0.000 ... NaN NaN
12446 -0.330 0.000 ... NaN 28423250.0
12447 0.283 0.000 ... NaN 4757.0
12448 -1.091 1.000 ... NaN NaN
12449 0.188 0.000 ... NaN 0.0
12450 -0.641 0.000 ... NaN 4500.0
12451 -0.420 1.000 ... NaN 28333.0
12452 -0.537 0.000 ... NaN NaN
12453 0.096 0.000 ... NaN 880611.0
12454 0.608 0.000 ... NaN 85500.0
12455 0.229 0.000 ... NaN 169900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.566040e+10 0.160514 16.495816 11.342768
1 NaN 7.072567e+09 0.000000 19.712336 13.981609
2 NaN 6.817782e+10 2.439597 30.823825 26.173176
3 NaN 2.994299e+10 2.226841 26.282625 23.977397
4 NaN 5.440639e+10 2.320303 30.873761 26.006553
5 NaN 1.570151e+11 0.494153 36.449127 33.398314
6 NaN 1.384572e+10 5.552309 23.497246 16.529676
7 NaN 7.589702e+10 0.000000 29.710479 22.202117
8 NaN 1.464724e+10 0.596125 47.763593 38.849366
9 NaN 4.050838e+10 1.961962 20.205852 15.176235
10 NaN 2.731499e+10 0.000000 46.766398 35.697479
11 NaN 2.605735e+10 1.290620 16.301739 12.623114
12 NaN 6.717304e+09 2.432610 18.015636 12.661565
13 NaN 1.797809e+10 1.415929 26.442930 22.382728
14 NaN 1.309447e+10 1.142857 18.679372 13.342842
15 NaN 4.101026e+10 1.603206 29.934522 25.796782
16 NaN 4.101026e+10 1.603206 36.670975 33.322514
17 NaN 1.975508e+10 0.256684 28.346715 24.044740
18 NaN 2.880525e+10 2.036255 31.027968 27.350929
19 NaN 1.137894e+11 3.015454 37.728374 31.672103
20 NaN 1.304967e+11 0.000000 41.025941 36.731190
21 NaN 9.949749e+10 2.459420 30.962125 27.530637
22 NaN 1.658993e+10 0.000000 37.249446 34.783792
23 NaN 9.173576e+10 0.000000 23.248313 18.462161
24 NaN 4.322093e+10 3.265687 26.214721 22.142153
25 NaN 3.126782e+10 0.000000 32.357330 29.155970
26 NaN 8.850505e+09 1.651255 14.483405 10.406625
27 NaN 8.850505e+09 1.651255 40.548290 38.612508
28 NaN 6.664521e+10 2.965075 29.159509 25.839553
29 NaN 3.619538e+11 2.344666 24.112027 21.276424
... ... ... ... ... ...
12426 NaN 2.901340e+06 0.000000 79.369224 76.835881
12427 129.25 7.356000e+05 0.000000 105.821377 102.481074
12428 3489.62 2.545000e+06 0.000000 111.658994 109.075305
12429 NaN 4.691440e+07 0.000000 97.224276 94.531477
12430 NaN 4.782610e+04 NaN 88.167151 85.002312
12431 72.01 1.059380e+06 NaN 78.404635 75.570555
12432 NaN 5.751780e+07 0.000000 82.345798 75.260179
12433 152039.71 2.293814e+07 0.000000 116.156768 113.891694
12434 NaN 5.030700e+01 0.000000 43.117708 35.691458
12435 25281.59 2.511250e+07 0.000000 145.136395 143.509635
12436 1042.01 9.539200e+05 0.000000 219.355850 217.740221
12437 NaN 6.360200e+07 2.024291 40.407125 35.686970
12438 3096.31 1.383600e+06 NaN 156.542012 155.240937
12439 NaN 2.224200e+05 0.000000 60.420805 56.256103
12440 1576.08 1.112200e+06 0.000000 188.281143 186.660960
12441 NaN 2.982300e+06 0.000000 87.735825 85.048727
12442 1847363.36 3.187331e+10 4.841463 24.267573 19.778227
12443 NaN 1.591600e+03 0.000000 61.824703 51.437388
12444 NaN 2.174200e+06 0.000000 101.111663 98.347690
12445 NaN 5.584920e+06 0.000000 66.155570 61.710362
12446 17439.58 5.193720e+05 NaN 92.636399 90.132819
12447 26749.12 3.289650e+07 NaN 98.773577 94.899148
12448 NaN 4.230000e+05 0.000000 77.572641 74.851066
12449 NaN 1.088830e+07 0.000000 114.669631 109.783105
12450 9118.21 2.577162e+07 0.000000 77.953344 75.004987
12451 8621.73 5.542420e+06 NaN 95.718441 92.713613
12452 NaN 3.367200e+05 NaN 37.309908 30.773996
12453 13731.05 2.194780e+06 0.000000 218.333113 216.712851
12454 1865423.36 8.631253e+08 0.617761 47.605760 36.882765
12455 15705195.80 2.659699e+08 NaN 40.803442 33.178177
HistBeta PredBeta DataDate
0 0.000501 0.111103 20041103
1 -0.000092 0.087392 20041103
2 0.040281 0.172044 20041103
3 -0.016853 0.277429 20041103
4 0.064383 0.218957 20041103
5 0.448070 0.765865 20041103
6 0.006293 0.022280 20041103
7 0.005833 0.058882 20041103
8 0.309321 0.637971 20041103
9 -0.042885 0.024850 20041103
10 0.085714 0.426288 20041103
11 0.063268 0.222013 20041103
12 -0.000092 0.101888 20041103
13 0.077569 0.207334 20041103
14 -0.000092 0.097429 20041103
15 0.037592 0.268871 20041103
16 0.221131 0.436169 20041103
17 0.904987 0.975733 20041103
18 0.167376 0.414947 20041103
19 0.060363 0.243892 20041103
20 0.450691 0.571024 20041103
21 0.056141 0.249084 20041103
22 0.122634 0.309481 20041103
23 0.049789 0.220689 20041103
24 0.149029 0.395785 20041103
25 0.161287 0.370909 20041103
26 0.004180 0.194553 20041103
27 0.289972 0.561327 20041103
28 0.643658 0.783368 20041103
29 0.184427 0.361758 20041103
... ... ... ...
12426 0.531072 0.770198 20041103
12427 1.177400 1.293509 20041103
12428 0.717951 0.954405 20041103
12429 0.825342 1.152963 20041103
12430 0.986276 1.215551 20041103
12431 0.482095 0.697602 20041103
12432 0.664619 1.003624 20041103
12433 0.795902 0.919008 20041103
12434 0.786273 1.131920 20041103
12435 0.915610 1.049502 20041103
12436 1.132538 1.401131 20041103
12437 0.011625 0.158526 20041103
12438 0.067542 0.353018 20041103
12439 0.579432 0.879813 20041103
12440 0.807574 1.134003 20041103
12441 0.355123 0.755415 20041103
12442 0.130792 0.177638 20041103
12443 1.249470 1.364671 20041103
12444 0.896390 1.093391 20041103
12445 0.586739 0.874836 20041103
12446 0.840183 1.075618 20041103
12447 1.140286 1.340942 20041103
12448 0.467832 0.627884 20041103
12449 1.093836 1.299229 20041103
12450 0.688152 0.992479 20041103
12451 0.796265 0.939777 20041103
12452 0.738964 1.034275 20041103
12453 1.048574 1.267267 20041103
12454 1.299636 1.304243 20041103
12455 NaN 1.091569 20041103
[12456 rows x 92 columns],
'20041104': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.707 0.000 0.0
1 USA0011 1.155 0.000 0.0
2 USA0031 -0.776 0.000 0.0
3 USA0062 -1.129 0.430 0.0
4 USA00E2 -0.813 0.000 0.0
5 USA00F1 2.328 0.000 0.0
6 USA00G2 0.602 0.000 0.0
7 USA00H1 -0.431 0.000 0.0
8 USA00I1 -0.846 0.000 0.0
9 USA00J1 0.947 0.000 0.0
10 USA00K1 -1.191 0.000 0.0
11 USA00P1 0.150 0.000 0.0
12 USA00R1 0.607 0.000 0.0
13 USA00S1 0.801 0.000 0.0
14 USA00V1 -0.073 0.000 0.0
15 USA0131 -0.031 1.000 0.0
16 USA0161 0.339 1.000 0.0
17 USA01I1 0.434 0.000 0.0
18 USA01J2 -2.354 0.000 0.0
19 USA01L1 0.245 0.000 0.0
20 USA01P1 -0.730 0.000 0.0
21 USA01Q1 -2.409 0.000 0.0
22 USA0202 -0.799 0.000 0.0
23 USA0231 -0.052 0.000 0.0
24 USA0281 -1.641 0.000 0.0
25 USA0291 -0.341 0.000 0.0
26 USA02A1 0.342 0.000 0.0
27 USA02B1 -2.782 0.000 0.0
28 USA02H1 0.468 0.000 0.0
29 USA02P1 -2.502 0.143 0.0
... ... ... ... ...
12425 USAZY61 0.140 0.000 0.0
12426 USAZY71 -0.363 0.000 0.0
12427 USAZYI1 -1.024 0.000 0.0
12428 USAZYJ1 -0.578 0.000 0.0
12429 USAZYK1 -0.296 0.000 0.0
12430 USAZYM1 -0.036 0.000 0.0
12431 USAZYO1 0.549 0.000 0.0
12432 USAZYR1 -0.061 0.000 0.0
12433 USAZYS1 -1.071 0.000 0.0
12434 USAZYT1 1.425 0.000 0.0
12435 USAZYV1 -0.853 0.000 0.0
12436 USAZYX1 -1.151 0.000 0.0
12437 USAZZ41 -2.782 0.000 0.0
12438 USAZZ51 -1.252 0.000 0.0
12439 USAZZ61 -1.000 0.000 0.0
12440 USAZZ71 -1.338 0.000 0.0
12441 USAZZ81 0.469 0.000 0.0
12442 USAZZ91 0.184 0.000 0.0
12443 USAZZA1 0.895 0.000 0.0
12444 USAZZB1 -1.175 0.000 0.0
12445 USAZZD1 -0.218 0.000 0.0
12446 USAZZF1 -0.994 0.000 0.0
12447 USAZZI1 -0.274 0.000 0.0
12448 USAZZJ1 1.158 0.000 0.0
12449 USAZZL1 -1.326 0.000 0.0
12450 USAZZP1 2.101 0.000 0.0
12451 USAZZR1 -1.109 0.000 0.0
12452 USAZZX1 -2.782 0.000 0.0
12453 USAZZY1 -1.446 0.000 0.0
12454 USAZZZ1 0.431 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.154 0.000 ... NaN NaN
1 -2.155 0.000 ... NaN NaN
2 -2.071 0.000 ... NaN 1672.0
3 -2.101 0.000 ... NaN 260.0
4 -2.022 0.000 ... NaN 1448.0
5 -1.377 0.000 ... NaN 250.0
6 -2.144 0.000 ... NaN NaN
7 -2.143 0.000 ... NaN NaN
8 -1.510 0.000 ... NaN NaN
9 -2.245 0.861 ... NaN 29000.0
10 -1.972 0.000 ... NaN NaN
11 -2.026 0.000 ... NaN NaN
12 -2.155 0.000 ... NaN NaN
13 -1.992 0.000 ... NaN NaN
14 -2.155 0.000 ... NaN NaN
15 -2.120 0.000 ... NaN 150.0
16 -1.770 0.000 ... NaN 250.0
17 -0.259 0.000 ... NaN 45651.0
18 -1.522 0.000 ... NaN 250.0
19 -2.037 0.000 ... NaN NaN
20 -1.224 0.000 ... NaN 2050.0
21 -1.694 1.000 ... NaN 250.0
22 -1.908 0.000 ... NaN NaN
23 -2.054 0.000 ... NaN 190.0
24 -1.620 0.000 ... NaN 250.0
25 -1.823 0.000 ... NaN NaN
26 -2.148 0.000 ... NaN NaN
27 -1.132 0.000 ... NaN 100.0
28 -0.786 0.000 ... NaN 2022.0
29 -1.461 0.000 ... NaN 3150.0
... ... ... ... ... ...
12425 -0.985 0.000 ... NaN NaN
12426 0.345 0.000 ... NaN 2400.0
12427 -0.613 0.000 ... NaN 17800.0
12428 -0.388 0.000 ... NaN NaN
12429 -0.031 0.000 ... NaN NaN
12430 -1.071 0.000 ... NaN NaN
12431 -1.080 0.000 ... NaN 375.0
12432 -0.517 0.000 ... NaN 52350.0
12433 -0.460 0.000 ... NaN 167.0
12434 -0.459 0.000 ... NaN 48330.0
12435 0.263 0.000 ... NaN 8900.0
12436 -2.078 0.000 ... NaN 4200.0
12437 -1.312 0.000 ... NaN 101900.0
12438 -0.901 0.000 ... NaN NaN
12439 -0.410 0.000 ... NaN 25966.0
12440 -1.344 0.000 ... NaN NaN
12441 -1.843 1.000 ... NaN 67600.0
12442 0.513 0.000 ... NaN NaN
12443 -0.840 0.000 ... NaN NaN
12444 -0.920 0.000 ... NaN NaN
12445 -0.334 0.000 ... NaN 4643000.0
12446 0.236 0.000 ... NaN 11460.0
12447 -1.135 1.000 ... NaN NaN
12448 0.043 0.000 ... NaN 0.0
12449 -0.639 0.000 ... NaN 1000.0
12450 -0.566 1.000 ... NaN 20500.0
12451 -0.574 0.000 ... NaN NaN
12452 0.214 0.000 ... NaN 207505.0
12453 0.616 0.000 ... NaN 56000.0
12454 0.172 0.000 ... NaN 166200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.662304e+10 0.160514 17.139070 11.936822
1 NaN 7.257346e+09 0.000000 20.721246 14.997956
2 NaN 6.949104e+10 2.439597 30.914504 26.052803
3 NaN 3.056162e+10 2.226841 26.256243 23.891071
4 NaN 5.364630e+10 2.320303 30.939949 25.862151
5 NaN 1.592843e+11 0.494153 37.392436 34.308547
6 NaN 1.394893e+10 5.552309 23.732006 16.747817
7 NaN 7.645423e+10 0.000000 29.663052 22.129674
8 NaN 1.486900e+10 0.596125 47.479056 38.738813
9 NaN 4.077377e+10 1.961962 21.363238 16.261973
10 NaN 2.751832e+10 0.000000 46.653151 35.583171
11 NaN 2.642344e+10 1.290620 16.660790 12.877749
12 NaN 6.836605e+09 2.432610 18.852365 13.522443
13 NaN 1.855377e+10 1.415929 26.740707 22.633578
14 NaN 1.311473e+10 1.142857 18.704063 13.329651
15 NaN 4.056127e+10 1.603206 29.868851 25.754967
16 NaN 4.056127e+10 1.603206 36.608415 33.295465
17 NaN 1.977660e+10 0.256684 28.411843 24.153337
18 NaN 2.936255e+10 2.036255 31.529512 27.585827
19 NaN 1.163790e+11 3.015454 37.653810 31.628322
20 NaN 1.319843e+11 0.000000 40.885503 36.530533
21 NaN 1.007397e+11 2.459420 31.657656 27.988676
22 NaN 1.672715e+10 0.000000 37.230062 34.595301
23 NaN 9.287111e+10 0.000000 23.565153 18.669628
24 NaN 4.381108e+10 3.265687 26.478560 22.216455
25 NaN 3.112261e+10 0.000000 32.287448 29.106105
26 NaN 9.011006e+09 1.651255 14.915028 10.834711
27 NaN 9.011006e+09 1.651255 42.505509 40.297664
28 NaN 6.767246e+10 2.965075 29.290677 25.947761
29 NaN 3.699667e+11 2.344666 24.983301 21.889135
... ... ... ... ... ...
12425 NaN 2.901340e+06 0.000000 83.095879 80.535315
12426 132.43 7.356000e+05 0.000000 112.501795 109.434196
12427 3651.44 2.545000e+06 0.000000 111.933284 109.465936
12428 NaN 4.691440e+07 0.000000 99.942358 97.396199
12429 NaN 4.782610e+04 NaN 91.843524 88.801437
12430 NaN 1.059380e+06 NaN 80.755436 78.000530
12431 6.82 4.511200e+07 0.000000 82.117097 75.402881
12432 152715.32 2.256817e+07 0.000000 115.819043 113.573356
12433 NaN 5.030700e+01 0.000000 43.026932 35.548747
12434 23989.28 2.209900e+07 0.000000 145.951514 144.456058
12435 1050.10 9.539200e+05 0.000000 219.031843 217.402450
12436 27571.91 6.412120e+07 2.024291 40.240439 35.543148
12437 3340.72 1.902450e+06 NaN 162.377296 161.001824
12438 NaN 2.224200e+05 0.000000 60.096660 55.865711
12439 1577.73 1.112200e+06 0.000000 185.271023 183.708906
12440 NaN 2.982300e+06 0.000000 90.609128 88.102164
12441 1801283.82 3.185462e+10 4.841463 25.255225 20.634738
12442 NaN 1.591600e+03 0.000000 61.457348 51.132654
12443 NaN 1.413230e+06 0.000000 98.174849 95.685269
12444 NaN 5.584920e+06 0.000000 65.618629 61.113556
12445 16747.87 5.193720e+05 NaN 95.288131 92.848497
12446 26866.45 3.289650e+07 NaN 101.522577 97.817894
12447 NaN 4.230000e+05 0.000000 79.728485 77.015684
12448 NaN 1.064459e+07 0.000000 114.172636 109.524857
12449 8131.17 2.611410e+07 0.000000 77.585482 74.787664
12450 7511.90 4.902910e+06 NaN 103.104145 100.313725
12451 NaN 3.367200e+05 NaN 37.238695 30.688184
12452 13938.07 2.523997e+06 0.000000 218.444592 216.780826
12453 1834225.82 8.776394e+08 0.617761 47.543334 36.974257
12454 13781473.17 2.654028e+08 NaN 40.425859 32.973235
HistBeta PredBeta DataDate
0 0.000393 0.139882 20041104
1 -0.000151 0.118779 20041104
2 0.038963 0.135888 20041104
3 0.024870 0.278504 20041104
4 0.061957 0.181997 20041104
5 0.361826 0.732266 20041104
6 0.004840 0.041264 20041104
7 0.005657 0.042092 20041104
8 0.299801 0.597246 20041104
9 -0.041928 0.059484 20041104
10 0.085156 0.379405 20041104
11 0.060102 0.224671 20041104
12 -0.000151 0.122934 20041104
13 0.075600 0.225176 20041104
14 -0.000151 0.091153 20041104
15 0.016247 0.225848 20041104
16 0.178828 0.378868 20041104
17 0.881552 0.954291 20041104
18 0.294403 0.476822 20041104
19 0.054621 0.234043 20041104
20 0.432681 0.538135 20041104
21 0.214137 0.347179 20041104
22 0.114954 0.282736 20041104
23 0.047071 0.223452 20041104
24 0.248655 0.449267 20041104
25 0.154118 0.352119 20041104
26 0.003401 0.202235 20041104
27 0.475497 0.657193 20041104
28 0.636337 0.776302 20041104
29 0.322553 0.443538 20041104
... ... ... ...
12425 0.544046 0.775636 20041104
12426 1.162347 1.252933 20041104
12427 0.716673 0.961948 20041104
12428 0.821519 1.099411 20041104
12429 0.987537 1.189167 20041104
12430 0.503746 0.698119 20041104
12431 0.499491 0.843413 20041104
12432 0.761390 0.896684 20041104
12433 0.787851 1.081252 20041104
12434 0.788400 0.967673 20041104
12435 1.124029 1.360959 20041104
12436 0.035740 0.143063 20041104
12437 0.391987 0.600837 20041104
12438 0.583095 0.836633 20041104
12439 0.811279 1.039424 20041104
12440 0.377113 0.704434 20041104
12441 0.144845 0.217983 20041104
12442 1.239993 1.327905 20041104
12443 0.611283 0.836372 20041104
12444 0.573971 0.822344 20041104
12445 0.846346 1.057886 20041104
12446 1.111235 1.284806 20041104
12447 0.474234 0.627011 20041104
12448 1.021729 1.214692 20041104
12449 0.704918 0.935185 20041104
12450 0.738797 0.878050 20041104
12451 0.734693 0.983331 20041104
12452 1.101068 1.205250 20041104
12453 1.288141 1.255578 20041104
12454 NaN 1.051047 20041104
[12455 rows x 92 columns],
'20041105': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.684 0.000 0.0
1 USA0011 -0.238 0.000 0.0
2 USA0031 0.136 0.000 0.0
3 USA0062 0.371 0.430 0.0
4 USA00E2 0.045 0.000 0.0
5 USA00F1 -0.075 0.000 0.0
6 USA00G2 0.360 0.000 0.0
7 USA00H1 0.717 0.000 0.0
8 USA00I1 0.557 0.000 0.0
9 USA00J1 -0.544 0.000 0.0
10 USA00K1 2.709 0.000 0.0
11 USA00P1 -0.079 0.000 0.0
12 USA00R1 0.274 0.000 0.0
13 USA00S1 2.709 0.000 0.0
14 USA00V1 0.304 0.000 0.0
15 USA0131 0.502 1.000 0.0
16 USA0161 0.707 1.000 0.0
17 USA01I1 0.752 0.000 0.0
18 USA01J2 0.292 0.000 0.0
19 USA01L1 0.087 0.000 0.0
20 USA01P1 0.658 0.000 0.0
21 USA01Q1 -0.196 0.000 0.0
22 USA0202 0.383 0.000 0.0
23 USA0231 0.466 0.000 0.0
24 USA0281 0.062 0.000 0.0
25 USA0291 0.697 0.000 0.0
26 USA02A1 0.463 0.000 0.0
27 USA02B1 2.709 0.000 0.0
28 USA02H1 0.087 0.000 0.0
29 USA02P1 0.452 0.143 0.0
... ... ... ... ...
12426 USAZY61 0.376 0.000 0.0
12427 USAZY71 0.766 0.000 0.0
12428 USAZYI1 0.489 0.000 0.0
12429 USAZYJ1 -2.438 0.000 0.0
12430 USAZYK1 0.206 0.000 0.0
12431 USAZYM1 0.768 0.000 0.0
12432 USAZYO1 -2.713 0.000 0.0
12433 USAZYR1 0.132 0.000 0.0
12434 USAZYS1 0.482 0.000 0.0
12435 USAZYT1 0.192 0.000 0.0
12436 USAZYV1 0.537 0.000 0.0
12437 USAZYX1 -1.700 0.000 0.0
12438 USAZZ41 2.709 0.000 0.0
12439 USAZZ51 0.216 0.000 0.0
12440 USAZZ61 -2.713 0.000 0.0
12441 USAZZ71 -2.713 0.000 0.0
12442 USAZZ81 -0.121 0.000 0.0
12443 USAZZ91 0.555 0.000 0.0
12444 USAZZA1 -0.134 0.000 0.0
12445 USAZZB1 0.777 0.000 0.0
12446 USAZZD1 0.789 0.000 0.0
12447 USAZZF1 2.564 0.000 0.0
12448 USAZZI1 -0.053 0.000 0.0
12449 USAZZJ1 -2.713 0.000 0.0
12450 USAZZL1 1.470 0.000 0.0
12451 USAZZP1 -2.713 0.000 0.0
12452 USAZZR1 0.054 0.000 0.0
12453 USAZZX1 2.709 0.000 0.0
12454 USAZZY1 -1.034 0.000 0.0
12455 USAZZZ1 0.043 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.149 0.000 ... NaN NaN
1 -2.150 0.000 ... NaN NaN
2 -2.066 0.000 ... NaN 1672.0
3 -2.098 0.000 ... NaN NaN
4 -2.017 0.000 ... NaN 1448.0
5 -1.374 0.000 ... NaN 12.0
6 -2.140 0.000 ... NaN NaN
7 -2.137 0.000 ... NaN NaN
8 -1.508 0.000 ... NaN NaN
9 -2.236 0.861 ... NaN 29000.0
10 -2.020 0.000 ... NaN 20000.0
11 -2.022 0.000 ... NaN NaN
12 -2.150 0.000 ... NaN NaN
13 -2.040 0.000 ... NaN 550.0
14 -2.150 0.000 ... NaN NaN
15 -2.116 0.000 ... NaN NaN
16 -1.769 0.000 ... NaN 300.0
17 -0.260 0.000 ... NaN 45651.0
18 -1.522 0.000 ... NaN NaN
19 -2.034 0.000 ... NaN NaN
20 -1.223 0.000 ... NaN NaN
21 -1.690 1.000 ... NaN NaN
22 -1.905 0.000 ... NaN NaN
23 -2.049 0.000 ... NaN 190.0
24 -1.618 0.000 ... NaN NaN
25 -1.822 0.000 ... NaN NaN
26 -2.142 0.000 ... NaN NaN
27 -1.169 0.000 ... NaN 50.0
28 -0.795 0.000 ... NaN 2022.0
29 -1.461 0.000 ... NaN 3150.0
... ... ... ... ... ...
12426 -0.990 0.000 ... NaN NaN
12427 0.339 0.000 ... NaN 24091.0
12428 -0.614 0.000 ... NaN 5000.0
12429 -0.375 0.000 ... NaN 1000.0
12430 -0.034 0.000 ... NaN NaN
12431 -1.067 0.000 ... NaN NaN
12432 -0.968 0.000 ... NaN 8750.0
12433 -0.523 0.000 ... NaN 196722.0
12434 -0.461 0.000 ... NaN NaN
12435 -0.459 0.000 ... NaN 6500.0
12436 0.260 0.000 ... NaN NaN
12437 -2.090 0.000 ... NaN 900.0
12438 -1.352 0.000 ... NaN 42763.0
12439 -0.901 0.000 ... NaN NaN
12440 -0.318 0.000 ... NaN 1197200.0
12441 -1.224 0.000 ... NaN 5000.0
12442 -1.848 1.000 ... NaN 74900.0
12443 0.508 0.000 ... NaN NaN
12444 -0.840 0.000 ... NaN NaN
12445 -0.919 0.000 ... NaN NaN
12446 -0.333 0.000 ... NaN 6351145.0
12447 0.220 0.000 ... NaN 24285.0
12448 -1.134 1.000 ... NaN NaN
12449 0.068 0.000 ... NaN 0.0
12450 -0.646 0.000 ... NaN 1400.0
12451 -0.548 1.000 ... NaN 12000.0
12452 -0.577 0.000 ... NaN NaN
12453 0.179 0.000 ... NaN 583250.0
12454 0.618 0.000 ... NaN 75700.0
12455 0.169 0.000 ... NaN 105500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.688376e+10 0.160514 17.116415 11.913373
1 NaN 7.225487e+09 0.000000 20.479623 14.703679
2 NaN 6.949104e+10 2.439597 30.300380 25.475597
3 NaN 3.088811e+10 2.226841 25.646468 23.301730
4 NaN 5.403301e+10 2.320303 30.249317 25.185865
5 NaN 1.592321e+11 0.494153 36.538183 33.530312
6 NaN 1.408389e+10 5.552309 23.389584 16.456237
7 NaN 7.860532e+10 0.000000 29.498266 21.949747
8 NaN 1.488779e+10 0.596125 46.576274 37.958342
9 NaN 4.066118e+10 1.961962 20.905103 15.865580
10 NaN 2.758610e+10 0.000000 47.604356 36.692481
11 NaN 2.634668e+10 1.290620 16.767503 12.592263
12 NaN 6.064463e+09 2.432610 18.650236 13.360240
13 NaN 1.849715e+10 1.415929 28.563246 24.553552
14 NaN 1.325150e+10 1.142857 18.485497 13.129976
15 NaN 4.101026e+10 1.603206 29.440444 25.260978
16 NaN 4.101026e+10 1.603206 35.971769 32.600897
17 NaN 2.037916e+10 0.256684 28.036708 23.741791
18 NaN 2.980361e+10 2.036255 30.792295 27.092978
19 NaN 1.167000e+11 3.015454 37.005244 30.908921
20 NaN 1.351622e+11 0.000000 40.151497 35.757742
21 NaN 1.008371e+11 2.459420 30.742348 27.357967
22 NaN 1.698787e+10 0.000000 36.568636 33.928023
23 NaN 9.461197e+10 0.000000 23.276255 18.441562
24 NaN 4.419118e+10 3.265687 25.809017 21.679325
25 NaN 3.160664e+10 0.000000 31.719204 28.545066
26 NaN 9.160043e+09 1.651255 14.769501 10.729089
27 NaN 9.160043e+09 1.651255 42.753371 40.648564
28 NaN 6.793411e+10 2.965075 28.616538 25.273223
29 NaN 3.710211e+11 2.344666 24.321057 21.439518
... ... ... ... ... ...
12426 NaN 2.901340e+06 0.000000 82.410946 79.925428
12427 165.12 7.356000e+05 0.000000 112.500344 109.472466
12428 3587.80 2.545000e+06 0.000000 110.516257 108.061091
12429 426.76 4.871880e+07 0.000000 100.191739 97.664172
12430 NaN 4.782610e+04 NaN 92.268899 89.286971
12431 NaN 1.059380e+06 NaN 81.252374 78.545139
12432 209.66 5.751780e+07 0.000000 79.951303 72.945741
12433 156832.94 2.256817e+07 0.000000 113.611144 111.360478
12434 NaN 5.030700e+01 0.000000 42.218158 34.723180
12435 23693.03 2.209900e+07 0.000000 143.485730 142.009448
12436 NaN 9.539200e+05 0.000000 216.656673 215.030388
12437 27348.27 6.386160e+07 2.024291 40.290657 35.172096
12438 3224.97 1.383600e+06 NaN 163.094025 161.756865
12439 NaN 2.224200e+05 0.000000 58.444456 54.168865
12440 1734.07 1.668300e+06 0.000000 187.549764 185.968974
12441 595.91 4.175220e+06 0.000000 91.589854 89.043240
12442 1890281.64 3.203130e+10 4.841463 24.691951 19.988126
12443 NaN 1.591600e+03 0.000000 60.364560 50.033380
12444 NaN 1.413230e+06 0.000000 92.337016 89.756012
12445 NaN 5.584920e+06 0.000000 64.453549 59.938768
12446 15971.83 5.193720e+05 NaN 93.469736 90.875906
12447 28580.36 3.195660e+07 NaN 98.913848 95.044046
12448 NaN 4.230000e+05 0.000000 78.089143 75.338300
12449 NaN 1.111339e+07 0.000000 112.346459 107.620792
12450 7167.08 2.568600e+07 0.000000 76.194971 73.276256
12451 7611.90 6.106500e+06 NaN 100.270285 97.473101
12452 NaN 3.367200e+05 NaN 36.535952 30.000222
12453 14386.48 2.194780e+06 0.000000 216.594816 214.946310
12454 1790445.14 8.859773e+08 0.617761 46.887256 36.339664
12455 12222061.29 2.659699e+08 NaN 39.955394 32.595797
HistBeta PredBeta DataDate
0 0.000375 0.144208 20041105
1 -0.000164 0.102752 20041105
2 0.038971 0.140578 20041105
3 0.024040 0.290077 20041105
4 0.061920 0.185589 20041105
5 0.361951 0.712131 20041105
6 0.004579 0.039013 20041105
7 0.005619 0.052051 20041105
8 0.299518 0.619718 20041105
9 -0.040272 0.043283 20041105
10 0.060557 0.425782 20041105
11 0.059353 0.196140 20041105
12 -0.000164 0.123040 20041105
13 0.050966 0.252539 20041105
14 -0.000164 0.091398 20041105
15 0.015602 0.231745 20041105
16 0.177715 0.388285 20041105
17 0.881482 0.961700 20041105
18 0.292891 0.489141 20041105
19 0.053698 0.228550 20041105
20 0.432227 0.557518 20041105
21 0.214343 0.358709 20041105
22 0.114223 0.295153 20041105
23 0.046632 0.227109 20041105
24 0.248133 0.455264 20041105
25 0.152548 0.364816 20041105
26 0.003259 0.204046 20041105
27 0.457665 0.691147 20041105
28 0.632219 0.767284 20041105
29 0.321190 0.466076 20041105
... ... ... ...
12426 0.541125 0.784827 20041105
12427 1.161164 1.269116 20041105
12428 0.716441 0.984518 20041105
12429 0.827839 1.063915 20041105
12430 0.987206 1.194955 20041105
12431 0.505141 0.710885 20041105
12432 0.551152 0.896014 20041105
12433 0.758961 0.894968 20041105
12434 0.787899 1.099255 20041105
12435 0.788681 1.024987 20041105
12436 1.124240 1.380836 20041105
12437 0.027644 0.101282 20041105
12438 0.372313 0.638836 20041105
12439 0.582559 0.848313 20041105
12440 0.854763 1.049619 20041105
12441 0.431774 0.721819 20041105
12442 0.140794 0.209256 20041105
12443 1.240190 1.339917 20041105
12444 0.611179 0.899135 20041105
12445 0.573910 0.856501 20041105
12446 0.847519 1.107176 20041105
12447 1.105789 1.340259 20041105
12448 0.473764 0.625006 20041105
12449 1.034881 1.174764 20041105
12450 0.701414 0.973775 20041105
12451 0.747096 0.858057 20041105
12452 0.733729 0.991384 20041105
12453 1.086705 1.277654 20041105
12454 1.291143 1.246620 20041105
12455 NaN 1.043702 20041105
[12456 rows x 92 columns],
'20041108': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.012 0.000 0.0
1 USA0011 0.482 0.000 0.0
2 USA0031 0.303 0.000 0.0
3 USA0062 0.764 0.430 0.0
4 USA00E2 0.264 0.000 0.0
5 USA00F1 0.883 0.000 0.0
6 USA00G2 0.223 0.000 0.0
7 USA00H1 -0.070 0.000 0.0
8 USA00I1 0.717 0.000 0.0
9 USA00J1 0.165 0.000 0.0
10 USA00K1 0.187 0.000 0.0
11 USA00P1 0.632 0.000 0.0
12 USA00R1 0.129 0.000 0.0
13 USA00S1 -0.084 0.000 0.0
14 USA00V1 0.001 0.000 0.0
15 USA0131 0.846 1.000 0.0
16 USA0161 0.289 1.000 0.0
17 USA01I1 0.514 0.000 0.0
18 USA01J2 0.665 0.000 0.0
19 USA01L1 -0.739 0.000 0.0
20 USA01P1 0.583 0.000 0.0
21 USA01Q1 0.288 0.000 0.0
22 USA0202 0.778 0.000 0.0
23 USA0231 0.340 0.000 0.0
24 USA0281 0.353 0.000 0.0
25 USA0291 0.572 0.000 0.0
26 USA02A1 -0.255 0.000 0.0
27 USA02B1 0.222 0.000 0.0
28 USA02H1 0.184 0.000 0.0
29 USA02P1 0.448 0.143 0.0
... ... ... ... ...
12427 USAZY61 -0.294 0.000 0.0
12428 USAZY71 0.086 0.000 0.0
12429 USAZYI1 0.568 0.000 0.0
12430 USAZYJ1 -0.342 0.000 0.0
12431 USAZYK1 0.182 0.000 0.0
12432 USAZYM1 -0.747 0.000 0.0
12433 USAZYO1 2.843 0.000 0.0
12434 USAZYR1 -0.655 0.000 0.0
12435 USAZYS1 0.369 0.000 0.0
12436 USAZYT1 -1.200 0.000 0.0
12437 USAZYV1 -2.288 0.000 0.0
12438 USAZYX1 0.078 0.000 0.0
12439 USAZZ41 -0.460 0.000 0.0
12440 USAZZ51 0.562 0.000 0.0
12441 USAZZ61 2.843 0.000 0.0
12442 USAZZ71 0.710 0.000 0.0
12443 USAZZ81 0.560 0.000 0.0
12444 USAZZ91 -1.972 0.000 0.0
12445 USAZZA1 0.592 0.000 0.0
12446 USAZZB1 0.106 0.000 0.0
12447 USAZZD1 -2.837 0.000 0.0
12448 USAZZF1 -0.476 0.000 0.0
12449 USAZZI1 -0.122 0.000 0.0
12450 USAZZJ1 1.423 0.000 0.0
12451 USAZZL1 2.514 0.000 0.0
12452 USAZZP1 0.064 0.000 0.0
12453 USAZZR1 0.451 0.000 0.0
12454 USAZZX1 2.843 0.000 0.0
12455 USAZZY1 0.786 0.000 0.0
12456 USAZZZ1 -0.384 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.150 0.000 ... NaN NaN
1 -2.151 0.000 ... NaN NaN
2 -2.067 0.000 ... NaN 1672.0
3 -2.099 0.000 ... NaN NaN
4 -2.018 0.000 ... NaN 1448.0
5 -1.376 0.000 ... NaN 12.0
6 -2.140 0.000 ... NaN NaN
7 -2.139 0.000 ... NaN NaN
8 -1.509 0.000 ... NaN NaN
9 -2.237 0.861 ... NaN 29000.0
10 -2.023 0.000 ... NaN 4000.0
11 -2.026 0.000 ... NaN NaN
12 -2.151 0.000 ... NaN NaN
13 -2.042 0.000 ... NaN NaN
14 -2.151 0.000 ... NaN NaN
15 -2.117 0.000 ... NaN NaN
16 -1.775 0.000 ... NaN 2910.0
17 -0.263 0.000 ... NaN 45651.0
18 -1.521 0.000 ... NaN NaN
19 -2.035 0.000 ... NaN NaN
20 -1.225 0.000 ... NaN NaN
21 -1.692 1.000 ... NaN NaN
22 -1.906 0.000 ... NaN NaN
23 -2.050 0.000 ... NaN 190.0
24 -1.619 0.000 ... NaN NaN
25 -1.823 0.000 ... NaN NaN
26 -2.143 0.000 ... NaN NaN
27 -1.172 0.000 ... NaN NaN
28 -0.795 0.000 ... NaN 2022.0
29 -1.461 0.000 ... NaN 3150.0
... ... ... ... ... ...
12427 -0.990 0.000 ... NaN NaN
12428 0.339 0.000 ... NaN 13750.0
12429 -0.616 0.000 ... NaN 10190.0
12430 -0.375 0.000 ... NaN NaN
12431 -0.034 0.000 ... NaN NaN
12432 -1.063 0.000 ... NaN 1000.0
12433 -0.895 0.000 ... NaN 1170.0
12434 -0.532 0.000 ... NaN 55850.0
12435 -0.464 0.000 ... NaN 134.0
12436 -0.464 0.000 ... NaN 23300.0
12437 0.169 0.000 ... NaN 119799.0
12438 -2.100 0.000 ... NaN 900.0
12439 -1.354 0.000 ... NaN 69750.0
12440 -0.904 0.000 ... NaN NaN
12441 -0.260 0.000 ... NaN 138650.0
12442 -1.231 0.000 ... NaN 13000.0
12443 -1.844 1.000 ... NaN 12900.0
12444 0.510 0.000 ... NaN NaN
12445 -0.843 0.000 ... NaN NaN
12446 -0.918 0.000 ... NaN NaN
12447 -0.361 0.000 ... NaN 158452500.0
12448 0.214 0.000 ... NaN 9486.0
12449 -1.135 1.000 ... NaN NaN
12450 0.095 0.000 ... NaN 0.0
12451 -0.637 0.000 ... NaN 1757.0
12452 -0.548 1.000 ... NaN 33303.0
12453 -0.579 0.000 ... NaN NaN
12454 0.196 0.000 ... NaN 770000.0
12455 0.621 0.000 ... NaN 32500.0
12456 0.179 0.000 ... NaN 137700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.664310e+10 0.160514 16.371418 11.394035
1 NaN 7.352921e+09 0.000000 19.665302 14.109826
2 NaN 7.028835e+10 2.439597 29.073357 24.413348
3 NaN 3.110291e+10 2.226841 24.809517 22.498832
4 NaN 5.373965e+10 2.320303 29.031734 24.153414
5 NaN 1.579019e+11 0.494153 35.178249 32.146105
6 NaN 1.419504e+10 5.552309 22.507764 15.823096
7 NaN 7.776302e+10 0.000000 28.254949 21.004945
8 NaN 1.490659e+10 0.596125 44.780342 36.407163
9 NaN 4.041992e+10 1.961962 20.003719 15.163782
10 NaN 2.778944e+10 0.000000 45.456424 35.149257
11 NaN 2.655335e+10 1.290620 16.412733 12.319997
12 NaN 6.095392e+09 2.432610 18.038981 12.829431
13 NaN 1.836974e+10 1.415929 27.139612 23.486582
14 NaN 1.356050e+10 1.142857 17.737034 12.555343
15 NaN 4.174788e+10 1.603206 28.327930 24.307969
16 NaN 4.174788e+10 1.603206 34.498220 31.211481
17 NaN 2.109361e+10 0.256684 27.107095 22.794691
18 NaN 2.974890e+10 2.036255 29.677993 26.061744
19 NaN 1.141961e+11 3.015454 35.721668 29.642801
20 NaN 1.348917e+11 0.000000 38.628535 34.333923
21 NaN 1.005448e+11 2.459420 29.448924 26.180687
22 NaN 1.669971e+10 0.000000 35.174733 32.594322
23 NaN 9.504087e+10 0.000000 22.324961 17.673939
24 NaN 4.413116e+10 3.265687 24.722884 20.752939
25 NaN 3.136463e+10 0.000000 30.503627 27.360026
26 NaN 9.148579e+09 1.651255 14.207723 10.330300
27 NaN 9.148579e+09 1.651255 40.903931 38.973540
28 NaN 6.783720e+10 2.965075 27.567752 24.273995
29 NaN 3.702830e+11 2.344666 23.452020 20.630389
... ... ... ... ... ...
12427 NaN 2.901340e+06 0.000000 79.496066 77.020178
12428 191.98 7.356000e+05 0.000000 108.879207 105.863903
12429 3580.46 2.545000e+06 0.000000 106.405540 103.952630
12430 NaN 4.871880e+07 0.000000 95.572195 93.038571
12431 NaN 4.782610e+04 NaN 89.143350 86.180411
12432 78.78 1.059380e+06 NaN 78.498746 75.794918
12433 241.93 4.511200e+07 0.000000 82.339474 76.008209
12434 162919.73 2.293814e+07 0.000000 108.841631 106.574268
12435 NaN 5.030700e+01 0.000000 40.710470 33.183465
12436 21377.92 2.260125e+07 0.000000 137.421546 135.981868
12437 1124.37 1.907840e+06 0.000000 220.764917 219.248525
12438 27021.52 6.412120e+07 2.024291 38.587793 33.630967
12439 3476.69 1.383600e+06 NaN 156.666478 155.355415
12440 NaN 2.224200e+05 0.000000 55.767253 51.458183
12441 1819.63 1.112200e+06 0.000000 184.416030 182.810986
12442 86.67 4.175220e+06 0.000000 90.962149 88.628579
12443 1951552.43 3.208204e+10 4.841463 23.946117 19.456713
12444 NaN 1.591600e+03 0.000000 58.779750 48.309985
12445 NaN 1.413230e+06 0.000000 88.572653 85.973768
12446 NaN 5.584920e+06 0.000000 61.593901 57.118885
12447 28718.66 1.038744e+06 NaN 92.673294 90.261393
12448 26917.77 3.233256e+07 NaN 94.178564 90.398018
12449 NaN 4.230000e+05 0.000000 74.795896 72.113043
12450 NaN 1.064108e+07 0.000000 107.819729 103.032692
12451 6944.45 2.482980e+07 0.000000 73.560416 70.455606
12452 7889.42 6.106500e+06 NaN 99.088389 96.411267
12453 NaN 3.367200e+05 NaN 35.343531 28.750003
12454 15626.17 1.975302e+06 0.000000 208.970624 207.316254
12455 1685363.48 8.816540e+08 0.617761 45.215418 34.807049
12456 11127729.62 2.635881e+08 NaN 38.734458 31.491659
HistBeta PredBeta DataDate
0 0.000385 0.127693 20041108
1 -0.000157 0.098349 20041108
2 0.038868 0.132729 20041108
3 0.024041 0.290529 20041108
4 0.061812 0.178831 20041108
5 0.361087 0.723365 20041108
6 0.004760 0.028888 20041108
7 0.005596 0.028924 20041108
8 0.299198 0.630532 20041108
9 -0.040065 0.035115 20041108
10 0.059457 0.414848 20041108
11 0.058025 0.193898 20041108
12 -0.000157 0.108083 20041108
13 0.050704 0.228423 20041108
14 -0.000157 0.075022 20041108
15 0.015822 0.233112 20041108
16 0.175283 0.378105 20041108
17 0.880292 0.960373 20041108
18 0.293382 0.491754 20041108
19 0.054133 0.205735 20041108
20 0.431719 0.565583 20041108
21 0.213784 0.357144 20041108
22 0.114201 0.301343 20041108
23 0.046691 0.219991 20041108
24 0.248123 0.455608 20041108
25 0.152572 0.356490 20041108
26 0.003338 0.185314 20041108
27 0.456318 0.681199 20041108
28 0.631914 0.766019 20041108
29 0.321553 0.465891 20041108
... ... ... ...
12427 0.541211 0.788973 20041108
12428 1.161070 1.269007 20041108
12429 0.715406 0.991961 20041108
12430 0.827996 1.110553 20041108
12431 0.986957 1.203464 20041108
12432 0.507211 0.696578 20041108
12433 0.585694 0.956473 20041108
12434 0.754844 0.888476 20041108
12435 0.786659 1.115758 20041108
12436 0.786538 1.005905 20041108
12437 1.081528 1.318795 20041108
12438 0.023816 0.101136 20041108
12439 0.371671 0.636726 20041108
12440 0.581449 0.863853 20041108
12441 0.881588 1.163327 20041108
12442 0.428680 0.697136 20041108
12443 0.143136 0.207629 20041108
12444 1.240627 1.317120 20041108
12445 0.609700 0.916773 20041108
12446 0.574989 0.855525 20041108
12447 0.834332 1.015819 20041108
12448 1.102573 1.328867 20041108
12449 0.473412 0.629442 20041108
12450 1.047158 1.234634 20041108
12451 0.705828 1.010104 20041108
12452 0.747253 0.853405 20041108
12453 0.732680 1.006666 20041108
12454 1.094059 1.294435 20041108
12455 1.292343 1.276986 20041108
12456 NaN 1.045992 20041108
[12457 rows x 92 columns],
'20041109': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.405 0.000 0.0
1 USA0011 0.108 0.000 0.0
2 USA0031 -2.887 0.000 0.0
3 USA0062 -2.620 0.430 0.0
4 USA00E2 -2.604 0.000 0.0
5 USA00F1 -1.755 0.000 0.0
6 USA00G2 0.125 0.000 0.0
7 USA00H1 -0.144 0.000 0.0
8 USA00I1 -1.282 0.000 0.0
9 USA00J1 0.151 0.000 0.0
10 USA00K1 -0.450 0.000 0.0
11 USA00P1 0.057 0.000 0.0
12 USA00R1 0.118 0.000 0.0
13 USA00S1 0.103 0.000 0.0
14 USA00V1 0.275 0.000 0.0
15 USA0131 -0.030 1.000 0.0
16 USA0161 -1.457 1.000 0.0
17 USA01I1 -0.276 0.000 0.0
18 USA01J2 0.614 0.000 0.0
19 USA01L1 -2.887 0.000 0.0
20 USA01P1 -2.600 0.000 0.0
21 USA01Q1 -0.026 0.000 0.0
22 USA0202 -0.099 0.000 0.0
23 USA0231 -2.887 0.000 0.0
24 USA0281 -1.296 0.000 0.0
25 USA0291 -0.365 0.000 0.0
26 USA02A1 0.188 0.000 0.0
27 USA02B1 -1.105 0.000 0.0
28 USA02H1 -2.887 0.000 0.0
29 USA02P1 -0.902 0.143 0.0
... ... ... ... ...
12428 USAZY61 0.317 0.000 0.0
12429 USAZY71 -2.887 0.000 0.0
12430 USAZYI1 2.909 0.000 0.0
12431 USAZYJ1 0.919 0.000 0.0
12432 USAZYK1 0.513 0.000 0.0
12433 USAZYM1 0.630 0.000 0.0
12434 USAZYO1 -2.632 0.000 0.0
12435 USAZYR1 -1.531 0.000 0.0
12436 USAZYS1 0.809 0.000 0.0
12437 USAZYT1 -0.689 0.000 0.0
12438 USAZYV1 0.400 0.000 0.0
12439 USAZYX1 0.911 0.000 0.0
12440 USAZZ41 -2.770 0.000 0.0
12441 USAZZ51 0.850 0.000 0.0
12442 USAZZ61 0.571 0.000 0.0
12443 USAZZ71 0.524 0.000 0.0
12444 USAZZ81 -0.013 0.000 0.0
12445 USAZZ91 -0.050 0.000 0.0
12446 USAZZA1 -2.199 0.000 0.0
12447 USAZZB1 1.106 0.000 0.0
12448 USAZZD1 -2.554 0.000 0.0
12449 USAZZF1 1.160 0.000 0.0
12450 USAZZI1 1.389 0.000 0.0
12451 USAZZJ1 -2.373 0.000 0.0
12452 USAZZL1 2.836 0.000 0.0
12453 USAZZP1 2.909 0.000 0.0
12454 USAZZR1 0.860 0.000 0.0
12455 USAZZX1 -2.688 0.000 0.0
12456 USAZZY1 -1.599 0.000 0.0
12457 USAZZZ1 0.569 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.152 0.000 ... NaN NaN
1 -2.153 0.000 ... NaN NaN
2 -2.022 0.000 ... NaN 6500.0
3 -2.089 0.000 ... NaN 20560.0
4 -1.977 0.000 ... NaN 5956.0
5 -1.375 0.000 ... NaN 5100.0
6 -2.142 0.000 ... NaN NaN
7 -2.141 0.000 ... NaN NaN
8 -1.510 0.000 ... NaN 4140.0
9 -2.239 0.861 ... NaN 29000.0
10 -2.025 0.000 ... NaN NaN
11 -2.028 0.000 ... NaN NaN
12 -2.153 0.000 ... NaN NaN
13 -2.044 0.000 ... NaN 9705.0
14 -2.153 0.000 ... NaN NaN
15 -2.119 0.000 ... NaN NaN
16 -1.773 0.000 ... NaN 500.0
17 -0.263 0.000 ... NaN 45651.0
18 -1.524 0.000 ... NaN NaN
19 -2.031 0.000 ... NaN 14496.0
20 -1.223 0.000 ... NaN 49550.0
21 -1.694 1.000 ... NaN NaN
22 -1.908 0.000 ... NaN NaN
23 -2.011 0.000 ... NaN 14920.0
24 -1.616 0.000 ... NaN 6075.0
25 -1.826 0.000 ... NaN NaN
26 -2.145 0.000 ... NaN NaN
27 -1.173 0.000 ... NaN 40.0
28 -0.766 0.000 ... NaN 5460.0
29 -1.461 0.000 ... NaN 19500.0
... ... ... ... ... ...
12428 -0.991 0.000 ... NaN NaN
12429 0.342 0.000 ... NaN 1900.0
12430 -0.599 0.000 ... NaN 15000.0
12431 -0.376 0.000 ... NaN NaN
12432 -0.034 0.000 ... NaN NaN
12433 -1.068 0.000 ... NaN NaN
12434 -0.869 0.000 ... NaN 2000.0
12435 -0.535 0.000 ... NaN 141635.0
12436 -0.464 0.000 ... NaN NaN
12437 -0.462 0.000 ... NaN 3675.0
12438 0.171 0.000 ... NaN 69500.0
12439 -2.101 0.000 ... NaN 1200.0
12440 -1.331 0.000 ... NaN 257000.0
12441 -0.905 0.000 ... NaN NaN
12442 -0.260 0.000 ... NaN 41963.0
12443 -1.235 0.000 ... NaN NaN
12444 -1.845 1.000 ... NaN 14600.0
12445 0.510 0.000 ... NaN NaN
12446 -0.818 0.000 ... NaN 5000.0
12447 -0.919 0.000 ... NaN NaN
12448 -0.354 0.000 ... NaN 199073400.0
12449 0.211 0.000 ... NaN NaN
12450 -1.136 1.000 ... NaN NaN
12451 0.096 0.000 ... NaN 0.0
12452 -0.630 0.000 ... NaN 3300.0
12453 -0.550 1.000 ... NaN 53690.0
12454 -0.580 0.000 ... NaN NaN
12455 0.191 0.000 ... NaN 207000.0
12456 0.617 0.000 ... NaN 160900.0
12457 0.182 0.000 ... NaN 97500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.760574e+10 0.160514 15.883285 11.146799
1 NaN 7.467611e+09 0.000000 18.998412 13.776226
2 NaN 7.035088e+10 2.439597 32.728154 28.696807
3 NaN 3.115446e+10 2.226841 25.710562 23.427647
4 NaN 5.389967e+10 2.320303 32.920059 28.786270
5 NaN 1.584497e+11 0.494153 34.699678 31.791793
6 NaN 1.406801e+10 5.552309 21.724320 15.429097
7 NaN 7.749090e+10 0.000000 27.326617 20.490961
8 NaN 1.482766e+10 0.596125 43.555542 35.656800
9 NaN 4.107133e+10 1.961962 19.363141 14.810912
10 NaN 2.770472e+10 0.000000 43.971976 34.325119
11 NaN 2.651792e+10 1.290620 15.866393 12.035893
12 NaN 6.185973e+09 2.432610 17.392997 12.544387
13 NaN 1.833671e+10 1.415929 26.343007 22.914915
14 NaN 1.359849e+10 1.142857 17.130614 12.265436
15 NaN 4.210066e+10 1.603206 27.474531 23.717242
16 NaN 4.210066e+10 1.603206 33.823576 30.694784
17 NaN 2.164451e+10 0.256684 26.353265 22.241634
18 NaN 3.019337e+10 2.036255 29.018302 25.543562
19 NaN 1.129334e+11 3.015454 35.907583 29.967338
20 NaN 1.335394e+11 0.000000 38.359255 34.200499
21 NaN 1.004474e+11 2.459420 28.617277 25.506653
22 NaN 1.626061e+10 0.000000 34.165892 31.748288
23 NaN 9.438490e+10 0.000000 25.810561 21.889603
24 NaN 4.464129e+10 3.265687 24.380828 20.570776
25 NaN 3.097741e+10 0.000000 29.658769 26.706107
26 NaN 9.019605e+09 1.651255 13.779318 10.086247
27 NaN 9.019605e+09 1.651255 40.027400 38.153808
28 NaN 6.788566e+10 2.965075 28.928807 25.882360
29 NaN 3.734461e+11 2.344666 22.956457 20.290410
... ... ... ... ... ...
12428 NaN 2.901340e+06 0.000000 77.306123 74.890072
12429 186.71 9.808000e+05 0.000000 106.614842 103.594483
12430 3519.99 1.908750e+06 0.000000 106.761416 104.374090
12431 NaN 4.871880e+07 0.000000 93.679285 91.153380
12432 NaN 4.782610e+04 NaN 86.554879 83.626111
12433 NaN 1.059380e+06 NaN 77.514409 74.954585
12434 277.30 5.751780e+07 0.000000 77.521130 71.138429
12435 159634.58 2.367808e+07 0.000000 106.136957 103.928021
12436 NaN 5.030700e+01 0.000000 39.819682 32.434537
12437 20483.03 2.310350e+07 0.000000 134.008826 132.588684
12438 1199.63 1.907840e+06 0.000000 215.254091 213.834073
12439 26466.91 6.412120e+07 2.024291 37.691226 32.954334
12440 3879.39 1.660320e+06 NaN 154.225547 152.917316
12441 NaN 2.224200e+05 0.000000 54.451267 50.223355
12442 1740.74 1.112200e+06 0.000000 179.961862 178.466337
12443 NaN 4.175220e+06 0.000000 88.042704 85.704879
12444 1890641.86 3.209926e+10 4.841463 23.094269 18.868293
12445 NaN 1.591600e+03 0.000000 57.113129 47.108622
12446 5110.45 1.848070e+06 0.000000 89.200989 86.711363
12447 NaN 5.584920e+06 0.000000 60.438966 56.100897
12448 54559.64 1.558116e+06 NaN 94.760373 92.525579
12449 NaN 3.233256e+07 NaN 93.094847 89.379838
12450 NaN 4.230000e+05 0.000000 73.579494 71.004358
12451 NaN 1.107905e+07 0.000000 105.237054 100.585112
12452 7003.79 2.140500e+07 0.000000 76.904194 73.963619
12453 8318.94 5.862240e+06 NaN 96.910284 94.214530
12454 NaN 3.367200e+05 NaN 34.676608 28.150412
12455 15132.30 2.523997e+06 0.000000 205.166752 203.597457
12456 1845892.41 9.264315e+08 0.617761 44.408202 34.527440
12457 10159723.56 2.637015e+08 NaN 38.010537 30.989326
HistBeta PredBeta DataDate
0 0.000385 0.122376 20041109
1 -0.000156 0.088294 20041109
2 0.061033 0.132264 20041109
3 0.029510 0.242495 20041109
4 0.081822 0.182645 20041109
5 0.362352 0.683206 20041109
6 0.004742 0.019294 20041109
7 0.005599 0.013501 20041109
8 0.299556 0.605052 20041109
9 -0.040092 0.024609 20041109
10 0.059537 0.400067 20041109
11 0.058072 0.181982 20041109
12 -0.000156 0.099561 20041109
13 0.050459 0.216965 20041109
14 -0.000156 0.071048 20041109
15 0.015750 0.215615 20041109
16 0.176977 0.342561 20041109
17 0.880317 0.945124 20041109
18 0.293038 0.489341 20041109
19 0.056621 0.161297 20041109
20 0.433095 0.514703 20041109
21 0.213872 0.348176 20041109
22 0.114101 0.290190 20041109
23 0.065757 0.211165 20041109
24 0.250069 0.426807 20041109
25 0.152298 0.337654 20041109
26 0.003328 0.188387 20041109
27 0.456596 0.659362 20041109
28 0.646097 0.729572 20041109
29 0.322050 0.441836 20041109
... ... ... ...
12428 0.541257 0.802708 20041109
12429 1.162309 1.230994 20041109
12430 0.723733 1.047601 20041109
12431 0.827934 1.140522 20041109
12432 0.986980 1.217883 20041109
12433 0.505262 0.713626 20041109
12434 0.598281 0.966081 20041109
12435 0.753539 0.881258 20041109
12436 0.786753 1.136875 20041109
12437 0.787739 1.011364 20041109
12438 1.082480 1.279221 20041109
12439 0.023842 0.112288 20041109
12440 0.382716 0.601412 20041109
12441 0.581484 0.883721 20041109
12442 0.881695 1.141594 20041109
12443 0.427714 0.704336 20041109
12444 0.143209 0.192551 20041109
12445 1.240764 1.335700 20041109
12446 0.621761 0.898065 20041109
12447 0.574694 0.880278 20041109
12448 0.838035 0.976083 20041109
12449 1.101149 1.358690 20041109
12450 0.473456 0.660185 20041109
12451 1.047428 1.194391 20041109
12452 0.709205 1.029290 20041109
12453 0.746810 0.914651 20041109
12454 0.732746 1.027063 20041109
12455 1.091677 1.209779 20041109
12456 1.290356 1.265617 20041109
12457 NaN 1.065595 20041109
[12458 rows x 92 columns],
'20041110': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.371 0.000 0.0
1 USA0011 -0.348 0.000 0.0
2 USA0031 0.628 0.000 0.0
3 USA0062 0.668 0.430 0.0
4 USA00E2 0.643 0.000 0.0
5 USA00F1 0.767 0.000 0.0
6 USA00G2 -0.117 0.000 0.0
7 USA00H1 -0.124 0.000 0.0
8 USA00I1 -0.881 0.000 0.0
9 USA00J1 0.214 0.000 0.0
10 USA00K1 -0.327 0.000 0.0
11 USA00P1 0.183 0.000 0.0
12 USA00R1 0.326 0.000 0.0
13 USA00S1 0.582 0.000 0.0
14 USA00V1 -0.112 0.000 0.0
15 USA0131 1.140 1.000 0.0
16 USA0161 -0.721 1.000 0.0
17 USA01I1 0.354 0.000 0.0
18 USA01J2 0.762 0.000 0.0
19 USA01L1 0.970 0.000 0.0
20 USA01P1 2.683 0.000 0.0
21 USA01Q1 0.193 0.000 0.0
22 USA0202 0.398 0.000 0.0
23 USA0231 -0.553 0.000 0.0
24 USA0281 0.137 0.000 0.0
25 USA0291 -0.420 0.000 0.0
26 USA02A1 -0.243 0.000 0.0
27 USA02B1 0.063 0.000 0.0
28 USA02H1 0.359 0.000 0.0
29 USA02P1 0.453 0.143 0.0
... ... ... ... ...
12429 USAZY61 0.718 0.000 0.0
12430 USAZY71 -0.006 0.000 0.0
12431 USAZYI1 -2.710 0.000 0.0
12432 USAZYJ1 0.881 0.000 0.0
12433 USAZYK1 0.736 0.000 0.0
12434 USAZYM1 0.399 0.000 0.0
12435 USAZYO1 -0.408 0.000 0.0
12436 USAZYR1 1.471 0.000 0.0
12437 USAZYS1 0.033 0.000 0.0
12438 USAZYT1 -1.803 0.000 0.0
12439 USAZYV1 0.132 0.000 0.0
12440 USAZYX1 0.907 0.000 0.0
12441 USAZZ41 2.715 0.000 0.0
12442 USAZZ51 0.363 0.000 0.0
12443 USAZZ61 0.201 0.000 0.0
12444 USAZZ71 0.621 0.000 0.0
12445 USAZZ81 -0.200 0.000 0.0
12446 USAZZ91 1.425 0.000 0.0
12447 USAZZA1 0.398 0.000 0.0
12448 USAZZB1 -0.022 0.000 0.0
12449 USAZZD1 2.715 0.000 0.0
12450 USAZZF1 2.715 0.000 0.0
12451 USAZZI1 0.548 0.000 0.0
12452 USAZZJ1 0.886 0.000 0.0
12453 USAZZL1 -2.311 0.000 0.0
12454 USAZZP1 0.897 0.000 0.0
12455 USAZZR1 0.354 0.000 0.0
12456 USAZZX1 2.715 0.000 0.0
12457 USAZZY1 -2.632 0.000 0.0
12458 USAZZZ1 0.329 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.151 0.000 ... NaN NaN
1 -2.153 0.000 ... NaN NaN
2 -2.021 0.000 ... NaN 6500.0
3 -2.091 0.000 ... NaN NaN
4 -1.976 0.000 ... NaN 5956.0
5 -1.373 0.000 ... NaN 255.0
6 -2.142 0.000 ... NaN NaN
7 -2.140 0.000 ... NaN NaN
8 -1.508 0.000 ... NaN NaN
9 -2.238 0.861 ... NaN 29000.0
10 -2.019 0.000 ... NaN 1500.0
11 -2.028 0.000 ... NaN NaN
12 -2.153 0.000 ... NaN NaN
13 -2.043 0.000 ... NaN NaN
14 -2.153 0.000 ... NaN NaN
15 -2.119 0.000 ... NaN NaN
16 -1.776 0.000 ... NaN 18998.0
17 -0.260 0.000 ... NaN 45651.0
18 -1.522 0.000 ... NaN NaN
19 -2.031 0.000 ... NaN NaN
20 -1.186 0.000 ... NaN 5000.0
21 -1.692 1.000 ... NaN NaN
22 -1.915 0.000 ... NaN NaN
23 -2.012 0.000 ... NaN 14920.0
24 -1.615 0.000 ... NaN NaN
25 -1.828 0.000 ... NaN NaN
26 -2.145 0.000 ... NaN NaN
27 -1.174 0.000 ... NaN 500.0
28 -0.764 0.000 ... NaN 5460.0
29 -1.460 0.000 ... NaN 19500.0
... ... ... ... ... ...
12429 -0.989 0.000 ... NaN NaN
12430 0.346 0.000 ... NaN NaN
12431 -0.604 0.000 ... NaN 2000.0
12432 -0.377 0.000 ... NaN NaN
12433 -0.031 0.000 ... NaN NaN
12434 -1.108 0.000 ... NaN NaN
12435 -0.868 0.000 ... NaN NaN
12436 -0.526 0.000 ... NaN 110239.0
12437 -0.462 0.000 ... NaN NaN
12438 -0.464 0.000 ... NaN 145509.0
12439 0.171 0.000 ... NaN 2620.0
12440 -2.098 0.000 ... NaN NaN
12441 -1.326 0.000 ... NaN 28000.0
12442 -0.903 0.000 ... NaN NaN
12443 -0.253 0.000 ... NaN 17283.0
12444 -1.234 0.000 ... NaN NaN
12445 -1.847 1.000 ... NaN 19600.0
12446 0.515 0.000 ... NaN NaN
12447 -0.816 0.000 ... NaN 18100.0
12448 -0.918 0.000 ... NaN NaN
12449 -0.333 0.000 ... NaN 87628580.0
12450 0.219 0.000 ... NaN 4184.0
12451 -1.147 1.000 ... NaN NaN
12452 0.096 0.000 ... NaN 0.0
12453 -0.634 0.000 ... NaN 3600.0
12454 -0.557 1.000 ... NaN 7167.0
12455 -0.578 0.000 ... NaN NaN
12456 0.197 0.000 ... NaN 1716700.0
12457 0.609 0.000 ... NaN 99700.0
12458 0.181 0.000 ... NaN 100600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.724475e+10 0.160514 15.625686 11.000896
1 NaN 7.454868e+09 0.000000 18.669502 13.494929
2 NaN 7.042905e+10 2.439597 32.015600 28.193716
3 NaN 3.128334e+10 2.226841 25.200670 23.042164
4 NaN 5.409969e+10 2.320303 32.340338 28.341663
5 NaN 1.583193e+11 0.494153 34.001530 31.240660
6 NaN 1.409977e+10 5.552309 21.304906 15.090690
7 NaN 7.689482e+10 0.000000 26.789313 20.055846
8 NaN 1.447059e+10 0.596125 42.883248 34.986388
9 NaN 4.073356e+10 1.961962 18.948572 14.477120
10 NaN 2.704387e+10 0.000000 43.373925 33.632112
11 NaN 2.655335e+10 1.290620 15.601726 11.820026
12 NaN 6.241205e+09 2.432610 17.251701 12.377842
13 NaN 1.862927e+10 1.415929 25.907854 22.491690
14 NaN 1.347692e+10 1.142857 16.791098 12.000854
15 NaN 4.281423e+10 1.603206 27.219150 23.433431
16 NaN 4.281423e+10 1.603206 33.196635 30.123939
17 NaN 2.186832e+10 0.256684 25.811427 21.805573
18 NaN 3.034039e+10 2.036255 28.567415 25.132774
19 NaN 1.126766e+11 3.015454 35.215368 29.537990
20 NaN 1.246819e+11 0.000000 39.234742 35.213683
21 NaN 1.002769e+11 2.459420 28.022356 24.977752
22 NaN 1.609594e+10 0.000000 33.497684 31.073059
23 NaN 9.297202e+10 0.000000 25.119302 21.430760
24 NaN 4.422119e+10 3.265687 23.822852 20.133780
25 NaN 3.042078e+10 0.000000 29.012698 26.014612
26 NaN 9.085525e+09 1.651255 13.516239 9.893644
27 NaN 9.085525e+09 1.651255 39.088024 37.310205
28 NaN 6.774029e+10 2.965075 27.933830 25.283124
29 NaN 3.723917e+11 2.344666 22.515735 19.914170
... ... ... ... ... ...
12429 NaN 2.901340e+06 0.000000 75.073656 72.657455
12430 NaN 9.808000e+05 0.000000 104.421105 101.517333
12431 3536.35 2.290500e+06 0.000000 105.228619 102.797317
12432 NaN 4.871880e+07 0.000000 91.924444 89.400168
12433 NaN 4.782610e+04 NaN 84.616402 81.706771
12434 NaN 1.059380e+06 NaN 75.838542 73.245405
12435 NaN 5.751780e+07 0.000000 78.677449 72.696567
12436 160372.58 2.330811e+07 0.000000 104.323864 102.134584
12437 NaN 5.030700e+01 0.000000 38.949602 31.579196
12438 23467.57 2.410800e+07 0.000000 131.835181 130.413562
12439 1202.78 1.907840e+06 0.000000 212.587130 211.195076
12440 NaN 6.412120e+07 2.024291 37.062908 32.424381
12441 3749.16 1.556550e+06 NaN 152.768641 151.453954
12442 NaN 2.224200e+05 0.000000 53.153177 48.935452
12443 1733.94 1.112200e+06 0.000000 175.376411 173.913594
12444 NaN 4.175220e+06 0.000000 86.228704 83.882309
12445 1888004.91 3.216034e+10 4.841463 22.696595 18.547703
12446 NaN 1.591600e+03 0.000000 56.219383 46.309150
12447 5192.36 1.848070e+06 0.000000 90.193219 87.876734
12448 NaN 5.584920e+06 0.000000 59.303706 54.934607
12449 62122.15 1.038744e+06 NaN 93.022122 90.736566
12450 22642.36 3.064074e+07 NaN 91.037108 87.185204
12451 NaN 4.230000e+05 0.000000 71.568031 68.987142
12452 NaN 1.124069e+07 0.000000 103.373528 98.790718
12453 7284.25 2.354550e+07 0.000000 77.480992 74.950912
12454 8376.28 5.862240e+06 NaN 91.242072 88.727002
12455 NaN 3.367200e+05 NaN 34.031281 27.554994
12456 16697.70 2.304519e+06 0.000000 202.707398 201.143346
12457 1960380.82 9.607095e+08 0.617761 44.205015 34.589575
12458 9399431.20 2.665370e+08 NaN 37.377287 30.500466
HistBeta PredBeta DataDate
0 0.000390 0.110001 20041110
1 -0.000152 0.080158 20041110
2 0.061066 0.138787 20041110
3 0.028681 0.252797 20041110
4 0.081874 0.188147 20041110
5 0.362460 0.712610 20041110
6 0.004758 0.014098 20041110
7 0.005605 0.011752 20041110
8 0.299601 0.601794 20041110
9 -0.040117 0.027572 20041110
10 0.061951 0.398110 20041110
11 0.057848 0.182962 20041110
12 -0.000151 0.102858 20041110
13 0.050992 0.221706 20041110
14 -0.000152 0.065917 20041110
15 0.015510 0.237107 20041110
16 0.174949 0.344252 20041110
17 0.880605 0.952564 20041110
18 0.293248 0.501288 20041110
19 0.056658 0.210502 20041110
20 0.449638 0.600054 20041110
21 0.213999 0.354054 20041110
22 0.110287 0.301788 20041110
23 0.065231 0.205965 20041110
24 0.250213 0.446627 20041110
25 0.150938 0.337495 20041110
26 0.003327 0.177080 20041110
27 0.455014 0.664477 20041110
28 0.646152 0.745880 20041110
29 0.322275 0.460910 20041110
... ... ... ...
12429 0.541112 0.820953 20041110
12430 1.162562 1.288020 20041110
12431 0.720536 0.990192 20041110
12432 0.826110 1.150250 20041110
12433 0.986991 1.229912 20041110
12434 0.485835 0.694898 20041110
12435 0.597547 0.915816 20041110
12436 0.756638 0.942726 20041110
12437 0.786672 1.137497 20041110
12438 0.785427 0.995013 20041110
12439 1.081281 1.277901 20041110
12440 0.025107 0.129701 20041110
12441 0.384565 0.702633 20041110
12442 0.581285 0.895719 20041110
12443 0.883870 1.141298 20041110
12444 0.427303 0.706622 20041110
12445 0.142232 0.189349 20041110
12446 1.240992 1.379410 20041110
12447 0.621596 0.883468 20041110
12448 0.574507 0.873910 20041110
12449 0.846740 1.078458 20041110
12450 1.103575 1.406246 20041110
12451 0.467946 0.662200 20041110
12452 1.046400 1.244101 20041110
12453 0.706301 0.941788 20041110
12454 0.742134 0.934062 20041110
12455 0.732705 1.038863 20041110
12456 1.093345 1.312548 20041110
12457 1.284940 1.233401 20041110
12458 NaN 1.074265 20041110
[12459 rows x 92 columns],
'20041111': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.386 0.000 0.0
1 USA0011 0.346 0.000 0.0
2 USA0031 -0.466 0.000 0.0
3 USA0062 0.075 0.430 0.0
4 USA00E2 -0.291 0.000 0.0
5 USA00F1 0.230 0.000 0.0
6 USA00G2 0.291 0.000 0.0
7 USA00H1 -0.291 0.000 0.0
8 USA00I1 0.386 0.000 0.0
9 USA00J1 -0.149 0.000 0.0
10 USA00K1 0.124 0.000 0.0
11 USA00P1 0.206 0.000 0.0
12 USA00R1 0.050 0.000 0.0
13 USA00S1 0.482 0.000 0.0
14 USA00V1 0.091 0.000 0.0
15 USA0131 0.091 1.000 0.0
16 USA0161 -0.231 1.000 0.0
17 USA01I1 0.493 0.000 0.0
18 USA01J2 0.178 0.000 0.0
19 USA01L1 -0.525 0.000 0.0
20 USA01P1 0.558 0.000 0.0
21 USA01Q1 -0.005 0.000 0.0
22 USA0202 0.142 0.000 0.0
23 USA0231 0.349 0.000 0.0
24 USA0281 0.013 0.000 0.0
25 USA0291 0.118 0.000 0.0
26 USA02A1 0.016 0.000 0.0
27 USA02B1 0.145 0.000 0.0
28 USA02H1 0.502 0.000 0.0
29 USA02P1 0.466 0.143 0.0
... ... ... ... ...
12427 USAZY61 -0.446 0.000 0.0
12428 USAZY71 0.475 0.000 0.0
12429 USAZYI1 0.091 0.000 0.0
12430 USAZYJ1 -2.817 0.000 0.0
12431 USAZYK1 0.184 0.000 0.0
12432 USAZYM1 0.176 0.000 0.0
12433 USAZYO1 0.079 0.000 0.0
12434 USAZYR1 -2.817 0.000 0.0
12435 USAZYS1 0.260 0.000 0.0
12436 USAZYT1 -1.449 0.000 0.0
12437 USAZYV1 0.393 0.000 0.0
12438 USAZYX1 0.716 0.000 0.0
12439 USAZZ41 -2.817 0.000 0.0
12440 USAZZ51 0.138 0.000 0.0
12441 USAZZ61 0.425 0.000 0.0
12442 USAZZ71 0.011 0.000 0.0
12443 USAZZ81 -0.386 0.000 0.0
12444 USAZZ91 -0.441 0.000 0.0
12445 USAZZA1 0.315 0.000 0.0
12446 USAZZB1 0.065 0.000 0.0
12447 USAZZD1 0.221 0.000 0.0
12448 USAZZF1 1.832 0.000 0.0
12449 USAZZI1 -0.411 0.000 0.0
12450 USAZZJ1 1.512 0.000 0.0
12451 USAZZL1 2.218 0.000 0.0
12452 USAZZP1 -0.099 0.000 0.0
12453 USAZZR1 0.489 0.000 0.0
12454 USAZZX1 -2.817 0.000 0.0
12455 USAZZY1 -0.763 0.000 0.0
12456 USAZZZ1 0.109 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.157 0.000 ... NaN NaN
1 -2.158 0.000 ... NaN NaN
2 -2.033 0.000 ... NaN 6500.0
3 -2.100 0.000 ... NaN NaN
4 -1.989 0.000 ... NaN 5956.0
5 -1.385 0.000 ... NaN 255.0
6 -2.149 0.000 ... NaN NaN
7 -2.157 0.000 ... NaN NaN
8 -1.523 0.000 ... NaN NaN
9 -2.245 0.861 ... NaN 29000.0
10 -2.038 0.000 ... NaN 4500.0
11 -2.036 0.000 ... NaN NaN
12 -2.158 0.000 ... NaN NaN
13 -2.050 0.000 ... NaN NaN
14 -2.158 0.000 ... NaN NaN
15 -2.128 0.000 ... NaN NaN
16 -1.772 0.000 ... NaN 1625.0
17 -0.276 0.000 ... NaN 45651.0
18 -1.542 0.000 ... NaN NaN
19 -2.045 0.000 ... NaN NaN
20 -1.198 0.000 ... NaN NaN
21 -1.701 1.000 ... NaN NaN
22 -1.923 0.000 ... NaN NaN
23 -2.023 0.000 ... NaN 14920.0
24 -1.629 0.000 ... NaN NaN
25 -1.838 0.000 ... NaN NaN
26 -2.152 0.000 ... NaN NaN
27 -1.190 0.000 ... NaN NaN
28 -0.773 0.000 ... NaN 5460.0
29 -1.479 0.000 ... NaN 19500.0
... ... ... ... ... ...
12427 -1.005 0.000 ... NaN NaN
12428 0.338 0.000 ... NaN 31250.0
12429 -0.609 0.000 ... NaN 4500.0
12430 -0.125 0.000 ... NaN 2400.0
12431 -0.033 0.000 ... NaN NaN
12432 -1.110 0.000 ... NaN NaN
12433 -0.878 0.000 ... NaN NaN
12434 -0.297 0.000 ... NaN 2792379.0
12435 -0.463 0.000 ... NaN NaN
12436 -0.449 0.000 ... NaN 22350.0
12437 0.170 0.000 ... NaN 30000.0
12438 -2.151 0.000 ... NaN 1000.0
12439 -1.263 0.000 ... NaN 50170.0
12440 -0.907 0.000 ... NaN NaN
12441 -0.251 0.000 ... NaN 542928.0
12442 -1.235 0.000 ... NaN NaN
12443 -1.852 1.000 ... NaN 11600.0
12444 0.514 0.000 ... NaN NaN
12445 -0.820 0.000 ... NaN NaN
12446 -0.931 0.000 ... NaN NaN
12447 -0.336 0.000 ... NaN 28880880.0
12448 0.188 0.000 ... NaN 26971.0
12449 -1.163 1.000 ... NaN NaN
12450 0.019 0.000 ... NaN 0.0
12451 -0.880 0.000 ... NaN 12600.0
12452 -0.574 1.000 ... NaN NaN
12453 -0.581 0.000 ... NaN NaN
12454 0.261 0.000 ... NaN 2634924.0
12455 0.586 0.000 ... NaN 48700.0
12456 0.156 0.000 ... NaN 118300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.836784e+10 0.160514 15.066153 10.695441
1 NaN 7.626903e+09 0.000000 17.860545 13.055676
2 NaN 7.081989e+10 2.439597 30.731916 27.117500
3 NaN 3.142081e+10 2.226841 24.226830 22.218600
4 NaN 5.387300e+10 2.320303 30.965679 27.210781
5 NaN 1.589713e+11 0.494153 32.721697 30.050381
6 NaN 1.427443e+10 5.552309 20.019813 14.567042
7 NaN 7.759457e+10 0.000000 25.689455 19.282149
8 NaN 1.469611e+10 0.596125 41.096569 33.715830
9 NaN 4.078181e+10 1.961962 18.110649 13.914944
10 NaN 2.724721e+10 0.000000 41.489101 32.384368
11 NaN 2.673049e+10 1.290620 15.021541 11.462196
12 NaN 6.296437e+09 2.432610 16.502662 11.950474
13 NaN 1.885105e+10 1.415929 24.959468 21.739619
14 NaN 1.366434e+10 1.142857 16.097779 11.583659
15 NaN 4.353582e+10 1.603206 26.161512 22.611459
16 NaN 4.353582e+10 1.603206 31.871214 28.978161
17 NaN 2.229441e+10 0.256684 24.897282 20.989903
18 NaN 3.071990e+10 2.036255 27.542789 24.280606
19 NaN 1.132544e+11 3.015454 33.741040 28.415264
20 NaN 1.265751e+11 0.000000 37.718419 33.963269
21 NaN 9.976541e+10 2.459420 26.890720 24.023354
22 NaN 1.649388e+10 0.000000 32.243289 29.934294
23 NaN 9.398122e+10 0.000000 24.187026 20.713472
24 NaN 4.447125e+10 3.265687 22.872102 19.361100
25 NaN 3.141303e+10 0.000000 27.813833 24.991711
26 NaN 9.228830e+09 1.651255 12.933400 9.550415
27 NaN 9.228830e+09 1.651255 37.637315 35.926034
28 NaN 6.832175e+10 2.965075 26.959228 24.329244
29 NaN 3.774525e+11 2.344666 21.786900 19.275853
... ... ... ... ... ...
12427 NaN 2.901340e+06 0.000000 72.675161 70.349666
12428 238.80 9.808000e+05 0.000000 101.688407 98.943512
12429 3039.67 2.290500e+06 0.000000 101.324165 99.085027
12430 576.76 6.315400e+07 0.000000 90.980889 88.460194
12431 NaN 4.782610e+04 NaN 82.131881 79.342018
12432 NaN 1.059380e+06 NaN 73.422941 70.947420
12433 NaN 5.751780e+07 0.000000 74.943826 69.206494
12434 249250.57 2.737778e+07 0.000000 103.772714 101.571683
12435 NaN 5.030700e+01 0.000000 37.405920 30.260506
12436 22894.91 2.461025e+07 0.000000 127.246351 125.899892
12437 1048.57 1.907840e+06 0.000000 205.560461 204.220178
12438 26462.36 6.334240e+07 2.024291 35.625201 31.298557
12439 3858.62 1.660320e+06 NaN 148.015913 146.757038
12440 NaN 2.224200e+05 0.000000 50.849421 46.775192
12441 1606.63 1.112200e+06 0.000000 169.370134 167.968756
12442 NaN 4.175220e+06 0.000000 82.974741 80.737511
12443 1879314.45 3.218738e+10 4.841463 21.616539 17.678624
12444 NaN 1.591600e+03 0.000000 53.982710 44.449563
12445 NaN 1.848070e+06 0.000000 86.285688 84.042011
12446 NaN 5.584920e+06 0.000000 56.695761 52.507522
12447 64459.45 1.038744e+06 NaN 91.127543 89.056807
12448 24378.44 3.007680e+07 NaN 86.021065 82.201352
12449 NaN 4.230000e+05 0.000000 68.615347 66.116003
12450 NaN 1.128806e+07 0.000000 99.625405 95.293400
12451 7689.25 2.012070e+07 0.000000 79.418543 77.087876
12452 NaN 5.862240e+06 NaN 87.040605 84.606042
12453 NaN 3.367200e+05 NaN 32.891797 26.620824
12454 19469.39 2.633736e+06 0.000000 196.912435 195.403407
12455 1948082.41 9.681209e+08 0.617761 42.503348 33.322921
12456 8809257.45 2.676712e+08 NaN 37.304902 30.651785
HistBeta PredBeta DataDate
0 0.000338 0.120098 20041111
1 -0.000184 0.086045 20041111
2 0.058046 0.119923 20041111
3 0.026914 0.255618 20041111
4 0.078656 0.177500 20041111
5 0.359100 0.704281 20041111
6 0.004007 0.038292 20041111
7 0.000514 -0.010076 20041111
8 0.295215 0.613003 20041111
9 -0.040296 0.020379 20041111
10 0.055940 0.397313 20041111
11 0.056908 0.192311 20041111
12 -0.000184 0.096353 20041111
13 0.050155 0.225059 20041111
14 -0.000184 0.067812 20041111
15 0.013707 0.214980 20041111
16 0.179477 0.343346 20041111
17 0.874593 0.947303 20041111
18 0.286387 0.494584 20041111
19 0.052416 0.183885 20041111
20 0.445776 0.614641 20041111
21 0.212227 0.350867 20041111
22 0.109302 0.293089 20041111
23 0.062815 0.231113 20041111
24 0.245818 0.443589 20041111
25 0.148487 0.341710 20041111
26 0.002943 0.175516 20041111
27 0.449520 0.658383 20041111
28 0.643627 0.756210 20041111
29 0.315355 0.462806 20041111
... ... ... ...
12427 0.535853 0.809258 20041111
12428 1.159558 1.286294 20041111
12429 0.719548 1.003320 20041111
12430 0.944724 1.199680 20041111
12431 0.987474 1.215899 20041111
12432 0.486750 0.689742 20041111
12433 0.594584 0.930031 20041111
12434 0.864757 0.976967 20041111
12435 0.787699 1.147041 20041111
12436 0.794063 0.993585 20041111
12437 1.081509 1.283936 20041111
12438 0.003192 0.117457 20041111
12439 0.415749 0.639041 20041111
12440 0.581254 0.892739 20041111
12441 0.886014 1.142722 20041111
12442 0.428617 0.701882 20041111
12443 0.142105 0.178004 20041111
12444 1.241455 1.348366 20041111
12445 0.621694 0.889974 20041111
12446 0.570035 0.870137 20041111
12447 0.846374 1.032171 20041111
12448 1.089957 1.417495 20041111
12449 0.462123 0.643715 20041111
12450 1.011626 1.227782 20041111
12451 0.593651 0.923905 20041111
12452 0.736060 0.924155 20041111
12453 0.732742 1.042846 20041111
12454 1.124058 1.245772 20041111
12455 1.274677 1.240003 20041111
12456 NaN 1.076457 20041111
[12457 rows x 92 columns],
'20041112': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.162 0.000 0.0
1 USA0011 0.756 0.000 0.0
2 USA0031 -0.339 0.000 0.0
3 USA0062 -0.180 0.430 0.0
4 USA00E2 -0.242 0.000 0.0
5 USA00F1 -0.338 0.000 0.0
6 USA00G2 0.814 0.000 0.0
7 USA00H1 -0.867 0.000 0.0
8 USA00I1 0.614 0.000 0.0
9 USA00J1 -0.208 0.000 0.0
10 USA00K1 -0.298 0.000 0.0
11 USA00P1 0.198 0.000 0.0
12 USA00R1 0.177 0.000 0.0
13 USA00S1 0.180 0.000 0.0
14 USA00V1 -0.604 0.000 0.0
15 USA0131 -0.398 1.000 0.0
16 USA0161 -0.929 1.000 0.0
17 USA01I1 0.454 0.000 0.0
18 USA01J2 -0.101 0.000 0.0
19 USA01L1 1.107 0.000 0.0
20 USA01P1 0.491 0.000 0.0
21 USA01Q1 2.422 0.000 0.0
22 USA0202 -0.220 0.000 0.0
23 USA0231 0.529 0.000 0.0
24 USA0281 0.023 0.000 0.0
25 USA0291 0.299 0.000 0.0
26 USA02A1 0.262 0.000 0.0
27 USA02B1 -0.389 0.000 0.0
28 USA02H1 0.746 0.000 0.0
29 USA02P1 -0.700 0.143 0.0
... ... ... ... ...
12421 USAZY61 -0.101 0.000 0.0
12422 USAZY71 -2.741 0.000 0.0
12423 USAZYI1 2.401 0.000 0.0
12424 USAZYJ1 0.604 0.000 0.0
12425 USAZYK1 0.233 0.000 0.0
12426 USAZYM1 0.220 0.000 0.0
12427 USAZYO1 0.067 0.000 0.0
12428 USAZYR1 -0.485 0.000 0.0
12429 USAZYS1 0.335 0.000 0.0
12430 USAZYT1 2.412 0.000 0.0
12431 USAZYV1 0.396 0.000 0.0
12432 USAZYX1 0.418 0.000 0.0
12433 USAZZ41 2.477 0.000 0.0
12434 USAZZ51 0.168 0.000 0.0
12435 USAZZ61 -2.772 0.000 0.0
12436 USAZZ71 -2.772 0.000 0.0
12437 USAZZ81 -0.965 0.000 0.0
12438 USAZZ91 1.440 0.000 0.0
12439 USAZZA1 -2.772 0.000 0.0
12440 USAZZB1 0.175 0.000 0.0
12441 USAZZD1 -2.772 0.000 0.0
12442 USAZZF1 0.133 0.000 0.0
12443 USAZZI1 -0.496 0.000 0.0
12444 USAZZJ1 -0.208 0.000 0.0
12445 USAZZL1 2.714 0.000 0.0
12446 USAZZP1 -2.772 0.000 0.0
12447 USAZZR1 0.387 0.000 0.0
12448 USAZZX1 2.840 0.000 0.0
12449 USAZZY1 2.438 0.000 0.0
12450 USAZZZ1 0.725 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.184 0.000 ... NaN NaN
1 -2.185 0.000 ... NaN NaN
2 -2.062 0.000 ... NaN 6500.0
3 -2.130 0.000 ... NaN NaN
4 -2.018 0.000 ... NaN 5956.0
5 -1.412 0.000 ... NaN 255.0
6 -2.178 0.000 ... NaN NaN
7 -2.184 0.000 ... NaN NaN
8 -1.547 0.000 ... NaN NaN
9 -2.273 0.861 ... NaN 29000.0
10 -2.051 0.000 ... NaN 7000.0
11 -2.062 0.000 ... NaN NaN
12 -2.185 0.000 ... NaN NaN
13 -2.072 0.000 ... NaN NaN
14 -2.185 0.000 ... NaN NaN
15 -2.158 0.000 ... NaN NaN
16 -1.769 0.000 ... NaN 135.0
17 -0.295 0.000 ... NaN 45651.0
18 -1.573 0.000 ... NaN NaN
19 -2.077 0.000 ... NaN NaN
20 -1.220 0.000 ... NaN NaN
21 -1.874 1.000 ... NaN 1240.0
22 -1.949 0.000 ... NaN NaN
23 -2.053 0.000 ... NaN 14920.0
24 -1.657 0.000 ... NaN NaN
25 -1.866 0.000 ... NaN NaN
26 -2.179 0.000 ... NaN NaN
27 -1.177 0.000 ... NaN 5.0
28 -0.788 0.000 ... NaN 5460.0
29 -1.465 0.000 ... NaN 7900.0
... ... ... ... ... ...
12421 -1.017 0.000 ... NaN NaN
12422 0.421 0.000 ... NaN 30666.0
12423 -0.741 0.000 ... NaN 61000.0
12424 -0.136 0.000 ... NaN NaN
12425 -0.034 0.000 ... NaN NaN
12426 -1.112 0.000 ... NaN NaN
12427 -0.882 0.000 ... NaN 1000.0
12428 -0.292 0.000 ... NaN 645430.0
12429 -0.465 0.000 ... NaN NaN
12430 -0.505 0.000 ... NaN 8511.0
12431 0.166 0.000 ... NaN NaN
12432 -2.155 0.000 ... NaN 1000.0
12433 -1.364 0.000 ... NaN 32110.0
12434 -0.913 0.000 ... NaN NaN
12435 -0.019 0.000 ... NaN 618000.0
12436 -0.443 0.000 ... NaN 32500.0
12437 -1.856 1.000 ... NaN 12000.0
12438 0.516 0.000 ... NaN NaN
12439 -0.686 0.000 ... NaN 4850.0
12440 -0.938 0.000 ... NaN NaN
12441 -0.208 0.000 ... NaN 46747760.0
12442 0.190 0.000 ... NaN 7230.0
12443 -1.178 1.000 ... NaN NaN
12444 0.057 0.000 ... NaN 0.0
12445 -1.022 0.000 ... NaN 8150.0
12446 -0.559 1.000 ... NaN 1720.0
12447 -0.589 0.000 ... NaN NaN
12448 0.150 0.000 ... NaN 675918.0
12449 0.536 0.000 ... NaN 96500.0
12450 0.174 0.000 ... NaN 77900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.912993e+10 0.160514 15.319313 11.077894
1 NaN 7.735222e+09 0.000000 18.512847 13.817926
2 NaN 6.906894e+10 2.439597 31.455850 27.916107
3 NaN 3.146377e+10 2.226841 24.795031 22.868086
4 NaN 5.371298e+10 2.320303 31.671329 28.011450
5 NaN 1.591800e+11 0.494153 33.652267 30.955273
6 NaN 1.448878e+10 5.552309 20.634584 15.308250
7 NaN 7.786669e+10 0.000000 26.328152 19.959336
8 NaN 1.483517e+10 0.596125 42.038992 34.899475
9 NaN 4.106329e+10 1.961962 18.462072 14.359805
10 NaN 2.742513e+10 0.000000 42.203410 33.359775
11 NaN 2.678953e+10 1.290620 15.313484 11.888322
12 NaN 6.255565e+09 2.432610 16.735947 12.363042
13 NaN 1.875667e+10 1.415929 25.531669 22.402545
14 NaN 1.378845e+10 1.142857 16.496203 11.981355
15 NaN 4.323916e+10 1.603206 26.737674 23.288053
16 NaN 4.323916e+10 1.603206 32.759041 29.904030
17 NaN 2.235466e+10 0.256684 25.506248 21.635580
18 NaN 3.076093e+10 2.036255 28.162698 25.004198
19 NaN 1.167856e+11 3.015454 34.645452 29.515984
20 NaN 1.302939e+11 0.000000 38.753648 35.113700
21 NaN 9.935135e+10 2.459420 28.982603 26.044497
22 NaN 1.679576e+10 0.000000 33.049849 30.811083
23 NaN 1.020800e+11 0.000000 24.952368 21.585040
24 NaN 4.451126e+10 3.265687 23.287487 19.940628
25 NaN 3.204226e+10 0.000000 28.522649 25.791636
26 NaN 9.260357e+09 1.651255 13.266440 10.008656
27 NaN 9.260357e+09 1.651255 38.788676 37.084787
28 NaN 6.823454e+10 2.965075 27.765400 25.112040
29 NaN 3.821970e+11 2.344666 22.411053 19.891605
... ... ... ... ... ...
12421 NaN 2.901340e+06 0.000000 74.338356 72.096739
12422 306.09 1.226000e+06 0.000000 105.428085 102.627665
12423 3082.85 1.908750e+06 0.000000 105.291922 103.171960
12424 NaN 6.315400e+07 0.000000 99.579763 97.390258
12425 NaN 4.782610e+04 NaN 84.590508 81.861094
12426 NaN 1.059380e+06 NaN 75.787700 73.380625
12427 300.48 5.751780e+07 0.000000 77.899447 72.507212
12428 270700.73 2.774775e+07 0.000000 106.830790 104.753836
12429 NaN 5.030700e+01 0.000000 38.282403 31.280716
12430 22139.69 2.360575e+07 0.000000 131.514009 130.167663
12431 NaN 1.907840e+06 0.000000 212.537959 211.237408
12432 26797.82 6.360200e+07 2.024291 36.543642 32.283898
12433 3300.20 1.452780e+06 NaN 154.251079 153.062616
12434 NaN 2.224200e+05 0.000000 51.939593 47.962726
12435 1605.06 1.668300e+06 0.000000 179.094791 177.641577
12436 390.23 1.312212e+07 0.000000 92.431203 89.857802
12437 1875680.27 3.245599e+10 4.841463 23.485540 19.825614
12438 NaN 1.591600e+03 0.000000 55.384982 46.039115
12439 5243.41 2.174200e+06 0.000000 90.482935 88.173900
12440 NaN 5.584920e+06 0.000000 58.139546 54.071852
12441 70290.62 1.558116e+06 NaN 96.071908 93.953899
12442 24615.26 3.007680e+07 NaN 89.559977 85.908405
12443 NaN 4.230000e+05 0.000000 70.775924 68.363363
12444 NaN 1.122297e+07 0.000000 102.456787 98.254515
12445 8485.72 1.840830e+07 0.000000 83.238380 81.065601
12446 8310.61 6.106500e+06 NaN 89.881812 87.458710
12447 NaN 3.367200e+05 NaN 33.679566 27.556514
12448 20012.27 2.194780e+06 0.000000 204.499892 203.056217
12449 2028958.59 9.653416e+08 0.617761 44.424787 35.143413
12450 8228680.58 2.682383e+08 NaN 38.446641 31.932470
HistBeta PredBeta DataDate
0 0.000285 0.115720 20041112
1 -0.000219 0.092257 20041112
2 0.056378 0.113235 20041112
3 0.025123 0.248130 20041112
4 0.076743 0.175163 20041112
5 0.355066 0.680792 20041112
6 0.003382 0.048449 20041112
7 0.000419 -0.032509 20041112
8 0.293100 0.624462 20041112
9 -0.040353 0.009202 20041112
10 0.061698 0.400360 20041112
11 0.056279 0.192293 20041112
12 -0.000219 0.094290 20041112
13 0.052000 0.216631 20041112
14 -0.000219 0.046041 20041112
15 0.012378 0.199687 20041112
16 0.191251 0.334526 20041112
17 0.868083 0.938984 20041112
18 0.280922 0.482444 20041112
19 0.049589 0.210080 20041112
20 0.443349 0.609584 20041112
21 0.142705 0.344134 20041112
22 0.108409 0.277437 20041112
23 0.060698 0.241211 20041112
24 0.242462 0.438520 20041112
25 0.146296 0.339516 20041112
26 0.002607 0.180154 20041112
27 0.462922 0.659457 20041112
28 0.641504 0.765153 20041112
29 0.330609 0.446242 20041112
... ... ... ...
12421 0.536343 0.803278 20041112
12422 1.196653 1.262834 20041112
12423 0.663259 0.986561 20041112
12424 0.941025 1.138888 20041112
12425 0.988031 1.211962 20041112
12426 0.492993 0.693122 20041112
12427 0.598301 0.940745 20041112
12428 0.869318 1.007026 20041112
12429 0.789928 1.151031 20041112
12430 0.771698 1.025827 20041112
12431 1.079617 1.279131 20041112
12432 0.013818 0.127979 20041112
12433 0.376899 0.686427 20041112
12434 0.584048 0.893035 20041112
12435 0.994786 1.186106 20041112
12436 0.799901 0.991047 20041112
12437 0.150888 0.165386 20041112
12438 1.240711 1.378675 20041112
12439 0.688606 0.900430 20041112
12440 0.572555 0.869096 20041112
12441 0.907946 1.033098 20041112
12442 1.090579 1.401806 20041112
12443 0.462546 0.626485 20041112
12444 1.029831 1.233362 20041112
12445 0.534254 0.865167 20041112
12446 0.746659 0.879015 20041112
12447 0.733070 1.040861 20041112
12448 1.072214 1.289043 20041112
12449 1.249718 1.278907 20041112
12450 NaN 1.095609 20041112
[12451 rows x 92 columns],
'20041115': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.373 0.000 0.0
1 USA0011 -0.450 0.000 0.0
2 USA0031 0.357 0.000 0.0
3 USA0062 0.102 0.430 0.0
4 USA00E2 0.208 0.000 0.0
5 USA00F1 1.123 0.000 0.0
6 USA00G2 -0.309 0.000 0.0
7 USA00H1 -0.684 0.000 0.0
8 USA00I1 0.918 0.000 0.0
9 USA00J1 -0.139 0.000 0.0
10 USA00K1 2.253 0.000 0.0
11 USA00P1 -0.106 0.000 0.0
12 USA00R1 0.019 0.000 0.0
13 USA00S1 -0.286 0.000 0.0
14 USA00V1 -0.219 0.000 0.0
15 USA0131 -0.129 1.000 0.0
16 USA0161 0.036 1.000 0.0
17 USA01I1 0.708 0.000 0.0
18 USA01J2 0.272 0.000 0.0
19 USA01L1 -1.474 0.000 0.0
20 USA01P1 1.166 0.000 0.0
21 USA01Q1 0.275 0.000 0.0
22 USA0202 0.669 0.000 0.0
23 USA0231 0.288 0.000 0.0
24 USA0281 -0.063 0.000 0.0
25 USA0291 0.566 0.000 0.0
26 USA02A1 0.173 0.000 0.0
27 USA02B1 0.764 0.000 0.0
28 USA02H1 0.340 0.000 0.0
29 USA02P1 -0.173 0.143 0.0
... ... ... ... ...
12420 USAZY61 1.135 0.000 0.0
12421 USAZY71 2.794 0.000 0.0
12422 USAZYI1 -2.076 0.000 0.0
12423 USAZYJ1 0.146 0.000 0.0
12424 USAZYK1 1.275 0.000 0.0
12425 USAZYM1 0.749 0.000 0.0
12426 USAZYO1 1.767 0.000 0.0
12427 USAZYR1 2.794 0.000 0.0
12428 USAZYS1 1.294 0.000 0.0
12429 USAZYT1 0.595 0.000 0.0
12430 USAZYV1 2.794 0.000 0.0
12431 USAZYX1 0.052 0.000 0.0
12432 USAZZ41 0.539 0.000 0.0
12433 USAZZ51 0.761 0.000 0.0
12434 USAZZ61 2.794 0.000 0.0
12435 USAZZ71 1.325 0.000 0.0
12436 USAZZ81 -0.158 0.000 0.0
12437 USAZZ91 -0.516 0.000 0.0
12438 USAZZA1 2.794 0.000 0.0
12439 USAZZB1 0.894 0.000 0.0
12440 USAZZD1 -2.481 0.000 0.0
12441 USAZZF1 2.794 0.000 0.0
12442 USAZZI1 2.794 0.000 0.0
12443 USAZZJ1 -2.712 0.000 0.0
12444 USAZZL1 -2.712 0.000 0.0
12445 USAZZP1 -0.021 0.000 0.0
12446 USAZZR1 0.654 0.000 0.0
12447 USAZZX1 1.087 0.000 0.0
12448 USAZZY1 0.975 0.000 0.0
12449 USAZZZ1 -1.564 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.191 0.000 ... NaN NaN
1 -2.192 0.000 ... NaN NaN
2 -2.068 0.000 ... NaN 6500.0
3 -2.136 0.000 ... NaN NaN
4 -2.024 0.000 ... NaN 5956.0
5 -1.419 0.000 ... NaN 255.0
6 -2.184 0.000 ... NaN NaN
7 -2.190 0.000 ... NaN NaN
8 -1.552 0.000 ... NaN NaN
9 -2.279 0.861 ... NaN 29000.0
10 -2.057 0.000 ... NaN NaN
11 -2.068 0.000 ... NaN NaN
12 -2.192 0.000 ... NaN NaN
13 -2.078 0.000 ... NaN NaN
14 -2.192 0.000 ... NaN NaN
15 -2.164 0.000 ... NaN NaN
16 -1.774 0.000 ... NaN NaN
17 -0.297 0.000 ... NaN 45651.0
18 -1.578 0.000 ... NaN NaN
19 -2.084 0.000 ... NaN NaN
20 -1.225 0.000 ... NaN NaN
21 -1.880 1.000 ... NaN NaN
22 -1.955 0.000 ... NaN NaN
23 -2.059 0.000 ... NaN 14920.0
24 -1.664 0.000 ... NaN NaN
25 -1.872 0.000 ... NaN NaN
26 -2.185 0.000 ... NaN NaN
27 -1.181 0.000 ... NaN 20.0
28 -0.792 0.000 ... NaN 5460.0
29 -1.470 0.000 ... NaN 7900.0
... ... ... ... ... ...
12420 -1.021 0.000 ... NaN NaN
12421 0.420 0.000 ... NaN 10900.0
12422 -0.745 0.000 ... NaN 24000.0
12423 -0.138 0.000 ... NaN NaN
12424 -0.035 0.000 ... NaN NaN
12425 -1.119 0.000 ... NaN NaN
12426 -0.886 0.000 ... NaN NaN
12427 -0.288 0.000 ... NaN 1005788.0
12428 -0.468 0.000 ... NaN NaN
12429 -0.509 0.000 ... NaN 79000.0
12430 0.165 0.000 ... NaN 900.0
12431 -2.164 0.000 ... NaN 800.0
12432 -1.370 0.000 ... NaN 14750.0
12433 -0.917 0.000 ... NaN NaN
12434 -0.009 0.000 ... NaN 210775.0
12435 -0.446 0.000 ... NaN NaN
12436 -1.862 1.000 ... NaN 47700.0
12437 0.516 0.000 ... NaN NaN
12438 -0.686 0.000 ... NaN 5000.0
12439 -0.942 0.000 ... NaN NaN
12440 -0.213 0.000 ... NaN 1033660.0
12441 0.191 0.000 ... NaN 3740.0
12442 -1.158 1.000 ... NaN 1635.0
12443 0.053 0.000 ... NaN 0.0
12444 -1.028 0.000 ... NaN 9400.0
12445 -0.562 1.000 ... NaN 2220.0
12446 -0.592 0.000 ... NaN NaN
12447 0.148 0.000 ... NaN 110000.0
12448 0.535 0.000 ... NaN 85500.0
12449 -2.127 0.000 ... NaN 107500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.812717e+10 0.160514 15.027352 10.709016
1 NaN 7.798939e+09 0.000000 18.273184 13.361373
2 NaN 6.955357e+10 2.439597 30.533599 26.952046
3 NaN 3.108573e+10 2.226841 24.032883 22.075787
4 NaN 5.424637e+10 2.320303 30.760446 27.033636
5 NaN 1.639009e+11 0.494153 32.847215 30.022717
6 NaN 1.439351e+10 5.552309 20.265201 14.778607
7 NaN 7.764640e+10 0.000000 25.855889 19.335035
8 NaN 1.543655e+10 0.596125 41.225426 33.842559
9 NaN 4.096678e+10 1.961962 18.019475 13.824067
10 NaN 2.843334e+10 0.000000 42.320519 32.786068
11 NaN 2.672458e+10 1.290620 14.907838 11.468982
12 NaN 6.306378e+09 2.432610 16.396073 11.935302
13 NaN 1.849715e+10 1.415929 24.856353 21.627012
14 NaN 1.392775e+10 1.142857 16.198081 11.578162
15 NaN 4.331934e+10 1.603206 25.974855 22.465329
16 NaN 4.331934e+10 1.603206 31.791869 28.875537
17 NaN 2.225567e+10 0.256684 25.061377 21.018832
18 NaN 3.066520e+10 2.036255 27.403342 24.201608
19 NaN 1.133614e+11 3.015454 34.231881 28.720877
20 NaN 1.321871e+11 0.000000 37.959148 34.069856
21 NaN 9.883985e+10 2.459420 28.040851 25.119074
22 NaN 1.676832e+10 0.000000 32.181995 29.868908
23 NaN 1.026855e+11 0.000000 24.244675 20.875431
24 NaN 4.454127e+10 3.265687 22.642452 19.238523
25 NaN 3.158244e+10 0.000000 27.797988 24.975310
26 NaN 9.234562e+09 1.651255 13.053337 9.675717
27 NaN 9.234562e+09 1.651255 37.668401 35.865085
28 NaN 6.803102e+10 2.965075 26.960664 24.236104
29 NaN 3.806155e+11 2.344666 21.791427 19.200090
... ... ... ... ... ...
12420 NaN 2.901340e+06 0.000000 72.350571 69.999589
12421 336.57 9.808000e+05 0.000000 105.203080 102.339573
12422 3414.41 2.163250e+06 0.000000 98.868930 96.490560
12423 NaN 6.315400e+07 0.000000 95.873076 93.570358
12424 NaN 4.782610e+04 NaN 83.653776 80.850891
12425 NaN 1.059380e+06 NaN 73.784996 71.284511
12426 NaN 5.751780e+07 0.000000 75.741561 70.028842
12427 313142.35 2.626787e+07 0.000000 104.033314 101.773793
12428 NaN 5.030700e+01 0.000000 37.792939 30.520487
12429 23851.50 2.360575e+07 0.000000 127.226941 125.862378
12430 1090.99 1.764752e+06 0.000000 206.271750 204.903746
12431 28545.14 6.422504e+07 2.024291 35.537013 31.155829
12432 3021.85 1.452780e+06 NaN 151.147432 149.986770
12433 NaN 2.224200e+05 0.000000 50.718669 46.632205
12434 1304.06 1.112200e+06 0.000000 176.501109 175.050552
12435 NaN 1.312212e+07 0.000000 89.378672 86.807014
12436 1984653.33 3.271178e+10 4.841463 21.799645 17.871356
12437 NaN 1.591600e+03 0.000000 54.133166 44.381482
12438 5086.62 2.065490e+06 0.000000 89.731270 87.395515
12439 NaN 5.584920e+06 0.000000 56.714072 52.520673
12440 92012.48 2.077488e+06 NaN 94.217269 92.052879
12441 23549.89 2.819700e+07 NaN 87.792957 83.832376
12442 124.57 3.760000e+05 0.000000 71.017143 68.445124
12443 NaN 1.170425e+07 0.000000 99.879557 95.390479
12444 9919.33 1.969260e+07 0.000000 81.002826 79.006722
12445 8329.11 6.106500e+06 NaN 90.385738 87.839068
12446 NaN 3.367200e+05 NaN 33.060964 26.769689
12447 20993.07 2.194780e+06 0.000000 198.104129 196.653320
12448 2125185.57 9.696650e+08 0.617761 43.491267 34.071140
12449 7790445.54 2.671041e+08 NaN 24.156914 14.463300
HistBeta PredBeta DataDate
0 0.000288 0.103612 20041115
1 -0.000217 0.073549 20041115
2 0.056486 0.123768 20041115
3 0.025102 0.251040 20041115
4 0.076844 0.182077 20041115
5 0.353883 0.699247 20041115
6 0.003412 0.031255 20041115
7 0.000424 -0.041919 20041115
8 0.293061 0.649787 20041115
9 -0.040315 0.004126 20041115
10 0.061526 0.453985 20041115
11 0.056369 0.185361 20041115
12 -0.000217 0.087984 20041115
13 0.052062 0.205466 20041115
14 -0.000217 0.040141 20041115
15 0.012430 0.200882 20041115
16 0.191064 0.341615 20041115
17 0.868238 0.947747 20041115
18 0.281040 0.484931 20041115
19 0.049342 0.176741 20041115
20 0.442983 0.608797 20041115
21 0.142579 0.337775 20041115
22 0.108083 0.293013 20041115
23 0.060737 0.242190 20041115
24 0.241822 0.434105 20041115
25 0.146223 0.348485 20041115
26 0.002623 0.180291 20041115
27 0.462880 0.677827 20041115
28 0.641471 0.766970 20041115
29 0.330592 0.444918 20041115
... ... ... ...
12420 0.536414 0.825577 20041115
12421 1.196968 1.359192 20041115
12422 0.662856 0.994416 20041115
12423 0.941134 1.132932 20041115
12424 0.988226 1.231502 20041115
12425 0.491709 0.702463 20041115
12426 0.598120 0.982020 20041115
12427 0.872251 1.056398 20041115
12428 0.789853 1.173968 20041115
12429 0.771348 1.028695 20041115
12430 1.080295 1.322042 20041115
12431 0.012644 0.118007 20041115
12432 0.376473 0.654112 20041115
12433 0.584063 0.904785 20041115
12434 1.000248 1.165866 20041115
12435 0.799953 1.048215 20041115
12436 0.150997 0.172901 20041115
12437 1.240904 1.364807 20041115
12438 0.690103 0.962085 20041115
12439 0.572731 0.884065 20041115
12440 0.906788 1.039001 20041115
12441 1.092056 1.450256 20041115
12442 0.473705 0.682789 20041115
12443 1.028934 1.191797 20041115
12444 0.533325 0.768945 20041115
12445 0.746831 0.888481 20041115
12446 0.733079 1.049794 20041115
12447 1.072158 1.263279 20041115
12448 1.249566 1.282503 20041115
12449 0.029543 -0.028818 20041115
[12450 rows x 92 columns],
'20041116': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.199 0.000 0.0
1 USA0011 0.209 0.000 0.0
2 USA0031 0.335 0.000 0.0
3 USA0062 0.624 0.430 0.0
4 USA00E2 0.274 0.000 0.0
5 USA00F1 0.287 0.000 0.0
6 USA00G2 0.005 0.000 0.0
7 USA00H1 0.307 0.000 0.0
8 USA00I1 0.869 0.000 0.0
9 USA00J1 0.181 0.000 0.0
10 USA00K1 1.054 0.000 0.0
11 USA00P1 0.331 0.000 0.0
12 USA00R1 0.373 0.000 0.0
13 USA00S1 0.589 0.000 0.0
14 USA00V1 0.120 0.000 0.0
15 USA0131 0.697 1.000 0.0
16 USA0161 1.683 1.000 0.0
17 USA01I1 -0.117 0.000 0.0
18 USA01J2 0.574 0.000 0.0
19 USA01L1 0.556 0.000 0.0
20 USA01P1 0.193 0.000 0.0
21 USA01Q1 0.261 0.000 0.0
22 USA0202 0.520 0.000 0.0
23 USA0231 0.226 0.000 0.0
24 USA0281 0.294 0.000 0.0
25 USA0291 0.354 0.000 0.0
26 USA02A1 0.264 0.000 0.0
27 USA02B1 0.561 0.000 0.0
28 USA02H1 -0.181 0.000 0.0
29 USA02P1 0.417 0.143 0.0
... ... ... ... ...
12421 USAZY61 -0.076 0.000 0.0
12422 USAZY71 -0.119 0.000 0.0
12423 USAZYI1 0.512 0.000 0.0
12424 USAZYJ1 2.889 0.000 0.0
12425 USAZYK1 0.226 0.000 0.0
12426 USAZYM1 0.345 0.000 0.0
12427 USAZYO1 0.683 0.000 0.0
12428 USAZYR1 1.002 0.000 0.0
12429 USAZYS1 0.095 0.000 0.0
12430 USAZYT1 0.047 0.000 0.0
12431 USAZYV1 2.889 0.000 0.0
12432 USAZYX1 -0.459 0.000 0.0
12433 USAZZ41 0.217 0.000 0.0
12434 USAZZ51 0.160 0.000 0.0
12435 USAZZ61 -0.290 0.000 0.0
12436 USAZZ71 0.219 0.000 0.0
12437 USAZZ81 0.576 0.000 0.0
12438 USAZZ91 -0.008 0.000 0.0
12439 USAZZA1 -0.037 0.000 0.0
12440 USAZZB1 0.102 0.000 0.0
12441 USAZZD1 2.889 0.000 0.0
12442 USAZZF1 -2.362 0.000 0.0
12443 USAZZI1 -0.985 0.000 0.0
12444 USAZZJ1 0.641 0.000 0.0
12445 USAZZL1 2.889 0.000 0.0
12446 USAZZP1 2.889 0.000 0.0
12447 USAZZR1 0.027 0.000 0.0
12448 USAZZX1 2.889 0.000 0.0
12449 USAZZY1 -0.495 0.000 0.0
12450 USAZZZ1 0.884 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.200 0.000 ... NaN NaN
1 -2.201 0.000 ... NaN NaN
2 -2.075 0.000 ... NaN 6500.0
3 -2.143 0.000 ... NaN NaN
4 -2.031 0.000 ... NaN 5956.0
5 -1.436 0.000 ... NaN 255.0
6 -2.192 0.000 ... NaN NaN
7 -2.200 0.000 ... NaN NaN
8 -1.565 0.000 ... NaN NaN
9 -2.287 0.861 ... NaN 29000.0
10 -2.072 0.000 ... NaN NaN
11 -2.077 0.000 ... NaN NaN
12 -2.201 0.000 ... NaN NaN
13 -2.087 0.000 ... NaN NaN
14 -2.201 0.000 ... NaN NaN
15 -2.171 0.000 ... NaN NaN
16 -1.731 0.000 ... NaN 4815.0
17 -0.312 0.000 ... NaN 45651.0
18 -1.587 0.000 ... NaN NaN
19 -2.089 0.000 ... NaN NaN
20 -1.242 0.000 ... NaN NaN
21 -1.896 1.000 ... NaN NaN
22 -1.964 0.000 ... NaN NaN
23 -2.066 0.000 ... NaN 14920.0
24 -1.675 0.000 ... NaN NaN
25 -1.881 0.000 ... NaN NaN
26 -2.195 0.000 ... NaN NaN
27 -1.180 0.000 ... NaN 225.0
28 -0.798 0.000 ... NaN 5460.0
29 -1.480 0.000 ... NaN 3000.0
... ... ... ... ... ...
12421 -1.022 0.000 ... NaN NaN
12422 0.421 0.000 ... NaN 500.0
12423 -0.751 0.000 ... NaN NaN
12424 0.018 0.000 ... NaN 5440.0
12425 -0.046 0.000 ... NaN NaN
12426 -1.130 0.000 ... NaN 5700.0
12427 -0.895 0.000 ... NaN 10500.0
12428 -0.289 0.000 ... NaN 280395.0
12429 -0.475 0.000 ... NaN NaN
12430 -0.515 0.000 ... NaN 17554.0
12431 0.182 0.000 ... NaN 22500.0
12432 -2.195 0.000 ... NaN 1900.0
12433 -1.385 0.000 ... NaN 2000.0
12434 -0.921 0.000 ... NaN NaN
12435 -0.010 0.000 ... NaN 121070.0
12436 -0.448 0.000 ... NaN NaN
12437 -1.847 1.000 ... NaN 29200.0
12438 0.511 0.000 ... NaN NaN
12439 -0.689 0.000 ... NaN NaN
12440 -0.935 0.000 ... NaN NaN
12441 -0.131 0.000 ... NaN 10724030.0
12442 0.111 0.000 ... NaN 5192.0
12443 -1.184 1.000 ... NaN 500.0
12444 0.060 0.000 ... NaN 0.0
12445 -0.983 0.000 ... NaN 3800.0
12446 -0.501 1.000 ... NaN 22028.0
12447 -0.596 0.000 ... NaN NaN
12448 0.181 0.000 ... NaN 577450.0
12449 0.567 0.000 ... NaN 121200.0
12450 -2.102 0.000 ... NaN 53100.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.730492e+10 0.160514 14.379573 10.251165
1 NaN 7.894514e+09 0.000000 17.474114 12.809124
2 NaN 6.908457e+10 2.439597 29.230710 25.824175
3 NaN 3.070768e+10 2.226841 23.071443 21.182291
4 NaN 5.424637e+10 2.320303 29.429363 25.910558
5 NaN 1.634053e+11 0.494153 31.500175 28.745870
6 NaN 1.458405e+10 5.552309 19.376550 14.141342
7 NaN 7.754273e+10 0.000000 24.803127 18.543861
8 NaN 1.521479e+10 0.596125 39.615364 32.483114
9 NaN 4.079790e+10 1.961962 17.235460 13.227690
10 NaN 2.839945e+10 0.000000 40.512059 31.470330
11 NaN 2.637030e+10 1.290620 14.340076 11.028991
12 NaN 6.359401e+09 2.432610 15.855471 11.508993
13 NaN 1.860568e+10 1.415929 23.866826 20.745968
14 NaN 1.381124e+10 1.142857 15.535589 11.081667
15 NaN 4.329529e+10 1.603206 24.902042 21.515064
16 NaN 4.329529e+10 1.603206 30.666121 27.827907
17 NaN 2.195870e+10 0.256684 24.065570 20.111884
18 NaN 3.073016e+10 2.036255 26.340340 23.234742
19 NaN 1.124412e+11 3.015454 32.680618 27.519889
20 NaN 1.310377e+11 0.000000 36.276838 32.619515
21 NaN 9.803608e+10 2.459420 26.913305 24.007667
22 NaN 1.686437e+10 0.000000 30.840095 28.606627
23 NaN 1.019286e+11 0.000000 23.212362 19.986454
24 NaN 4.416117e+10 3.265687 21.707081 18.416770
25 NaN 3.117102e+10 0.000000 26.530628 23.824709
26 NaN 9.131382e+09 1.651255 12.556649 9.263962
27 NaN 9.131382e+09 1.651255 36.155649 34.367399
28 NaN 6.725574e+10 2.965075 25.885334 23.160916
29 NaN 3.806155e+11 2.344666 20.964136 18.423526
... ... ... ... ... ...
12421 NaN 2.901340e+06 0.000000 69.212720 66.925261
12422 322.18 9.808000e+05 0.000000 100.544886 97.862616
12423 NaN 2.163250e+06 0.000000 96.144515 94.000363
12424 892.35 5.232760e+07 0.000000 94.110509 91.678417
12425 NaN 4.782610e+04 NaN 79.862644 77.152275
12426 93.01 1.059380e+06 NaN 70.379414 67.944391
12427 543.89 5.751780e+07 0.000000 71.900799 66.402371
12428 307830.27 2.589790e+07 0.000000 99.848169 97.723069
12429 NaN 5.030700e+01 0.000000 36.283826 29.213918
12430 23142.36 2.360575e+07 0.000000 122.225021 120.891570
12431 1077.19 1.669360e+06 0.000000 198.536250 197.198884
12432 28319.41 6.443272e+07 2.024291 34.027208 29.879858
12433 2888.31 1.452780e+06 NaN 145.276866 144.137143
12434 NaN 2.224200e+05 0.000000 48.371843 44.414469
12435 1255.79 1.112200e+06 0.000000 168.869798 167.435111
12436 NaN 1.312212e+07 0.000000 85.055770 82.562167
12437 1952078.18 3.247339e+10 4.841463 21.122682 17.402836
12438 NaN 1.591600e+03 0.000000 51.866418 42.435111
12439 NaN 2.065490e+06 0.000000 85.405641 83.196902
12440 NaN 5.584920e+06 0.000000 54.185487 50.133956
12441 89292.46 1.558116e+06 NaN 90.956774 88.726651
12442 22857.04 3.007680e+07 NaN 84.944281 81.441682
12443 155.73 3.807000e+05 0.000000 67.481012 65.005301
12444 NaN 1.159168e+07 0.000000 95.934512 91.566568
12445 9848.45 1.883640e+07 0.000000 78.207459 76.003687
12446 8497.99 5.617980e+06 NaN 86.393888 83.808056
12447 NaN 3.367200e+05 NaN 31.743925 25.666293
12448 20537.55 2.085041e+06 0.000000 190.664285 189.197400
12449 2208658.95 9.557685e+08 0.617761 41.837938 32.639763
12450 7333637.57 2.646089e+08 NaN 23.379479 14.210837
HistBeta PredBeta DataDate
0 0.000327 0.102781 20041116
1 -0.000182 0.077535 20041116
2 0.057553 0.125061 20041116
3 0.026471 0.253970 20041116
4 0.077618 0.186446 20041116
5 0.349211 0.688984 20041116
6 0.003923 0.028983 20041116
7 0.000494 -0.039164 20041116
8 0.290149 0.650067 20041116
9 -0.039275 0.002889 20041116
10 0.058846 0.441769 20041116
11 0.056450 0.183596 20041116
12 -0.000182 0.087326 20041116
13 0.052060 0.207729 20041116
14 -0.000182 0.039269 20041116
15 0.013541 0.206410 20041116
16 0.214386 0.387663 20041116
17 0.861930 0.931308 20041116
18 0.280025 0.484637 20041116
19 0.051341 0.192649 20041116
20 0.437504 0.592043 20041116
21 0.139304 0.314167 20041116
22 0.108353 0.292588 20041116
23 0.061659 0.234971 20041116
24 0.240241 0.434523 20041116
25 0.146073 0.344377 20041116
26 0.002872 0.180775 20041116
27 0.465829 0.682170 20041116
28 0.640144 0.759459 20041116
29 0.329012 0.446229 20041116
... ... ... ...
12421 0.537907 0.816883 20041116
12422 1.196414 1.314695 20041116
12423 0.661808 0.959624 20041116
12424 1.012481 1.245094 20041116
12425 0.983366 1.209041 20041116
12426 0.488547 0.696131 20041116
12427 0.596089 0.979311 20041116
12428 0.872212 1.025669 20041116
12429 0.787774 1.160312 20041116
12430 0.769381 1.020681 20041116
12431 1.087523 1.325907 20041116
12432 0.002894 0.096596 20041116
12433 0.372359 0.654111 20041116
12434 0.583974 0.899472 20041116
12435 0.999936 1.231970 20041116
12436 0.800079 1.027404 20041116
12437 0.161567 0.187253 20041116
12438 1.237370 1.360461 20041116
12439 0.689828 0.915102 20041116
12440 0.577555 0.885224 20041116
12441 0.944366 1.163182 20041116
12442 1.054842 1.334964 20041116
12443 0.464233 0.655899 20041116
12444 1.031590 1.204843 20041116
12445 0.555880 0.886165 20041116
12446 0.775866 0.968795 20041116
12447 0.732269 1.043439 20041116
12448 1.086644 1.307812 20041116
12449 1.262769 1.288341 20041116
12450 0.045141 0.005298 20041116
[12451 rows x 92 columns],
'20041117': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.270 0.000 0.0
1 USA0011 -1.119 0.000 0.0
2 USA0031 -0.724 0.000 0.0
3 USA0062 0.043 0.430 0.0
4 USA00E2 -0.927 0.000 0.0
5 USA00F1 0.243 0.000 0.0
6 USA00G2 -0.669 0.000 0.0
7 USA00H1 -1.030 0.000 0.0
8 USA00I1 1.058 0.000 0.0
9 USA00J1 0.204 0.000 0.0
10 USA00K1 -2.728 0.000 0.0
11 USA00P1 -0.371 0.000 0.0
12 USA00R1 -0.385 0.000 0.0
13 USA00S1 0.038 0.000 0.0
14 USA00V1 -0.956 0.000 0.0
15 USA0131 -0.232 1.000 0.0
16 USA0161 -0.060 1.000 0.0
17 USA01I1 0.426 0.000 0.0
18 USA01J2 0.078 0.000 0.0
19 USA01L1 0.736 0.000 0.0
20 USA01P1 0.746 0.000 0.0
21 USA01Q1 0.743 0.000 0.0
22 USA0202 0.083 0.000 0.0
23 USA0231 0.072 0.000 0.0
24 USA0281 0.396 0.000 0.0
25 USA0291 0.518 0.000 0.0
26 USA02A1 -0.170 0.000 0.0
27 USA02B1 0.758 0.000 0.0
28 USA02H1 0.343 0.000 0.0
29 USA02P1 -0.563 0.143 0.0
... ... ... ... ...
12423 USAZY61 0.113 0.000 0.0
12424 USAZY71 0.969 0.000 0.0
12425 USAZYI1 0.663 0.000 0.0
12426 USAZYJ1 0.572 0.000 0.0
12427 USAZYK1 0.657 0.000 0.0
12428 USAZYM1 0.746 0.000 0.0
12429 USAZYO1 1.540 0.000 0.0
12430 USAZYR1 2.672 0.000 0.0
12431 USAZYS1 0.557 0.000 0.0
12432 USAZYT1 -2.728 0.000 0.0
12433 USAZYV1 0.924 0.000 0.0
12434 USAZYX1 -1.545 0.000 0.0
12435 USAZZ41 0.798 0.000 0.0
12436 USAZZ51 0.253 0.000 0.0
12437 USAZZ61 0.672 0.000 0.0
12438 USAZZ71 0.650 0.000 0.0
12439 USAZZ81 -0.866 0.000 0.0
12440 USAZZ91 2.193 0.000 0.0
12441 USAZZA1 0.344 0.000 0.0
12442 USAZZB1 0.687 0.000 0.0
12443 USAZZD1 0.846 0.000 0.0
12444 USAZZF1 2.448 0.000 0.0
12445 USAZZI1 1.047 0.000 0.0
12446 USAZZJ1 2.672 0.000 0.0
12447 USAZZL1 2.672 0.000 0.0
12448 USAZZP1 1.211 0.000 0.0
12449 USAZZR1 0.291 0.000 0.0
12450 USAZZX1 -2.728 0.000 0.0
12451 USAZZY1 -0.932 0.000 0.0
12452 USAZZZ1 -2.226 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.185 0.000 ... NaN NaN
1 -2.186 0.000 ... NaN NaN
2 -2.064 0.000 ... NaN 6500.0
3 -2.131 0.000 ... NaN NaN
4 -2.021 0.000 ... NaN 5956.0
5 -1.429 0.000 ... NaN 255.0
6 -2.179 0.000 ... NaN NaN
7 -2.185 0.000 ... NaN NaN
8 -1.559 0.000 ... NaN NaN
9 -2.272 0.861 ... NaN 29000.0
10 -1.898 0.000 ... NaN 8000.0
11 -2.064 0.000 ... NaN NaN
12 -2.186 0.000 ... NaN NaN
13 -2.075 0.000 ... NaN NaN
14 -2.186 0.000 ... NaN NaN
15 -2.159 0.000 ... NaN NaN
16 -1.721 0.000 ... NaN 52.0
17 -0.319 0.000 ... NaN 45651.0
18 -1.584 0.000 ... NaN NaN
19 -2.080 0.000 ... NaN NaN
20 -1.237 0.000 ... NaN NaN
21 -1.882 1.000 ... NaN NaN
22 -1.953 0.000 ... NaN NaN
23 -2.055 0.000 ... NaN 14920.0
24 -1.668 0.000 ... NaN NaN
25 -1.872 0.000 ... NaN NaN
26 -2.180 0.000 ... NaN NaN
27 -1.181 0.000 ... NaN NaN
28 -0.801 0.000 ... NaN 5460.0
29 -1.449 0.000 ... NaN 3000.0
... ... ... ... ... ...
12423 -1.025 0.000 ... NaN NaN
12424 0.404 0.000 ... NaN 1333.0
12425 -0.748 0.000 ... NaN NaN
12426 0.010 0.000 ... NaN NaN
12427 -0.048 0.000 ... NaN NaN
12428 -1.125 0.000 ... NaN NaN
12429 -0.894 0.000 ... NaN NaN
12430 -0.350 0.000 ... NaN 105245.0
12431 -0.473 0.000 ... NaN NaN
12432 -0.451 0.000 ... NaN 117228.0
12433 0.179 0.000 ... NaN 10000.0
12434 -2.190 0.000 ... NaN 3500.0
12435 -1.373 0.000 ... NaN NaN
12436 -0.919 0.000 ... NaN NaN
12437 -0.015 0.000 ... NaN 121700.0
12438 -0.450 0.000 ... NaN NaN
12439 -1.780 1.000 ... NaN 25000.0
12440 0.509 0.000 ... NaN NaN
12441 -0.689 0.000 ... NaN NaN
12442 -0.934 0.000 ... NaN NaN
12443 -0.134 0.000 ... NaN 5960973.0
12444 0.090 0.000 ... NaN 6270.0
12445 -1.180 1.000 ... NaN NaN
12446 0.004 0.000 ... NaN 0.0
12447 -1.063 0.000 ... NaN 4000.0
12448 -0.514 1.000 ... NaN NaN
12449 -0.596 0.000 ... NaN NaN
12450 0.216 0.000 ... NaN 189950.0
12451 0.592 0.000 ... NaN 86400.0
12452 -1.987 0.000 ... NaN 101700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.852828e+10 0.160514 14.350482 10.295149
1 NaN 7.830797e+09 0.000000 17.906126 13.238873
2 NaN 6.824036e+10 2.439597 29.337775 25.977194
3 NaN 3.084515e+10 2.226841 23.024936 21.205382
4 NaN 5.391300e+10 2.320303 29.567542 26.105560
5 NaN 1.645268e+11 0.494153 31.590086 28.876151
6 NaN 1.478253e+10 5.552309 19.342560 14.228397
7 NaN 7.758161e+10 0.000000 24.881224 18.769914
8 NaN 1.545534e+10 0.596125 39.839886 32.828903
9 NaN 4.097483e+10 1.961962 17.196679 13.242186
10 NaN 2.938225e+10 0.000000 41.207194 32.477458
11 NaN 2.676001e+10 1.290620 14.321330 11.138687
12 NaN 6.354982e+09 2.432610 15.908561 11.651593
13 NaN 1.844052e+10 1.415929 23.813833 20.801200
14 NaN 1.383910e+10 1.142857 15.812836 11.440622
15 NaN 4.389661e+10 1.603206 24.824355 21.551223
16 NaN 4.389661e+10 1.603206 30.596257 27.931396
17 NaN 2.206200e+10 0.256684 24.102024 20.223768
18 NaN 3.107206e+10 2.036255 26.299626 23.300502
19 NaN 1.142817e+11 3.015454 32.707231 27.717754
20 NaN 1.321195e+11 0.000000 36.442836 32.854420
21 NaN 9.810915e+10 2.459420 27.098887 24.213484
22 NaN 1.742698e+10 0.000000 30.931492 28.732100
23 NaN 1.014240e+11 0.000000 23.151484 20.048227
24 NaN 4.436122e+10 3.265687 21.682690 18.476211
25 NaN 3.267148e+10 0.000000 26.761340 24.080245
26 NaN 9.205901e+09 1.651255 12.538809 9.294662
27 NaN 9.205901e+09 1.651255 36.356160 34.562404
28 NaN 6.703285e+10 2.965075 25.933807 23.247911
29 NaN 3.832514e+11 2.344666 21.000695 18.529252
... ... ... ... ... ...
12423 NaN 2.901340e+06 0.000000 69.358516 67.115666
12424 312.52 9.808000e+05 0.000000 101.008436 98.365551
12425 NaN 2.163250e+06 0.000000 94.706833 92.570547
12426 NaN 5.232760e+07 0.000000 90.254493 87.670054
12427 NaN 4.782610e+04 NaN 80.226638 77.554273
12428 NaN 1.059380e+06 NaN 70.113945 67.719583
12429 NaN 5.751780e+07 0.000000 71.131166 65.533565
12430 309810.62 2.441802e+07 0.000000 100.510702 98.457270
12431 NaN 5.030700e+01 0.000000 36.252018 29.289348
12432 25431.06 2.561475e+07 0.000000 122.878282 121.548188
12433 1068.10 1.669360e+06 0.000000 199.194589 197.913294
12434 30348.50 6.438080e+07 2.024291 34.292086 30.073823
12435 NaN 1.452780e+06 NaN 148.364860 147.261297
12436 NaN 2.224200e+05 0.000000 48.347923 44.468357
12437 1077.37 1.112200e+06 0.000000 168.241748 166.807855
12438 NaN 1.312212e+07 0.000000 84.831190 82.375888
12439 1924755.18 3.309671e+10 4.841463 20.755517 17.015257
12440 NaN 1.591600e+03 0.000000 52.095154 42.777445
12441 NaN 2.065490e+06 0.000000 86.132007 83.949190
12442 NaN 5.584920e+06 0.000000 54.291500 50.056554
12443 89842.06 1.558116e+06 NaN 93.349370 91.311753
12444 23086.99 2.951286e+07 NaN 83.399550 79.777284
12445 NaN 3.807000e+05 0.000000 66.740933 64.235805
12446 NaN 1.128201e+07 0.000000 96.308114 92.079184
12447 10212.09 1.712400e+07 0.000000 79.862077 77.806324
12448 NaN 5.617980e+06 NaN 85.079008 82.609223
12449 NaN 3.367200e+05 NaN 31.691732 25.705181
12450 20715.17 2.414258e+06 0.000000 191.615974 190.199681
12451 2269348.95 9.789293e+08 0.617761 41.769180 32.808501
12452 7053171.07 2.744764e+08 NaN 24.195555 15.811312
HistBeta PredBeta DataDate
0 0.000297 0.102600 20041117
1 -0.000201 0.045247 20041117
2 0.055901 0.106479 20041117
3 0.025090 0.249967 20041117
4 0.075920 0.166245 20041117
5 0.348431 0.689773 20041117
6 0.003443 0.010150 20041117
7 0.000435 -0.064140 20041117
8 0.288384 0.669584 20041117
9 -0.039586 -0.000843 20041117
10 0.132381 0.466022 20041117
11 0.056067 0.168182 20041117
12 -0.000201 0.068926 20041117
13 0.051029 0.198090 20041117
14 -0.000201 0.013848 20041117
15 0.012363 0.191365 20041117
16 0.213847 0.372633 20041117
17 0.858595 0.933994 20041117
18 0.276818 0.473777 20041117
19 0.048902 0.201260 20041117
20 0.436588 0.603608 20041117
21 0.139990 0.319365 20041117
22 0.107155 0.286682 20041117
23 0.060051 0.237940 20041117
24 0.238425 0.436815 20041117
25 0.144338 0.346423 20041117
26 0.002632 0.171464 20041117
27 0.462073 0.688033 20041117
28 0.637288 0.761836 20041117
29 0.339169 0.438345 20041117
... ... ... ...
12423 0.533940 0.815112 20041117
12424 1.191596 1.334290 20041117
12425 0.661277 0.976272 20041117
12426 1.010131 1.320278 20041117
12427 0.983635 1.224917 20041117
12428 0.488214 0.707443 20041117
12429 0.594395 1.004933 20041117
12430 0.844513 1.034314 20041117
12431 0.787954 1.170215 20041117
12432 0.797946 0.997860 20041117
12433 1.088111 1.311346 20041117
12434 -0.001803 0.058740 20041117
12435 0.373933 0.673825 20041117
12436 0.582909 0.903862 20041117
12437 0.998807 1.251545 20041117
12438 0.798519 1.039364 20041117
12439 0.186564 0.188801 20041117
12440 1.239671 1.404169 20041117
12441 0.688605 0.921301 20041117
12442 0.575749 0.902379 20041117
12443 0.944059 1.134706 20041117
12444 1.047121 1.397511 20041117
12445 0.462977 0.691462 20041117
12446 1.007390 1.232916 20041117
12447 0.516745 0.849609 20041117
12448 0.769245 0.994234 20041117
12449 0.731367 1.049045 20041117
12450 1.104685 1.271366 20041117
12451 1.278054 1.290411 20041117
12452 0.091533 0.017897 20041117
[12453 rows x 92 columns],
'20041118': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.501 0.000 0.0
1 USA0011 0.399 0.000 0.0
2 USA0031 -0.362 0.000 0.0
3 USA0062 0.243 0.430 0.0
4 USA00E2 -0.199 0.000 0.0
5 USA00F1 0.058 0.000 0.0
6 USA00G2 -0.173 0.000 0.0
7 USA00H1 0.307 0.000 0.0
8 USA00I1 0.742 0.000 0.0
9 USA00J1 -0.052 0.000 0.0
10 USA00K1 0.972 0.000 0.0
11 USA00P1 0.197 0.000 0.0
12 USA00R1 0.104 0.000 0.0
13 USA00S1 -0.456 0.000 0.0
14 USA00V1 -0.177 0.000 0.0
15 USA0131 0.313 1.000 0.0
16 USA0161 -1.887 1.000 0.0
17 USA01I1 -0.210 0.000 0.0
18 USA01J2 0.175 0.000 0.0
19 USA01L1 0.623 0.000 0.0
20 USA01P1 0.082 0.000 0.0
21 USA01Q1 -0.028 0.000 0.0
22 USA0202 -0.284 0.000 0.0
23 USA0231 0.321 0.000 0.0
24 USA0281 0.735 0.000 0.0
25 USA0291 0.054 0.000 0.0
26 USA02A1 0.389 0.000 0.0
27 USA02B1 0.835 0.000 0.0
28 USA02H1 -0.022 0.000 0.0
29 USA02P1 0.345 0.143 0.0
... ... ... ... ...
12428 USAZY61 -0.324 0.000 0.0
12429 USAZY71 -2.854 0.000 0.0
12430 USAZYI1 -0.229 0.000 0.0
12431 USAZYJ1 -0.838 0.000 0.0
12432 USAZYK1 -0.251 0.000 0.0
12433 USAZYM1 -0.843 0.000 0.0
12434 USAZYO1 2.835 0.000 0.0
12435 USAZYR1 1.688 0.000 0.0
12436 USAZYS1 -0.084 0.000 0.0
12437 USAZYT1 2.194 0.000 0.0
12438 USAZYV1 2.532 0.000 0.0
12439 USAZYX1 -0.040 0.000 0.0
12440 USAZZ41 -2.854 0.000 0.0
12441 USAZZ51 -0.483 0.000 0.0
12442 USAZZ61 -0.563 0.000 0.0
12443 USAZZ71 -0.499 0.000 0.0
12444 USAZZ81 -0.191 0.000 0.0
12445 USAZZ91 0.212 0.000 0.0
12446 USAZZA1 -0.407 0.000 0.0
12447 USAZZB1 -0.367 0.000 0.0
12448 USAZZD1 -0.348 0.000 0.0
12449 USAZZF1 0.441 0.000 0.0
12450 USAZZI1 -0.651 0.000 0.0
12451 USAZZJ1 -2.162 0.000 0.0
12452 USAZZL1 -2.854 0.000 0.0
12453 USAZZP1 2.292 0.000 0.0
12454 USAZZR1 -0.226 0.000 0.0
12455 USAZZX1 -2.854 0.000 0.0
12456 USAZZY1 -1.193 0.000 0.0
12457 USAZZZ1 -0.428 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.187 0.000 ... NaN NaN
1 -2.188 0.000 ... NaN NaN
2 -2.066 0.000 ... NaN 6500.0
3 -2.134 0.000 ... NaN NaN
4 -2.022 0.000 ... NaN 5956.0
5 -1.429 0.000 ... NaN 255.0
6 -2.180 0.000 ... NaN NaN
7 -2.186 0.000 ... NaN NaN
8 -1.560 0.000 ... NaN NaN
9 -2.274 0.861 ... NaN 29000.0
10 -1.899 0.000 ... NaN NaN
11 -2.066 0.000 ... NaN NaN
12 -2.188 0.000 ... NaN NaN
13 -2.079 0.000 ... NaN NaN
14 -2.188 0.000 ... NaN NaN
15 -2.161 0.000 ... NaN NaN
16 -1.723 0.000 ... NaN 1000.0
17 -0.321 0.000 ... NaN 45651.0
18 -1.585 0.000 ... NaN NaN
19 -2.082 0.000 ... NaN NaN
20 -1.237 0.000 ... NaN NaN
21 -1.883 1.000 ... NaN NaN
22 -1.959 0.000 ... NaN NaN
23 -2.057 0.000 ... NaN 14920.0
24 -1.670 0.000 ... NaN NaN
25 -1.874 0.000 ... NaN NaN
26 -2.182 0.000 ... NaN NaN
27 -1.186 0.000 ... NaN 105.0
28 -0.805 0.000 ... NaN 5460.0
29 -1.450 0.000 ... NaN 3000.0
... ... ... ... ... ...
12428 -1.027 0.000 ... NaN NaN
12429 0.387 0.000 ... NaN 11700.0
12430 -0.754 0.000 ... NaN 15000.0
12431 0.009 0.000 ... NaN NaN
12432 -0.049 0.000 ... NaN NaN
12433 -1.132 0.000 ... NaN NaN
12434 -0.962 0.000 ... NaN 155.0
12435 -0.341 0.000 ... NaN 44685.0
12436 -0.475 0.000 ... NaN NaN
12437 -0.451 0.000 ... NaN 57850.0
12438 0.179 0.000 ... NaN 1000.0
12439 -2.189 0.000 ... NaN 300.0
12440 -1.363 0.000 ... NaN 12700.0
12441 -0.922 0.000 ... NaN NaN
12442 -0.005 0.000 ... NaN 81610.0
12443 -0.456 0.000 ... NaN NaN
12444 -1.780 1.000 ... NaN 19200.0
12445 0.509 0.000 ... NaN 2500.0
12446 -0.691 0.000 ... NaN NaN
12447 -0.937 0.000 ... NaN NaN
12448 -0.135 0.000 ... NaN 3136000.0
12449 0.090 0.000 ... NaN 24642.0
12450 -1.181 1.000 ... NaN NaN
12451 0.009 0.000 ... NaN 0.0
12452 -1.067 0.000 ... NaN 10000.0
12453 -0.510 1.000 ... NaN 31073.0
12454 -0.598 0.000 ... NaN NaN
12455 0.201 0.000 ... NaN 1778076.0
12456 0.595 0.000 ... NaN 82200.0
12457 -1.988 0.000 ... NaN 110300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.848817e+10 0.160514 14.246007 10.432049
1 NaN 7.837169e+09 0.000000 17.510224 13.340583
2 NaN 6.780262e+10 2.439597 29.299749 26.173587
3 NaN 3.096544e+10 2.226841 23.025751 21.333473
4 NaN 5.304623e+10 2.320303 29.475583 26.275960
5 NaN 1.643703e+11 0.494153 31.575758 29.026456
6 NaN 1.467932e+10 5.552309 19.096723 14.308729
7 NaN 7.785373e+10 0.000000 24.567787 18.886899
8 NaN 1.553803e+10 0.596125 39.715814 33.109750
9 NaN 4.091853e+10 1.961962 16.999310 13.298395
10 NaN 2.997532e+10 0.000000 40.839789 32.742607
11 NaN 2.683087e+10 1.290620 14.168614 11.200190
12 NaN 6.357192e+09 2.432610 15.709741 11.739773
13 NaN 1.813381e+10 1.415929 23.772461 20.952475
14 NaN 1.374033e+10 1.142857 15.700318 11.556053
15 NaN 4.397679e+10 1.603206 24.725260 21.689568
16 NaN 4.397679e+10 1.603206 31.030896 28.456936
17 NaN 2.221263e+10 0.256684 24.016636 20.358544
18 NaN 3.126353e+10 2.036255 26.228557 23.422618
19 NaN 1.146883e+11 3.015454 32.538739 27.924678
20 NaN 1.319843e+11 0.000000 36.425425 33.075655
21 NaN 9.810915e+10 2.459420 27.007926 24.322133
22 NaN 1.763281e+10 0.000000 31.003912 28.901543
23 NaN 1.014493e+11 0.000000 23.107249 20.202535
24 NaN 4.491136e+10 3.265687 21.772911 18.697680
25 NaN 3.349432e+10 0.000000 26.591558 24.128901
26 NaN 9.354938e+09 1.651255 12.325106 9.383063
27 NaN 9.354938e+09 1.651255 36.540580 34.829407
28 NaN 6.690686e+10 2.965075 25.879754 23.332876
29 NaN 3.883122e+11 2.344666 20.993590 18.662995
... ... ... ... ... ...
12428 NaN 2.901340e+06 0.000000 69.552026 67.453370
12429 263.52 1.471200e+06 0.000000 104.731360 102.280327
12430 3371.12 2.163250e+06 0.000000 96.255034 94.285630
12431 NaN 5.232760e+07 0.000000 90.812953 88.425007
12432 NaN 4.782610e+04 NaN 82.689289 80.251073
12433 NaN 1.059380e+06 NaN 71.647154 69.437860
12434 547.20 5.300660e+07 0.000000 71.463259 66.150907
12435 310602.87 2.367808e+07 0.000000 101.126592 99.211184
12436 NaN 5.030700e+01 0.000000 35.998451 29.433471
12437 26521.06 2.360575e+07 0.000000 124.037400 122.789680
12438 1053.73 1.430880e+06 0.000000 201.154590 199.852249
12439 29463.05 6.386160e+07 2.024291 34.169237 30.244578
12440 2518.06 1.660320e+06 NaN 151.453052 150.413331
12441 NaN 2.224200e+05 0.000000 48.179636 44.527696
12442 949.36 1.112200e+06 0.000000 168.738994 167.397712
12443 NaN 1.312212e+07 0.000000 86.449600 84.180199
12444 1852632.41 3.310303e+10 4.841463 20.631140 17.110057
12445 0.01 1.591600e+03 0.000000 51.710947 42.976993
12446 NaN 2.065490e+06 0.000000 86.165064 84.169866
12447 NaN 5.584920e+06 0.000000 54.187228 50.218055
12448 90000.21 1.558116e+06 NaN 95.955757 94.106344
12449 24487.46 2.913690e+07 NaN 84.429110 81.082200
12450 NaN 3.807000e+05 0.000000 66.304459 63.946340
12451 NaN 1.164115e+07 0.000000 96.625033 92.721812
12452 10325.72 1.798020e+07 0.000000 80.870274 79.148248
12453 5499.24 5.373720e+06 NaN 83.932256 81.649708
12454 NaN 3.367200e+05 NaN 31.493451 25.848858
12455 23113.62 3.292170e+06 0.000000 195.331376 194.016187
12456 2280375.86 9.934434e+08 0.617761 41.565761 33.134421
12457 6805808.50 2.773119e+08 NaN 23.734235 15.664211
HistBeta PredBeta DataDate
0 0.000300 0.105664 20041118
1 -0.000199 0.052062 20041118
2 0.055811 0.105795 20041118
3 0.024724 0.252693 20041118
4 0.075867 0.166019 20041118
5 0.348846 0.681973 20041118
6 0.003408 0.006625 20041118
7 0.000430 -0.051219 20041118
8 0.288504 0.672132 20041118
9 -0.039698 -0.006308 20041118
10 0.132583 0.492064 20041118
11 0.055980 0.171256 20041118
12 -0.000198 0.066887 20041118
13 0.049988 0.182773 20041118
14 -0.000198 0.014051 20041118
15 0.012102 0.192894 20041118
16 0.213468 0.338855 20041118
17 0.858373 0.920359 20041118
18 0.276932 0.469822 20041118
19 0.048704 0.207547 20041118
20 0.437059 0.593665 20041118
21 0.140256 0.308032 20041118
22 0.105268 0.270662 20041118
23 0.059987 0.244824 20041118
24 0.238176 0.445708 20041118
25 0.144363 0.341433 20041118
26 0.002616 0.171922 20041118
27 0.460681 0.691038 20041118
28 0.635712 0.758471 20041118
29 0.339226 0.445159 20041118
... ... ... ...
12428 0.533684 0.804709 20041118
12429 1.184114 1.264348 20041118
12430 0.659185 0.969382 20041118
12431 1.010407 1.294361 20041118
12432 0.983759 1.202736 20041118
12433 0.485569 0.678398 20041118
12434 0.563793 1.018601 20041118
12435 0.849153 1.071381 20041118
12436 0.787719 1.158803 20041118
12437 0.798508 1.020063 20041118
12438 1.088522 1.406533 20041118
12439 -0.000904 0.072891 20041118
12440 0.379037 0.619152 20041118
12441 0.582237 0.886463 20041118
12442 1.003917 1.231268 20041118
12443 0.796478 1.010586 20041118
12444 0.187279 0.188650 20041118
12445 1.240368 1.389589 20041118
12446 0.688079 0.905146 20041118
12447 0.574926 0.879905 20041118
12448 0.944129 1.111543 20041118
12449 1.047409 1.384971 20041118
12450 0.462725 0.667481 20041118
12451 1.010398 1.191755 20041118
12452 0.515207 0.755027 20041118
12453 0.771392 1.026266 20041118
12454 0.730934 1.037181 20041118
12455 1.098408 1.225911 20041118
12456 1.280047 1.278823 20041118
12457 0.091686 0.022315 20041118
[12458 rows x 92 columns],
'20041119': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.048 0.000 0.0
1 USA0011 -0.072 0.000 0.0
2 USA0031 0.245 0.000 0.0
3 USA0062 0.466 0.430 0.0
4 USA00E2 0.058 0.000 0.0
5 USA00F1 0.110 0.000 0.0
6 USA00G2 0.590 0.000 0.0
7 USA00H1 0.185 0.000 0.0
8 USA00I1 -0.393 0.000 0.0
9 USA00J1 -0.083 0.000 0.0
10 USA00K1 -0.509 0.000 0.0
11 USA00P1 -0.127 0.000 0.0
12 USA00R1 -0.155 0.000 0.0
13 USA00S1 0.031 0.000 0.0
14 USA00V1 0.108 0.000 0.0
15 USA0131 0.417 1.000 0.0
16 USA0161 1.652 1.000 0.0
17 USA01I1 -0.378 0.000 0.0
18 USA01J2 0.040 0.000 0.0
19 USA01L1 1.805 0.000 0.0
20 USA01P1 -2.188 0.000 0.0
21 USA01Q1 -0.246 0.000 0.0
22 USA0202 0.366 0.000 0.0
23 USA0231 -0.149 0.000 0.0
24 USA0281 0.517 0.000 0.0
25 USA0291 0.155 0.000 0.0
26 USA02A1 -0.172 0.000 0.0
27 USA02B1 -1.847 0.000 0.0
28 USA02H1 -0.772 0.000 0.0
29 USA02P1 -0.052 0.143 0.0
... ... ... ... ...
12430 USAZY61 -0.285 0.000 0.0
12431 USAZY71 -0.942 0.000 0.0
12432 USAZYI1 2.685 0.000 0.0
12433 USAZYJ1 -0.605 0.000 0.0
12434 USAZYK1 -0.441 0.000 0.0
12435 USAZYM1 -0.314 0.000 0.0
12436 USAZYO1 -2.670 0.000 0.0
12437 USAZYR1 -2.670 0.000 0.0
12438 USAZYS1 -0.911 0.000 0.0
12439 USAZYT1 -1.865 0.000 0.0
12440 USAZYV1 -0.916 0.000 0.0
12441 USAZYX1 0.041 0.000 0.0
12442 USAZZ41 2.685 0.000 0.0
12443 USAZZ51 -0.349 0.000 0.0
12444 USAZZ61 -0.872 0.000 0.0
12445 USAZZ71 -0.550 0.000 0.0
12446 USAZZ81 0.524 0.000 0.0
12447 USAZZ91 1.382 0.000 0.0
12448 USAZZA1 -0.533 0.000 0.0
12449 USAZZB1 0.082 0.000 0.0
12450 USAZZD1 -2.670 0.000 0.0
12451 USAZZF1 2.685 0.000 0.0
12452 USAZZI1 -0.120 0.000 0.0
12453 USAZZJ1 1.974 0.000 0.0
12454 USAZZL1 -0.027 0.000 0.0
12455 USAZZP1 -2.670 0.000 0.0
12456 USAZZR1 -0.683 0.000 0.0
12457 USAZZX1 -2.670 0.000 0.0
12458 USAZZY1 -0.664 0.000 0.0
12459 USAZZZ1 1.023 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.171 0.000 ... NaN NaN
1 -2.172 0.000 ... NaN NaN
2 -2.048 0.000 ... NaN 6500.0
3 -2.112 0.000 ... NaN NaN
4 -2.006 0.000 ... NaN 5956.0
5 -1.442 0.000 ... NaN 255.0
6 -2.163 0.000 ... NaN NaN
7 -2.171 0.000 ... NaN NaN
8 -1.563 0.000 ... NaN NaN
9 -2.253 0.861 ... NaN 29000.0
10 -1.870 0.000 ... NaN 20750.0
11 -2.051 0.000 ... NaN NaN
12 -2.172 0.000 ... NaN NaN
13 -2.069 0.000 ... NaN NaN
14 -2.172 0.000 ... NaN NaN
15 -2.140 0.000 ... NaN NaN
16 -1.616 0.000 ... NaN 1240.0
17 -0.359 0.000 ... NaN 45651.0
18 -1.582 0.000 ... NaN NaN
19 -2.061 0.000 ... NaN NaN
20 -1.368 0.000 ... NaN 1125.0
21 -1.884 1.000 ... NaN NaN
22 -1.942 0.000 ... NaN NaN
23 -2.039 0.000 ... NaN 14920.0
24 -1.670 0.000 ... NaN NaN
25 -1.862 0.000 ... NaN NaN
26 -2.166 0.000 ... NaN NaN
27 -1.282 0.000 ... NaN 210.0
28 -0.806 0.000 ... NaN 5460.0
29 -1.451 0.000 ... NaN 3000.0
... ... ... ... ... ...
12430 -1.008 0.000 ... NaN NaN
12431 0.391 0.000 ... NaN 27850.0
12432 -0.523 0.000 ... NaN 12100.0
12433 0.003 0.000 ... NaN NaN
12434 -0.048 0.000 ... NaN NaN
12435 -1.135 0.000 ... NaN NaN
12436 -1.054 0.000 ... NaN 19000.0
12437 -0.391 0.000 ... NaN 52338.0
12438 -0.470 0.000 ... NaN NaN
12439 -0.491 0.000 ... NaN 150680.0
12440 0.175 0.000 ... NaN NaN
12441 -2.189 0.000 ... NaN 300.0
12442 -1.273 0.000 ... NaN 2500.0
12443 -0.902 0.000 ... NaN NaN
12444 -0.016 0.000 ... NaN 186229.0
12445 -0.443 0.000 ... NaN NaN
12446 -1.726 1.000 ... NaN 28700.0
12447 0.480 0.000 ... NaN NaN
12448 -0.676 0.000 ... NaN 1000.0
12449 -0.902 0.000 ... NaN NaN
12450 -0.362 0.000 ... NaN 75369130.0
12451 0.191 0.000 ... NaN 29012.0
12452 -1.176 1.000 ... NaN NaN
12453 -0.017 0.000 ... NaN 0.0
12454 -1.079 0.000 ... NaN NaN
12455 -0.625 1.000 ... NaN 60591.0
12456 -0.586 0.000 ... NaN NaN
12457 0.008 0.000 ... NaN 810483.0
12458 0.605 0.000 ... NaN 64500.0
12459 -2.011 0.000 ... NaN 96900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.760574e+10 0.160514 13.921207 10.049035
1 NaN 7.792567e+09 0.000000 17.136284 12.844742
2 NaN 6.683334e+10 2.439597 28.344076 25.137749
3 NaN 3.046710e+10 2.226841 22.187573 20.437995
4 NaN 5.307290e+10 2.320303 28.474781 25.187671
5 NaN 1.611883e+11 0.494153 30.608042 27.844631
6 NaN 1.485398e+10 5.552309 18.660158 13.746447
7 NaN 7.752977e+10 0.000000 23.893201 18.127681
8 NaN 1.499679e+10 0.596125 38.555408 31.744643
9 NaN 4.041992e+10 1.961962 16.532466 12.745551
10 NaN 2.882307e+10 0.000000 39.772493 31.486690
11 NaN 2.656516e+10 1.290620 13.853813 10.800285
12 NaN 6.311902e+09 2.432610 15.365935 11.318073
13 NaN 1.786013e+10 1.415929 22.979980 20.134366
14 NaN 1.364155e+10 1.142857 15.372586 11.103244
15 NaN 4.311088e+10 1.603206 23.918189 20.792542
16 NaN 4.311088e+10 1.603206 30.059961 27.461118
17 NaN 2.205339e+10 0.256684 23.341363 19.550460
18 NaN 3.083273e+10 2.036255 25.369466 22.483768
19 NaN 1.153517e+11 3.015454 31.903930 26.999048
20 NaN 1.285359e+11 0.000000 35.574569 32.201852
21 NaN 9.676953e+10 2.459420 26.174288 23.446073
22 NaN 1.709765e+10 0.000000 29.982567 27.739937
23 NaN 1.007933e+11 0.000000 22.416043 19.426342
24 NaN 4.489135e+10 3.265687 21.149311 17.947213
25 NaN 3.262308e+10 0.000000 25.588912 23.054510
26 NaN 9.076927e+09 1.651255 12.261559 9.148733
27 NaN 9.076927e+09 1.651255 35.641197 33.855278
28 NaN 6.599591e+10 2.965075 25.170946 22.521991
29 NaN 3.824079e+11 2.344666 20.342953 17.908126
... ... ... ... ... ...
12430 NaN 2.901340e+06 0.000000 68.907683 66.753133
12431 339.47 1.471200e+06 0.000000 102.124726 99.573631
12432 3448.12 1.781500e+06 0.000000 96.006421 93.780038
12433 NaN 5.232760e+07 0.000000 90.110372 87.627663
12434 NaN 4.782610e+04 NaN 81.395157 78.838972
12435 NaN 1.059380e+06 NaN 71.413053 69.203259
12436 987.65 5.751780e+07 0.000000 70.015725 64.697211
12437 311294.82 2.441802e+07 0.000000 97.626014 95.567126
12438 NaN 5.030700e+01 0.000000 35.573250 28.727315
12439 29126.80 2.410800e+07 0.000000 119.394759 118.105633
12440 NaN 1.430880e+06 0.000000 193.604499 192.211752
12441 29632.14 6.412120e+07 2.024291 33.075605 29.056134
12442 2404.99 1.556550e+06 NaN 146.701335 145.655244
12443 NaN 2.224200e+05 0.000000 46.676358 42.809384
12444 831.55 1.112200e+06 0.000000 159.886428 158.411923
12445 NaN 1.312212e+07 0.000000 85.541138 83.179204
12446 1878044.41 3.292440e+10 4.841463 22.078730 18.866231
12447 NaN 1.591600e+03 0.000000 50.574087 41.269759
12448 5119.77 2.065490e+06 0.000000 85.499214 83.437785
12449 NaN 5.584920e+06 0.000000 52.334937 48.118607
12450 106977.15 2.596860e+06 NaN 92.905663 91.046850
12451 25437.72 2.782252e+07 NaN 82.871507 79.105356
12452 NaN 3.807000e+05 0.000000 65.527400 63.125982
12453 NaN 1.159814e+07 0.000000 93.397535 89.197708
12454 NaN 1.809780e+07 0.000000 77.958009 76.128194
12455 5709.50 6.106500e+06 NaN 82.707560 80.422611
12456 NaN 3.367200e+05 NaN 30.978785 25.030862
12457 24513.54 4.170082e+06 0.000000 188.576099 187.283642
12458 2328924.55 9.798557e+08 0.617761 40.675107 31.829161
12459 6566813.88 2.790132e+08 NaN 23.327856 15.017926
HistBeta PredBeta DataDate
0 0.000353 0.112891 20041119
1 -0.000146 0.062694 20041119
2 0.057330 0.119785 20041119
3 0.027842 0.262085 20041119
4 0.076610 0.180008 20041119
5 0.337662 0.680885 20041119
6 0.004264 0.030699 20041119
7 0.000568 -0.035361 20041119
8 0.281526 0.666608 20041119
9 -0.037327 0.004409 20041119
10 0.139846 0.487713 20041119
11 0.055991 0.176533 20041119
12 -0.000146 0.075718 20041119
13 0.047687 0.188553 20041119
14 -0.000146 0.030292 20041119
15 0.014639 0.205313 20041119
16 0.257097 0.420468 20041119
17 0.838097 0.896485 20041119
18 0.272607 0.466958 20041119
19 0.051330 0.234719 20041119
20 0.371655 0.503280 20041119
21 0.133305 0.300592 20041119
22 0.106296 0.297299 20041119
23 0.061337 0.243369 20041119
24 0.232239 0.443875 20041119
25 0.143567 0.343229 20041119
26 0.003021 0.184276 20041119
27 0.411477 0.620773 20041119
28 0.631491 0.744838 20041119
29 0.333387 0.442193 20041119
... ... ... ...
12430 0.538447 0.820465 20041119
12431 1.185294 1.304819 20041119
12432 0.762674 1.117735 20041119
12433 1.005730 1.296604 20041119
12434 0.982103 1.198521 20041119
12435 0.479655 0.683640 20041119
12436 0.517089 0.941588 20041119
12437 0.823532 0.994965 20041119
12438 0.786863 1.147044 20041119
12439 0.777171 0.993797 20041119
12440 1.085367 1.382160 20041119
12441 -0.007654 0.071983 20041119
12442 0.415678 0.681008 20041119
12443 0.587471 0.896350 20041119
12444 0.997114 1.243553 20041119
12445 0.799265 1.016044 20041119
12446 0.206047 0.218851 20041119
12447 1.226382 1.385618 20041119
12448 0.691855 0.919687 20041119
12449 0.587183 0.904559 20041119
12450 0.836908 0.983603 20041119
12451 1.092682 1.459471 20041119
12452 0.460744 0.677912 20041119
12453 0.996236 1.219084 20041119
12454 0.505210 0.802441 20041119
12455 0.715513 0.922917 20041119
12456 0.733501 1.039833 20041119
12457 1.008117 1.148086 20041119
12458 1.284066 1.280573 20041119
12459 0.074269 0.040578 20041119
[12460 rows x 92 columns],
'20041122': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.741 0.000 0.0
1 USA0011 0.663 0.000 0.0
2 USA0031 -0.935 0.000 0.0
3 USA0062 -0.524 0.430 0.0
4 USA00E2 -0.897 0.000 0.0
5 USA00F1 -0.363 0.000 0.0
6 USA00G2 -0.914 0.000 0.0
7 USA00H1 -0.402 0.000 0.0
8 USA00I1 -1.086 0.000 0.0
9 USA00J1 -0.588 0.000 0.0
10 USA00K1 -1.662 0.000 0.0
11 USA00P1 -0.412 0.000 0.0
12 USA00R1 -0.262 0.000 0.0
13 USA00S1 -0.439 0.000 0.0
14 USA00V1 -0.094 0.000 0.0
15 USA0131 -0.390 1.000 0.0
16 USA0161 0.795 1.000 0.0
17 USA01I1 -0.247 0.000 0.0
18 USA01J2 -0.271 0.000 0.0
19 USA01L1 0.608 0.000 0.0
20 USA01P1 -0.543 0.000 0.0
21 USA01Q1 -0.734 0.000 0.0
22 USA0202 -0.455 0.000 0.0
23 USA0231 -0.494 0.000 0.0
24 USA0281 -0.221 0.000 0.0
25 USA0291 -0.388 0.000 0.0
26 USA02A1 -0.282 0.000 0.0
27 USA02B1 2.168 0.000 0.0
28 USA02H1 -0.422 0.000 0.0
29 USA02P1 -0.865 0.143 0.0
... ... ... ... ...
12428 USAZY61 0.142 0.000 0.0
12429 USAZY71 2.804 0.000 0.0
12430 USAZYI1 -0.394 0.000 0.0
12431 USAZYJ1 0.915 0.000 0.0
12432 USAZYK1 0.021 0.000 0.0
12433 USAZYM1 0.065 0.000 0.0
12434 USAZYO1 0.860 0.000 0.0
12435 USAZYR1 2.675 0.000 0.0
12436 USAZYS1 -0.326 0.000 0.0
12437 USAZYT1 0.305 0.000 0.0
12438 USAZYV1 -0.128 0.000 0.0
12439 USAZYX1 -0.269 0.000 0.0
12440 USAZZ41 2.618 0.000 0.0
12441 USAZZ51 -0.221 0.000 0.0
12442 USAZZ61 0.499 0.000 0.0
12443 USAZZ71 -0.311 0.000 0.0
12444 USAZZ81 0.388 0.000 0.0
12445 USAZZ91 1.877 0.000 0.0
12446 USAZZA1 -2.844 0.000 0.0
12447 USAZZB1 0.678 0.000 0.0
12448 USAZZD1 2.781 0.000 0.0
12449 USAZZF1 0.594 0.000 0.0
12450 USAZZI1 -0.040 0.000 0.0
12451 USAZZJ1 2.810 0.000 0.0
12452 USAZZL1 0.728 0.000 0.0
12453 USAZZP1 -2.844 0.000 0.0
12454 USAZZR1 0.089 0.000 0.0
12455 USAZZX1 2.810 0.000 0.0
12456 USAZZY1 0.860 0.000 0.0
12457 USAZZZ1 2.520 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.179 0.000 ... NaN NaN
1 -2.180 0.000 ... NaN NaN
2 -2.059 0.000 ... NaN 6500.0
3 -2.122 0.000 ... NaN NaN
4 -2.056 0.000 ... NaN 5956.0
5 -1.449 0.000 ... NaN 255.0
6 -2.172 0.000 ... NaN 600.0
7 -2.179 0.000 ... NaN NaN
8 -1.573 0.000 ... NaN NaN
9 -2.262 0.861 ... NaN 29000.0
10 -1.852 0.000 ... NaN 17500.0
11 -2.059 0.000 ... NaN NaN
12 -2.180 0.000 ... NaN NaN
13 -2.072 0.000 ... NaN NaN
14 -2.180 0.000 ... NaN NaN
15 -2.151 0.000 ... NaN NaN
16 -1.658 0.000 ... NaN 600.0
17 -0.366 0.000 ... NaN 45651.0
18 -1.595 0.000 ... NaN NaN
19 -2.074 0.000 ... NaN NaN
20 -1.375 0.000 ... NaN NaN
21 -1.877 1.000 ... NaN NaN
22 -1.951 0.000 ... NaN NaN
23 -2.050 0.000 ... NaN 14920.0
24 -1.680 0.000 ... NaN NaN
25 -1.867 0.000 ... NaN NaN
26 -2.174 0.000 ... NaN NaN
27 -1.372 0.000 ... NaN 120.0
28 -0.814 0.000 ... NaN 5460.0
29 -1.465 0.000 ... NaN 3000.0
... ... ... ... ... ...
12428 -1.015 0.000 ... NaN NaN
12429 0.294 0.000 ... NaN 500.0
12430 -0.525 0.000 ... NaN NaN
12431 -0.003 0.000 ... NaN NaN
12432 -0.049 0.000 ... NaN NaN
12433 -1.139 0.000 ... NaN NaN
12434 -1.074 0.000 ... NaN 1000.0
12435 -0.621 0.000 ... NaN 1334801.0
12436 -0.473 0.000 ... NaN NaN
12437 -0.502 0.000 ... NaN 66140.0
12438 0.173 0.000 ... NaN 8600.0
12439 -2.183 0.000 ... NaN 2900.0
12440 -1.305 0.000 ... NaN 57265.0
12441 -0.908 0.000 ... NaN 8700.0
12442 -0.022 0.000 ... NaN 245710.0
12443 -0.449 0.000 ... NaN NaN
12444 -1.762 1.000 ... NaN 17200.0
12445 0.486 0.000 ... NaN NaN
12446 -0.654 0.000 ... NaN 12800.0
12447 -0.913 0.000 ... NaN NaN
12448 -0.408 0.000 ... NaN 38069730.0
12449 0.191 0.000 ... NaN 12435.0
12450 -1.204 1.000 ... NaN NaN
12451 -0.039 0.000 ... NaN 0.0
12452 -1.081 0.000 ... NaN 6500.0
12453 -0.591 1.000 ... NaN 84920.0
12454 -0.591 0.000 ... NaN NaN
12455 -0.124 0.000 ... NaN 949650.0
12456 0.585 0.000 ... NaN 45300.0
12457 -2.037 0.000 ... NaN 53600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.816728e+10 0.160514 14.049082 10.079602
1 NaN 8.028319e+09 0.000000 17.296833 12.956770
2 NaN 6.702094e+10 2.439597 28.448546 25.152631
3 NaN 3.063035e+10 2.226841 22.134611 20.368389
4 NaN 5.240616e+10 2.320303 28.522065 25.161687
5 NaN 1.639269e+11 0.494153 30.500714 27.774722
6 NaN 1.463962e+10 5.552309 18.978331 13.977882
7 NaN 7.822952e+10 0.000000 23.863931 18.043805
8 NaN 1.480886e+10 0.596125 38.483602 31.731277
9 NaN 4.042796e+10 1.961962 16.719995 12.840929
10 NaN 2.897557e+10 0.000000 39.817931 31.571290
11 NaN 2.681315e+10 1.290620 13.856412 10.758506
12 NaN 6.388122e+09 2.432610 15.411600 11.265072
13 NaN 1.802528e+10 1.415929 23.021081 20.115273
14 NaN 1.385937e+10 1.142857 15.331802 11.053132
15 NaN 4.327123e+10 1.603206 23.872038 20.713562
16 NaN 4.327123e+10 1.603206 29.991762 27.464919
17 NaN 2.217390e+10 0.256684 23.112716 19.489765
18 NaN 3.080538e+10 2.036255 25.323755 22.430635
19 NaN 1.172778e+11 3.015454 31.933641 26.979752
20 NaN 1.295501e+11 0.000000 35.372302 32.146578
21 NaN 9.711052e+10 2.459420 26.181016 23.452955
22 NaN 1.723487e+10 0.000000 29.784344 27.608864
23 NaN 1.014240e+11 0.000000 22.389468 19.334428
24 NaN 4.523144e+10 3.265687 21.085906 17.851612
25 NaN 3.252628e+10 0.000000 25.428376 22.881542
26 NaN 9.400796e+09 1.651255 12.130418 9.104487
27 NaN 9.400796e+09 1.651255 36.253009 34.561536
28 NaN 6.616065e+10 2.965075 25.011404 22.462212
29 NaN 3.805101e+11 2.344666 20.411192 17.939121
... ... ... ... ... ...
12428 NaN 2.901340e+06 0.000000 69.480599 67.329102
12429 356.23 1.103400e+06 0.000000 99.884784 97.299024
12430 NaN 1.781500e+06 0.000000 93.381900 90.981169
12431 NaN 5.232760e+07 0.000000 89.319750 86.853015
12432 NaN 4.782610e+04 NaN 81.131458 78.612461
12433 NaN 1.059380e+06 NaN 69.897208 67.624041
12434 1058.49 5.639000e+07 0.000000 70.723230 65.737993
12435 327868.10 1.849850e+07 0.000000 104.756098 102.829363
12436 NaN 5.030700e+01 0.000000 35.230971 28.533834
12437 30559.10 2.410800e+07 0.000000 118.791397 117.534530
12438 601.45 1.430880e+06 0.000000 192.684462 191.319066
12439 27675.38 6.464040e+07 2.024291 33.028985 28.880684
12440 2073.91 1.487370e+06 NaN 148.925853 147.834231
12441 12.43 2.224200e+05 0.000000 46.296185 42.416981
12442 688.84 1.112200e+06 0.000000 158.122964 156.644079
12443 NaN 1.312212e+07 0.000000 85.096444 82.744731
12444 1691777.19 3.245734e+10 4.841463 21.689439 18.400504
12445 NaN 1.591600e+03 0.000000 50.612579 41.226378
12446 5257.19 2.174200e+06 0.000000 85.589806 83.426175
12447 NaN 5.584920e+06 0.000000 52.373935 48.092628
12448 116503.59 2.077488e+06 NaN 90.351558 88.418719
12449 25328.35 2.782252e+07 NaN 83.359575 79.833872
12450 NaN 3.807000e+05 0.000000 64.596292 62.172068
12451 NaN 1.146479e+07 0.000000 93.308095 89.029531
12452 9721.47 1.801162e+07 0.000000 77.563290 75.698564
12453 5855.92 6.839280e+06 NaN 87.727284 85.537355
12454 NaN 3.367200e+05 NaN 30.784476 24.907777
12455 26841.73 2.853214e+06 0.000000 190.989010 189.742081
12456 2415122.19 9.810910e+08 0.617761 40.542023 31.761268
12457 6274797.56 2.773119e+08 NaN 23.643811 14.913895
HistBeta PredBeta DataDate
0 0.000325 0.099670 20041122
1 -0.000164 0.075759 20041122
2 0.055681 0.103594 20041122
3 0.026658 0.250357 20041122
4 0.057390 0.146291 20041122
5 0.336919 0.670186 20041122
6 0.003791 0.007227 20041122
7 0.000515 -0.038176 20041122
8 0.279947 0.632791 20041122
9 -0.037617 -0.006193 20041122
10 0.151306 0.464467 20041122
11 0.055590 0.170745 20041122
12 -0.000164 0.073184 20041122
13 0.049675 0.179256 20041122
14 -0.000164 0.032108 20041122
15 0.013492 0.190329 20041122
16 0.240614 0.410057 20041122
17 0.836217 0.887771 20041122
18 0.269605 0.459716 20041122
19 0.049037 0.235935 20041122
20 0.370820 0.503479 20041122
21 0.139623 0.289798 20041122
22 0.105380 0.273176 20041122
23 0.060006 0.242602 20041122
24 0.230638 0.437353 20041122
25 0.144064 0.334483 20041122
26 0.002794 0.167174 20041122
27 0.372228 0.634710 20041122
28 0.629546 0.747751 20041122
29 0.329514 0.423039 20041122
... ... ... ...
12428 0.536895 0.816063 20041122
12429 1.140502 1.326682 20041122
12430 0.762668 1.148365 20041122
12431 1.003231 1.307600 20041122
12432 0.982234 1.213172 20041122
12433 0.479887 0.687120 20041122
12434 0.509722 0.926642 20041122
12435 0.718780 0.968675 20041122
12436 0.786973 1.136596 20041122
12437 0.773432 1.006668 20041122
12438 1.084503 1.384537 20041122
12439 -0.001201 0.076972 20041122
12440 0.403346 0.717003 20041122
12441 0.586418 0.890551 20041122
12442 0.994448 1.260392 20041122
12443 0.797777 1.018345 20041122
12444 0.192888 0.218346 20041122
12445 1.228725 1.413994 20041122
12446 0.703518 0.893519 20041122
12447 0.583781 0.934687 20041122
12448 0.816642 1.059026 20041122
12449 1.092603 1.421693 20041122
12450 0.449798 0.664408 20041122
12451 0.986691 1.252900 20041122
12452 0.506534 0.813717 20041122
12453 0.732430 0.836981 20041122
12454 0.732349 1.042632 20041122
12455 0.947518 1.185052 20041122
12456 1.274440 1.292648 20041122
12457 0.065906 0.084558 20041122
[12458 rows x 92 columns],
'20041123': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.868 0.000 0.0
1 USA0011 0.364 0.000 0.0
2 USA0031 -0.293 0.000 0.0
3 USA0062 0.118 0.430 0.0
4 USA00E2 -0.368 0.000 0.0
5 USA00F1 0.184 0.000 0.0
6 USA00G2 -0.515 0.000 0.0
7 USA00H1 -0.481 0.000 0.0
8 USA00I1 -0.616 0.000 0.0
9 USA00J1 -0.208 0.000 0.0
10 USA00K1 -0.898 0.000 0.0
11 USA00P1 -0.091 0.000 0.0
12 USA00R1 -0.182 0.000 0.0
13 USA00S1 -0.191 0.000 0.0
14 USA00V1 -0.151 0.000 0.0
15 USA0131 0.375 1.000 0.0
16 USA0161 -1.114 1.000 0.0
17 USA01I1 0.165 0.000 0.0
18 USA01J2 0.363 0.000 0.0
19 USA01L1 0.405 0.000 0.0
20 USA01P1 0.143 0.000 0.0
21 USA01Q1 -0.243 0.000 0.0
22 USA0202 0.382 0.000 0.0
23 USA0231 -2.746 0.000 0.0
24 USA0281 0.103 0.000 0.0
25 USA0291 -0.094 0.000 0.0
26 USA02A1 -0.322 0.000 0.0
27 USA02B1 0.278 0.000 0.0
28 USA02H1 0.057 0.000 0.0
29 USA02P1 -0.454 0.143 0.0
... ... ... ... ...
12431 USAZY61 0.860 0.000 0.0
12432 USAZY71 -2.746 0.000 0.0
12433 USAZYI1 -0.039 0.000 0.0
12434 USAZYJ1 -1.193 0.000 0.0
12435 USAZYK1 0.025 0.000 0.0
12436 USAZYM1 -0.120 0.000 0.0
12437 USAZYO1 -0.343 0.000 0.0
12438 USAZYR1 -2.172 0.000 0.0
12439 USAZYS1 -0.039 0.000 0.0
12440 USAZYT1 2.449 0.000 0.0
12441 USAZYV1 0.206 0.000 0.0
12442 USAZYX1 0.541 0.000 0.0
12443 USAZZ41 1.857 0.000 0.0
12444 USAZZ51 0.460 0.000 0.0
12445 USAZZ61 0.286 0.000 0.0
12446 USAZZ71 0.245 0.000 0.0
12447 USAZZ81 -0.461 0.000 0.0
12448 USAZZ91 0.995 0.000 0.0
12449 USAZZA1 -2.630 0.000 0.0
12450 USAZZB1 0.617 0.000 0.0
12451 USAZZD1 0.265 0.000 0.0
12452 USAZZF1 0.658 0.000 0.0
12453 USAZZI1 0.448 0.000 0.0
12454 USAZZJ1 0.364 0.000 0.0
12455 USAZZL1 2.188 0.000 0.0
12456 USAZZP1 0.714 0.000 0.0
12457 USAZZR1 0.340 0.000 0.0
12458 USAZZX1 -2.207 0.000 0.0
12459 USAZZY1 1.170 0.000 0.0
12460 USAZZZ1 0.577 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
12460 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.180 0.000 ... NaN NaN
1 -2.181 0.000 ... NaN NaN
2 -2.060 0.000 ... NaN 6500.0
3 -2.123 0.000 ... NaN NaN
4 -2.057 0.000 ... NaN 5956.0
5 -1.450 0.000 ... NaN 255.0
6 -2.173 0.000 ... NaN NaN
7 -2.180 0.000 ... NaN NaN
8 -1.573 0.000 ... NaN NaN
9 -2.263 0.861 ... NaN 29000.0
10 -1.852 0.000 ... NaN NaN
11 -2.060 0.000 ... NaN NaN
12 -2.181 0.000 ... NaN NaN
13 -2.072 0.000 ... NaN NaN
14 -2.181 0.000 ... NaN NaN
15 -2.152 0.000 ... NaN NaN
16 -1.655 0.000 ... NaN 715.0
17 -0.365 0.000 ... NaN 45651.0
18 -1.596 0.000 ... NaN NaN
19 -2.075 0.000 ... NaN NaN
20 -1.376 0.000 ... NaN 1000.0
21 -1.878 1.000 ... NaN NaN
22 -1.953 0.000 ... NaN NaN
23 -2.022 0.000 ... NaN 1150.0
24 -1.680 0.000 ... NaN NaN
25 -1.868 0.000 ... NaN NaN
26 -2.175 0.000 ... NaN NaN
27 -1.373 0.000 ... NaN NaN
28 -0.814 0.000 ... NaN 5460.0
29 -1.469 0.000 ... NaN 3000.0
... ... ... ... ... ...
12431 -1.015 0.000 ... NaN NaN
12432 0.293 0.000 ... NaN 11441.0
12433 -0.526 0.000 ... NaN NaN
12434 -0.002 0.000 ... NaN 1000.0
12435 -0.048 0.000 ... NaN NaN
12436 -1.139 0.000 ... NaN NaN
12437 -1.076 0.000 ... NaN NaN
12438 -0.619 0.000 ... NaN 368011.0
12439 -0.472 0.000 ... NaN NaN
12440 -0.501 0.000 ... NaN 23200.0
12441 0.174 0.000 ... NaN 2800.0
12442 -2.183 0.000 ... NaN 200.0
12443 -1.305 0.000 ... NaN 12600.0
12444 -0.907 0.000 ... NaN NaN
12445 -0.021 0.000 ... NaN 120175.0
12446 -0.448 0.000 ... NaN NaN
12447 -1.762 1.000 ... NaN 14800.0
12448 0.487 0.000 ... NaN NaN
12449 -0.636 0.000 ... NaN 35100.0
12450 -0.913 0.000 ... NaN NaN
12451 -0.407 0.000 ... NaN 44487810.0
12452 0.191 0.000 ... NaN 9400.0
12453 -1.204 1.000 ... NaN NaN
12454 -0.037 0.000 ... NaN 0.0
12455 -1.081 0.000 ... NaN 7500.0
12456 -0.590 1.000 ... NaN NaN
12457 -0.591 0.000 ... NaN NaN
12458 -0.110 0.000 ... NaN 3031996.0
12459 0.585 0.000 ... NaN 65000.0
12460 -2.038 0.000 ... NaN 37500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.776618e+10 0.160514 13.912050 9.976940
1 NaN 8.072921e+09 0.000000 16.952659 12.590158
2 NaN 6.605166e+10 2.439597 27.656355 24.410757
3 NaN 3.069909e+10 2.226841 21.504452 19.770498
4 NaN 5.216613e+10 2.320303 27.729109 24.417314
5 NaN 1.674480e+11 0.494153 29.565200 26.900096
6 NaN 1.455230e+10 5.552309 18.549706 13.611717
7 NaN 7.768527e+10 0.000000 23.306504 17.525563
8 NaN 1.466228e+10 0.596125 37.539792 30.815746
9 NaN 4.037971e+10 1.961962 16.314432 12.499990
10 NaN 2.863668e+10 0.000000 38.867277 30.704772
11 NaN 2.661830e+10 1.290620 13.492747 10.438953
12 NaN 6.414633e+09 2.432610 15.014515 10.937290
13 NaN 1.825178e+10 1.415929 22.390746 19.529376
14 NaN 1.374033e+10 1.142857 14.961433 10.731026
15 NaN 4.355987e+10 1.603206 23.239545 20.123312
16 NaN 4.355987e+10 1.603206 29.324851 26.790636
17 NaN 2.199313e+10 0.256684 22.537739 18.914987
18 NaN 3.107548e+10 2.036255 24.660680 21.794307
19 NaN 1.167642e+11 3.015454 31.107714 26.220961
20 NaN 1.284683e+11 0.000000 34.457224 31.228086
21 NaN 9.672081e+10 2.459420 25.415641 22.734835
22 NaN 1.717998e+10 0.000000 28.958390 26.817834
23 NaN 1.019539e+11 0.000000 24.158624 21.172282
24 NaN 4.513142e+10 3.265687 20.515000 17.328338
25 NaN 3.242947e+10 0.000000 24.722428 22.182231
26 NaN 9.208767e+09 1.651255 11.962886 8.876249
27 NaN 9.208767e+09 1.651255 35.283743 33.583113
28 NaN 6.576332e+10 2.965075 24.366195 21.807551
29 NaN 3.775580e+11 2.344666 19.856563 17.411492
... ... ... ... ... ...
12431 NaN 2.901340e+06 0.000000 67.898618 65.746760
12432 371.24 1.471200e+06 0.000000 99.179864 96.706073
12433 NaN 1.781500e+06 0.000000 90.457392 88.056317
12434 960.53 5.413200e+07 0.000000 87.579799 85.188002
12435 NaN 4.782610e+04 NaN 78.920707 76.410213
12436 NaN 1.059380e+06 NaN 68.031055 65.758968
12437 NaN 5.639000e+07 0.000000 68.508017 63.476536
12438 321663.45 1.963468e+07 0.000000 101.930934 100.047331
12439 NaN 5.030700e+01 0.000000 34.324069 27.673194
12440 29665.68 2.360575e+07 0.000000 115.728259 114.414405
12441 577.93 1.430880e+06 0.000000 187.543971 186.186697
12442 26530.59 6.464040e+07 2.024291 32.228543 28.098052
12443 2003.70 1.856988e+06 NaN 144.909047 143.796474
12444 NaN 2.224200e+05 0.000000 44.980062 41.110293
12445 668.46 1.112200e+06 0.000000 153.734872 152.225992
12446 NaN 1.312212e+07 0.000000 83.076756 80.745767
12447 1642575.05 3.276708e+10 4.841463 19.970570 16.505883
12448 NaN 1.591600e+03 0.000000 49.315393 39.978890
12449 5417.09 2.717750e+06 0.000000 85.796561 83.708956
12450 NaN 5.584920e+06 0.000000 50.999417 46.720528
12451 119296.67 2.077488e+06 NaN 88.693306 86.883293
12452 24809.42 2.782252e+07 NaN 81.344577 77.859572
12453 NaN 3.807000e+05 0.000000 62.968442 60.555758
12454 NaN 1.162848e+07 0.000000 90.685733 86.549024
12455 9978.45 1.766690e+07 0.000000 75.589480 73.606555
12456 NaN 6.839280e+06 NaN 86.000619 83.919020
12457 NaN 3.367200e+05 NaN 30.058784 24.210900
12458 31823.46 4.938255e+06 0.000000 193.791763 192.628910
12459 2402143.82 9.699738e+08 0.617761 39.636753 30.955000
12460 5992702.95 2.767448e+08 NaN 22.550937 14.237008
HistBeta PredBeta DataDate
0 0.000324 0.087292 20041123
1 -0.000165 0.076494 20041123
2 0.055649 0.108313 20041123
3 0.026628 0.255539 20041123
4 0.057359 0.150570 20041123
5 0.336734 0.671742 20041123
6 0.003783 0.002296 20041123
7 0.000509 -0.043135 20041123
8 0.279835 0.633479 20041123
9 -0.037628 -0.005702 20041123
10 0.151329 0.462917 20041123
11 0.055574 0.173700 20041123
12 -0.000165 0.068614 20041123
13 0.050033 0.176117 20041123
14 -0.000165 0.030506 20041123
15 0.013491 0.198212 20041123
16 0.242084 0.396899 20041123
17 0.836280 0.895666 20041123
18 0.269530 0.466981 20041123
19 0.049013 0.239208 20041123
20 0.370637 0.511910 20041123
21 0.139648 0.288690 20041123
22 0.105165 0.288167 20041123
23 0.073152 0.230243 20041123
24 0.230744 0.441583 20041123
25 0.143996 0.334811 20041123
26 0.002789 0.172338 20041123
27 0.371998 0.640414 20041123
28 0.629564 0.751976 20041123
29 0.327870 0.419951 20041123
... ... ... ...
12431 0.537001 0.835121 20041123
12432 1.139287 1.234675 20041123
12433 0.762232 1.155739 20041123
12434 1.003569 1.281296 20041123
12435 0.982248 1.214966 20041123
12436 0.480038 0.688258 20041123
12437 0.508988 0.920904 20041123
12438 0.719279 0.944946 20041123
12439 0.787045 1.141971 20041123
12440 0.773510 1.053284 20041123
12441 1.084488 1.392337 20041123
12442 -0.001024 0.085479 20041123
12443 0.403516 0.730626 20041123
12444 0.586505 0.902289 20041123
12445 0.994468 1.263587 20041123
12446 0.797829 1.022461 20041123
12447 0.193154 0.208684 20041123
12448 1.228713 1.419296 20041123
12449 0.711634 0.896946 20041123
12450 0.583736 0.943658 20041123
12451 0.817069 1.016611 20041123
12452 1.092346 1.426659 20041123
12453 0.449798 0.668193 20041123
12454 0.987382 1.247812 20041123
12455 0.506353 0.839858 20041123
12456 0.732469 0.889377 20041123
12457 0.732397 1.051130 20041123
12458 0.953833 1.115620 20041123
12459 1.273579 1.307834 20041123
12460 0.065823 0.078862 20041123
[12461 rows x 92 columns],
'20041124': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.385 0.000 0.0
1 USA0011 0.345 0.000 0.0
2 USA0031 -0.230 0.000 0.0
3 USA0062 -0.002 0.430 0.0
4 USA00E2 -0.299 0.000 0.0
5 USA00F1 0.219 0.000 0.0
6 USA00G2 -0.883 0.000 0.0
7 USA00H1 -0.457 0.000 0.0
8 USA00I1 -0.026 0.000 0.0
9 USA00J1 -0.166 0.000 0.0
10 USA00K1 0.241 0.000 0.0
11 USA00P1 0.126 0.000 0.0
12 USA00R1 0.114 0.000 0.0
13 USA00S1 -0.362 0.000 0.0
14 USA00V1 -0.090 0.000 0.0
15 USA0131 -0.363 1.000 0.0
16 USA0161 0.220 1.000 0.0
17 USA01I1 0.602 0.000 0.0
18 USA01J2 0.485 0.000 0.0
19 USA01L1 0.555 0.000 0.0
20 USA01P1 0.318 0.000 0.0
21 USA01Q1 0.118 0.000 0.0
22 USA0202 0.026 0.000 0.0
23 USA0231 0.112 0.000 0.0
24 USA0281 0.654 0.000 0.0
25 USA0291 0.157 0.000 0.0
26 USA02A1 0.225 0.000 0.0
27 USA02B1 -1.201 0.000 0.0
28 USA02H1 0.262 0.000 0.0
29 USA02P1 -0.195 0.143 0.0
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12431 USAZY71 -2.666 0.000 0.0
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12436 USAZYO1 -0.208 0.000 0.0
12437 USAZYR1 0.200 0.000 0.0
12438 USAZYS1 0.776 0.000 0.0
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12440 USAZYV1 0.978 0.000 0.0
12441 USAZYX1 0.091 0.000 0.0
12442 USAZZ41 2.213 0.000 0.0
12443 USAZZ51 0.388 0.000 0.0
12444 USAZZ61 1.066 0.000 0.0
12445 USAZZ71 0.880 0.000 0.0
12446 USAZZ81 -0.409 0.000 0.0
12447 USAZZ91 1.288 0.000 0.0
12448 USAZZA1 0.714 0.000 0.0
12449 USAZZB1 -0.356 0.000 0.0
12450 USAZZD1 0.598 0.000 0.0
12451 USAZZF1 -0.016 0.000 0.0
12452 USAZZI1 -0.268 0.000 0.0
12453 USAZZJ1 0.849 0.000 0.0
12454 USAZZL1 0.524 0.000 0.0
12455 USAZZP1 -0.215 0.000 0.0
12456 USAZZR1 0.663 0.000 0.0
12457 USAZZX1 2.857 0.000 0.0
12458 USAZZY1 -1.161 0.000 0.0
12459 USAZZZ1 -2.836 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
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26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.184 0.000 ... NaN NaN
1 -2.185 0.000 ... NaN NaN
2 -2.066 0.000 ... NaN 6500.0
3 -2.129 0.000 ... NaN NaN
4 -2.062 0.000 ... NaN 5956.0
5 -1.452 0.000 ... NaN 255.0
6 -2.177 0.000 ... NaN NaN
7 -2.184 0.000 ... NaN NaN
8 -1.577 0.000 ... NaN NaN
9 -2.267 0.861 ... NaN 29000.0
10 -1.855 0.000 ... NaN NaN
11 -2.065 0.000 ... NaN NaN
12 -2.185 0.000 ... NaN NaN
13 -2.086 0.000 ... NaN NaN
14 -2.185 0.000 ... NaN NaN
15 -2.157 0.000 ... NaN NaN
16 -1.668 0.000 ... NaN 90.0
17 -0.367 0.000 ... NaN 45651.0
18 -1.601 0.000 ... NaN NaN
19 -2.081 0.000 ... NaN NaN
20 -1.378 0.000 ... NaN NaN
21 -1.880 1.000 ... NaN NaN
22 -1.957 0.000 ... NaN NaN
23 -2.028 0.000 ... NaN 1150.0
24 -1.684 0.000 ... NaN NaN
25 -1.873 0.000 ... NaN NaN
26 -2.179 0.000 ... NaN NaN
27 -1.335 0.000 ... NaN 40.0
28 -0.817 0.000 ... NaN 5460.0
29 -1.473 0.000 ... NaN 3000.0
... ... ... ... ... ...
12430 -1.015 0.000 ... NaN NaN
12431 0.300 0.000 ... NaN 2100.0
12432 -0.525 0.000 ... NaN NaN
12433 0.136 0.000 ... NaN 6500.0
12434 -0.050 0.000 ... NaN NaN
12435 -1.143 0.000 ... NaN NaN
12436 -1.080 0.000 ... NaN 2900.0
12437 -0.616 0.000 ... NaN 70775.0
12438 -0.472 0.000 ... NaN 133.0
12439 -0.466 0.000 ... NaN 56200.0
12440 0.191 0.000 ... NaN 7300.0
12441 -2.205 0.000 ... NaN 100.0
12442 -1.332 0.000 ... NaN 63070.0
12443 -0.910 0.000 ... NaN NaN
12444 -0.021 0.000 ... NaN 83175.0
12445 -0.451 0.000 ... NaN NaN
12446 -1.766 1.000 ... NaN 19700.0
12447 0.489 0.000 ... NaN NaN
12448 -0.639 0.000 ... NaN 11000.0
12449 -0.920 0.000 ... NaN NaN
12450 -0.421 0.000 ... NaN 8129130.0
12451 0.195 0.000 ... NaN 49850.0
12452 -1.208 1.000 ... NaN NaN
12453 -0.034 0.000 ... NaN 0.0
12454 -1.077 0.000 ... NaN NaN
12455 -0.596 1.000 ... NaN 30350.0
12456 -0.592 0.000 ... NaN NaN
12457 -0.120 0.000 ... NaN 712080.0
12458 0.618 0.000 ... NaN 45800.0
12459 -1.967 0.000 ... NaN 77200.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.786646e+10 0.160514 13.488884 9.555234
1 NaN 8.092036e+09 0.000000 16.423389 12.053142
2 NaN 6.627053e+10 2.439597 26.605468 23.355346
3 NaN 3.080219e+10 2.226841 20.645692 18.901305
4 NaN 5.244616e+10 2.320303 26.771052 23.376740
5 NaN 1.675263e+11 0.494153 28.340939 25.686034
6 NaN 1.456817e+10 5.552309 18.073443 13.099819
7 NaN 7.830727e+10 0.000000 22.523944 16.776762
8 NaN 1.462469e+10 0.596125 36.158032 29.434849
9 NaN 4.037166e+10 1.961962 15.771869 11.949862
10 NaN 2.873835e+10 0.000000 37.562378 29.394295
11 NaN 2.680134e+10 1.290620 13.067729 9.999362
12 NaN 6.464342e+09 2.432610 14.651381 10.481562
13 NaN 1.813381e+10 1.415929 21.561352 18.699539
14 NaN 1.372766e+10 1.142857 14.463714 10.270232
15 NaN 4.339150e+10 1.603206 22.405374 19.277177
16 NaN 4.339150e+10 1.603206 28.163050 25.647249
17 NaN 2.215238e+10 0.256684 21.896356 18.133585
18 NaN 3.147551e+10 2.036255 23.757570 20.862417
19 NaN 1.168070e+11 3.015454 29.993256 25.116556
20 NaN 1.297530e+11 0.000000 33.167539 29.887723
21 NaN 9.694002e+10 2.459420 24.428437 21.734326
22 NaN 1.742698e+10 0.000000 27.796435 25.655482
23 NaN 1.028369e+11 0.000000 23.099626 20.270157
24 NaN 4.556152e+10 3.265687 19.919843 16.657898
25 NaN 3.235687e+10 0.000000 23.778087 21.121110
26 NaN 9.306214e+09 1.651255 11.605604 8.504692
27 NaN 9.306214e+09 1.651255 34.003795 32.255132
28 NaN 6.560827e+10 2.965075 23.486175 20.839773
29 NaN 3.757656e+11 2.344666 19.120259 16.656004
... ... ... ... ... ...
12430 NaN 2.901340e+06 0.000000 64.821877 62.615102
12431 377.45 1.593800e+06 0.000000 94.279396 91.692027
12432 NaN 2.327640e+06 0.000000 87.213610 84.747681
12433 1551.44 7.217600e+07 0.000000 86.052895 83.628292
12434 NaN 4.782610e+04 NaN 72.591998 69.766425
12435 NaN 1.059380e+06 NaN 65.340703 63.066441
12436 1076.29 5.639000e+07 0.000000 65.872313 60.829932
12437 287782.05 1.963468e+07 0.000000 97.759558 95.820449
12438 NaN 5.030700e+01 0.000000 33.406832 26.597902
12439 27172.96 2.511250e+07 0.000000 111.142730 109.817969
12440 536.34 1.430880e+06 0.000000 180.095236 178.673326
12441 26475.27 6.464040e+07 2.024291 30.968182 26.885699
12442 2091.10 1.768560e+06 NaN 140.012137 138.900148
12443 NaN 2.224200e+05 0.000000 43.214458 39.267666
12444 662.82 1.112200e+06 0.000000 147.667382 146.116297
12445 NaN 1.312212e+07 0.000000 79.670469 77.292103
12446 1767087.05 3.293872e+10 4.841463 20.481611 17.270096
12447 NaN 1.591600e+03 0.000000 47.768400 38.344290
12448 5365.91 2.717750e+06 0.000000 82.272644 80.235082
12449 NaN 5.584920e+06 0.000000 48.963792 44.655994
12450 120601.09 2.077488e+06 NaN 84.582563 82.729893
12451 27255.85 2.782252e+07 NaN 78.422248 74.934133
12452 NaN 3.807000e+05 0.000000 60.648638 58.264691
12453 NaN 1.166401e+07 0.000000 87.065941 82.888875
12454 NaN 1.766690e+07 0.000000 72.373683 70.455093
12455 5880.19 6.839280e+06 NaN 82.359773 80.248590
12456 NaN 3.367200e+05 NaN 29.191526 23.172512
12457 33169.81 4.609038e+06 0.000000 186.371774 185.160699
12458 2377551.09 9.928258e+08 0.617761 38.379251 29.727944
12459 5806692.80 2.863855e+08 NaN 22.365461 14.163104
HistBeta PredBeta DataDate
0 0.000298 0.085750 20041124
1 -0.000186 0.074382 20041124
2 0.054902 0.106751 20041124
3 0.025757 0.253692 20041124
4 0.056587 0.135172 20041124
5 0.337120 0.674501 20041124
6 0.003531 -0.010043 20041124
7 0.000468 -0.047691 20041124
8 0.279688 0.636290 20041124
9 -0.037900 -0.009655 20041124
10 0.151664 0.476778 20041124
11 0.054944 0.177792 20041124
12 -0.000186 0.070108 20041124
13 0.045265 0.164120 20041124
14 -0.000186 0.027039 20041124
15 0.012705 0.183515 20041124
16 0.237972 0.402981 20041124
17 0.836446 0.900555 20041124
18 0.268615 0.469899 20041124
19 0.047904 0.241197 20041124
20 0.371080 0.515670 20041124
21 0.140426 0.289550 20041124
22 0.104898 0.283915 20041124
23 0.072152 0.239988 20041124
24 0.230356 0.453148 20041124
25 0.143585 0.340540 20041124
26 0.002662 0.175701 20041124
27 0.391132 0.633168 20041124
28 0.629264 0.756186 20041124
29 0.327321 0.420615 20041124
... ... ... ...
12430 0.538083 0.839915 20041124
12431 1.143390 1.241715 20041124
12432 0.763923 1.166575 20041124
12433 1.067759 1.286859 20041124
12434 0.982404 1.291283 20041124
12435 0.479496 0.679648 20041124
12436 0.508325 0.918729 20041124
12437 0.721901 0.993773 20041124
12438 0.787874 1.172600 20041124
12439 0.790697 0.998759 20041124
12440 1.093223 1.419184 20041124
12441 -0.009359 0.075807 20041124
12442 0.392367 0.723020 20041124
12443 0.586715 0.902426 20041124
12444 0.995569 1.275634 20041124
12445 0.797556 1.037648 20041124
12446 0.192839 0.204287 20041124
12447 1.230293 1.426563 20041124
12448 0.711379 0.950252 20041124
12449 0.581771 0.939864 20041124
12450 0.811469 1.017808 20041124
12451 1.094809 1.418864 20041124
12452 0.449325 0.653950 20041124
12453 0.989655 1.258353 20041124
12454 0.509805 0.816119 20041124
12455 0.731253 0.872394 20041124
12456 0.732897 1.066941 20041124
12457 0.949934 1.199738 20041124
12458 1.289513 1.296498 20041124
12459 0.100176 0.065114 20041124
[12460 rows x 92 columns],
'20041126': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.492 0.000 0.0
1 USA0011 -0.037 0.000 0.0
2 USA0031 0.799 0.000 0.0
3 USA0062 0.310 0.430 0.0
4 USA00E2 0.710 0.000 0.0
5 USA00F1 0.512 0.000 0.0
6 USA00G2 0.172 0.000 0.0
7 USA00H1 -0.055 0.000 0.0
8 USA00I1 -0.363 0.000 0.0
9 USA00J1 0.151 0.000 0.0
10 USA00K1 2.549 0.000 0.0
11 USA00P1 -0.249 0.000 0.0
12 USA00R1 -0.668 0.000 0.0
13 USA00S1 0.183 0.000 0.0
14 USA00V1 -0.146 0.000 0.0
15 USA0131 0.335 1.000 0.0
16 USA0161 1.798 1.000 0.0
17 USA01I1 0.589 0.000 0.0
18 USA01J2 0.526 0.000 0.0
19 USA01L1 1.213 0.000 0.0
20 USA01P1 0.515 0.000 0.0
21 USA01Q1 0.461 0.000 0.0
22 USA0202 0.684 0.000 0.0
23 USA0231 -0.213 0.000 0.0
24 USA0281 0.448 0.000 0.0
25 USA0291 0.098 0.000 0.0
26 USA02A1 -0.340 0.000 0.0
27 USA02B1 -1.088 0.000 0.0
28 USA02H1 0.391 0.000 0.0
29 USA02P1 0.072 0.143 0.0
... ... ... ... ...
12430 USAZY61 0.827 0.000 0.0
12431 USAZY71 2.788 0.000 0.0
12432 USAZYI1 0.423 0.000 0.0
12433 USAZYJ1 1.247 0.000 0.0
12434 USAZYK1 0.516 0.000 0.0
12435 USAZYM1 0.386 0.000 0.0
12436 USAZYO1 -2.639 0.000 0.0
12437 USAZYR1 2.788 0.000 0.0
12438 USAZYS1 0.191 0.000 0.0
12439 USAZYT1 2.788 0.000 0.0
12440 USAZYV1 2.788 0.000 0.0
12441 USAZYX1 0.763 0.000 0.0
12442 USAZZ41 -2.777 0.000 0.0
12443 USAZZ51 0.483 0.000 0.0
12444 USAZZ61 0.187 0.000 0.0
12445 USAZZ71 0.308 0.000 0.0
12446 USAZZ81 -2.391 0.000 0.0
12447 USAZZ91 1.568 0.000 0.0
12448 USAZZA1 0.350 0.000 0.0
12449 USAZZB1 0.815 0.000 0.0
12450 USAZZD1 2.738 0.000 0.0
12451 USAZZF1 -2.134 0.000 0.0
12452 USAZZI1 0.857 0.000 0.0
12453 USAZZJ1 -1.535 0.000 0.0
12454 USAZZL1 -0.039 0.000 0.0
12455 USAZZP1 1.152 0.000 0.0
12456 USAZZR1 0.248 0.000 0.0
12457 USAZZX1 -2.369 0.000 0.0
12458 USAZZY1 2.061 0.000 0.0
12459 USAZZZ1 0.316 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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19 0.0 0.0 0.0 0.000
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23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.185 0.000 ... NaN NaN
1 -2.186 0.000 ... NaN NaN
2 -2.066 0.000 ... NaN 6500.0
3 -2.130 0.000 ... NaN NaN
4 -2.063 0.000 ... NaN 5956.0
5 -1.452 0.000 ... NaN 255.0
6 -2.178 0.000 ... NaN NaN
7 -2.184 0.000 ... NaN NaN
8 -1.577 0.000 ... NaN NaN
9 -2.268 0.861 ... NaN 29000.0
10 -1.859 0.000 ... NaN 4000.0
11 -2.066 0.000 ... NaN NaN
12 -2.186 0.000 ... NaN NaN
13 -2.088 0.000 ... NaN NaN
14 -2.186 0.000 ... NaN NaN
15 -2.158 0.000 ... NaN NaN
16 -1.670 0.000 ... NaN 310.0
17 -0.367 0.000 ... NaN 45651.0
18 -1.602 0.000 ... NaN NaN
19 -2.082 0.000 ... NaN NaN
20 -1.379 0.000 ... NaN 9750.0
21 -1.880 1.000 ... NaN NaN
22 -1.957 0.000 ... NaN NaN
23 -2.029 0.000 ... NaN 1150.0
24 -1.685 0.000 ... NaN NaN
25 -1.874 0.000 ... NaN NaN
26 -2.180 0.000 ... NaN NaN
27 -1.332 0.000 ... NaN 110.0
28 -0.818 0.000 ... NaN 5460.0
29 -1.474 0.000 ... NaN 3000.0
... ... ... ... ... ...
12430 -1.015 0.000 ... NaN NaN
12431 0.290 0.000 ... NaN 100.0
12432 -0.524 0.000 ... NaN 500.0
12433 0.136 0.000 ... NaN NaN
12434 -0.049 0.000 ... NaN NaN
12435 -1.142 0.000 ... NaN NaN
12436 -1.079 0.000 ... NaN 5000.0
12437 -0.615 0.000 ... NaN 45400.0
12438 -0.472 0.000 ... NaN NaN
12439 -0.469 0.000 ... NaN 34250.0
12440 0.185 0.000 ... NaN 5000.0
12441 -2.207 0.000 ... NaN 1100.0
12442 -1.330 0.000 ... NaN 150540.0
12443 -0.910 0.000 ... NaN NaN
12444 -0.020 0.000 ... NaN 4000.0
12445 -0.451 0.000 ... NaN NaN
12446 -1.755 1.000 ... NaN 31800.0
12447 0.489 0.000 ... NaN 10000.0
12448 -0.639 0.000 ... NaN NaN
12449 -0.921 0.000 ... NaN NaN
12450 -0.420 0.000 ... NaN 4015836.0
12451 0.201 0.000 ... NaN 60695.0
12452 -1.213 1.000 ... NaN NaN
12453 -0.031 0.000 ... NaN 0.0
12454 -1.077 0.000 ... NaN NaN
12455 -0.602 1.000 ... NaN NaN
12456 -0.592 0.000 ... NaN NaN
12457 -0.118 0.000 ... NaN 331500.0
12458 0.612 0.000 ... NaN 21000.0
12459 -1.967 0.000 ... NaN 31000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.790657e+10 0.160514 12.872733 9.058708
1 NaN 8.136638e+09 0.000000 15.673259 11.369794
2 NaN 6.658320e+10 2.439597 25.209769 22.012600
3 NaN 3.069050e+10 2.226841 19.532906 17.807896
4 NaN 5.253951e+10 2.320303 25.431213 22.098232
5 NaN 1.664308e+11 0.494153 26.878936 24.181405
6 NaN 1.444909e+10 5.552309 17.146047 12.341985
7 NaN 7.802219e+10 0.000000 21.396678 15.803122
8 NaN 1.453449e+10 0.596125 34.376319 27.732630
9 NaN 4.037166e+10 1.961962 14.972028 11.246941
10 NaN 2.878918e+10 0.000000 36.194117 28.078662
11 NaN 2.674230e+10 1.290620 12.420559 9.434569
12 NaN 6.463237e+09 2.432610 14.042984 9.985042
13 NaN 1.820459e+10 1.415929 20.441527 17.617303
14 NaN 1.369980e+10 1.142857 13.751125 9.683529
15 NaN 4.331132e+10 1.603206 21.206063 18.157616
16 NaN 4.331132e+10 1.603206 26.846346 24.287538
17 NaN 2.228150e+10 0.256684 21.029652 17.091543
18 NaN 3.172851e+10 2.036255 22.550686 19.663670
19 NaN 1.173634e+11 3.015454 28.492708 23.695574
20 NaN 1.300234e+11 0.000000 31.397581 28.162718
21 NaN 9.708616e+10 2.459420 23.131982 20.456596
22 NaN 1.715254e+10 0.000000 26.299963 24.190285
23 NaN 1.023828e+11 0.000000 21.863511 19.096788
24 NaN 4.547150e+10 3.265687 18.947879 15.707314
25 NaN 3.216326e+10 0.000000 22.460156 19.842409
26 NaN 9.220231e+09 1.651255 11.146650 8.056100
27 NaN 9.220231e+09 1.651255 32.161646 30.428913
28 NaN 6.565672e+10 2.965075 22.333172 19.588095
29 NaN 3.738678e+11 2.344666 18.160050 15.698606
... ... ... ... ... ...
12430 NaN 2.901340e+06 0.000000 61.075283 58.828336
12431 366.51 1.226000e+06 0.000000 88.594894 85.922724
12432 3328.58 2.327640e+06 0.000000 82.607452 80.114090
12433 NaN 7.217600e+07 0.000000 85.671332 83.379970
12434 NaN 4.782610e+04 NaN 68.356228 65.433949
12435 NaN 1.059380e+06 NaN 61.677862 59.429935
12436 1192.20 5.751780e+07 0.000000 62.850809 57.818213
12437 240429.45 1.925709e+07 0.000000 92.565135 90.485450
12438 NaN 5.030700e+01 0.000000 31.923656 25.014096
12439 24763.85 2.410800e+07 0.000000 105.157108 103.780164
12440 525.32 1.192400e+06 0.000000 170.643760 169.140820
12441 26801.43 6.412120e+07 2.024291 29.391105 25.368232
12442 2343.01 1.812774e+06 NaN 133.316746 132.251100
12443 NaN 2.224200e+05 0.000000 40.651889 36.620696
12444 495.12 1.112200e+06 0.000000 138.610170 137.036806
12445 NaN 1.312212e+07 0.000000 75.227432 72.828978
12446 1801958.57 3.409521e+10 4.841463 18.745082 15.180866
12447 0.06 1.591600e+03 0.000000 45.592499 36.160284
12448 NaN 2.717750e+06 0.000000 77.834790 75.781422
12449 NaN 5.584920e+06 0.000000 46.383651 42.063531
12450 120513.18 1.558116e+06 NaN 80.085799 78.117152
12451 30136.43 3.101835e+07 NaN 76.135597 72.694957
12452 NaN 3.807000e+05 0.000000 57.459524 55.099416
12453 NaN 1.197067e+07 0.000000 82.414158 78.209129
12454 NaN 1.766690e+07 0.000000 68.419541 66.474647
12455 NaN 6.839280e+06 NaN 77.832286 75.711658
12456 NaN 3.367200e+05 NaN 27.856570 21.858037
12457 33847.87 4.938255e+06 0.000000 176.011347 174.822888
12458 2248441.24 9.742971e+08 0.617761 37.012871 28.192717
12459 5573692.71 2.870660e+08 NaN 21.374782 13.605619
HistBeta PredBeta DataDate
0 0.000296 0.082956 20041126
1 -0.000189 0.070233 20041126
2 0.054777 0.125283 20041126
3 0.025643 0.257607 20041126
4 0.056467 0.152497 20041126
5 0.337180 0.681231 20041126
6 0.003509 0.004399 20041126
7 0.000466 -0.045848 20041126
8 0.279677 0.633178 20041126
9 -0.037927 -0.008725 20041126
10 0.150362 0.519349 20041126
11 0.054801 0.172227 20041126
12 -0.000188 0.054315 20041126
13 0.044732 0.164653 20041126
14 -0.000188 0.027114 20041126
15 0.012637 0.187861 20041126
16 0.237093 0.430168 20041126
17 0.836505 0.908980 20041126
18 0.268569 0.474310 20041126
19 0.047810 0.251099 20041126
20 0.370783 0.523688 20041126
21 0.140522 0.294979 20041126
22 0.104870 0.297021 20041126
23 0.072029 0.237367 20041126
24 0.230351 0.454655 20041126
25 0.143479 0.339828 20041126
26 0.002650 0.167202 20041126
27 0.392381 0.627862 20041126
28 0.629151 0.762322 20041126
29 0.327151 0.424582 20041126
... ... ... ...
12430 0.538150 0.851585 20041126
12431 1.138384 1.328566 20041126
12432 0.764032 1.169908 20041126
12433 1.067612 1.280506 20041126
12434 0.982424 1.300491 20041126
12435 0.479751 0.696980 20041126
12436 0.508741 0.880777 20041126
12437 0.722500 1.040823 20041126
12438 0.787990 1.177204 20041126
12439 0.789465 1.049098 20041126
12440 1.090393 1.453653 20041126
12441 -0.010009 0.083550 20041126
12442 0.393385 0.645191 20041126
12443 0.586815 0.916375 20041126
12444 0.996175 1.268409 20041126
12445 0.797600 1.034317 20041126
12446 0.198176 0.181784 20041126
12447 1.230285 1.431633 20041126
12448 0.711387 0.948631 20041126
12449 0.581645 0.957417 20041126
12450 0.811799 1.056114 20041126
12451 1.097497 1.393640 20041126
12452 0.447452 0.671301 20041126
12453 0.990699 1.227890 20041126
12454 0.509960 0.813878 20041126
12455 0.728105 0.896537 20041126
12456 0.732934 1.042353 20041126
12457 0.950729 1.123246 20041126
12458 1.286579 1.339246 20041126
12459 0.100357 0.083264 20041126
[12460 rows x 92 columns],
'20041129': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.680 0.000 0.0
1 USA0011 -1.186 0.000 0.0
2 USA0031 -0.439 0.000 0.0
3 USA0062 0.087 0.430 0.0
4 USA00E2 -0.722 0.000 0.0
5 USA00F1 -0.270 0.000 0.0
6 USA00G2 -0.182 0.000 0.0
7 USA00H1 -0.285 0.000 0.0
8 USA00I1 -0.295 0.000 0.0
9 USA00J1 -0.386 0.000 0.0
10 USA00K1 -0.068 0.000 0.0
11 USA00P1 -0.399 0.000 0.0
12 USA00R1 -0.409 0.000 0.0
13 USA00S1 -0.086 0.000 0.0
14 USA00V1 -0.189 0.000 0.0
15 USA0131 0.250 1.000 0.0
16 USA0161 0.716 1.000 0.0
17 USA01I1 0.130 0.000 0.0
18 USA01J2 -0.599 0.000 0.0
19 USA01L1 -0.627 0.000 0.0
20 USA01P1 0.012 0.000 0.0
21 USA01Q1 -0.239 0.000 0.0
22 USA0202 0.054 0.000 0.0
23 USA0231 -0.197 0.000 0.0
24 USA0281 0.177 0.000 0.0
25 USA0291 0.331 0.000 0.0
26 USA02A1 -0.310 0.000 0.0
27 USA02B1 1.644 0.000 0.0
28 USA02H1 -0.231 0.000 0.0
29 USA02P1 2.372 0.143 0.0
... ... ... ... ...
12430 USAZY61 2.778 0.000 0.0
12431 USAZY71 1.532 0.000 0.0
12432 USAZYI1 1.367 0.000 0.0
12433 USAZYJ1 1.333 0.000 0.0
12434 USAZYK1 1.683 0.000 0.0
12435 USAZYM1 1.578 0.000 0.0
12436 USAZYO1 2.778 0.000 0.0
12437 USAZYR1 2.778 0.000 0.0
12438 USAZYS1 1.330 0.000 0.0
12439 USAZYT1 2.778 0.000 0.0
12440 USAZYV1 1.622 0.000 0.0
12441 USAZYX1 0.767 0.000 0.0
12442 USAZZ41 1.597 0.000 0.0
12443 USAZZ51 1.297 0.000 0.0
12444 USAZZ61 1.940 0.000 0.0
12445 USAZZ71 1.575 0.000 0.0
12446 USAZZ81 -0.136 0.000 0.0
12447 USAZZ91 1.172 0.000 0.0
12448 USAZZA1 1.652 0.000 0.0
12449 USAZZB1 1.563 0.000 0.0
12450 USAZZD1 1.360 0.000 0.0
12451 USAZZF1 1.629 0.000 0.0
12452 USAZZI1 1.275 0.000 0.0
12453 USAZZJ1 -2.304 0.000 0.0
12454 USAZZL1 -1.510 0.000 0.0
12455 USAZZP1 2.778 0.000 0.0
12456 USAZZR1 1.218 0.000 0.0
12457 USAZZX1 1.612 0.000 0.0
12458 USAZZY1 -1.718 0.000 0.0
12459 USAZZZ1 1.563 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
12447 0.0 0.0 0.0 0.000
12448 0.0 0.0 0.0 0.000
12449 0.0 0.0 0.0 0.000
12450 0.0 0.0 0.0 0.000
12451 0.0 0.0 0.0 0.000
12452 0.0 0.0 0.0 0.000
12453 0.0 0.0 0.0 0.000
12454 0.0 0.0 0.0 0.000
12455 0.0 0.0 0.0 0.000
12456 0.0 0.0 0.0 0.000
12457 0.0 0.0 0.0 0.000
12458 0.0 0.0 0.0 0.000
12459 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.200 0.000 ... NaN NaN
1 -2.201 0.000 ... NaN NaN
2 -2.080 0.000 ... NaN 6500.0
3 -2.144 0.000 ... NaN NaN
4 -2.076 0.000 ... NaN 5956.0
5 -1.466 0.000 ... NaN 255.0
6 -2.192 0.000 ... NaN NaN
7 -2.200 0.000 ... NaN NaN
8 -1.590 0.000 ... NaN NaN
9 -2.283 0.861 ... NaN 29000.0
10 -1.866 0.000 ... NaN 3500.0
11 -2.082 0.000 ... NaN NaN
12 -2.201 0.000 ... NaN NaN
13 -2.104 0.000 ... NaN NaN
14 -2.201 0.000 ... NaN NaN
15 -2.172 0.000 ... NaN NaN
16 -1.680 0.000 ... NaN 810.0
17 -0.376 0.000 ... NaN 45651.0
18 -1.612 0.000 ... NaN NaN
19 -2.094 0.000 ... NaN NaN
20 -1.392 0.000 ... NaN NaN
21 -1.896 1.000 ... NaN NaN
22 -1.971 0.000 ... NaN NaN
23 -2.043 0.000 ... NaN 1150.0
24 -1.697 0.000 ... NaN NaN
25 -1.890 0.000 ... NaN NaN
26 -2.195 0.000 ... NaN NaN
27 -1.327 0.000 ... NaN 205.0
28 -0.825 0.000 ... NaN 5460.0
29 -1.387 0.000 ... NaN 1000.0
... ... ... ... ... ...
12430 -0.862 0.000 ... NaN 2500.0
12431 0.296 0.000 ... NaN 1700.0
12432 -0.532 0.000 ... NaN 42600.0
12433 0.137 0.000 ... NaN NaN
12434 -0.052 0.000 ... NaN NaN
12435 -1.154 0.000 ... NaN 2000.0
12436 -1.080 0.000 ... NaN 10500.0
12437 -0.606 0.000 ... NaN 428164.0
12438 -0.479 0.000 ... NaN NaN
12439 -0.469 0.000 ... NaN 157256.0
12440 0.178 0.000 ... NaN NaN
12441 -2.225 0.000 ... NaN 300.0
12442 -1.346 0.000 ... NaN 30000.0
12443 -0.918 0.000 ... NaN NaN
12444 -0.024 0.000 ... NaN 43660.0
12445 -0.456 0.000 ... NaN NaN
12446 -1.770 1.000 ... NaN 274500.0
12447 0.489 0.000 ... NaN NaN
12448 -0.644 0.000 ... NaN NaN
12449 -0.928 0.000 ... NaN NaN
12450 -0.426 0.000 ... NaN 25432960.0
12451 0.194 0.000 ... NaN 630.0
12452 -1.226 1.000 ... NaN NaN
12453 -0.087 0.000 ... NaN 0.0
12454 -1.149 0.000 ... NaN 3200.0
12455 -0.571 1.000 ... NaN 17818.0
12456 -0.599 0.000 ... NaN NaN
12457 -0.117 0.000 ... NaN 1444495.0
12458 0.610 0.000 ... NaN 75000.0
12459 -1.959 0.000 ... NaN 125900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.710436e+10 0.160514 13.103352 9.252830
1 NaN 7.773452e+09 0.000000 16.647538 12.220674
2 NaN 6.633307e+10 2.439597 25.282064 22.066961
3 NaN 3.057880e+10 2.226841 19.618855 17.878897
4 NaN 5.288621e+10 2.320303 25.573338 22.218615
5 NaN 1.663526e+11 0.494153 27.090455 24.307762
6 NaN 1.448878e+10 5.552309 17.224404 12.388944
7 NaN 7.870898e+10 0.000000 21.502000 15.870903
8 NaN 1.415863e+10 0.596125 34.592468 27.883432
9 NaN 4.023495e+10 1.961962 15.040039 11.276742
10 NaN 2.868751e+10 0.000000 36.240050 28.211848
11 NaN 2.668915e+10 1.290620 12.559126 9.537877
12 NaN 6.459923e+09 2.432610 14.238679 10.128256
13 NaN 1.811965e+10 1.415929 20.547741 17.695000
14 NaN 1.392775e+10 1.142857 13.870637 9.742790
15 NaN 4.299062e+10 1.603206 21.327007 18.221066
16 NaN 4.299062e+10 1.603206 27.002294 24.439498
17 NaN 2.222985e+10 0.256684 21.216135 17.146231
18 NaN 3.116780e+10 2.036255 22.891222 19.899008
19 NaN 1.169782e+11 3.015454 28.682756 23.851695
20 NaN 1.280626e+11 0.000000 31.572639 28.302095
21 NaN 9.672081e+10 2.459420 23.263187 20.561218
22 NaN 1.737209e+10 0.000000 26.409322 24.270667
23 NaN 1.029883e+11 0.000000 22.038873 19.173350
24 NaN 4.534147e+10 3.265687 19.066954 15.755920
25 NaN 3.233267e+10 0.000000 22.496540 19.898109
26 NaN 9.311947e+09 1.651255 11.170772 8.137328
27 NaN 9.311947e+09 1.651255 32.483494 30.634787
28 NaN 6.585054e+10 2.965075 22.456089 19.643427
29 NaN 3.721809e+11 2.344666 20.246817 17.596976
... ... ... ... ... ...
12430 11.90 2.231800e+06 0.000000 63.152289 60.611877
12431 388.01 1.226000e+06 0.000000 89.046583 86.296269
12432 3418.94 2.327640e+06 0.000000 82.708676 80.052397
12433 NaN 7.217600e+07 0.000000 85.933610 83.499704
12434 NaN 4.782610e+04 NaN 68.027518 64.825060
12435 29.67 1.059380e+06 NaN 61.574247 59.173571
12436 1498.97 5.639000e+07 0.000000 63.022647 57.759166
12437 248360.60 1.850191e+07 0.000000 93.396844 91.218534
12438 NaN 5.030700e+01 0.000000 32.568789 25.323536
12439 25925.48 2.360575e+07 0.000000 106.022241 104.458493
12440 NaN 1.192400e+06 0.000000 171.663897 170.150161
12441 17497.35 6.427696e+07 2.024291 29.561921 25.478064
12442 2218.09 1.812774e+06 NaN 134.046108 132.928126
12443 NaN 2.224200e+05 0.000000 41.099339 36.858830
12444 475.16 1.112200e+06 0.000000 139.599945 137.906700
12445 NaN 1.312212e+07 0.000000 75.149977 72.600824
12446 2271081.00 3.417893e+10 4.841463 18.828766 15.328714
12447 NaN 1.591600e+03 0.000000 45.957893 36.270302
12448 NaN 2.717750e+06 0.000000 78.143158 75.935725
12449 NaN 5.584920e+06 0.000000 46.974233 42.451192
12450 128901.85 1.558116e+06 NaN 79.550138 77.501802
12451 24113.56 3.101835e+07 NaN 77.767088 74.268982
12452 NaN 3.807000e+05 0.000000 57.281309 54.817403
12453 NaN 1.266158e+07 0.000000 83.112246 78.841974
12454 9660.25 1.939050e+07 0.000000 70.152789 68.278961
12455 3902.61 6.106500e+06 NaN 78.069099 75.758145
12456 NaN 3.367200e+05 NaN 28.351967 21.993596
12457 38470.47 4.938255e+06 0.000000 177.100941 175.848490
12458 2388822.05 9.749147e+08 0.617761 37.521592 28.458147
12459 3285584.85 2.835500e+08 NaN 21.526113 13.597452
HistBeta PredBeta DataDate
0 0.000311 0.069388 20041129
1 -0.000176 0.045647 20041129
2 0.055334 0.105385 20041129
3 0.025739 0.249564 20041129
4 0.057068 0.130164 20041129
5 0.335958 0.666245 20041129
6 0.003761 -0.004638 20041129
7 0.000488 -0.054639 20041129
8 0.279124 0.631812 20041129
9 -0.037548 -0.022586 20041129
10 0.153036 0.505933 20041129
11 0.054056 0.163812 20041129
12 -0.000176 0.051133 20041129
13 0.044289 0.157422 20041129
14 -0.000176 0.020815 20041129
15 0.013230 0.184046 20041129
16 0.237921 0.420760 20041129
17 0.833919 0.900267 20041129
18 0.268924 0.437697 20041129
19 0.048967 0.219012 20041129
20 0.369449 0.513334 20041129
21 0.139294 0.280597 20041129
22 0.104776 0.287717 20041129
23 0.072119 0.217897 20041129
24 0.230188 0.445313 20041129
25 0.141949 0.340577 20041129
26 0.002761 0.162950 20041129
27 0.399420 0.664089 20041129
28 0.628660 0.749752 20041129
29 0.372071 0.515478 20041129
... ... ... ...
12430 0.611583 0.951677 20041129
12431 1.141005 1.308708 20041129
12432 0.762562 1.184323 20041129
12433 1.068218 1.285444 20041129
12434 0.982045 1.322784 20041129
12435 0.478195 0.715091 20041129
12436 0.512193 0.962155 20041129
12437 0.728902 1.052378 20041129
12438 0.786612 1.197476 20041129
12439 0.791562 1.093355 20041129
12440 1.087272 1.431637 20041129
12441 -0.011247 0.080964 20041129
12442 0.390600 0.711299 20041129
12443 0.586106 0.932274 20041129
12444 0.994657 1.295520 20041129
12445 0.797499 1.052030 20041129
12446 0.196877 0.180681 20041129
12447 1.229285 1.421538 20041129
12448 0.711206 0.964419 20041129
12449 0.581646 0.976229 20041129
12450 0.811229 1.057080 20041129
12451 1.094483 1.385218 20041129
12452 0.445265 0.699043 20041129
12453 0.965892 1.175106 20041129
12454 0.480433 0.757656 20041129
12455 0.744821 0.936045 20041129
12456 0.731892 1.058594 20041129
12457 0.952489 1.189171 20041129
12458 1.284474 1.293575 20041129
12459 0.110682 0.108100 20041129
[12460 rows x 92 columns],
'20041130': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.096 0.000 0.0
1 USA0011 -0.583 0.000 0.0
2 USA0031 0.033 0.000 0.0
3 USA0062 -0.063 0.428 0.0
4 USA00E2 0.120 0.000 0.0
5 USA00F1 -0.097 0.000 0.0
6 USA00G2 0.114 0.000 0.0
7 USA00H1 -0.545 0.000 0.0
8 USA00I1 -0.854 0.000 0.0
9 USA00J1 -0.280 0.000 0.0
10 USA00K1 -1.180 0.000 0.0
11 USA00P1 -0.253 0.000 0.0
12 USA00R1 -0.283 0.000 0.0
13 USA00S1 -0.387 0.000 0.0
14 USA00V1 -0.215 0.000 0.0
15 USA0131 0.344 1.000 0.0
16 USA0161 2.727 1.000 0.0
17 USA01I1 0.344 0.000 0.0
18 USA01J2 0.013 0.000 0.0
19 USA01L1 -0.159 0.000 0.0
20 USA01P1 -0.602 0.000 0.0
21 USA01Q1 -0.455 0.000 0.0
22 USA0202 0.060 0.000 0.0
23 USA0231 -0.330 0.000 0.0
24 USA0281 0.010 0.000 0.0
25 USA0291 -0.258 0.000 0.0
26 USA02A1 -0.279 0.000 0.0
27 USA02B1 -0.852 0.000 0.0
28 USA02H1 0.067 0.000 0.0
29 USA02P1 0.438 0.142 0.0
... ... ... ... ...
12440 USAZY61 -0.040 0.000 0.0
12441 USAZY71 -2.791 0.000 0.0
12442 USAZYI1 -2.791 0.000 0.0
12443 USAZYJ1 0.278 0.000 0.0
12444 USAZYK1 2.820 0.000 0.0
12445 USAZYM1 -0.213 0.000 0.0
12446 USAZYO1 -2.593 0.000 0.0
12447 USAZYR1 1.595 0.000 0.0
12448 USAZYS1 -0.109 0.000 0.0
12449 USAZYT1 1.418 0.000 0.0
12450 USAZYV1 -0.273 0.000 0.0
12451 USAZYX1 0.267 0.000 0.0
12452 USAZZ41 0.022 0.000 0.0
12453 USAZZ51 -0.037 0.000 0.0
12454 USAZZ61 -0.365 0.000 0.0
12455 USAZZ71 -0.267 0.000 0.0
12456 USAZZ81 -0.145 0.000 0.0
12457 USAZZ91 0.510 0.000 0.0
12458 USAZZA1 -0.184 0.000 0.0
12459 USAZZB1 -2.629 0.000 0.0
12460 USAZZD1 -0.163 0.000 0.0
12461 USAZZF1 2.820 0.000 0.0
12462 USAZZI1 -1.352 0.000 0.0
12463 USAZZJ1 2.820 0.000 0.0
12464 USAZZL1 2.818 0.000 0.0
12465 USAZZP1 2.820 0.000 0.0
12466 USAZZR1 -0.103 0.000 0.0
12467 USAZZX1 2.820 0.000 0.0
12468 USAZZY1 1.123 0.000 0.0
12469 USAZZZ1 -0.338 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
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7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
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12446 0.0 0.0 0.0 0.000
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12467 0.0 0.0 0.0 0.000
12468 0.0 0.0 0.0 0.000
12469 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.201 0.00 ... NaN 0.0
1 -2.202 0.00 ... NaN 0.0
2 -2.080 0.00 ... NaN 6500.0
3 -2.151 0.00 ... NaN 20820.0
4 -2.076 0.00 ... NaN 5956.0
5 -1.470 0.00 ... NaN 255.0
6 -2.192 0.00 ... NaN 600.0
7 -2.200 0.00 ... NaN 0.0
8 -1.593 0.00 ... NaN 4140.0
9 -2.283 0.86 ... NaN 29000.0
10 -1.870 0.00 ... NaN 0.0
11 -2.083 0.00 ... NaN NaN
12 -2.202 0.00 ... NaN NaN
13 -2.111 0.00 ... NaN 10255.0
14 -2.202 0.00 ... NaN NaN
15 -2.177 0.00 ... NaN 150.0
16 -1.615 0.00 ... NaN 1820.0
17 -0.387 0.00 ... NaN 45651.0
18 -1.612 0.00 ... NaN 500.0
19 -2.102 0.00 ... NaN 14496.0
20 -1.397 0.00 ... NaN 95975.0
21 -1.909 1.00 ... NaN 1490.0
22 -1.973 0.00 ... NaN NaN
23 -2.043 0.00 ... NaN 1150.0
24 -1.699 0.00 ... NaN NaN
25 -1.891 0.00 ... NaN 0.0
26 -2.195 0.00 ... NaN 0.0
27 -1.346 0.00 ... NaN 210.0
28 -0.830 0.00 ... NaN 5460.0
29 -1.389 0.00 ... NaN 1000.0
... ... ... ... ... ...
12440 -0.867 0.00 ... NaN 500.0
12441 0.229 0.00 ... NaN 10500.0
12442 -0.628 0.00 ... NaN NaN
12443 0.139 0.00 ... NaN NaN
12444 0.063 0.00 ... NaN 16400.0
12445 -1.158 0.00 ... NaN NaN
12446 -1.094 0.00 ... NaN 1000.0
12447 -0.591 0.00 ... NaN 42199.0
12448 -0.481 0.00 ... NaN 133.0
12449 -0.454 0.00 ... NaN 54764.0
12450 0.179 0.00 ... NaN 6000.0
12451 -2.225 0.00 ... NaN NaN
12452 -1.353 0.00 ... NaN 4000.0
12453 -0.919 0.00 ... NaN NaN
12454 -0.025 0.00 ... NaN 54359.0
12455 -0.455 0.00 ... NaN 32500.0
12456 -1.767 1.00 ... NaN 141000.0
12457 0.489 0.00 ... NaN 10000.0
12458 -0.643 0.00 ... NaN NaN
12459 -1.094 0.00 ... NaN 5500.0
12460 -0.426 0.00 ... NaN 18442790.0
12461 0.230 0.00 ... NaN 45709.0
12462 -1.246 1.00 ... NaN NaN
12463 -0.009 0.00 ... NaN 0.0
12464 -1.109 0.00 ... NaN 900.0
12465 -0.535 1.00 ... NaN 195185.0
12466 -0.599 0.00 ... NaN NaN
12467 -0.091 0.00 ... NaN 1053325.0
12468 0.646 0.00 ... NaN 73100.0
12469 -1.953 0.00 ... NaN 72800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.812717e+10 0.147189 13.175386 9.164923
1 NaN 7.798939e+09 0.000000 16.630743 12.092348
2 NaN 6.559829e+10 2.478551 25.134761 21.763391
3 NaN 3.035541e+10 2.122842 19.394898 17.623414
4 NaN 5.316625e+10 2.307499 25.429551 21.928153
5 NaN 1.652311e+11 0.473560 26.794600 23.972677
6 NaN 1.452848e+10 5.191257 17.255548 12.193244
7 NaN 7.780190e+10 0.000000 21.477990 15.701457
8 NaN 1.388801e+10 0.649526 34.590337 27.645145
9 NaN 4.028320e+10 1.956478 14.973035 11.129381
10 NaN 2.819611e+10 0.000000 36.295709 27.985557
11 NaN 2.688401e+10 1.361740 12.599038 9.474652
12 NaN 6.479807e+09 2.591204 14.219590 10.014029
13 NaN 1.771385e+10 1.491742 20.440230 17.503700
14 NaN 1.387456e+10 1.314348 13.961395 9.687992
15 NaN 4.295053e+10 1.493373 21.210087 17.948209
16 NaN 4.295053e+10 1.493373 27.579921 24.705921
17 NaN 2.250100e+10 0.229533 21.061124 16.934869
18 NaN 3.130114e+10 1.791371 22.671085 19.607104
19 NaN 1.168498e+11 2.930403 28.497416 23.520335
20 NaN 1.265075e+11 0.000000 31.307679 27.975491
21 NaN 9.574654e+10 2.543882 23.075665 20.288146
22 NaN 1.726231e+10 0.000000 26.123410 23.915371
23 NaN 1.022314e+11 0.000000 21.913463 18.942142
24 NaN 4.533147e+10 3.089144 18.899540 15.516023
25 NaN 3.247788e+10 0.000000 22.227699 19.537293
26 NaN 9.375001e+09 1.528585 11.287258 8.170163
27 NaN 9.375001e+09 1.528585 32.038246 30.209613
28 NaN 6.657737e+10 3.027656 22.225987 19.366647
29 NaN 3.728135e+11 2.262443 19.962310 17.333093
... ... ... ... ... ...
12440 13.64 2.231800e+06 0.000000 61.102407 58.468567
12441 401.40 1.593800e+06 0.000000 89.456665 86.728567
12442 NaN 3.018420e+06 0.000000 82.989221 80.416863
12443 NaN 7.217600e+07 0.000000 84.700855 82.212928
12444 12.38 6.832300e+03 NaN 68.507042 64.975179
12445 NaN 1.059380e+06 NaN 61.022670 58.553133
12446 1454.02 5.751780e+07 0.000000 62.747486 57.410767
12447 237992.19 1.812432e+07 0.000000 92.058864 89.868446
12448 NaN 5.030700e+01 0.000000 32.363113 24.958445
12449 25892.11 2.310350e+07 0.000000 104.522800 102.914955
12450 532.00 1.192400e+06 0.000000 169.219878 167.708172
12451 NaN 6.427696e+07 2.827141 29.367444 25.116287
12452 2124.72 1.812774e+06 NaN 132.538396 131.422427
12453 NaN 2.224200e+05 0.000000 40.342989 35.975853
12454 458.50 1.112200e+06 0.000000 137.695254 136.006905
12455 390.23 1.312212e+07 0.000000 75.449936 72.917510
12456 2386922.86 3.433756e+10 4.516496 18.712275 15.095444
12457 0.06 1.591600e+03 0.000000 45.515885 35.620772
12458 NaN 2.717750e+06 0.000000 77.688122 75.467300
12459 75.00 7.615800e+06 0.000000 53.646032 49.825257
12460 125695.19 1.558116e+06 NaN 78.853739 76.782160
12461 26300.22 2.970242e+07 NaN 76.483183 72.723507
12462 NaN 3.877500e+05 0.000000 56.757983 54.237192
12463 NaN 1.192587e+07 0.000000 82.682250 78.183469
12464 9309.10 1.852870e+07 0.000000 69.488722 67.347778
12465 5399.03 5.617980e+06 NaN 74.453743 71.822072
12466 NaN 3.367200e+05 NaN 28.057572 21.616206
12467 38732.70 4.609038e+06 0.000000 174.819237 173.400933
12468 2382978.14 9.573126e+08 0.516129 37.577114 28.161015
12469 3227027.48 2.829829e+08 NaN 21.284537 12.992172
HistBeta PredBeta DataDate
0 0.000347 0.075427 20041130
1 -0.000144 0.037094 20041130
2 0.055627 0.113480 20041130
3 0.023099 0.248007 20041130
4 0.057457 0.141721 20041130
5 0.333884 0.667214 20041130
6 0.004090 -0.004521 20041130
7 0.000545 -0.051370 20041130
8 0.277606 0.618709 20041130
9 -0.036992 -0.019087 20041130
10 0.151145 0.490345 20041130
11 0.054025 0.166316 20041130
12 -0.000144 0.056927 20041130
13 0.041274 0.157415 20041130
14 -0.000144 0.020368 20041130
15 0.011120 0.190587 20041130
16 0.267750 0.490201 20041130
17 0.828095 0.897547 20041130
18 0.268813 0.444223 20041130
19 0.045609 0.207434 20041130
20 0.366931 0.497346 20041130
21 0.133540 0.273013 20041130
22 0.104332 0.289453 20041130
23 0.072185 0.220304 20041130
24 0.229434 0.445327 20041130
25 0.141811 0.332244 20041130
26 0.002933 0.148808 20041130
27 0.390286 0.629706 20041130
28 0.625658 0.744619 20041130
29 0.370845 0.524976 20041130
... ... ... ...
12440 0.609075 0.934130 20041130
12441 1.109119 1.224248 20041130
12442 0.717990 1.077340 20041130
12443 1.068144 1.273588 20041130
12444 1.033156 1.402076 20041130
12445 0.475942 0.697159 20041130
12446 0.505406 0.895139 20041130
12447 0.734896 1.040243 20041130
12448 0.784987 1.185338 20041130
12449 0.797389 1.103650 20041130
12450 1.086300 1.396970 20041130
12451 -0.010754 0.090031 20041130
12452 0.386948 0.680797 20041130
12453 0.585308 0.917022 20041130
12454 0.993343 1.255314 20041130
12455 0.797164 1.048203 20041130
12456 0.198286 0.186438 20041130
12457 1.227877 1.406582 20041130
12458 0.711329 0.944048 20041130
12459 0.505308 0.837983 20041130
12460 0.810030 1.047251 20041130
12461 1.109659 1.429517 20041130
12462 0.436196 0.657010 20041130
12463 1.000437 1.250754 20041130
12464 0.498396 0.832042 20041130
12465 0.760508 1.051313 20041130
12466 0.731282 1.043380 20041130
12467 0.963154 1.206043 20041130
12468 1.299415 1.332616 20041130
12469 0.113171 0.214455 20041130
[12470 rows x 92 columns],
'20041201': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.310 0.000 0.0
1 USA0011 -1.017 0.000 0.0
2 USA0031 0.145 0.000 0.0
3 USA0062 0.075 0.428 0.0
4 USA00E2 0.015 0.000 0.0
5 USA00F1 0.476 0.000 0.0
6 USA00G2 0.053 0.000 0.0
7 USA00H1 -0.456 0.000 0.0
8 USA00I1 0.422 0.000 0.0
9 USA00J1 -0.091 0.000 0.0
10 USA00K1 1.229 0.000 0.0
11 USA00P1 -0.029 0.000 0.0
12 USA00R1 0.237 0.000 0.0
13 USA00S1 0.295 0.000 0.0
14 USA00V1 -0.043 0.000 0.0
15 USA0131 0.144 1.000 0.0
16 USA0161 0.715 1.000 0.0
17 USA01I1 1.074 0.000 0.0
18 USA01J2 -0.094 0.000 0.0
19 USA01L1 -2.418 0.000 0.0
20 USA01P1 0.221 0.000 0.0
21 USA01Q1 0.112 0.000 0.0
22 USA0202 -0.339 0.000 0.0
23 USA0231 0.506 0.000 0.0
24 USA0281 0.155 0.000 0.0
25 USA0291 0.375 0.000 0.0
26 USA02A1 -0.005 0.000 0.0
27 USA02B1 0.357 0.000 0.0
28 USA02H1 0.982 0.000 0.0
29 USA02P1 0.070 0.142 0.0
... ... ... ... ...
12413 USAZY61 -2.660 0.000 0.0
12414 USAZY71 2.560 0.000 0.0
12415 USAZYI1 -0.501 0.000 0.0
12416 USAZYJ1 2.444 0.000 0.0
12417 USAZYK1 -2.660 0.000 0.0
12418 USAZYM1 -0.059 0.000 0.0
12419 USAZYO1 1.304 0.000 0.0
12420 USAZYR1 0.624 0.000 0.0
12421 USAZYS1 -0.266 0.000 0.0
12422 USAZYT1 -2.534 0.000 0.0
12423 USAZYV1 0.259 0.000 0.0
12424 USAZYX1 -0.225 0.000 0.0
12425 USAZZ41 -2.160 0.000 0.0
12426 USAZZ51 -0.703 0.000 0.0
12427 USAZZ61 0.163 0.000 0.0
12428 USAZZ71 -0.004 0.000 0.0
12429 USAZZ81 -0.999 0.000 0.0
12430 USAZZ91 -1.706 0.000 0.0
12431 USAZZA1 2.276 0.000 0.0
12432 USAZZB1 -0.753 0.000 0.0
12433 USAZZD1 -2.660 0.000 0.0
12434 USAZZF1 -2.660 0.000 0.0
12435 USAZZI1 -0.950 0.000 0.0
12436 USAZZJ1 -2.660 0.000 0.0
12437 USAZZL1 -2.660 0.000 0.0
12438 USAZZP1 -0.646 0.000 0.0
12439 USAZZR1 -0.345 0.000 0.0
12440 USAZZX1 -2.660 0.000 0.0
12441 USAZZY1 0.224 0.000 0.0
12442 USAZZZ1 -1.795 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
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16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
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12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.194 0.00 ... NaN NaN
1 -2.195 0.00 ... NaN NaN
2 -2.084 0.00 ... NaN 6500.0
3 -2.150 0.00 ... NaN NaN
4 -2.081 0.00 ... NaN 5956.0
5 -1.486 0.00 ... NaN 255.0
6 -2.189 0.00 ... NaN NaN
7 -2.194 0.00 ... NaN NaN
8 -1.615 0.00 ... NaN NaN
9 -2.274 0.86 ... NaN 29000.0
10 -1.874 0.00 ... NaN NaN
11 -2.081 0.00 ... NaN NaN
12 -2.195 0.00 ... NaN NaN
13 -2.109 0.00 ... NaN NaN
14 -2.195 0.00 ... NaN NaN
15 -2.176 0.00 ... NaN NaN
16 -1.667 0.00 ... NaN 1180.0
17 -0.433 0.00 ... NaN 45651.0
18 -1.642 0.00 ... NaN NaN
19 -2.096 0.00 ... NaN 68536.0
20 -1.420 0.00 ... NaN NaN
21 -1.909 1.00 ... NaN NaN
22 -1.971 0.00 ... NaN NaN
23 -2.051 0.00 ... NaN 1150.0
24 -1.718 0.00 ... NaN NaN
25 -1.897 0.00 ... NaN NaN
26 -2.190 0.00 ... NaN NaN
27 -1.366 0.00 ... NaN 5.0
28 -0.845 0.00 ... NaN 5460.0
29 -1.441 0.00 ... NaN 1000.0
... ... ... ... ... ...
12413 -0.070 0.00 ... NaN 5000.0
12414 -0.007 0.00 ... NaN 53000.0
12415 -0.633 0.00 ... NaN NaN
12416 -0.269 0.00 ... NaN 1315.0
12417 0.176 0.00 ... NaN 30250.0
12418 -1.159 0.00 ... NaN NaN
12419 -1.142 0.00 ... NaN 7500.0
12420 -0.642 0.00 ... NaN 24950.0
12421 -0.492 0.00 ... NaN NaN
12422 -0.391 0.00 ... NaN 30881.0
12423 0.178 0.00 ... NaN NaN
12424 -2.224 0.00 ... NaN 2100.0
12425 -1.302 0.00 ... NaN 93500.0
12426 -0.930 0.00 ... NaN NaN
12427 -0.035 0.00 ... NaN 444505.0
12428 -0.472 0.00 ... NaN NaN
12429 -1.693 1.00 ... NaN 31700.0
12430 0.458 0.00 ... NaN NaN
12431 -0.724 0.00 ... NaN 200.0
12432 -1.104 0.00 ... NaN NaN
12433 -0.271 0.00 ... NaN 26734200.0
12434 0.808 0.00 ... NaN 223279.0
12435 -1.265 1.00 ... NaN NaN
12436 0.009 0.00 ... NaN 0.0
12437 -0.893 0.00 ... NaN 4400.0
12438 -0.563 1.00 ... NaN 200500.0
12439 -0.615 0.00 ... NaN NaN
12440 0.037 0.00 ... NaN 1062000.0
12441 0.606 0.00 ... NaN 49200.0
12442 -2.048 0.00 ... NaN 94800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.900197e+10 0.147189 13.845370 9.557454
1 NaN 7.963838e+09 0.000000 17.828936 12.837980
2 NaN 6.752004e+10 2.478551 26.300540 22.730779
3 NaN 3.122825e+10 2.122842 20.316062 18.434375
4 NaN 5.419266e+10 2.307499 26.567590 22.867953
5 NaN 1.688304e+11 0.473560 27.923187 25.087666
6 NaN 1.478964e+10 5.191257 18.071991 12.695172
7 NaN 7.863944e+10 0.000000 22.481217 16.353526
8 NaN 1.426868e+10 0.649526 36.133610 28.947546
9 NaN 4.059454e+10 1.956478 15.666920 11.584665
10 NaN 3.009271e+10 0.000000 38.593227 29.599236
11 NaN 2.692920e+10 1.361740 13.277727 9.920460
12 NaN 6.572495e+09 2.591204 15.075817 10.588312
13 NaN 1.794528e+10 1.491742 21.406676 18.292399
14 NaN 1.389540e+10 1.314348 14.649100 10.123756
15 NaN 4.370462e+10 1.493373 22.243541 18.787830
16 NaN 4.370462e+10 1.493373 28.842822 25.989252
17 NaN 2.303469e+10 0.229533 22.085173 17.995736
18 NaN 3.175413e+10 1.791371 23.619324 20.406658
19 NaN 1.139203e+11 2.930403 31.064213 25.009076
20 NaN 1.272743e+11 0.000000 32.668848 29.194860
21 NaN 9.649355e+10 2.543882 24.115398 21.195078
22 NaN 1.789426e+10 0.000000 27.223341 24.898853
23 NaN 1.032601e+11 0.000000 23.091218 19.877283
24 NaN 4.587342e+10 3.089144 19.797343 16.245154
25 NaN 3.373755e+10 0.000000 23.536834 20.624120
26 NaN 9.429311e+09 1.528585 12.011463 8.639203
27 NaN 9.429311e+09 1.528585 33.467984 31.666567
28 NaN 6.939870e+10 3.027656 23.508915 20.517733
29 NaN 3.803082e+11 2.262443 20.813021 18.141493
... ... ... ... ... ...
12413 47.73 3.347700e+06 0.000000 73.951697 71.008430
12414 519.58 1.226000e+06 0.000000 91.102459 88.417852
12415 NaN 3.018420e+06 0.000000 90.459913 88.181703
12416 1436.40 5.774080e+07 0.000000 87.815262 85.586774
12417 9.33 1.366460e+04 NaN 75.196061 71.896088
12418 NaN 1.059380e+06 NaN 65.364262 62.874230
12419 1624.47 5.639000e+07 0.000000 67.194052 61.860601
12420 234828.34 1.774673e+07 0.000000 95.693501 93.537279
12421 NaN 5.030700e+01 0.000000 33.470444 26.020986
12422 24692.29 2.410800e+07 0.000000 108.655777 107.034519
12423 NaN 1.192400e+06 0.000000 175.416033 173.888500
12424 16666.24 6.422504e+07 2.827141 30.780545 26.183879
12425 2292.32 1.856988e+06 NaN 137.733171 136.544872
12426 NaN 2.224200e+05 0.000000 41.901601 37.455766
12427 482.66 1.112200e+06 0.000000 142.310688 140.595193
12428 NaN 1.312212e+07 0.000000 79.942205 77.420863
12429 2422686.62 3.647131e+10 4.516496 19.760925 15.944907
12430 NaN 1.591600e+03 0.000000 47.855183 37.315614
12431 5028.50 2.609040e+06 0.000000 81.955449 79.691453
12432 NaN 7.615800e+06 0.000000 55.551636 51.584005
12433 130127.52 2.077488e+06 NaN 86.431387 84.317284
12434 45991.18 3.853795e+07 NaN 90.347424 86.464154
12435 NaN 3.877500e+05 0.000000 60.578030 58.082862
12436 NaN 1.222113e+07 0.000000 86.575958 81.717935
12437 9245.47 1.982140e+07 0.000000 72.937324 70.712057
12438 6599.53 5.617980e+06 NaN 79.794226 77.291150
12439 NaN 3.367200e+05 NaN 28.997614 22.545034
12440 33564.55 5.486950e+06 0.000000 181.250468 179.812107
12441 2392386.76 9.757396e+08 0.516129 38.761646 29.331192
12442 2809495.86 2.795803e+08 NaN 23.548498 13.512530
HistBeta PredBeta DataDate
0 0.000218 0.088545 20041201
1 -0.000235 0.032339 20041201
2 0.050822 0.127213 20041201
3 0.020774 0.260571 20041201
4 0.052381 0.150732 20041201
5 0.325560 0.662883 20041201
6 0.002913 0.007927 20041201
7 0.000357 -0.038354 20041201
8 0.266259 0.623548 20041201
9 -0.036514 -0.003562 20041201
10 0.147311 0.523896 20041201
11 0.052391 0.183376 20041201
12 -0.000235 0.080867 20041201
13 0.039477 0.175426 20041201
14 -0.000235 0.039516 20041201
15 0.008481 0.196411 20041201
16 0.242189 0.465713 20041201
17 0.808631 0.898488 20041201
18 0.253856 0.435046 20041201
19 0.045271 0.153390 20041201
20 0.355720 0.508368 20041201
21 0.131083 0.280281 20041201
22 0.102594 0.287277 20041201
23 0.066145 0.251743 20041201
24 0.218715 0.446362 20041201
25 0.136864 0.342963 20041201
26 0.002301 0.171919 20041201
27 0.380678 0.635772 20041201
28 0.619656 0.728635 20041201
29 0.346034 0.502045 20041201
... ... ... ...
12413 0.975237 1.210794 20041201
12414 1.004365 1.198451 20041201
12415 0.717119 0.995673 20041201
12416 0.883949 1.140829 20041201
12417 1.088403 1.363183 20041201
12418 0.475281 0.698438 20041201
12419 0.483491 0.910680 20041201
12420 0.712937 0.992363 20041201
12421 0.781828 1.166906 20041201
12422 0.827825 1.070744 20041201
12423 1.089090 1.395332 20041201
12424 -0.013423 0.092545 20041201
12425 0.409675 0.666646 20041201
12426 0.580758 0.890928 20041201
12427 0.991278 1.250135 20041201
12428 0.790638 1.030386 20041201
12429 0.230177 0.206237 20041201
12430 1.217849 1.327910 20041201
12431 0.675344 0.948027 20041201
12432 0.500847 0.772152 20041201
12433 0.883322 1.068652 20041201
12434 1.378331 1.608420 20041201
12435 0.426800 0.636077 20041201
12436 1.011587 1.195744 20041201
12437 0.597636 0.851477 20041201
12438 0.748981 0.989540 20041201
12439 0.725194 1.022162 20041201
12440 1.024606 1.148726 20041201
12441 1.285942 1.307685 20041201
12442 0.067314 0.137328 20041201
[12443 rows x 92 columns],
'20041202': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.308 0.000 0.0
1 USA0011 -0.819 0.000 0.0
2 USA0031 1.266 0.000 0.0
3 USA0062 0.226 0.428 0.0
4 USA00E2 1.130 0.000 0.0
5 USA00F1 0.444 0.000 0.0
6 USA00G2 0.996 0.000 0.0
7 USA00H1 1.273 0.000 0.0
8 USA00I1 0.094 0.000 0.0
9 USA00J1 0.642 0.000 0.0
10 USA00K1 0.781 0.000 0.0
11 USA00P1 0.341 0.000 0.0
12 USA00R1 0.124 0.000 0.0
13 USA00S1 1.522 0.000 0.0
14 USA00V1 0.446 0.000 0.0
15 USA0131 0.144 1.000 0.0
16 USA0161 -0.530 1.000 0.0
17 USA01I1 0.609 0.000 0.0
18 USA01J2 -0.156 0.000 0.0
19 USA01L1 -1.895 0.000 0.0
20 USA01P1 1.018 0.000 0.0
21 USA01Q1 0.778 0.000 0.0
22 USA0202 0.588 0.000 0.0
23 USA0231 0.443 0.000 0.0
24 USA0281 -0.283 0.000 0.0
25 USA0291 0.574 0.000 0.0
26 USA02A1 0.001 0.000 0.0
27 USA02B1 0.277 0.000 0.0
28 USA02H1 0.186 0.000 0.0
29 USA02P1 -1.112 0.142 0.0
... ... ... ... ...
12409 USAZY61 0.367 0.000 0.0
12410 USAZY71 0.361 0.000 0.0
12411 USAZYI1 0.726 0.000 0.0
12412 USAZYJ1 -0.008 0.000 0.0
12413 USAZYK1 -2.862 0.000 0.0
12414 USAZYM1 1.814 0.000 0.0
12415 USAZYO1 0.489 0.000 0.0
12416 USAZYR1 -2.290 0.000 0.0
12417 USAZYS1 0.956 0.000 0.0
12418 USAZYT1 2.852 0.000 0.0
12419 USAZYV1 2.852 0.000 0.0
12420 USAZYX1 0.058 0.000 0.0
12421 USAZZ41 0.736 0.000 0.0
12422 USAZZ51 1.013 0.000 0.0
12423 USAZZ61 1.002 0.000 0.0
12424 USAZZ71 1.120 0.000 0.0
12425 USAZZ81 0.748 0.000 0.0
12426 USAZZ91 -2.515 0.000 0.0
12427 USAZZA1 1.000 0.000 0.0
12428 USAZZB1 0.346 0.000 0.0
12429 USAZZD1 2.852 0.000 0.0
12430 USAZZF1 1.519 0.000 0.0
12431 USAZZI1 1.079 0.000 0.0
12432 USAZZJ1 -1.459 0.000 0.0
12433 USAZZL1 0.920 0.000 0.0
12434 USAZZP1 0.653 0.000 0.0
12435 USAZZR1 0.818 0.000 0.0
12436 USAZZX1 2.852 0.000 0.0
12437 USAZZY1 -1.852 0.000 0.0
12438 USAZZZ1 -0.738 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.204 0.00 ... NaN NaN
1 -2.205 0.00 ... NaN NaN
2 -2.088 0.00 ... NaN 6500.0
3 -2.159 0.00 ... NaN NaN
4 -2.090 0.00 ... NaN 5956.0
5 -1.494 0.00 ... NaN 255.0
6 -2.198 0.00 ... NaN NaN
7 -2.204 0.00 ... NaN NaN
8 -1.622 0.00 ... NaN NaN
9 -2.284 0.86 ... NaN 29000.0
10 -1.883 0.00 ... NaN NaN
11 -2.092 0.00 ... NaN NaN
12 -2.205 0.00 ... NaN NaN
13 -2.121 0.00 ... NaN NaN
14 -2.205 0.00 ... NaN NaN
15 -2.185 0.00 ... NaN NaN
16 -1.687 0.00 ... NaN 200.0
17 -0.438 0.00 ... NaN 45651.0
18 -1.649 0.00 ... NaN NaN
19 -2.105 0.00 ... NaN NaN
20 -1.427 0.00 ... NaN NaN
21 -1.919 1.00 ... NaN NaN
22 -1.981 0.00 ... NaN NaN
23 -2.059 0.00 ... NaN 1150.0
24 -1.729 0.00 ... NaN NaN
25 -1.905 0.00 ... NaN NaN
26 -2.199 0.00 ... NaN NaN
27 -1.372 0.00 ... NaN NaN
28 -0.849 0.00 ... NaN 5460.0
29 -1.459 0.00 ... NaN 2000.0
... ... ... ... ... ...
12409 -0.083 0.00 ... NaN NaN
12410 -0.008 0.00 ... NaN NaN
12411 -0.636 0.00 ... NaN 1000.0
12412 -0.270 0.00 ... NaN NaN
12413 0.145 0.00 ... NaN 15650.0
12414 -1.178 0.00 ... NaN NaN
12415 -1.145 0.00 ... NaN NaN
12416 -0.668 0.00 ... NaN 244224.0
12417 -0.495 0.00 ... NaN NaN
12418 -0.365 0.00 ... NaN 181050.0
12419 0.190 0.00 ... NaN 116100.0
12420 -2.234 0.00 ... NaN NaN
12421 -1.310 0.00 ... NaN 185000.0
12422 -0.934 0.00 ... NaN NaN
12423 -0.038 0.00 ... NaN 249838.0
12424 -0.475 0.00 ... NaN NaN
12425 -1.699 1.00 ... NaN 36200.0
12426 0.460 0.00 ... NaN NaN
12427 -0.727 0.00 ... NaN 2000.0
12428 -1.106 0.00 ... NaN NaN
12429 -0.250 0.00 ... NaN 20387110.0
12430 0.806 0.00 ... NaN 260375.0
12431 -1.273 1.00 ... NaN NaN
12432 0.022 0.00 ... NaN 0.0
12433 -0.900 0.00 ... NaN NaN
12434 -0.566 1.00 ... NaN NaN
12435 -0.611 0.00 ... NaN NaN
12436 0.046 0.00 ... NaN 2119152.0
12437 0.599 0.00 ... NaN 38100.0
12438 -2.042 0.00 ... NaN 162300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.902206e+10 0.147189 14.039050 9.552384
1 NaN 7.899196e+09 0.000000 18.356590 13.070996
2 NaN 6.817573e+10 2.478551 26.964576 23.002221
3 NaN 3.091021e+10 2.122842 20.555221 18.410234
4 NaN 5.528638e+10 2.307499 27.191121 23.114191
5 NaN 1.699259e+11 0.473560 28.063362 25.088130
6 NaN 1.472607e+10 5.191257 18.700290 12.910334
7 NaN 8.124527e+10 0.000000 23.292659 16.659756
8 NaN 1.426868e+10 0.649526 36.470640 28.976726
9 NaN 4.050643e+10 1.956478 16.227248 11.662935
10 NaN 2.971910e+10 0.000000 39.230840 29.749728
11 NaN 2.681270e+10 1.361740 13.500402 9.973768
12 NaN 6.522787e+09 2.591204 15.313458 10.596510
13 NaN 1.881536e+10 1.491742 22.279660 18.670728
14 NaN 1.404322e+10 1.314348 14.912909 10.165353
15 NaN 4.383245e+10 1.493373 22.366316 18.752762
16 NaN 4.383245e+10 1.493373 28.957437 26.028914
17 NaN 2.302608e+10 0.229533 22.224370 17.990777
18 NaN 3.143882e+10 1.791371 23.677191 20.376366
19 NaN 1.117902e+11 2.930403 32.188275 25.445275
20 NaN 1.276066e+11 0.000000 32.944914 29.278523
21 NaN 9.807064e+10 2.543882 24.362191 21.261125
22 NaN 1.645882e+10 0.000000 27.342018 24.876353
23 NaN 1.034848e+11 0.000000 23.195511 19.927792
24 NaN 4.587342e+10 3.089144 20.176713 16.243897
25 NaN 3.472346e+10 0.000000 23.779708 20.670928
26 NaN 9.403517e+09 1.528585 12.198666 8.618580
27 NaN 9.403517e+09 1.528585 33.418482 31.549913
28 NaN 6.898250e+10 3.027656 23.563672 20.489191
29 NaN 3.794635e+11 2.262443 20.967606 18.269725
... ... ... ... ... ...
12409 NaN 3.347700e+06 0.000000 79.952838 77.375143
12410 NaN 1.226000e+06 0.000000 92.552054 89.933292
12411 2673.82 3.018420e+06 0.000000 91.705954 89.342567
12412 NaN 5.774080e+07 0.000000 83.867492 81.384582
12413 16.43 6.832299e+05 NaN 76.189195 72.840422
12414 NaN 1.059380e+06 NaN 66.195803 63.459331
12415 NaN 5.639000e+07 0.000000 67.738400 62.106047
12416 239077.49 1.925709e+07 0.000000 96.251826 94.045664
12417 NaN 5.030700e+01 0.000000 34.118318 26.391824
12418 27761.21 2.159675e+07 0.000000 110.287876 108.530735
12419 615.28 1.001616e+06 0.000000 177.248633 175.562476
12420 NaN 6.422504e+07 2.827141 30.914127 26.127224
12421 2500.95 1.856988e+06 NaN 138.242818 137.050872
12422 NaN 2.224200e+05 0.000000 42.369378 37.648845
12423 497.08 1.112200e+06 0.000000 137.758137 135.920877
12424 NaN 1.312212e+07 0.000000 81.072178 78.435108
12425 1858782.14 3.647670e+10 4.516496 20.042467 15.987822
12426 NaN 1.591600e+03 0.000000 49.085714 37.743316
12427 5016.68 2.609040e+06 0.000000 83.733407 81.404765
12428 NaN 7.615800e+06 0.000000 55.654458 51.421944
12429 129732.91 1.558116e+06 NaN 89.504009 87.287654
12430 68890.70 3.797398e+07 NaN 92.959551 89.124806
12431 NaN 3.877500e+05 0.000000 60.900668 58.313768
12432 NaN 1.207777e+07 0.000000 87.050044 81.736815
12433 NaN 1.982140e+07 0.000000 72.925853 70.700401
12434 NaN 5.617980e+06 NaN 80.459030 77.686026
12435 NaN 3.367200e+05 NaN 29.479195 22.746453
12436 33306.71 5.047994e+06 0.000000 183.227107 181.701083
12437 2397453.62 9.871970e+08 0.516129 39.349266 29.613345
12438 2610244.67 2.750435e+08 NaN 24.694492 13.832151
HistBeta PredBeta DataDate
0 0.000232 0.093666 20041202
1 -0.000223 0.025222 20041202
2 0.053353 0.137351 20041202
3 0.021022 0.227371 20041202
4 0.052201 0.160882 20041202
5 0.325111 0.660673 20041202
6 0.003007 0.016997 20041202
7 0.000322 -0.028299 20041202
8 0.266357 0.628559 20041202
9 -0.036419 -0.021270 20041202
10 0.147032 0.535793 20041202
11 0.051555 0.186495 20041202
12 -0.000223 0.080230 20041202
13 0.038240 0.186109 20041202
14 -0.000223 0.046879 20041202
15 0.008795 0.191347 20041202
16 0.236868 0.437749 20041202
17 0.807718 0.896973 20041202
18 0.254108 0.424454 20041202
19 0.045457 0.124436 20041202
20 0.355361 0.518736 20041202
21 0.130508 0.282337 20041202
22 0.102430 0.299425 20041202
23 0.066486 0.255417 20041202
24 0.217661 0.410230 20041202
25 0.136805 0.339422 20041202
26 0.002356 0.170446 20041202
27 0.380660 0.631513 20041202
28 0.619935 0.720017 20041202
29 0.340690 0.474422 20041202
... ... ... ...
12409 0.969995 1.140422 20041202
12410 1.004253 1.201231 20041202
12411 0.716985 1.000653 20041202
12412 0.884406 1.204307 20041202
12413 1.074170 1.350474 20041202
12414 0.469201 0.711313 20041202
12415 0.484469 0.917186 20041202
12416 0.702600 0.934278 20041202
12417 0.781471 1.180434 20041202
12418 0.841133 1.138055 20041202
12419 1.095030 1.449470 20041202
12420 -0.013366 0.085360 20041202
12421 0.409051 0.679850 20041202
12422 0.580817 0.901933 20041202
12423 0.990538 1.248491 20041202
12424 0.790902 1.038207 20041202
12425 0.230967 0.219644 20041202
12426 1.218367 1.304930 20041202
12427 0.675491 0.909781 20041202
12428 0.502369 0.761829 20041202
12429 0.893744 1.122397 20041202
12430 1.376591 1.583667 20041202
12431 0.425743 0.648261 20041202
12432 1.017862 1.173684 20041202
12433 0.596335 0.859016 20041202
12434 0.749094 0.999358 20041202
12435 0.728489 1.032029 20041202
12436 1.029009 1.226530 20041202
12437 1.281758 1.276707 20041202
12438 0.074227 0.139176 20041202
[12439 rows x 92 columns],
'20041203': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.157 0.000 0.0
1 USA0011 0.281 0.000 0.0
2 USA0031 -0.081 0.000 0.0
3 USA0062 0.221 0.428 0.0
4 USA00E2 0.215 0.000 0.0
5 USA00F1 0.105 0.000 0.0
6 USA00G2 0.017 0.000 0.0
7 USA00H1 -0.403 0.000 0.0
8 USA00I1 1.596 0.000 0.0
9 USA00J1 0.566 0.000 0.0
10 USA00K1 -0.580 0.000 0.0
11 USA00P1 0.232 0.000 0.0
12 USA00R1 0.126 0.000 0.0
13 USA00S1 -0.342 0.000 0.0
14 USA00V1 -0.196 0.000 0.0
15 USA0131 0.332 1.000 0.0
16 USA0161 -0.916 1.000 0.0
17 USA01I1 -0.250 0.000 0.0
18 USA01J2 0.077 0.000 0.0
19 USA01L1 1.094 0.000 0.0
20 USA01P1 -1.390 0.000 0.0
21 USA01Q1 0.569 0.000 0.0
22 USA0202 0.225 0.000 0.0
23 USA0231 0.133 0.000 0.0
24 USA0281 -0.054 0.000 0.0
25 USA0291 0.026 0.000 0.0
26 USA02A1 0.220 0.000 0.0
27 USA02B1 0.167 0.000 0.0
28 USA02H1 -0.057 0.000 0.0
29 USA02P1 -0.251 0.142 0.0
... ... ... ... ...
12412 USAZY61 -2.750 0.000 0.0
12413 USAZY71 -0.587 0.000 0.0
12414 USAZYI1 -0.332 0.000 0.0
12415 USAZYJ1 -2.750 0.000 0.0
12416 USAZYK1 -0.901 0.000 0.0
12417 USAZYM1 -1.131 0.000 0.0
12418 USAZYO1 0.651 0.000 0.0
12419 USAZYR1 -2.750 0.000 0.0
12420 USAZYS1 -0.437 0.000 0.0
12421 USAZYT1 2.754 0.000 0.0
12422 USAZYV1 -2.750 0.000 0.0
12423 USAZYX1 0.578 0.000 0.0
12424 USAZZ41 1.175 0.000 0.0
12425 USAZZ51 -0.279 0.000 0.0
12426 USAZZ61 -2.750 0.000 0.0
12427 USAZZ71 -0.747 0.000 0.0
12428 USAZZ81 -0.706 0.000 0.0
12429 USAZZ91 0.124 0.000 0.0
12430 USAZZA1 -0.843 0.000 0.0
12431 USAZZB1 0.107 0.000 0.0
12432 USAZZD1 -0.664 0.000 0.0
12433 USAZZF1 2.754 0.000 0.0
12434 USAZZI1 0.423 0.000 0.0
12435 USAZZJ1 2.754 0.000 0.0
12436 USAZZL1 2.347 0.000 0.0
12437 USAZZP1 2.754 0.000 0.0
12438 USAZZR1 -0.349 0.000 0.0
12439 USAZZX1 2.644 0.000 0.0
12440 USAZZY1 2.754 0.000 0.0
12441 USAZZZ1 -0.205 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.208 0.00 ... NaN NaN
1 -2.209 0.00 ... NaN NaN
2 -2.091 0.00 ... NaN 6500.0
3 -2.162 0.00 ... NaN NaN
4 -2.094 0.00 ... NaN 5956.0
5 -1.495 0.00 ... NaN 255.0
6 -2.202 0.00 ... NaN NaN
7 -2.207 0.00 ... NaN NaN
8 -1.624 0.00 ... NaN NaN
9 -2.288 0.86 ... NaN 29000.0
10 -1.858 0.00 ... NaN 28000.0
11 -2.095 0.00 ... NaN NaN
12 -2.209 0.00 ... NaN NaN
13 -2.124 0.00 ... NaN NaN
14 -2.209 0.00 ... NaN NaN
15 -2.188 0.00 ... NaN NaN
16 -1.688 0.00 ... NaN 1280.0
17 -0.439 0.00 ... NaN 45651.0
18 -1.651 0.00 ... NaN NaN
19 -2.108 0.00 ... NaN NaN
20 -1.427 0.00 ... NaN 3850.0
21 -1.922 1.00 ... NaN NaN
22 -1.984 0.00 ... NaN NaN
23 -2.062 0.00 ... NaN 1150.0
24 -1.731 0.00 ... NaN NaN
25 -1.908 0.00 ... NaN NaN
26 -2.203 0.00 ... NaN NaN
27 -1.373 0.00 ... NaN 690.0
28 -0.862 0.00 ... NaN 5460.0
29 -1.461 0.00 ... NaN 2000.0
... ... ... ... ... ...
12412 -0.083 0.00 ... NaN 5000.0
12413 -0.008 0.00 ... NaN 1000.0
12414 -0.635 0.00 ... NaN 10000.0
12415 -0.266 0.00 ... NaN 1375.0
12416 0.145 0.00 ... NaN NaN
12417 -1.202 0.00 ... NaN 5000.0
12418 -1.147 0.00 ... NaN NaN
12419 -0.672 0.00 ... NaN 186639.0
12420 -0.494 0.00 ... NaN NaN
12421 -0.362 0.00 ... NaN 29982.0
12422 0.192 0.00 ... NaN 11000.0
12423 -2.238 0.00 ... NaN NaN
12424 -1.305 0.00 ... NaN 698500.0
12425 -0.932 0.00 ... NaN NaN
12426 -0.037 0.00 ... NaN 623459.0
12427 -0.473 0.00 ... NaN NaN
12428 -1.700 1.00 ... NaN 14500.0
12429 0.458 0.00 ... NaN NaN
12430 -0.726 0.00 ... NaN 200.0
12431 -1.106 0.00 ... NaN NaN
12432 -0.249 0.00 ... NaN 8693180.0
12433 0.807 0.00 ... NaN 85729.0
12434 -1.272 1.00 ... NaN NaN
12435 0.017 0.00 ... NaN 0.0
12436 -0.900 0.00 ... NaN 1900.0
12437 -0.559 1.00 ... NaN 4636.0
12438 -0.610 0.00 ... NaN NaN
12439 0.044 0.00 ... NaN 909370.0
12440 0.598 0.00 ... NaN 66600.0
12441 -2.045 0.00 ... NaN 46800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.926311e+10 0.147189 14.042973 9.636527
1 NaN 8.028479e+09 0.000000 18.275746 13.237691
2 NaN 6.780105e+10 2.478551 27.011864 23.190659
3 NaN 3.066953e+10 2.122842 20.640585 18.544991
4 NaN 5.543310e+10 2.307499 27.229342 23.289961
5 NaN 1.709170e+11 0.473560 28.234570 25.273420
6 NaN 1.471017e+10 5.191257 18.672409 13.013858
7 NaN 8.005846e+10 0.000000 23.185689 16.813641
8 NaN 1.462814e+10 0.649526 37.067383 29.468319
9 NaN 4.068265e+10 1.956478 16.263589 11.830866
10 NaN 3.034744e+10 0.000000 40.642250 30.695112
11 NaN 2.678940e+10 1.361740 13.531297 10.060572
12 NaN 6.677434e+09 2.591204 15.282102 10.694445
13 NaN 1.871606e+10 1.491742 22.363738 18.853671
14 NaN 1.407329e+10 1.314348 14.869896 10.260621
15 NaN 4.415205e+10 1.493373 22.430147 18.920764
16 NaN 4.415205e+10 1.493373 29.091061 26.307777
17 NaN 2.287114e+10 0.229533 22.305642 18.139458
18 NaN 3.116120e+10 1.791371 23.779450 20.530212
19 NaN 1.120245e+11 2.930403 32.257070 25.753558
20 NaN 1.295340e+11 0.000000 33.203501 29.623428
21 NaN 9.877427e+10 2.543882 24.535983 21.498346
22 NaN 1.657031e+10 0.000000 27.505835 25.088269
23 NaN 1.039841e+11 0.000000 23.276968 20.103940
24 NaN 4.563392e+10 3.089144 20.175918 16.368611
25 NaN 3.460323e+10 0.000000 23.788751 20.836894
26 NaN 9.386320e+09 1.528585 12.254442 8.702865
27 NaN 9.386320e+09 1.528585 33.678226 31.871929
28 NaN 6.937934e+10 3.027656 23.704945 20.663252
29 NaN 3.783021e+11 2.262443 20.981836 18.424607
... ... ... ... ... ...
12412 93.18 4.463600e+06 0.000000 82.374350 79.800701
12413 512.13 1.226000e+06 0.000000 93.607791 91.049627
12414 1613.91 3.018420e+06 0.000000 93.017446 90.703205
12415 1490.55 7.217600e+07 0.000000 84.770933 82.430343
12416 NaN 6.832300e+05 NaN 82.219269 79.438496
12417 43.59 1.059380e+06 NaN 67.316706 64.612300
12418 NaN 5.639000e+07 0.000000 68.988551 63.295631
12419 242002.66 2.001227e+07 0.000000 97.250568 95.092184
12420 NaN 5.030700e+01 0.000000 34.290312 26.650966
12421 28033.61 2.009000e+07 0.000000 111.789204 109.988110
12422 627.48 1.192400e+06 0.000000 180.055464 178.491843
12423 NaN 6.422504e+07 2.827141 31.173404 26.459937
12424 3740.88 1.812774e+06 NaN 140.117933 138.888861
12425 NaN 2.224200e+05 0.000000 42.553494 37.938723
12426 581.05 1.668300e+06 0.000000 136.775072 134.917326
12427 NaN 1.312212e+07 0.000000 81.921186 79.345012
12428 1854283.57 3.716928e+10 4.516496 20.059698 16.121223
12429 NaN 1.591600e+03 0.000000 48.940473 37.898357
12430 4510.68 2.609040e+06 0.000000 82.032109 79.694025
12431 NaN 7.615800e+06 0.000000 55.894051 51.738039
12432 129626.37 1.558116e+06 NaN 87.160080 84.862173
12433 75916.17 3.571810e+07 NaN 94.581058 90.837679
12434 NaN 3.877500e+05 0.000000 62.168586 59.647151
12435 NaN 1.134205e+07 0.000000 88.374834 83.162597
12436 8591.04 1.895960e+07 0.000000 73.763976 71.438412
12437 6247.98 5.373720e+06 NaN 82.594967 79.881843
12438 NaN 3.367200e+05 NaN 29.495902 22.887271
12439 34076.89 4.170082e+06 0.000000 186.102483 184.581437
12440 2357304.52 9.673788e+08 0.516129 40.721835 31.010986
12441 2460521.57 2.774253e+08 NaN 24.609436 13.947450
HistBeta PredBeta DataDate
0 0.000233 0.095291 20041203
1 -0.000222 0.034862 20041203
2 0.053444 0.127131 20041203
3 0.021189 0.226300 20041203
4 0.052272 0.157478 20041203
5 0.325413 0.651316 20041203
6 0.002996 0.010247 20041203
7 0.000323 -0.040791 20041203
8 0.266456 0.662702 20041203
9 -0.036421 -0.016414 20041203
10 0.159641 0.575367 20041203
11 0.051615 0.187629 20041203
12 -0.000221 0.078839 20041203
13 0.038503 0.169115 20041203
14 -0.000222 0.041679 20041203
15 0.008985 0.188323 20041203
16 0.237592 0.416973 20041203
17 0.807770 0.886835 20041203
18 0.254232 0.422026 20041203
19 0.045521 0.151792 20041203
20 0.356471 0.489804 20041203
21 0.130825 0.285037 20041203
22 0.102421 0.294429 20041203
23 0.066509 0.257139 20041203
24 0.217769 0.407336 20041203
25 0.136960 0.334581 20041203
26 0.002350 0.174199 20041203
27 0.381303 0.629052 20041203
28 0.614421 0.713704 20041203
29 0.341029 0.468881 20041203
... ... ... ...
12412 0.970181 1.098308 20041203
12413 1.004142 1.192703 20041203
12414 0.718169 0.987526 20041203
12415 0.886682 1.157037 20041203
12416 1.074291 1.262955 20041203
12417 0.459508 0.672191 20041203
12418 0.484192 0.927237 20041203
12419 0.701318 0.926604 20041203
12420 0.782499 1.169785 20041203
12421 0.842683 1.178542 20041203
12422 1.095445 1.359793 20041203
12423 -0.013650 0.088631 20041203
12424 0.412206 0.716754 20041203
12425 0.582386 0.895490 20041203
12426 0.991244 1.205804 20041203
12427 0.791969 1.023791 20041203
12428 0.231864 0.204387 20041203
12429 1.217252 1.311042 20041203
12430 0.676680 0.913117 20041203
12431 0.503306 0.760838 20041203
12432 0.894363 1.160007 20041203
12433 1.376478 1.602085 20041203
12434 0.427499 0.650966 20041203
12435 1.015994 1.224675 20041203
12436 0.597204 0.894161 20041203
12437 0.753005 1.043747 20041203
12438 0.729357 1.024720 20041203
12439 1.028294 1.223545 20041203
12440 1.281231 1.331600 20041203
12441 0.074455 0.140326 20041203
[12442 rows x 92 columns],
'20041206': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.250 0.000 0.0
1 USA0011 0.936 0.000 0.0
2 USA0031 -0.364 0.000 0.0
3 USA0062 -0.031 0.428 0.0
4 USA00E2 -0.301 0.000 0.0
5 USA00F1 -0.094 0.000 0.0
6 USA00G2 -0.188 0.000 0.0
7 USA00H1 0.051 0.000 0.0
8 USA00I1 0.625 0.000 0.0
9 USA00J1 -0.536 0.000 0.0
10 USA00K1 0.314 0.000 0.0
11 USA00P1 0.359 0.000 0.0
12 USA00R1 0.097 0.000 0.0
13 USA00S1 -0.665 0.000 0.0
14 USA00V1 -0.112 0.000 0.0
15 USA0131 -0.436 1.000 0.0
16 USA0161 -0.387 1.000 0.0
17 USA01I1 0.106 0.000 0.0
18 USA01J2 -0.679 0.000 0.0
19 USA01L1 -0.099 0.000 0.0
20 USA01P1 0.380 0.000 0.0
21 USA01Q1 -0.596 0.000 0.0
22 USA0202 0.001 0.000 0.0
23 USA0231 0.919 0.000 0.0
24 USA0281 -0.082 0.000 0.0
25 USA0291 0.803 0.000 0.0
26 USA02A1 0.089 0.000 0.0
27 USA02B1 0.564 0.000 0.0
28 USA02H1 0.033 0.000 0.0
29 USA02P1 -1.366 0.142 0.0
... ... ... ... ...
12410 USAZY61 -0.475 0.000 0.0
12411 USAZY71 -0.585 0.000 0.0
12412 USAZYI1 -0.434 0.000 0.0
12413 USAZYJ1 2.541 0.000 0.0
12414 USAZYK1 -0.871 0.000 0.0
12415 USAZYM1 -1.393 0.000 0.0
12416 USAZYO1 -0.124 0.000 0.0
12417 USAZYR1 -2.837 0.000 0.0
12418 USAZYS1 -0.132 0.000 0.0
12419 USAZYT1 -0.449 0.000 0.0
12420 USAZYV1 2.833 0.000 0.0
12421 USAZYX1 0.119 0.000 0.0
12422 USAZZ41 -2.837 0.000 0.0
12423 USAZZ51 -0.241 0.000 0.0
12424 USAZZ61 -0.193 0.000 0.0
12425 USAZZ71 -0.297 0.000 0.0
12426 USAZZ81 -0.539 0.000 0.0
12427 USAZZ91 -1.350 0.000 0.0
12428 USAZZA1 -0.140 0.000 0.0
12429 USAZZB1 -0.007 0.000 0.0
12430 USAZZD1 -2.837 0.000 0.0
12431 USAZZF1 2.833 0.000 0.0
12432 USAZZI1 -1.344 0.000 0.0
12433 USAZZJ1 -2.837 0.000 0.0
12434 USAZZL1 2.672 0.000 0.0
12435 USAZZP1 -2.837 0.000 0.0
12436 USAZZR1 -0.190 0.000 0.0
12437 USAZZX1 -2.837 0.000 0.0
12438 USAZZY1 -0.307 0.000 0.0
12439 USAZZZ1 -1.126 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.211 0.00 ... NaN NaN
1 -2.212 0.00 ... NaN NaN
2 -2.093 0.00 ... NaN 6500.0
3 -2.176 0.00 ... NaN NaN
4 -2.096 0.00 ... NaN 5956.0
5 -1.499 0.00 ... NaN 255.0
6 -2.204 0.00 ... NaN NaN
7 -2.210 0.00 ... NaN NaN
8 -1.627 0.00 ... NaN NaN
9 -2.291 0.86 ... NaN 29000.0
10 -1.861 0.00 ... NaN NaN
11 -2.099 0.00 ... NaN NaN
12 -2.212 0.00 ... NaN NaN
13 -2.126 0.00 ... NaN NaN
14 -2.212 0.00 ... NaN NaN
15 -2.191 0.00 ... NaN NaN
16 -1.692 0.00 ... NaN NaN
17 -0.443 0.00 ... NaN 45651.0
18 -1.653 0.00 ... NaN NaN
19 -2.118 0.00 ... NaN NaN
20 -1.455 0.00 ... NaN NaN
21 -1.926 1.00 ... NaN NaN
22 -1.987 0.00 ... NaN NaN
23 -2.069 0.00 ... NaN 1150.0
24 -1.734 0.00 ... NaN NaN
25 -1.915 0.00 ... NaN NaN
26 -2.206 0.00 ... NaN NaN
27 -1.376 0.00 ... NaN 140.0
28 -0.867 0.00 ... NaN 5460.0
29 -1.476 0.00 ... NaN 3000.0
... ... ... ... ... ...
12410 -0.085 0.00 ... NaN 10000.0
12411 -0.009 0.00 ... NaN NaN
12412 -0.637 0.00 ... NaN 30000.0
12413 -0.233 0.00 ... NaN 996.0
12414 0.144 0.00 ... NaN NaN
12415 -1.205 0.00 ... NaN NaN
12416 -1.150 0.00 ... NaN 32950.0
12417 -0.687 0.00 ... NaN 149734.0
12418 -0.497 0.00 ... NaN NaN
12419 -0.365 0.00 ... NaN 27072.0
12420 0.213 0.00 ... NaN 55170.0
12421 -2.238 0.00 ... NaN 9800.0
12422 -1.317 0.00 ... NaN 81250.0
12423 -0.935 0.00 ... NaN 1000.0
12424 -0.039 0.00 ... NaN 322600.0
12425 -0.474 0.00 ... NaN NaN
12426 -1.698 1.00 ... NaN 13400.0
12427 0.456 0.00 ... NaN 2000.0
12428 -0.727 0.00 ... NaN NaN
12429 -1.107 0.00 ... NaN NaN
12430 -0.270 0.00 ... NaN 42944880.0
12431 0.819 0.00 ... NaN 7300.0
12432 -1.274 1.00 ... NaN NaN
12433 -0.006 0.00 ... NaN 0.0
12434 -0.862 0.00 ... NaN 8000.0
12435 -0.566 1.00 ... NaN 26492.0
12436 -0.613 0.00 ... NaN NaN
12437 0.037 0.00 ... NaN 303200.0
12438 0.594 0.00 ... NaN 40000.0
12439 -2.055 0.00 ... NaN 34300.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.880109e+10 0.147189 13.852209 9.540330
1 NaN 8.157762e+09 0.000000 18.156842 13.198693
2 NaN 6.805083e+10 2.478551 26.604753 22.850448
3 NaN 3.031710e+10 2.122842 20.337294 18.252284
4 NaN 5.371249e+10 2.307499 26.780965 22.933238
5 NaN 1.704475e+11 0.473560 27.816613 24.905927
6 NaN 1.476580e+10 5.191257 18.378805 12.834247
7 NaN 8.109047e+10 0.000000 22.771776 16.559420
8 NaN 1.452219e+10 0.649526 36.549756 29.058765
9 NaN 4.025011e+10 1.956478 16.067420 11.763335
10 NaN 3.033046e+10 0.000000 39.937810 30.300087
11 NaN 2.667872e+10 1.361740 13.336280 9.925406
12 NaN 6.696213e+09 2.591204 15.018252 10.537646
13 NaN 1.859784e+10 1.491742 22.255205 18.709721
14 NaN 1.399562e+10 1.314348 14.608527 10.105370
15 NaN 4.374457e+10 1.493373 22.239477 18.694910
16 NaN 4.374457e+10 1.493373 28.656218 25.971654
17 NaN 2.295722e+10 0.229533 22.043736 17.866234
18 NaN 3.104125e+10 1.791371 23.591278 20.349131
19 NaN 1.124931e+11 2.930403 31.689016 25.400321
20 NaN 1.317272e+11 0.000000 32.702106 29.237484
21 NaN 9.799785e+10 2.543882 24.259290 21.256299
22 NaN 1.627765e+10 0.000000 27.136394 24.739270
23 NaN 1.039841e+11 0.000000 23.167962 19.933382
24 NaN 4.537447e+10 3.089144 19.892625 16.121602
25 NaN 3.558915e+10 0.000000 23.711214 20.657255
26 NaN 9.257348e+09 1.528585 12.161217 8.577987
27 NaN 9.257348e+09 1.528585 33.271525 31.396887
28 NaN 6.866309e+10 3.027656 23.403185 20.359827
29 NaN 3.766128e+11 2.262443 20.944535 18.437284
... ... ... ... ... ...
12410 192.86 4.463600e+06 0.000000 81.377698 78.862878
12411 NaN 1.226000e+06 0.000000 93.075709 90.523946
12412 1730.76 3.018420e+06 0.000000 90.572361 88.215396
12413 1580.24 6.315400e+07 0.000000 91.521434 89.314372
12414 NaN 6.832300e+05 NaN 81.082784 78.246893
12415 NaN 1.059380e+06 NaN 68.256024 65.640769
12416 2266.71 5.639000e+07 0.000000 68.382500 62.840149
12417 250213.25 2.076745e+07 0.000000 96.040833 93.911254
12418 NaN 5.030700e+01 0.000000 33.904153 26.240332
12419 28735.38 2.009000e+07 0.000000 110.167151 108.481547
12420 701.43 9.539200e+05 0.000000 178.794412 177.116144
12421 19656.25 6.401736e+07 2.827141 30.668681 26.054697
12422 3737.06 1.901202e+06 NaN 138.514652 137.307216
12423 13.86 2.224200e+05 0.000000 41.963758 37.326199
12424 481.31 1.668300e+06 0.000000 136.276846 134.540774
12425 NaN 1.312212e+07 0.000000 80.983323 78.392645
12426 1696554.45 3.706812e+10 4.516496 19.796260 15.885295
12427 0.07 1.591600e+03 0.000000 48.523214 37.537758
12428 NaN 2.609040e+06 0.000000 80.975371 78.586063
12429 NaN 7.615800e+06 0.000000 54.928516 50.713015
12430 143455.51 2.077488e+06 NaN 86.980807 84.734383
12431 77236.01 3.383820e+07 NaN 93.702555 89.846319
12432 NaN 3.877500e+05 0.000000 61.569000 59.042194
12433 NaN 1.177712e+07 0.000000 87.480132 82.369826
12434 9416.80 1.723600e+07 0.000000 73.873861 71.368666
12435 6193.91 5.617980e+06 NaN 81.774128 79.162516
12436 NaN 3.367200e+05 NaN 29.202036 22.534513
12437 35494.38 4.389560e+06 0.000000 183.920453 182.477282
12438 2354705.20 9.714044e+08 0.516129 40.027618 30.543469
12439 2278590.40 2.795803e+08 NaN 24.152240 13.631291
HistBeta PredBeta DataDate
0 0.000248 0.088224 20041206
1 -0.000209 0.047654 20041206
2 0.053718 0.117627 20041206
3 0.016033 0.214078 20041206
4 0.052606 0.147605 20041206
5 0.324861 0.637950 20041206
6 0.003153 0.005591 20041206
7 0.000345 -0.040030 20041206
8 0.266262 0.666181 20041206
9 -0.036230 -0.030038 20041206
10 0.159543 0.542958 20041206
11 0.051366 0.188559 20041206
12 -0.000209 0.076163 20041206
13 0.038824 0.150796 20041206
14 -0.000209 0.038425 20041206
15 0.009220 0.170459 20041206
16 0.236614 0.405167 20041206
17 0.806482 0.881942 20041206
18 0.254436 0.407654 20041206
19 0.042625 0.133426 20041206
20 0.344673 0.492907 20041206
21 0.130171 0.265011 20041206
22 0.102086 0.288297 20041206
23 0.064997 0.269777 20041206
24 0.217830 0.401905 20041206
25 0.135188 0.340709 20041206
26 0.002413 0.174562 20041206
27 0.380967 0.634827 20041206
28 0.613179 0.713470 20041206
29 0.335400 0.440537 20041206
... ... ... ...
12410 0.969769 1.144244 20041206
12411 1.004276 1.187691 20041206
12412 0.717853 0.990421 20041206
12413 0.902144 1.148490 20041206
12414 1.074056 1.264561 20041206
12415 0.458764 0.651422 20041206
12416 0.484047 0.936900 20041206
12417 0.694979 0.906713 20041206
12418 0.781892 1.166891 20041206
12419 0.842074 1.129125 20041206
12420 1.105634 1.468458 20041206
12421 -0.012314 0.086311 20041206
12422 0.407674 0.632877 20041206
12423 0.582230 0.891302 20041206
12424 0.990800 1.139789 20041206
12425 0.792092 1.028659 20041206
12426 0.234200 0.195190 20041206
12427 1.216408 1.286838 20041206
12428 0.676800 0.923251 20041206
12429 0.503729 0.761379 20041206
12430 0.885263 1.103176 20041206
12431 1.382199 1.625524 20041206
12432 0.427483 0.622843 20041206
12433 1.005791 1.186555 20041206
12434 0.615527 0.942369 20041206
12435 0.750448 0.947726 20041206
12436 0.728964 1.023123 20041206
12437 1.025511 1.158639 20041206
12438 1.279412 1.318094 20041206
12439 0.071240 0.122388 20041206
[12440 rows x 92 columns],
'20041207': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.264 0.000 0.0
1 USA0011 0.240 0.000 0.0
2 USA0031 0.109 0.000 0.0
3 USA0062 -0.313 0.428 0.0
4 USA00E2 0.680 0.000 0.0
5 USA00F1 0.303 0.000 0.0
6 USA00G2 0.363 0.000 0.0
7 USA00H1 0.127 0.000 0.0
8 USA00I1 0.262 0.000 0.0
9 USA00J1 0.286 0.000 0.0
10 USA00K1 0.285 0.000 0.0
11 USA00P1 0.291 0.000 0.0
12 USA00R1 0.523 0.000 0.0
13 USA00S1 0.495 0.000 0.0
14 USA00V1 0.631 0.000 0.0
15 USA0131 -0.524 1.000 0.0
16 USA0161 -0.123 1.000 0.0
17 USA01I1 -0.160 0.000 0.0
18 USA01J2 0.376 0.000 0.0
19 USA01L1 -0.947 0.000 0.0
20 USA01P1 -1.640 0.000 0.0
21 USA01Q1 0.212 0.000 0.0
22 USA0202 0.354 0.000 0.0
23 USA0231 -0.056 0.000 0.0
24 USA0281 -0.516 0.000 0.0
25 USA0291 -0.112 0.000 0.0
26 USA02A1 0.291 0.000 0.0
27 USA02B1 -0.150 0.000 0.0
28 USA02H1 0.840 0.000 0.0
29 USA02P1 1.622 0.142 0.0
... ... ... ... ...
12410 USAZY61 -1.195 0.000 0.0
12411 USAZY71 -2.760 0.000 0.0
12412 USAZYI1 -0.653 0.000 0.0
12413 USAZYJ1 -1.120 0.000 0.0
12414 USAZYK1 -0.605 0.000 0.0
12415 USAZYM1 -0.020 0.000 0.0
12416 USAZYO1 2.826 0.000 0.0
12417 USAZYR1 2.763 0.000 0.0
12418 USAZYS1 -0.517 0.000 0.0
12419 USAZYT1 -2.760 0.000 0.0
12420 USAZYV1 -1.078 0.000 0.0
12421 USAZYX1 -0.315 0.000 0.0
12422 USAZZ41 -2.173 0.000 0.0
12423 USAZZ51 -0.777 0.000 0.0
12424 USAZZ61 -0.990 0.000 0.0
12425 USAZZ71 -0.958 0.000 0.0
12426 USAZZ81 0.402 0.000 0.0
12427 USAZZ91 -2.760 0.000 0.0
12428 USAZZA1 -0.697 0.000 0.0
12429 USAZZB1 -1.241 0.000 0.0
12430 USAZZD1 2.826 0.000 0.0
12431 USAZZF1 -2.243 0.000 0.0
12432 USAZZI1 -0.468 0.000 0.0
12433 USAZZJ1 -1.143 0.000 0.0
12434 USAZZL1 -0.754 0.000 0.0
12435 USAZZP1 -1.281 0.000 0.0
12436 USAZZR1 -0.947 0.000 0.0
12437 USAZZX1 0.163 0.000 0.0
12438 USAZZY1 1.621 0.000 0.0
12439 USAZZZ1 -1.245 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.216 0.00 ... NaN 2500.0
1 -2.214 0.00 ... NaN NaN
2 -2.096 0.00 ... NaN 6500.0
3 -2.173 0.00 ... NaN NaN
4 -2.046 0.00 ... NaN 1000.0
5 -1.527 0.00 ... NaN 255.0
6 -2.206 0.00 ... NaN NaN
7 -2.213 0.00 ... NaN NaN
8 -1.649 0.00 ... NaN NaN
9 -2.289 0.86 ... NaN 29000.0
10 -1.876 0.00 ... NaN NaN
11 -2.101 0.00 ... NaN NaN
12 -2.214 0.00 ... NaN NaN
13 -2.131 0.00 ... NaN NaN
14 -2.214 0.00 ... NaN NaN
15 -2.160 0.00 ... NaN NaN
16 -1.664 0.00 ... NaN 110.0
17 -0.491 0.00 ... NaN 45651.0
18 -1.668 0.00 ... NaN NaN
19 -2.115 0.00 ... NaN NaN
20 -1.630 0.00 ... NaN 14790.0
21 -1.945 1.00 ... NaN NaN
22 -1.994 0.00 ... NaN NaN
23 -2.067 0.00 ... NaN 1150.0
24 -1.749 0.00 ... NaN NaN
25 -1.920 0.00 ... NaN NaN
26 -2.208 0.00 ... NaN 8725.0
27 -1.396 0.00 ... NaN NaN
28 -0.834 0.00 ... NaN 561.0
29 -1.349 0.00 ... NaN 7600.0
... ... ... ... ... ...
12410 -0.103 0.00 ... NaN 600.0
12411 -0.234 0.00 ... NaN 18500.0
12412 -0.634 0.00 ... NaN 17670.0
12413 -0.244 0.00 ... NaN NaN
12414 0.143 0.00 ... NaN NaN
12415 -1.238 0.00 ... NaN NaN
12416 -0.877 0.00 ... NaN 15100.0
12417 -0.546 0.00 ... NaN 86583.0
12418 -0.506 0.00 ... NaN NaN
12419 -0.568 0.00 ... NaN 92132.0
12420 0.206 0.00 ... NaN 10500.0
12421 -2.194 0.00 ... NaN 4200.0
12422 -1.412 0.00 ... NaN 90900.0
12423 -0.935 0.00 ... NaN NaN
12424 -0.044 0.00 ... NaN 141575.0
12425 -0.469 0.00 ... NaN NaN
12426 -1.655 1.00 ... NaN 20800.0
12427 0.452 0.00 ... NaN NaN
12428 -0.725 0.00 ... NaN NaN
12429 -1.074 0.00 ... NaN NaN
12430 -0.127 0.00 ... NaN 14368890.0
12431 0.800 0.00 ... NaN 67142.0
12432 -1.312 1.00 ... NaN NaN
12433 0.068 0.00 ... NaN 0.0
12434 -0.900 0.00 ... NaN 2600.0
12435 -0.580 1.00 ... NaN NaN
12436 -0.615 0.00 ... NaN NaN
12437 0.056 0.00 ... NaN 910900.0
12438 0.762 0.00 ... NaN 66200.0
12439 -2.046 0.00 ... NaN 29700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.753555e+10 0.147189 13.801645 9.425380
1 NaN 8.073728e+09 0.000000 18.015754 13.018238
2 NaN 6.798839e+10 2.478551 26.310304 22.530982
3 NaN 2.973260e+10 2.122842 20.218862 18.101438
4 NaN 5.364580e+10 2.307499 26.583498 22.706346
5 NaN 1.688826e+11 0.473560 27.516153 24.552644
6 NaN 1.473401e+10 5.191257 18.243073 12.653967
7 NaN 7.991655e+10 0.000000 22.585997 16.351330
8 NaN 1.426489e+10 0.649526 36.187354 28.686837
9 NaN 4.020205e+10 1.956478 15.914026 11.611437
10 NaN 2.977004e+10 0.000000 39.566974 29.918859
11 NaN 2.639912e+10 1.361740 13.271291 9.787433
12 NaN 6.628831e+09 2.591204 15.082277 10.452727
13 NaN 1.864985e+10 1.491742 22.198247 18.505227
14 NaN 1.395553e+10 1.314348 14.584322 10.001833
15 NaN 4.294558e+10 1.493373 22.211795 18.591340
16 NaN 4.294558e+10 1.493373 28.426756 25.659384
17 NaN 2.246657e+10 0.229533 21.843810 17.648608
18 NaN 3.112693e+10 1.791371 23.311271 20.012848
19 NaN 1.110446e+11 2.930403 31.616101 25.160425
20 NaN 1.306638e+11 0.000000 32.686089 29.312803
21 NaN 9.743981e+10 2.543882 23.993654 20.969609
22 NaN 1.594317e+10 0.000000 26.894689 24.423869
23 NaN 1.028606e+11 0.000000 22.879148 19.712208
24 NaN 4.489548e+10 3.089144 20.031286 16.112481
25 NaN 3.486774e+10 0.000000 23.547506 20.479945
26 NaN 9.050992e+09 1.528585 12.163174 8.467139
27 NaN 9.050992e+09 1.528585 32.938460 31.010005
28 NaN 6.813074e+10 3.027656 23.474950 20.185907
29 NaN 3.728118e+11 2.262443 21.246405 18.543047
... ... ... ... ... ...
12410 189.55 4.463600e+06 0.000000 80.608937 78.003049
12411 534.87 1.716400e+06 0.000000 91.734250 89.243545
12412 1796.66 3.018420e+06 0.000000 88.976910 86.532603
12413 NaN 6.315400e+07 0.000000 88.553250 86.330671
12414 NaN 6.832300e+05 NaN 80.944702 78.024405
12415 NaN 1.059380e+06 NaN 68.322773 65.728551
12416 2451.95 4.736760e+07 0.000000 70.206006 64.231050
12417 240886.43 1.963468e+07 0.000000 95.563714 93.210099
12418 NaN 5.030700e+01 0.000000 33.823904 26.040985
12419 29271.87 2.209900e+07 0.000000 110.358292 108.755117
12420 679.09 9.539200e+05 0.000000 178.132470 176.507697
12421 21170.24 6.360200e+07 2.827141 30.487331 25.800540
12422 3753.12 1.989630e+06 NaN 137.747003 136.591314
12423 NaN 2.224200e+05 0.000000 41.717135 36.994041
12424 478.73 1.668300e+06 0.000000 134.846750 133.048227
12425 NaN 1.312212e+07 0.000000 80.617575 77.931898
12426 1657910.90 3.677423e+10 4.516496 19.634865 15.694421
12427 NaN 1.591600e+03 0.000000 49.277743 38.001078
12428 NaN 2.609040e+06 0.000000 80.625822 78.179007
12429 NaN 7.615800e+06 0.000000 54.624936 50.254034
12430 138894.19 1.558116e+06 NaN 90.447592 88.112677
12431 79218.72 3.383820e+07 NaN 92.131758 88.204165
12432 NaN 3.877500e+05 0.000000 61.243919 58.756748
12433 NaN 1.146715e+07 0.000000 86.921406 81.598395
12434 9225.13 1.723600e+07 0.000000 73.152763 70.742397
12435 NaN 5.617980e+06 NaN 82.046746 79.451530
12436 NaN 3.367200e+05 NaN 29.336391 22.604761
12437 35533.89 4.279821e+06 0.000000 183.389715 181.912510
12438 2358389.71 9.320775e+08 0.516129 40.496441 30.452925
12439 2212140.38 2.790132e+08 NaN 24.438931 13.935646
HistBeta PredBeta DataDate
0 -0.000957 0.102085 20041207
1 -0.000118 0.058228 20041207
2 0.053985 0.131080 20041207
3 0.018644 0.221525 20041207
4 0.076440 0.188029 20041207
5 0.312682 0.629142 20041207
6 0.003919 0.024330 20041207
7 0.000487 -0.023181 20041207
8 0.257247 0.649537 20041207
9 -0.034035 -0.009821 20041207
10 0.153697 0.540649 20041207
11 0.051286 0.196831 20041207
12 -0.000118 0.093005 20041207
13 0.037858 0.164129 20041207
14 -0.000118 0.057510 20041207
15 0.024847 0.172899 20041207
16 0.250396 0.420810 20041207
17 0.784496 0.852409 20041207
18 0.248747 0.414069 20041207
19 0.045207 0.135418 20041207
20 0.265803 0.391444 20041207
21 0.122576 0.269183 20041207
22 0.100198 0.297871 20041207
23 0.067184 0.290482 20041207
24 0.211903 0.396867 20041207
25 0.133718 0.340884 20041207
26 0.002802 0.187109 20041207
27 0.372232 0.620732 20041207
28 0.628073 0.743938 20041207
29 0.393724 0.530257 20041207
... ... ... ...
12410 0.960732 1.114973 20041207
12411 0.901543 1.056623 20041207
12412 0.719248 0.991067 20041207
12413 0.896895 1.126725 20041207
12414 1.072924 1.261800 20041207
12415 0.444215 0.636893 20041207
12416 0.608669 1.077259 20041207
12417 0.759333 1.024871 20041207
12418 0.777515 1.144871 20041207
12419 0.749323 1.003305 20041207
12420 1.101664 1.393675 20041207
12421 0.009132 0.113456 20041207
12422 0.365287 0.548187 20041207
12423 0.582183 0.878969 20041207
12424 0.987753 1.127532 20041207
12425 0.794247 1.016928 20041207
12426 0.254514 0.235519 20041207
12427 1.213412 1.256946 20041207
12428 0.677746 0.920023 20041207
12429 0.519173 0.764111 20041207
12430 0.949828 1.167172 20041207
12431 1.372168 1.562797 20041207
12432 0.410723 0.607679 20041207
12433 1.038972 1.209544 20041207
12434 0.598313 0.887749 20041207
12435 0.743921 0.961018 20041207
12436 0.727677 1.007099 20041207
12437 1.033236 1.204764 20041207
12438 1.354876 1.403064 20041207
12439 0.076366 0.134800 20041207
[12440 rows x 92 columns],
'20041208': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.473 0.000 0.0
1 USA0011 -0.624 0.000 0.0
2 USA0031 0.374 0.000 0.0
3 USA0062 -0.766 0.428 0.0
4 USA00E2 0.322 0.000 0.0
5 USA00F1 -0.377 0.000 0.0
6 USA00G2 -0.388 0.000 0.0
7 USA00H1 1.180 0.000 0.0
8 USA00I1 -2.120 0.000 0.0
9 USA00J1 0.011 0.000 0.0
10 USA00K1 -2.162 0.000 0.0
11 USA00P1 -0.175 0.000 0.0
12 USA00R1 0.288 0.000 0.0
13 USA00S1 -0.641 0.000 0.0
14 USA00V1 0.903 0.000 0.0
15 USA0131 -1.301 1.000 0.0
16 USA0161 -0.330 1.000 0.0
17 USA01I1 0.584 0.000 0.0
18 USA01J2 -0.505 0.000 0.0
19 USA01L1 0.174 0.000 0.0
20 USA01P1 -0.415 0.000 0.0
21 USA01Q1 -0.204 0.000 0.0
22 USA0202 -0.194 0.000 0.0
23 USA0231 -0.386 0.000 0.0
24 USA0281 -0.123 0.000 0.0
25 USA0291 -0.487 0.000 0.0
26 USA02A1 -0.332 0.000 0.0
27 USA02B1 -0.501 0.000 0.0
28 USA02H1 -0.272 0.000 0.0
29 USA02P1 -0.035 0.142 0.0
... ... ... ... ...
12410 USAZY61 0.299 0.000 0.0
12411 USAZY71 2.751 0.000 0.0
12412 USAZYI1 -0.537 0.000 0.0
12413 USAZYJ1 0.401 0.000 0.0
12414 USAZYK1 0.219 0.000 0.0
12415 USAZYM1 -0.271 0.000 0.0
12416 USAZYO1 -2.778 0.000 0.0
12417 USAZYR1 -1.567 0.000 0.0
12418 USAZYS1 -0.416 0.000 0.0
12419 USAZYT1 2.824 0.000 0.0
12420 USAZYV1 -0.214 0.000 0.0
12421 USAZYX1 0.612 0.000 0.0
12422 USAZZ41 -2.778 0.000 0.0
12423 USAZZ51 -0.351 0.000 0.0
12424 USAZZ61 0.175 0.000 0.0
12425 USAZZ71 -0.086 0.000 0.0
12426 USAZZ81 0.548 0.000 0.0
12427 USAZZ91 -2.778 0.000 0.0
12428 USAZZA1 -2.778 0.000 0.0
12429 USAZZB1 -0.076 0.000 0.0
12430 USAZZD1 0.748 0.000 0.0
12431 USAZZF1 -1.952 0.000 0.0
12432 USAZZI1 2.798 0.000 0.0
12433 USAZZJ1 2.824 0.000 0.0
12434 USAZZL1 0.955 0.000 0.0
12435 USAZZP1 2.824 0.000 0.0
12436 USAZZR1 -0.198 0.000 0.0
12437 USAZZX1 -2.652 0.000 0.0
12438 USAZZY1 -1.664 0.000 0.0
12439 USAZZZ1 -0.718 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.221 0.00 ... NaN NaN
1 -2.219 0.00 ... NaN NaN
2 -2.103 0.00 ... NaN 6500.0
3 -2.181 0.00 ... NaN NaN
4 -2.053 0.00 ... NaN 1000.0
5 -1.532 0.00 ... NaN 255.0
6 -2.211 0.00 ... NaN NaN
7 -2.218 0.00 ... NaN NaN
8 -1.657 0.00 ... NaN NaN
9 -2.294 0.86 ... NaN 29000.0
10 -1.883 0.00 ... NaN NaN
11 -2.108 0.00 ... NaN NaN
12 -2.219 0.00 ... NaN NaN
13 -2.135 0.00 ... NaN NaN
14 -2.219 0.00 ... NaN NaN
15 -2.167 0.00 ... NaN NaN
16 -1.693 0.00 ... NaN 1980.0
17 -0.496 0.00 ... NaN 45651.0
18 -1.676 0.00 ... NaN NaN
19 -2.123 0.00 ... NaN NaN
20 -1.636 0.00 ... NaN NaN
21 -1.949 1.00 ... NaN NaN
22 -2.001 0.00 ... NaN NaN
23 -2.074 0.00 ... NaN 1150.0
24 -1.755 0.00 ... NaN NaN
25 -1.927 0.00 ... NaN NaN
26 -2.213 0.00 ... NaN NaN
27 -1.403 0.00 ... NaN NaN
28 -0.838 0.00 ... NaN 561.0
29 -1.357 0.00 ... NaN 7600.0
... ... ... ... ... ...
12410 -0.110 0.00 ... NaN NaN
12411 -0.306 0.00 ... NaN 5000.0
12412 -0.640 0.00 ... NaN NaN
12413 -0.249 0.00 ... NaN NaN
12414 0.152 0.00 ... NaN NaN
12415 -1.248 0.00 ... NaN NaN
12416 -0.803 0.00 ... NaN 200.0
12417 -0.541 0.00 ... NaN 7900.0
12418 -0.512 0.00 ... NaN NaN
12419 -0.621 0.00 ... NaN 140100.0
12420 0.211 0.00 ... NaN 12000.0
12421 -2.200 0.00 ... NaN 2700.0
12422 -0.969 0.00 ... NaN 1946123.0
12423 -0.946 0.00 ... NaN NaN
12424 -0.042 0.00 ... NaN 706848.0
12425 -0.467 0.00 ... NaN NaN
12426 -1.676 1.00 ... NaN 22800.0
12427 0.552 0.00 ... NaN 321625.0
12428 -0.717 0.00 ... NaN 26000.0
12429 -1.089 0.00 ... NaN NaN
12430 -0.135 0.00 ... NaN 12015100.0
12431 0.824 0.00 ... NaN 21500.0
12432 -1.372 1.00 ... NaN 200.0
12433 -0.049 0.00 ... NaN 0.0
12434 -0.901 0.00 ... NaN NaN
12435 -0.603 1.00 ... NaN 7682.0
12436 -0.624 0.00 ... NaN NaN
12437 0.071 0.00 ... NaN 164000.0
12438 0.776 0.00 ... NaN 97600.0
12439 -1.988 0.00 ... NaN 243600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.845960e+10 0.147189 14.002951 9.497360
1 NaN 7.944445e+09 0.000000 18.297496 13.041257
2 NaN 6.847235e+10 2.478551 26.383766 22.482797
3 NaN 2.970681e+10 2.122842 20.406699 18.182370
4 NaN 5.395257e+10 2.307499 26.696274 22.638978
5 NaN 1.688826e+11 0.473560 27.491717 24.537300
6 NaN 1.470223e+10 5.191257 18.428897 12.670152
7 NaN 8.136137e+10 0.000000 23.380756 16.876098
8 NaN 1.367462e+10 0.649526 36.761401 28.943127
9 NaN 4.037026e+10 1.956478 15.975857 11.576949
10 NaN 2.932850e+10 0.000000 40.120865 30.167740
11 NaN 2.631757e+10 1.361740 13.603586 9.749615
12 NaN 6.640981e+09 2.591204 15.309129 10.483909
13 NaN 1.791691e+10 1.491742 22.408001 18.508937
14 NaN 1.404322e+10 1.314348 15.061521 10.381114
15 NaN 4.218654e+10 1.493373 22.797986 18.837520
16 NaN 4.218654e+10 1.493373 28.550264 25.575754
17 NaN 2.332735e+10 0.229533 21.872445 17.629522
18 NaN 3.106181e+10 1.791371 23.327588 19.952626
19 NaN 1.122375e+11 2.930403 31.700994 25.055390
20 NaN 1.315943e+11 0.000000 32.576553 29.198330
21 NaN 9.799785e+10 2.543882 23.941093 20.861223
22 NaN 1.553902e+10 0.000000 26.857753 24.324152
23 NaN 1.045084e+11 0.000000 22.865834 19.629518
24 NaN 4.531459e+10 3.089144 20.015011 16.039044
25 NaN 3.460323e+10 0.000000 23.530740 20.355757
26 NaN 9.099715e+09 1.528585 12.235653 8.447897
27 NaN 9.099715e+09 1.528585 32.912472 31.006396
28 NaN 6.764679e+10 3.027656 23.267776 20.095500
29 NaN 3.770351e+11 2.262443 21.073602 18.464918
... ... ... ... ... ...
12410 NaN 4.463600e+06 0.000000 81.144067 78.564938
12411 527.48 1.226000e+06 0.000000 96.428720 93.916653
12412 NaN 3.018420e+06 0.000000 90.265412 87.821442
12413 NaN 6.315400e+07 0.000000 89.456944 87.230984
12414 NaN 6.832300e+05 NaN 82.719161 79.862151
12415 NaN 1.059380e+06 NaN 68.772009 66.117819
12416 2435.13 5.526220e+07 0.000000 71.177798 65.081962
12417 239502.79 2.001227e+07 0.000000 95.233011 92.935825
12418 NaN 5.030700e+01 0.000000 33.772991 25.976997
12419 31342.55 2.009000e+07 0.000000 110.856665 109.231435
12420 472.19 9.539200e+05 0.000000 177.541755 175.895863
12421 22390.95 6.360200e+07 2.827141 30.602153 25.743014
12422 10703.11 3.537120e+06 NaN 152.823381 151.624099
12423 NaN 2.224200e+05 0.000000 41.674082 36.866850
12424 562.52 1.668300e+06 0.000000 133.407928 131.582342
12425 NaN 1.312212e+07 0.000000 81.575152 78.889670
12426 1661745.67 3.643446e+10 4.516496 19.617894 15.659721
12427 146.26 1.591600e+05 0.000000 49.830033 38.191032
12428 4431.82 2.717750e+06 0.000000 82.906361 80.448252
12429 NaN 7.615800e+06 0.000000 54.516350 50.062782
12430 126127.85 1.558116e+06 NaN 88.504829 85.925878
12431 80285.04 3.477815e+07 NaN 92.375012 88.472235
12432 169.82 3.642500e+05 0.000000 61.867518 59.254476
12433 NaN 1.058140e+07 0.000000 87.956511 82.579268
12434 NaN 1.723600e+07 0.000000 73.073300 70.527950
12435 5972.72 5.373720e+06 NaN 82.651073 79.987312
12436 NaN 3.367200e+05 NaN 29.300113 22.545502
12437 35216.98 4.609038e+06 0.000000 182.500318 180.904617
12438 2455746.14 9.487992e+08 0.516129 40.475389 30.551367
12439 2356654.81 2.872929e+08 NaN 24.433625 13.122818
HistBeta PredBeta DataDate
0 -0.000991 0.114302 20041208
1 -0.000146 0.045773 20041208
2 0.052747 0.146107 20041208
3 0.017106 0.218252 20041208
4 0.075177 0.196180 20041208
5 0.311878 0.624865 20041208
6 0.003618 0.014108 20041208
7 0.000417 0.007052 20041208
8 0.255159 0.600126 20041208
9 -0.034270 -0.002827 20041208
10 0.152667 0.498512 20041208
11 0.050468 0.174082 20041208
12 -0.000146 0.099906 20041208
13 0.037786 0.156868 20041208
14 -0.000146 0.074334 20041208
15 0.023581 0.139530 20041208
16 0.238615 0.404790 20041208
17 0.782404 0.863076 20041208
18 0.246612 0.408869 20041208
19 0.043602 0.157042 20041208
20 0.264728 0.401419 20041208
21 0.122700 0.268961 20041208
22 0.098939 0.293522 20041208
23 0.065680 0.292946 20041208
24 0.210805 0.401319 20041208
25 0.132501 0.325409 20041208
26 0.002649 0.179118 20041208
27 0.370402 0.611344 20041208
28 0.626959 0.738725 20041208
29 0.391527 0.522883 20041208
... ... ... ...
12410 0.957674 1.139851 20041208
12411 0.868893 1.057660 20041208
12412 0.717131 0.990289 20041208
12413 0.894469 1.146935 20041208
12414 1.076799 1.284650 20041208
12415 0.440891 0.635513 20041208
12416 0.643067 1.051657 20041208
12417 0.762184 0.984411 20041208
12418 0.775105 1.133219 20041208
12419 0.725909 1.046995 20041208
12420 1.103417 1.409904 20041208
12421 0.008394 0.127965 20041208
12422 0.567616 0.699979 20041208
12423 0.577889 0.874217 20041208
12424 0.988609 1.151242 20041208
12425 0.795744 1.032854 20041208
12426 0.246335 0.243373 20041208
12427 1.258344 1.279922 20041208
12428 0.682085 0.893525 20041208
12429 0.513134 0.779418 20041208
12430 0.946323 1.257540 20041208
12431 1.382290 1.555116 20041208
12432 0.384742 0.641139 20041208
12433 0.985627 1.230578 20041208
12434 0.598610 0.926383 20041208
12435 0.733895 1.005813 20041208
12436 0.724239 1.009273 20041208
12437 1.040096 1.160845 20041208
12438 1.360188 1.362297 20041208
12439 0.104640 0.196334 20041208
[12440 rows x 92 columns],
'20041209': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.194 0.000 0.0
1 USA0011 -0.024 0.000 0.0
2 USA0031 0.118 0.000 0.0
3 USA0062 -0.138 0.428 0.0
4 USA00E2 0.290 0.000 0.0
5 USA00F1 0.222 0.000 0.0
6 USA00G2 -0.527 0.000 0.0
7 USA00H1 0.493 0.000 0.0
8 USA00I1 -1.299 0.000 0.0
9 USA00J1 0.317 0.000 0.0
10 USA00K1 -1.319 0.000 0.0
11 USA00P1 0.099 0.000 0.0
12 USA00R1 -0.138 0.000 0.0
13 USA00S1 1.154 0.000 0.0
14 USA00V1 0.358 0.000 0.0
15 USA0131 0.168 1.000 0.0
16 USA0161 1.973 1.000 0.0
17 USA01I1 0.570 0.000 0.0
18 USA01J2 -2.763 0.000 0.0
19 USA01L1 0.257 0.000 0.0
20 USA01P1 -0.624 0.000 0.0
21 USA01Q1 0.462 0.000 0.0
22 USA0202 -0.587 0.000 0.0
23 USA0231 -0.071 0.000 0.0
24 USA0281 0.468 0.000 0.0
25 USA0291 -0.468 0.000 0.0
26 USA02A1 -0.122 0.000 0.0
27 USA02B1 -0.345 0.000 0.0
28 USA02H1 0.378 0.000 0.0
29 USA02P1 0.381 0.142 0.0
... ... ... ... ...
12410 USAZY61 -1.002 0.000 0.0
12411 USAZY71 -1.581 0.000 0.0
12412 USAZYI1 -1.334 0.000 0.0
12413 USAZYJ1 -1.301 0.000 0.0
12414 USAZYK1 -0.710 0.000 0.0
12415 USAZYM1 0.021 0.000 0.0
12416 USAZYO1 -2.426 0.000 0.0
12417 USAZYR1 1.832 0.000 0.0
12418 USAZYS1 -0.687 0.000 0.0
12419 USAZYT1 -2.822 0.000 0.0
12420 USAZYV1 -0.962 0.000 0.0
12421 USAZYX1 -0.676 0.000 0.0
12422 USAZZ41 1.934 0.000 0.0
12423 USAZZ51 -1.113 0.000 0.0
12424 USAZZ61 -0.781 0.000 0.0
12425 USAZZ71 -1.013 0.000 0.0
12426 USAZZ81 0.359 0.000 0.0
12427 USAZZ91 -0.763 0.000 0.0
12428 USAZZA1 -0.757 0.000 0.0
12429 USAZZB1 -1.793 0.000 0.0
12430 USAZZD1 -0.990 0.000 0.0
12431 USAZZF1 0.354 0.000 0.0
12432 USAZZI1 -0.882 0.000 0.0
12433 USAZZJ1 -1.185 0.000 0.0
12434 USAZZL1 0.715 0.000 0.0
12435 USAZZP1 -0.974 0.000 0.0
12436 USAZZR1 -0.778 0.000 0.0
12437 USAZZX1 2.539 0.000 0.0
12438 USAZZY1 1.003 0.000 0.0
12439 USAZZZ1 -2.530 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.242 0.00 ... NaN NaN
1 -2.240 0.00 ... NaN NaN
2 -2.125 0.00 ... NaN 6500.0
3 -2.204 0.00 ... NaN NaN
4 -2.075 0.00 ... NaN 1000.0
5 -1.546 0.00 ... NaN 255.0
6 -2.233 0.00 ... NaN NaN
7 -2.239 0.00 ... NaN NaN
8 -1.675 0.00 ... NaN NaN
9 -2.317 0.86 ... NaN 29000.0
10 -1.902 0.00 ... NaN NaN
11 -2.128 0.00 ... NaN NaN
12 -2.240 0.00 ... NaN NaN
13 -2.180 0.00 ... NaN NaN
14 -2.240 0.00 ... NaN NaN
15 -2.189 0.00 ... NaN NaN
16 -1.755 0.00 ... NaN 380.0
17 -0.501 0.00 ... NaN 45651.0
18 -1.567 0.00 ... NaN 275.0
19 -2.147 0.00 ... NaN NaN
20 -1.655 0.00 ... NaN NaN
21 -1.966 1.00 ... NaN NaN
22 -2.025 0.00 ... NaN NaN
23 -2.098 0.00 ... NaN 1150.0
24 -1.773 0.00 ... NaN NaN
25 -1.948 0.00 ... NaN NaN
26 -2.234 0.00 ... NaN NaN
27 -1.421 0.00 ... NaN NaN
28 -0.847 0.00 ... NaN 561.0
29 -1.373 0.00 ... NaN 7600.0
... ... ... ... ... ...
12410 -0.108 0.00 ... NaN NaN
12411 -0.311 0.00 ... NaN 2510.0
12412 -0.646 0.00 ... NaN NaN
12413 -0.255 0.00 ... NaN NaN
12414 0.156 0.00 ... NaN NaN
12415 -1.271 0.00 ... NaN NaN
12416 -0.818 0.00 ... NaN NaN
12417 -0.618 0.00 ... NaN 48100.0
12418 -0.517 0.00 ... NaN NaN
12419 -0.562 0.00 ... NaN 6025.0
12420 0.211 0.00 ... NaN 24932.0
12421 -2.233 0.00 ... NaN 1700.0
12422 -1.055 0.00 ... NaN 368377.0
12423 -0.958 0.00 ... NaN NaN
12424 -0.035 0.00 ... NaN 429370.0
12425 -0.474 0.00 ... NaN NaN
12426 -1.703 1.00 ... NaN 33500.0
12427 0.561 0.00 ... NaN NaN
12428 -0.770 0.00 ... NaN NaN
12429 -1.115 0.00 ... NaN NaN
12430 -0.147 0.00 ... NaN 13783970.0
12431 0.815 0.00 ... NaN 21600.0
12432 -1.387 1.00 ... NaN 1000.0
12433 -0.056 0.00 ... NaN 0.0
12434 -0.937 0.00 ... NaN 6850.0
12435 -0.610 1.00 ... NaN 84302.0
12436 -0.632 0.00 ... NaN NaN
12437 0.032 0.00 ... NaN 30000.0
12438 0.790 0.00 ... NaN 58200.0
12439 -1.955 0.00 ... NaN 128600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.910241e+10 0.147189 14.088382 9.622035
1 NaN 7.866875e+09 0.000000 18.256848 13.131440
2 NaN 6.864407e+10 2.478551 26.431815 22.586663
3 NaN 2.971540e+10 2.122842 20.396673 18.240122
4 NaN 5.445942e+10 2.307499 26.737886 22.729090
5 NaN 1.712821e+11 0.473560 27.472342 24.670268
6 NaN 1.492475e+10 5.191257 18.416124 12.714070
7 NaN 8.298679e+10 0.000000 23.400202 17.042161
8 NaN 1.371624e+10 0.649526 36.819540 29.206545
9 NaN 4.058653e+10 1.956478 16.012239 11.691261
10 NaN 2.912471e+10 0.000000 40.308566 30.447050
11 NaN 2.616612e+10 1.361740 13.663486 9.820229
12 NaN 6.753653e+09 2.591204 15.233942 10.524507
13 NaN 1.869241e+10 1.491742 22.759884 18.857480
14 NaN 1.419355e+10 1.314348 15.077236 10.539642
15 NaN 4.217056e+10 1.493373 22.737962 18.912301
16 NaN 4.217056e+10 1.493373 29.083170 26.100429
17 NaN 2.400307e+10 0.229533 21.877479 17.740699
18 NaN 3.134971e+10 1.791371 25.335895 21.989271
19 NaN 1.124292e+11 2.930403 31.686178 25.185243
20 NaN 1.289358e+11 0.000000 32.793647 29.352640
21 NaN 9.901689e+10 2.543882 23.990700 21.009611
22 NaN 1.551115e+10 0.000000 26.915597 24.426804
23 NaN 1.053073e+11 0.000000 23.017695 19.732243
24 NaN 4.577363e+10 3.089144 20.100025 16.173462
25 NaN 3.445895e+10 0.000000 23.536153 20.425343
26 NaN 9.122644e+09 1.528585 12.204288 8.482614
27 NaN 9.122644e+09 1.528585 32.933751 31.125856
28 NaN 6.757904e+10 3.027656 23.274845 20.209927
29 NaN 3.803082e+11 2.262443 21.177583 18.606135
... ... ... ... ... ...
12410 NaN 4.463600e+06 0.000000 81.106805 78.543022
12411 529.73 1.226000e+06 0.000000 91.923958 89.410782
12412 NaN 3.018420e+06 0.000000 92.422475 90.124082
12413 NaN 6.315400e+07 0.000000 88.900250 86.705594
12414 NaN 6.832300e+05 NaN 82.513581 79.677626
12415 NaN 1.059380e+06 NaN 68.611355 65.938902
12416 NaN 5.526220e+07 0.000000 72.531174 66.798562
12417 236431.96 1.812432e+07 0.000000 96.331619 94.036661
12418 NaN 5.030700e+01 0.000000 33.708945 26.019164
12419 31386.21 2.209900e+07 0.000000 112.088891 110.499062
12420 368.49 9.539200e+05 0.000000 177.856218 176.230661
12421 22675.29 6.349816e+07 2.827141 30.714835 25.874308
12422 11180.54 2.741268e+06 NaN 154.785174 153.639817
12423 NaN 2.224200e+05 0.000000 41.841538 37.047212
12424 617.25 1.668300e+06 0.000000 132.812347 130.978698
12425 NaN 1.312212e+07 0.000000 81.573429 78.891129
12426 1692250.67 3.598240e+10 4.516496 19.626761 15.792779
12427 NaN 1.591600e+05 0.000000 49.741290 38.265370
12428 NaN 2.717750e+06 0.000000 83.193120 80.838513
12429 NaN 7.615800e+06 0.000000 54.765169 50.262221
12430 100861.10 1.558116e+06 NaN 88.716771 86.254254
12431 82052.31 3.383820e+07 NaN 92.609358 88.804814
12432 240.27 3.642500e+05 0.000000 60.624419 57.980797
12433 NaN 1.069237e+07 0.000000 88.011812 82.841262
12434 9225.68 1.680510e+07 0.000000 73.337904 70.763694
12435 5543.20 5.373720e+06 NaN 81.251522 78.644667
12436 NaN 3.367200e+05 NaN 29.338797 22.656959
12437 35049.66 3.950604e+06 0.000000 183.682086 182.118155
12438 2295314.43 9.633532e+08 0.516129 41.780856 31.077286
12439 2409933.00 2.945517e+08 NaN 24.821004 13.526070
HistBeta PredBeta DataDate
0 -0.001022 0.113057 20041209
1 -0.000168 0.047329 20041209
2 0.051685 0.138293 20041209
3 0.016108 0.215593 20041209
4 0.074068 0.192287 20041209
5 0.311822 0.621465 20041209
6 0.003274 0.001307 20041209
7 0.000363 0.003781 20041209
8 0.253914 0.557425 20041209
9 -0.034576 0.000098 20041209
10 0.152049 0.474329 20041209
11 0.050145 0.176604 20041209
12 -0.000168 0.088816 20041209
13 0.027149 0.164143 20041209
14 -0.000168 0.069835 20041209
15 0.022760 0.141615 20041209
16 0.217847 0.414166 20041209
17 0.781927 0.861160 20041209
18 0.302385 0.422530 20041209
19 0.041880 0.155349 20041209
20 0.263188 0.384388 20041209
21 0.123363 0.268418 20041209
22 0.096589 0.263122 20041209
23 0.063932 0.294467 20041209
24 0.210050 0.411113 20041209
25 0.131231 0.310258 20041209
26 0.002473 0.173921 20041209
27 0.368385 0.594187 20041209
28 0.626164 0.743432 20041209
29 0.389777 0.525937 20041209
... ... ... ...
12410 0.958892 1.118461 20041209
12411 0.867248 1.067116 20041209
12412 0.716925 0.945960 20041209
12413 0.892673 1.119955 20041209
12414 1.077620 1.267041 20041209
12415 0.435808 0.626067 20041209
12416 0.639385 0.972401 20041209
12417 0.729202 0.992632 20041209
12418 0.774914 1.121464 20041209
12419 0.754397 1.003183 20041209
12420 1.101992 1.394838 20041209
12421 0.003253 0.101189 20041209
12422 0.532741 0.725080 20041209
12423 0.576432 0.847055 20041209
12424 0.991543 1.132898 20041209
12425 0.794131 1.010210 20041209
12426 0.241366 0.240481 20041209
12427 1.259315 1.290889 20041209
12428 0.661053 0.889171 20041209
12429 0.505726 0.736895 20041209
12430 0.941084 1.223006 20041209
12431 1.373903 1.563530 20041209
12432 0.383419 0.623491 20041209
12433 0.981885 1.220504 20041209
12434 0.586026 0.914280 20041209
12435 0.733023 0.971723 20041209
12436 0.723255 0.990919 20041209
12437 1.021773 1.233571 20041209
12438 1.362298 1.412166 20041209
12439 0.127911 0.184387 20041209
[12440 rows x 92 columns],
'20041210': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.284 0.000 0.0
1 USA0011 0.105 0.000 0.0
2 USA0031 -0.016 0.000 0.0
3 USA0062 0.366 0.428 0.0
4 USA00E2 -0.034 0.000 0.0
5 USA00F1 0.402 0.000 0.0
6 USA00G2 -0.031 0.000 0.0
7 USA00H1 -0.621 0.000 0.0
8 USA00I1 0.139 0.000 0.0
9 USA00J1 -0.288 0.000 0.0
10 USA00K1 0.258 0.000 0.0
11 USA00P1 -0.190 0.000 0.0
12 USA00R1 -0.383 0.000 0.0
13 USA00S1 0.195 0.000 0.0
14 USA00V1 -0.214 0.000 0.0
15 USA0131 0.832 1.000 0.0
16 USA0161 0.509 1.000 0.0
17 USA01I1 0.152 0.000 0.0
18 USA01J2 0.080 0.000 0.0
19 USA01L1 -0.771 0.000 0.0
20 USA01P1 0.116 0.000 0.0
21 USA01Q1 -0.216 0.000 0.0
22 USA0202 0.408 0.000 0.0
23 USA0231 -0.462 0.000 0.0
24 USA0281 -0.181 0.000 0.0
25 USA0291 -0.222 0.000 0.0
26 USA02A1 -0.272 0.000 0.0
27 USA02B1 0.154 0.000 0.0
28 USA02H1 0.448 0.000 0.0
29 USA02P1 -1.879 0.142 0.0
... ... ... ... ...
12412 USAZY61 1.453 0.000 0.0
12413 USAZY71 0.625 0.000 0.0
12414 USAZYI1 0.792 0.000 0.0
12415 USAZYJ1 1.444 0.000 0.0
12416 USAZYK1 0.717 0.000 0.0
12417 USAZYM1 0.881 0.000 0.0
12418 USAZYO1 0.877 0.000 0.0
12419 USAZYR1 -0.936 0.000 0.0
12420 USAZYS1 0.866 0.000 0.0
12421 USAZYT1 2.882 0.000 0.0
12422 USAZYV1 0.846 0.000 0.0
12423 USAZYX1 1.074 0.000 0.0
12424 USAZZ41 -2.636 0.000 0.0
12425 USAZZ51 0.877 0.000 0.0
12426 USAZZ61 0.858 0.000 0.0
12427 USAZZ71 0.988 0.000 0.0
12428 USAZZ81 -1.498 0.000 0.0
12429 USAZZ91 -0.261 0.000 0.0
12430 USAZZA1 0.883 0.000 0.0
12431 USAZZB1 0.670 0.000 0.0
12432 USAZZD1 0.351 0.000 0.0
12433 USAZZF1 1.752 0.000 0.0
12434 USAZZI1 0.722 0.000 0.0
12435 USAZZJ1 2.541 0.000 0.0
12436 USAZZL1 0.423 0.000 0.0
12437 USAZZP1 -2.239 0.000 0.0
12438 USAZZR1 0.795 0.000 0.0
12439 USAZZX1 2.882 0.000 0.0
12440 USAZZY1 -0.012 0.000 0.0
12441 USAZZZ1 -0.213 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.245 0.00 ... NaN NaN
1 -2.243 0.00 ... NaN NaN
2 -2.126 0.00 ... NaN 6500.0
3 -2.208 0.00 ... NaN NaN
4 -2.077 0.00 ... NaN 1000.0
5 -1.549 0.00 ... NaN 255.0
6 -2.235 0.00 ... NaN NaN
7 -2.242 0.00 ... NaN NaN
8 -1.677 0.00 ... NaN NaN
9 -2.319 0.86 ... NaN 29000.0
10 -1.904 0.00 ... NaN NaN
11 -2.131 0.00 ... NaN NaN
12 -2.243 0.00 ... NaN NaN
13 -2.185 0.00 ... NaN NaN
14 -2.243 0.00 ... NaN NaN
15 -2.193 0.00 ... NaN NaN
16 -1.761 0.00 ... NaN 575.0
17 -0.502 0.00 ... NaN 45651.0
18 -1.569 0.00 ... NaN NaN
19 -2.149 0.00 ... NaN NaN
20 -1.657 0.00 ... NaN NaN
21 -1.968 1.00 ... NaN NaN
22 -2.027 0.00 ... NaN NaN
23 -2.100 0.00 ... NaN 1150.0
24 -1.775 0.00 ... NaN NaN
25 -1.950 0.00 ... NaN NaN
26 -2.237 0.00 ... NaN NaN
27 -1.422 0.00 ... NaN NaN
28 -0.851 0.00 ... NaN 561.0
29 -1.384 0.00 ... NaN 2000.0
... ... ... ... ... ...
12412 -0.108 0.00 ... NaN NaN
12413 -0.315 0.00 ... NaN 150.0
12414 -0.646 0.00 ... NaN 14000.0
12415 -0.255 0.00 ... NaN NaN
12416 0.156 0.00 ... NaN NaN
12417 -1.278 0.00 ... NaN NaN
12418 -0.819 0.00 ... NaN NaN
12419 -0.619 0.00 ... NaN 68599.0
12420 -0.518 0.00 ... NaN NaN
12421 -0.548 0.00 ... NaN 15700.0
12422 0.211 0.00 ... NaN 20200.0
12423 -2.236 0.00 ... NaN 16800.0
12424 -1.058 0.00 ... NaN 195195.0
12425 -0.959 0.00 ... NaN NaN
12426 -0.037 0.00 ... NaN 452040.0
12427 -0.472 0.00 ... NaN NaN
12428 -1.711 1.00 ... NaN 25100.0
12429 0.562 0.00 ... NaN NaN
12430 -0.764 0.00 ... NaN NaN
12431 -1.115 0.00 ... NaN NaN
12432 -0.147 0.00 ... NaN 18949500.0
12433 0.818 0.00 ... NaN 34263.0
12434 -1.389 1.00 ... NaN NaN
12435 -0.033 0.00 ... NaN 0.0
12436 -0.937 0.00 ... NaN NaN
12437 -0.613 1.00 ... NaN 500.0
12438 -0.632 0.00 ... NaN NaN
12439 0.035 0.00 ... NaN 537003.0
12440 0.767 0.00 ... NaN 83700.0
12441 -1.958 0.00 ... NaN 109000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.892162e+10 0.147189 14.064918 9.739151
1 NaN 7.963838e+09 0.000000 18.158717 13.292253
2 NaN 6.828501e+10 2.478551 26.514530 22.859606
3 NaN 3.035149e+10 2.122842 20.526354 18.474318
4 NaN 5.416598e+10 2.307499 26.771365 22.974197
5 NaN 1.695346e+11 0.473560 27.689613 24.963617
6 NaN 1.521879e+10 5.191257 18.311791 12.875707
7 NaN 8.249659e+10 0.000000 23.410495 17.333366
8 NaN 1.378057e+10 0.649526 36.802829 29.547209
9 NaN 4.029016e+10 1.956478 15.986417 11.871136
10 NaN 2.892093e+10 0.000000 40.199570 30.829616
11 NaN 2.609039e+10 1.361740 13.669169 9.988329
12 NaN 6.739293e+09 2.591204 15.224997 10.731817
13 NaN 1.869241e+10 1.491742 22.788650 19.085337
14 NaN 1.410586e+10 1.314348 15.016449 10.696333
15 NaN 4.188292e+10 1.493373 22.920610 19.247054
16 NaN 4.188292e+10 1.493373 29.238192 26.429683
17 NaN 2.442916e+10 0.229533 21.961534 17.946194
18 NaN 3.140112e+10 1.791371 25.270289 22.262010
19 NaN 1.120458e+11 2.930403 31.798341 25.542063
20 NaN 1.290687e+11 0.000000 32.978423 29.713323
21 NaN 9.833753e+10 2.543882 24.148380 21.275171
22 NaN 1.565051e+10 0.000000 27.056220 24.680486
23 NaN 1.050826e+11 0.000000 23.155823 20.011859
24 NaN 4.588340e+10 3.089144 20.077688 16.368837
25 NaN 3.414634e+10 0.000000 23.569628 20.604296
26 NaN 9.079653e+09 1.528585 12.183069 8.634916
27 NaN 9.079653e+09 1.528585 33.256309 31.526221
28 NaN 6.796620e+10 3.027656 23.474957 20.478226
29 NaN 3.873822e+11 2.262443 21.899811 19.389113
... ... ... ... ... ...
12412 NaN 4.463600e+06 0.000000 81.842778 79.335985
12413 530.07 1.226000e+06 0.000000 93.204442 90.788680
12414 1699.94 3.018420e+06 0.000000 92.915295 90.704564
12415 NaN 6.315400e+07 0.000000 91.066560 88.803146
12416 NaN 6.832300e+05 NaN 83.530911 80.778123
12417 NaN 1.059380e+06 NaN 69.838714 67.288834
12418 NaN 5.526220e+07 0.000000 73.455024 68.050682
12419 234803.00 1.850191e+07 0.000000 97.381810 95.208145
12420 NaN 5.030700e+01 0.000000 33.814353 26.374743
12421 28496.92 2.009000e+07 0.000000 114.323563 112.766825
12422 382.09 9.539200e+05 0.000000 179.685596 178.109498
12423 32467.29 6.355008e+07 2.827141 31.021742 26.377360
12424 11770.96 3.227622e+06 NaN 157.479117 156.355381
12425 NaN 2.224200e+05 0.000000 42.185772 37.561185
12426 677.32 1.668300e+06 0.000000 134.385993 132.626390
12427 NaN 1.312212e+07 0.000000 81.974855 79.379203
12428 1781576.86 3.679802e+10 4.516496 19.880720 16.211414
12429 NaN 1.591600e+05 0.000000 49.698595 38.626319
12430 NaN 2.717750e+06 0.000000 83.978554 81.707974
12431 NaN 7.615800e+06 0.000000 54.720124 50.447651
12432 95478.89 1.558116e+06 NaN 89.623062 87.263160
12433 84514.51 3.346222e+07 NaN 93.215434 89.487720
12434 NaN 3.642500e+05 0.000000 60.830522 58.336254
12435 NaN 9.687965e+06 0.000000 90.214494 85.224378
12436 NaN 1.680510e+07 0.000000 74.088539 71.637570
12437 5489.70 5.617980e+06 NaN 82.349762 79.868398
12438 NaN 3.367200e+05 NaN 29.521938 23.020542
12439 34265.31 3.840865e+06 0.000000 185.733503 184.146547
12440 2261730.71 1.006086e+09 0.516129 42.588173 31.437401
12441 2426847.29 2.948920e+08 NaN 24.664395 13.867200
HistBeta PredBeta DataDate
0 -0.001015 0.114529 20041210
1 -0.000162 0.050396 20041210
2 0.052066 0.136552 20041210
3 0.015428 0.224558 20041210
4 0.074125 0.188520 20041210
5 0.311684 0.629666 20041210
6 0.003321 0.004446 20041210
7 0.000371 -0.014226 20041210
8 0.253871 0.562603 20041210
9 -0.034533 -0.005626 20041210
10 0.152027 0.476469 20041210
11 0.050087 0.171829 20041210
12 -0.000162 0.080053 20041210
13 0.025678 0.155206 20041210
14 -0.000162 0.060540 20041210
15 0.022359 0.155782 20041210
16 0.216053 0.406996 20041210
17 0.781745 0.858517 20041210
18 0.302611 0.433991 20041210
19 0.042045 0.140521 20041210
20 0.263148 0.394381 20041210
21 0.123200 0.262893 20041210
22 0.096622 0.269971 20041210
23 0.064049 0.287450 20041210
24 0.210047 0.408757 20041210
25 0.131171 0.309816 20041210
26 0.002497 0.168290 20041210
27 0.368388 0.598242 20041210
28 0.624988 0.750689 20041210
29 0.385576 0.485279 20041210
... ... ... ...
12412 0.958801 1.158756 20041210
12413 0.866041 1.086173 20041210
12414 0.717116 0.981983 20041210
12415 0.892608 1.170537 20041210
12416 1.077570 1.295505 20041210
12417 0.433015 0.644309 20041210
12418 0.639204 0.998863 20041210
12419 0.729095 0.980458 20041210
12420 0.774792 1.143581 20041210
12421 0.761173 1.053445 20041210
12422 1.101926 1.424943 20041210
12423 0.002948 0.121328 20041210
12424 0.532013 0.650133 20041210
12425 0.576398 0.871723 20041210
12426 0.990578 1.158840 20041210
12427 0.795451 1.048761 20041210
12428 0.238752 0.213705 20041210
12429 1.259606 1.300413 20041210
12430 0.664107 0.921524 20041210
12431 0.506319 0.784227 20041210
12432 0.941076 1.236294 20041210
12433 1.374887 1.601729 20041210
12434 0.383225 0.636876 20041210
12435 0.992435 1.290894 20041210
12436 0.586440 0.911441 20041210
12437 0.731823 0.936777 20041210
12438 0.723281 1.013430 20041210
12439 1.023164 1.325692 20041210
12440 1.352025 1.419153 20041210
12441 0.127865 0.202745 20041210
[12442 rows x 92 columns],
'20041213': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.226 0.000 0.0
1 USA0011 0.758 0.000 0.0
2 USA0031 0.408 0.000 0.0
3 USA0062 0.242 0.428 0.0
4 USA00E2 0.473 0.000 0.0
5 USA00F1 0.283 0.000 0.0
6 USA00G2 0.361 0.000 0.0
7 USA00H1 0.416 0.000 0.0
8 USA00I1 -0.516 0.000 0.0
9 USA00J1 0.021 0.000 0.0
10 USA00K1 -0.256 0.000 0.0
11 USA00P1 -0.115 0.000 0.0
12 USA00R1 -0.454 0.000 0.0
13 USA00S1 -0.386 0.000 0.0
14 USA00V1 -0.242 0.000 0.0
15 USA0131 0.604 1.000 0.0
16 USA0161 0.646 1.000 0.0
17 USA01I1 0.003 0.000 0.0
18 USA01J2 0.750 0.000 0.0
19 USA01L1 1.348 0.000 0.0
20 USA01P1 -0.035 0.000 0.0
21 USA01Q1 0.190 0.000 0.0
22 USA0202 -0.636 0.000 0.0
23 USA0231 -0.264 0.000 0.0
24 USA0281 0.611 0.000 0.0
25 USA0291 -0.260 0.000 0.0
26 USA02A1 -0.226 0.000 0.0
27 USA02B1 1.352 0.000 0.0
28 USA02H1 -1.453 0.000 0.0
29 USA02P1 0.439 0.142 0.0
... ... ... ... ...
12411 USAZY61 2.798 0.000 0.0
12412 USAZY71 2.798 0.000 0.0
12413 USAZYI1 0.218 0.000 0.0
12414 USAZYJ1 2.798 0.000 0.0
12415 USAZYK1 0.217 0.000 0.0
12416 USAZYM1 -0.460 0.000 0.0
12417 USAZYO1 1.723 0.000 0.0
12418 USAZYR1 -2.772 0.000 0.0
12419 USAZYS1 -0.079 0.000 0.0
12420 USAZYT1 -2.772 0.000 0.0
12421 USAZYV1 -2.772 0.000 0.0
12422 USAZYX1 -0.226 0.000 0.0
12423 USAZZ41 2.584 0.000 0.0
12424 USAZZ51 0.097 0.000 0.0
12425 USAZZ61 2.436 0.000 0.0
12426 USAZZ71 0.374 0.000 0.0
12427 USAZZ81 0.388 0.000 0.0
12428 USAZZ91 1.834 0.000 0.0
12429 USAZZA1 0.095 0.000 0.0
12430 USAZZB1 0.275 0.000 0.0
12431 USAZZD1 0.062 0.000 0.0
12432 USAZZF1 2.798 0.000 0.0
12433 USAZZI1 0.092 0.000 0.0
12434 USAZZJ1 2.798 0.000 0.0
12435 USAZZL1 0.050 0.000 0.0
12436 USAZZP1 -2.772 0.000 0.0
12437 USAZZR1 0.130 0.000 0.0
12438 USAZZX1 -2.772 0.000 0.0
12439 USAZZY1 -1.055 0.000 0.0
12440 USAZZZ1 0.917 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.262 0.00 ... NaN NaN
1 -2.260 0.00 ... NaN NaN
2 -2.147 0.00 ... NaN 6500.0
3 -2.228 0.00 ... NaN NaN
4 -2.098 0.00 ... NaN 1000.0
5 -1.565 0.00 ... NaN 255.0
6 -2.254 0.00 ... NaN NaN
7 -2.259 0.00 ... NaN NaN
8 -1.696 0.00 ... NaN NaN
9 -2.338 0.86 ... NaN 29000.0
10 -1.922 0.00 ... NaN NaN
11 -2.150 0.00 ... NaN NaN
12 -2.260 0.00 ... NaN NaN
13 -2.206 0.00 ... NaN NaN
14 -2.260 0.00 ... NaN NaN
15 -2.212 0.00 ... NaN NaN
16 -1.776 0.00 ... NaN 260.0
17 -0.528 0.00 ... NaN 45651.0
18 -1.594 0.00 ... NaN NaN
19 -2.171 0.00 ... NaN 105720.0
20 -1.706 0.00 ... NaN 8000.0
21 -1.983 1.00 ... NaN NaN
22 -2.026 0.00 ... NaN 2928.0
23 -2.123 0.00 ... NaN 1150.0
24 -1.795 0.00 ... NaN NaN
25 -1.971 0.00 ... NaN NaN
26 -2.255 0.00 ... NaN NaN
27 -1.490 0.00 ... NaN 20.0
28 -0.797 0.00 ... NaN 2310.0
29 -1.409 0.00 ... NaN 2000.0
... ... ... ... ... ...
12411 -0.553 0.00 ... NaN 20860.0
12412 -0.430 0.00 ... NaN 200.0
12413 -0.654 0.00 ... NaN 2045.0
12414 -0.334 0.00 ... NaN 415.0
12415 0.146 0.00 ... NaN NaN
12416 -1.288 0.00 ... NaN NaN
12417 -0.870 0.00 ... NaN 3000.0
12418 -0.541 0.00 ... NaN 118916.0
12419 -0.523 0.00 ... NaN NaN
12420 -0.503 0.00 ... NaN 107300.0
12421 0.375 0.00 ... NaN 115200.0
12422 -2.282 0.00 ... NaN 7000.0
12423 -1.093 0.00 ... NaN 410016.0
12424 -0.969 0.00 ... NaN NaN
12425 -0.248 0.00 ... NaN 1149431.0
12426 -0.480 0.00 ... NaN NaN
12427 -1.738 1.00 ... NaN 551000.0
12428 0.562 0.00 ... NaN NaN
12429 -0.735 0.00 ... NaN 50000.0
12430 -1.145 0.00 ... NaN NaN
12431 -0.152 0.00 ... NaN 21514400.0
12432 0.745 0.00 ... NaN 800.0
12433 -1.399 1.00 ... NaN NaN
12434 -0.178 0.00 ... NaN 0.0
12435 -0.952 0.00 ... NaN 3200.0
12436 -0.522 1.00 ... NaN 5500.0
12437 -0.642 0.00 ... NaN NaN
12438 0.078 0.00 ... NaN 122810.0
12439 0.774 0.00 ... NaN 31100.0
12440 -1.978 0.00 ... NaN 103400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.914259e+10 0.147189 14.271227 9.923826
1 NaN 8.054336e+09 0.000000 18.688491 13.808645
2 NaN 6.851918e+10 2.478551 26.998598 23.309263
3 NaN 3.133140e+10 2.122842 20.871144 18.808872
4 NaN 5.404594e+10 2.307499 27.307677 23.488765
5 NaN 1.703171e+11 0.473560 28.152626 25.432977
6 NaN 1.533800e+10 5.191257 18.577732 13.126673
7 NaN 8.248369e+10 0.000000 23.764008 17.664535
8 NaN 1.377300e+10 0.649526 37.475254 30.243929
9 NaN 4.041031e+10 1.956478 16.218757 12.079702
10 NaN 2.914170e+10 0.000000 40.744199 31.449578
11 NaN 2.627097e+10 1.361740 13.914931 10.182789
12 NaN 6.839813e+09 2.591204 15.512192 10.997026
13 NaN 1.855528e+10 1.491742 23.150380 19.440273
14 NaN 1.428124e+10 1.314348 15.232632 10.892865
15 NaN 4.208267e+10 1.493373 23.305638 19.650944
16 NaN 4.208267e+10 1.493373 29.804999 27.000203
17 NaN 2.399877e+10 0.229533 22.229753 18.328425
18 NaN 3.220996e+10 1.791371 25.718417 22.699723
19 NaN 1.142824e+11 2.930403 32.604929 26.391633
20 NaN 1.280718e+11 0.000000 33.635843 30.309435
21 NaN 9.913821e+10 2.543882 24.585444 21.649518
22 NaN 1.545540e+10 0.000000 27.629928 25.268538
23 NaN 1.058316e+11 0.000000 23.558375 20.379238
24 NaN 4.696113e+10 3.089144 20.408633 16.724399
25 NaN 3.419444e+10 0.000000 24.010117 21.008188
26 NaN 8.999403e+09 1.528585 12.399124 8.791234
27 NaN 8.999403e+09 1.528585 34.062495 32.234540
28 NaN 6.872116e+10 3.027656 24.189618 21.300164
29 NaN 3.957232e+11 2.262443 22.194403 19.766019
... ... ... ... ... ...
12411 317.77 2.678160e+06 0.000000 78.550118 76.217250
12412 423.16 9.808000e+05 0.000000 92.949273 90.359821
12413 1324.13 3.018420e+06 0.000000 94.138829 91.971876
12414 1412.85 5.954520e+07 0.000000 90.932642 88.590401
12415 NaN 6.832300e+05 NaN 83.806661 81.111293
12416 NaN 1.059380e+06 NaN 71.304629 68.754004
12417 2545.37 5.300660e+07 0.000000 73.573115 68.078587
12418 127479.49 1.963468e+07 0.000000 99.603388 97.404671
12419 NaN 5.030700e+01 0.000000 34.167004 26.853412
12420 31287.93 2.109450e+07 0.000000 116.853831 115.351184
12421 507.71 1.430880e+06 0.000000 188.866632 187.320663
12422 37001.65 6.313472e+07 2.827141 31.467231 26.860411
12423 13519.31 3.094980e+06 NaN 160.908321 159.822243
12424 NaN 2.224200e+05 0.000000 42.737644 38.214484
12425 679.05 1.112200e+06 0.000000 137.202874 135.557298
12426 NaN 1.312212e+07 0.000000 85.470603 82.963165
12427 2818753.50 3.660140e+10 4.516496 20.221565 16.625179
12428 NaN 1.591600e+05 0.000000 50.565488 39.605690
12429 4697.52 2.717750e+06 0.000000 85.869412 83.631176
12430 NaN 7.615800e+06 0.000000 55.625794 51.405242
12431 93670.18 1.558116e+06 NaN 90.814105 88.456124
12432 85997.98 3.195830e+07 NaN 93.146908 89.445377
12433 NaN 3.642500e+05 0.000000 61.923953 59.442078
12434 NaN 9.206132e+06 0.000000 92.504962 87.674676
12435 7244.79 1.671892e+07 0.000000 75.380537 73.001437
12436 5523.03 6.350760e+06 NaN 86.500008 84.063047
12437 NaN 3.367200e+05 NaN 29.791589 23.442654
12438 32470.00 4.279821e+06 0.000000 190.039936 188.624331
12439 2187934.20 1.020021e+09 0.516129 42.987565 32.075481
12440 2455368.10 2.951188e+08 NaN 25.023562 14.142553
HistBeta PredBeta DataDate
0 -0.001071 0.109923 20041213
1 -0.000212 0.072149 20041213
2 0.050585 0.140411 20041213
3 0.014093 0.226581 20041213
4 0.072350 0.192233 20041213
5 0.309824 0.631885 20041213
6 0.002804 0.013032 20041213
7 0.000288 -0.003008 20041213
8 0.251463 0.537401 20041213
9 -0.034645 -0.003020 20041213
10 0.150541 0.462176 20041213
11 0.049179 0.164710 20041213
12 -0.000212 0.066203 20041213
13 0.023920 0.143895 20041213
14 -0.000212 0.058926 20041213
15 0.021253 0.164193 20041213
16 0.215645 0.412826 20041213
17 0.772571 0.838384 20041213
18 0.296892 0.444329 20041213
19 0.039587 0.186716 20041213
20 0.247043 0.374962 20041213
21 0.123724 0.263614 20041213
22 0.104525 0.255447 20041213
23 0.061200 0.284261 20041213
24 0.207415 0.417614 20041213
25 0.128677 0.298477 20041213
26 0.002210 0.167304 20041213
27 0.343590 0.594324 20041213
28 0.652582 0.739392 20041213
29 0.379750 0.493102 20041213
... ... ... ...
12411 0.761220 1.011903 20041213
12412 0.815992 1.083956 20041213
12413 0.716350 0.975375 20041213
12414 0.859047 1.181764 20041213
12415 1.073280 1.276768 20041213
12416 0.433587 0.622615 20041213
12417 0.620113 0.995978 20041213
12418 0.766836 0.988027 20041213
12419 0.774855 1.128952 20041213
12420 0.783496 1.027693 20041213
12421 1.175419 1.417946 20041213
12422 -0.009906 0.094524 20041213
12423 0.520299 0.725617 20041213
12424 0.575893 0.864377 20041213
12425 0.897147 1.088303 20041213
12426 0.793947 1.061423 20041213
12427 0.232586 0.229388 20041213
12428 1.258799 1.340792 20041213
12429 0.680112 0.930266 20041213
12430 0.497499 0.764890 20041213
12431 0.940067 1.237848 20041213
12432 1.340431 1.606293 20041213
12433 0.383836 0.637272 20041213
12434 0.928725 1.250790 20041213
12435 0.583275 0.890506 20041213
12436 0.775091 0.936317 20041213
12437 0.721574 1.004536 20041213
12438 1.042586 1.274322 20041213
12439 1.353180 1.391357 20041213
12440 0.125900 0.234087 20041213
[12441 rows x 92 columns],
'20041214': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.136 0.000 0.0
1 USA0011 0.108 0.000 0.0
2 USA0031 0.201 0.000 0.0
3 USA0062 -0.374 0.428 0.0
4 USA00E2 0.104 0.000 0.0
5 USA00F1 0.024 0.000 0.0
6 USA00G2 -0.506 0.000 0.0
7 USA00H1 -0.284 0.000 0.0
8 USA00I1 0.669 0.000 0.0
9 USA00J1 0.107 0.000 0.0
10 USA00K1 0.691 0.000 0.0
11 USA00P1 -0.114 0.000 0.0
12 USA00R1 0.420 0.000 0.0
13 USA00S1 -0.153 0.000 0.0
14 USA00V1 0.116 0.000 0.0
15 USA0131 -0.607 1.000 0.0
16 USA0161 -0.220 1.000 0.0
17 USA01I1 0.403 0.000 0.0
18 USA01J2 -0.312 0.000 0.0
19 USA01L1 -0.536 0.000 0.0
20 USA01P1 -0.615 0.000 0.0
21 USA01Q1 0.259 0.000 0.0
22 USA0202 -0.652 0.000 0.0
23 USA0231 0.092 0.000 0.0
24 USA0281 0.010 0.000 0.0
25 USA0291 0.011 0.000 0.0
26 USA02A1 0.036 0.000 0.0
27 USA02B1 1.729 0.000 0.0
28 USA02H1 -0.085 0.000 0.0
29 USA02P1 -0.155 0.142 0.0
... ... ... ... ...
12397 USAZY61 0.768 0.000 0.0
12398 USAZY71 -0.045 0.000 0.0
12399 USAZYI1 0.456 0.000 0.0
12400 USAZYJ1 -0.171 0.000 0.0
12401 USAZYK1 2.819 0.000 0.0
12402 USAZYM1 -2.816 0.000 0.0
12403 USAZYO1 1.367 0.000 0.0
12404 USAZYR1 -2.816 0.000 0.0
12405 USAZYS1 0.726 0.000 0.0
12406 USAZYT1 0.678 0.000 0.0
12407 USAZYV1 0.798 0.000 0.0
12408 USAZYX1 -0.713 0.000 0.0
12409 USAZZ41 2.652 0.000 0.0
12410 USAZZ51 0.160 0.000 0.0
12411 USAZZ61 1.093 0.000 0.0
12412 USAZZ71 0.156 0.000 0.0
12413 USAZZ81 -0.386 0.000 0.0
12414 USAZZ91 1.420 0.000 0.0
12415 USAZZA1 0.612 0.000 0.0
12416 USAZZB1 -0.250 0.000 0.0
12417 USAZZD1 1.206 0.000 0.0
12418 USAZZF1 -1.999 0.000 0.0
12419 USAZZI1 0.319 0.000 0.0
12420 USAZZJ1 -0.265 0.000 0.0
12421 USAZZL1 2.788 0.000 0.0
12422 USAZZP1 0.088 0.000 0.0
12423 USAZZR1 0.517 0.000 0.0
12424 USAZZX1 2.819 0.000 0.0
12425 USAZZY1 1.157 0.000 0.0
12426 USAZZZ1 -0.479 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12397 0.0 0.0 0.0 0.000
12398 0.0 0.0 0.0 0.000
12399 0.0 0.0 0.0 0.000
12400 0.0 0.0 0.0 0.000
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.263 0.00 ... NaN NaN
1 -2.261 0.00 ... NaN NaN
2 -2.149 0.00 ... NaN 6500.0
3 -2.232 0.00 ... NaN NaN
4 -2.101 0.00 ... NaN 1000.0
5 -1.567 0.00 ... NaN 255.0
6 -2.255 0.00 ... NaN NaN
7 -2.260 0.00 ... NaN NaN
8 -1.699 0.00 ... NaN NaN
9 -2.339 0.86 ... NaN 29000.0
10 -1.924 0.00 ... NaN NaN
11 -2.151 0.00 ... NaN NaN
12 -2.261 0.00 ... NaN NaN
13 -2.207 0.00 ... NaN NaN
14 -2.261 0.00 ... NaN NaN
15 -2.215 0.00 ... NaN NaN
16 -1.785 0.00 ... NaN 400.0
17 -0.530 0.00 ... NaN 45651.0
18 -1.600 0.00 ... NaN NaN
19 -2.175 0.00 ... NaN NaN
20 -1.709 0.00 ... NaN NaN
21 -1.982 1.00 ... NaN NaN
22 -2.029 0.00 ... NaN NaN
23 -2.126 0.00 ... NaN 1150.0
24 -1.798 0.00 ... NaN NaN
25 -1.974 0.00 ... NaN NaN
26 -2.256 0.00 ... NaN NaN
27 -1.521 0.00 ... NaN 270.0
28 -0.801 0.00 ... NaN 2310.0
29 -1.414 0.00 ... NaN 2000.0
... ... ... ... ... ...
12397 -0.554 0.00 ... NaN 40000.0
12398 -0.433 0.00 ... NaN 500.0
12399 -0.655 0.00 ... NaN 1000.0
12400 -0.337 0.00 ... NaN NaN
12401 0.098 0.00 ... NaN 330777.0
12402 -1.221 0.00 ... NaN 3000.0
12403 -0.872 0.00 ... NaN NaN
12404 -0.362 0.00 ... NaN 1000835.0
12405 -0.523 0.00 ... NaN NaN
12406 -0.502 0.00 ... NaN 204464.0
12407 0.375 0.00 ... NaN 20000.0
12408 -2.281 0.00 ... NaN 1500.0
12409 -1.122 0.00 ... NaN 592445.0
12410 -0.970 0.00 ... NaN NaN
12411 -0.248 0.00 ... NaN 945494.0
12412 -0.482 0.00 ... NaN NaN
12413 -1.735 1.00 ... NaN 34900.0
12414 0.562 0.00 ... NaN NaN
12415 -0.738 0.00 ... NaN NaN
12416 -1.151 0.00 ... NaN NaN
12417 -0.152 0.00 ... NaN 15173600.0
12418 0.757 0.00 ... NaN 11857.0
12419 -1.401 1.00 ... NaN NaN
12420 -0.163 0.00 ... NaN 0.0
12421 -0.962 0.00 ... NaN 2000.0
12422 -0.524 1.00 ... NaN NaN
12423 -0.644 0.00 ... NaN NaN
12424 0.056 0.00 ... NaN 262800.0
12425 0.733 0.00 ... NaN 24700.0
12426 -1.979 0.00 ... NaN 75500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.018716e+10 0.147189 13.920894 9.759761
1 NaN 8.009087e+09 0.000000 18.283641 13.599049
2 NaN 6.945587e+10 2.478551 26.477970 22.938695
3 NaN 3.128842e+10 2.122842 20.448395 18.464935
4 NaN 5.435272e+10 2.307499 26.733886 23.070168
5 NaN 1.698215e+11 0.473560 27.664034 24.983206
6 NaN 1.510753e+10 5.191257 18.167111 12.918717
7 NaN 8.302549e+10 0.000000 23.184271 17.364311
8 NaN 1.425732e+10 0.649526 36.921941 29.861970
9 NaN 4.049041e+10 1.956478 15.914985 11.916807
10 NaN 2.958324e+10 0.000000 39.984935 31.007842
11 NaN 2.603797e+10 1.361740 13.609460 10.018211
12 NaN 6.780164e+09 2.591204 15.357456 10.991269
13 NaN 1.844179e+10 1.491742 22.654472 19.111728
14 NaN 1.440401e+10 1.314348 14.867890 10.726390
15 NaN 4.205870e+10 1.493373 22.866881 19.337997
16 NaN 4.205870e+10 1.493373 29.236484 26.543690
17 NaN 2.423549e+10 0.229533 21.983889 18.059862
18 NaN 3.211400e+10 1.791371 25.203121 22.298033
19 NaN 1.130683e+11 2.930403 31.827598 25.955639
20 NaN 1.281383e+11 0.000000 33.126660 29.837906
21 NaN 1.002058e+11 2.543882 24.206914 21.331070
22 NaN 1.584562e+10 0.000000 27.129480 24.857488
23 NaN 1.056818e+11 0.000000 23.083600 20.050663
24 NaN 4.735031e+10 3.089144 20.010458 16.442439
25 NaN 3.467537e+10 0.000000 23.554873 20.671436
26 NaN 9.050992e+09 1.528585 12.140680 8.696613
27 NaN 9.050992e+09 1.528585 33.978856 32.130136
28 NaN 6.813074e+10 3.027656 23.713687 20.922057
29 NaN 3.946674e+11 2.262443 21.807406 19.429433
... ... ... ... ... ...
12397 521.51 2.678160e+06 0.000000 74.669045 72.143128
12398 404.83 9.808000e+05 0.000000 90.523115 88.130136
12399 1272.12 3.018420e+06 0.000000 92.450174 90.298886
12400 NaN 5.954520e+07 0.000000 88.527273 86.195921
12401 546.66 2.732920e+05 NaN 83.153795 80.405475
12402 51.32 1.210720e+06 NaN 70.881962 68.289842
12403 NaN 5.300660e+07 0.000000 72.452414 66.988144
12404 151710.02 2.492094e+07 0.000000 106.187523 104.155892
12405 NaN 5.030700e+01 0.000000 33.776661 26.542438
12406 33769.16 2.109450e+07 0.000000 115.015286 113.552414
12407 511.91 1.430880e+06 0.000000 186.133161 184.691659
12408 36342.57 6.329048e+07 2.827141 30.866849 26.419229
12409 14655.20 2.873910e+06 NaN 158.776231 157.719571
12410 NaN 2.224200e+05 0.000000 41.998760 37.549996
12411 734.14 1.112200e+06 0.000000 132.498723 130.729258
12412 NaN 1.312212e+07 0.000000 84.117109 81.633784
12413 2752278.81 3.690163e+10 4.516496 19.827792 16.390732
12414 NaN 1.591600e+05 0.000000 49.901911 39.245386
12415 NaN 2.717750e+06 0.000000 84.292691 82.087966
12416 NaN 7.615800e+06 0.000000 54.467165 50.309142
12417 91481.57 1.558116e+06 NaN 88.601322 86.154191
12418 83032.15 3.289825e+07 NaN 91.375264 87.747126
12419 NaN 3.642500e+05 0.000000 60.208299 57.792712
12420 NaN 9.346277e+06 0.000000 90.892702 86.240351
12421 7088.20 1.637420e+07 0.000000 74.609872 72.063898
12422 NaN 6.350760e+06 NaN 86.622987 84.240592
12423 NaN 3.367200e+05 NaN 29.358332 23.036818
12424 31424.12 3.950604e+06 0.000000 187.666040 186.223628
12425 2136748.52 1.004848e+09 0.516129 42.335458 31.648556
12426 2435078.90 2.954591e+08 NaN 24.241424 14.086115
HistBeta PredBeta DataDate
0 -0.001100 0.103960 20041214
1 -0.000235 0.066177 20041214
2 0.049726 0.136017 20041214
3 0.012732 0.212522 20041214
4 0.071430 0.185219 20041214
5 0.309179 0.625204 20041214
6 0.002544 0.001195 20041214
7 0.000244 -0.013218 20041214
8 0.250562 0.565745 20041214
9 -0.034818 -0.000567 20041214
10 0.150035 0.484910 20041214
11 0.048776 0.161233 20041214
12 -0.000235 0.079008 20041214
13 0.023883 0.140776 20041214
14 -0.000235 0.058678 20041214
15 0.020312 0.145083 20041214
16 0.212149 0.393827 20041214
17 0.771609 0.840924 20041214
18 0.294515 0.430475 20041214
19 0.038285 0.163392 20041214
20 0.246207 0.363571 20041214
21 0.124150 0.264968 20041214
22 0.103175 0.246360 20041214
23 0.060090 0.288512 20041214
24 0.206442 0.405211 20041214
25 0.128096 0.297774 20041214
26 0.002073 0.166769 20041214
27 0.329803 0.601815 20041214
28 0.651064 0.744747 20041214
29 0.377526 0.481151 20041214
... ... ... ...
12397 0.760981 1.098210 20041214
12398 0.815133 1.074643 20041214
12399 0.715978 0.995499 20041214
12400 0.857558 1.186956 20041214
12401 1.051619 1.309811 20041214
12402 0.463795 0.606265 20041214
12403 0.619213 1.030631 20041214
12404 0.846562 1.013834 20041214
12405 0.774973 1.143973 20041214
12406 0.783988 1.069233 20041214
12407 1.175071 1.365278 20041214
12408 -0.008951 0.080141 20041214
12409 0.507632 0.717415 20041214
12410 0.575364 0.866537 20041214
12411 0.897443 1.194658 20041214
12412 0.793067 1.063713 20041214
12413 0.234512 0.222168 20041214
12414 1.258578 1.333000 20041214
12415 0.678810 0.943701 20041214
12416 0.494672 0.757373 20041214
12417 0.940134 1.262730 20041214
12418 1.345751 1.579217 20041214
12419 0.383396 0.636833 20041214
12420 0.935130 1.211011 20041214
12421 0.579251 0.933660 20041214
12422 0.774337 0.910148 20041214
12423 0.721043 1.012002 20041214
12424 1.032935 1.281252 20041214
12425 1.335034 1.401613 20041214
12426 0.125455 0.217128 20041214
[12427 rows x 92 columns],
'20041215': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.717 0.000 0.0
1 USA0011 -0.234 0.000 0.0
2 USA0031 0.120 0.000 0.0
3 USA0062 -0.396 0.428 0.0
4 USA00E2 0.099 0.000 0.0
5 USA00F1 0.227 0.000 0.0
6 USA00G2 -0.719 0.000 0.0
7 USA00H1 -1.727 0.000 0.0
8 USA00I1 -0.223 0.000 0.0
9 USA00J1 -0.186 0.000 0.0
10 USA00K1 -0.282 0.000 0.0
11 USA00P1 -0.730 0.000 0.0
12 USA00R1 -0.914 0.000 0.0
13 USA00S1 -0.528 0.000 0.0
14 USA00V1 -1.015 0.000 0.0
15 USA0131 -0.750 1.000 0.0
16 USA0161 0.742 1.000 0.0
17 USA01I1 0.024 0.000 0.0
18 USA01J2 0.582 0.000 0.0
19 USA01L1 0.636 0.000 0.0
20 USA01P1 0.049 0.000 0.0
21 USA01Q1 -2.565 0.000 0.0
22 USA0202 -0.283 0.000 0.0
23 USA0231 -0.484 0.000 0.0
24 USA0281 0.364 0.000 0.0
25 USA0291 -0.217 0.000 0.0
26 USA02A1 -0.401 0.000 0.0
27 USA02B1 -2.851 0.000 0.0
28 USA02H1 0.282 0.000 0.0
29 USA02P1 -0.197 0.142 0.0
... ... ... ... ...
12401 USAZY61 2.794 0.000 0.0
12402 USAZY71 -2.645 0.000 0.0
12403 USAZYI1 2.794 0.000 0.0
12404 USAZYJ1 0.955 0.000 0.0
12405 USAZYK1 1.316 0.000 0.0
12406 USAZYM1 0.388 0.000 0.0
12407 USAZYO1 0.339 0.000 0.0
12408 USAZYR1 -0.085 0.000 0.0
12409 USAZYS1 0.721 0.000 0.0
12410 USAZYT1 0.207 0.000 0.0
12411 USAZYV1 -2.512 0.000 0.0
12412 USAZYX1 -0.854 0.000 0.0
12413 USAZZ41 2.794 0.000 0.0
12414 USAZZ51 0.484 0.000 0.0
12415 USAZZ61 0.865 0.000 0.0
12416 USAZZ71 0.511 0.000 0.0
12417 USAZZ81 -0.349 0.000 0.0
12418 USAZZ91 2.034 0.000 0.0
12419 USAZZA1 0.432 0.000 0.0
12420 USAZZB1 0.514 0.000 0.0
12421 USAZZD1 0.446 0.000 0.0
12422 USAZZF1 2.794 0.000 0.0
12423 USAZZI1 -1.465 0.000 0.0
12424 USAZZJ1 -1.837 0.000 0.0
12425 USAZZL1 0.161 0.000 0.0
12426 USAZZP1 1.077 0.000 0.0
12427 USAZZR1 0.529 0.000 0.0
12428 USAZZX1 -2.851 0.000 0.0
12429 USAZZY1 0.378 0.000 0.0
12430 USAZZZ1 0.938 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.266 0.00 ... NaN NaN
1 -2.264 0.00 ... NaN NaN
2 -2.153 0.00 ... NaN 6500.0
3 -2.237 0.00 ... NaN NaN
4 -2.104 0.00 ... NaN 1000.0
5 -1.568 0.00 ... NaN 255.0
6 -2.258 0.00 ... NaN NaN
7 -2.263 0.00 ... NaN NaN
8 -1.701 0.00 ... NaN NaN
9 -2.342 0.86 ... NaN 29000.0
10 -1.926 0.00 ... NaN NaN
11 -2.154 0.00 ... NaN NaN
12 -2.264 0.00 ... NaN NaN
13 -2.207 0.00 ... NaN NaN
14 -2.264 0.00 ... NaN NaN
15 -2.219 0.00 ... NaN NaN
16 -1.803 0.00 ... NaN 510.0
17 -0.533 0.00 ... NaN 45651.0
18 -1.605 0.00 ... NaN NaN
19 -2.180 0.00 ... NaN NaN
20 -1.715 0.00 ... NaN 1080.0
21 -1.904 1.00 ... NaN 2000.0
22 -2.033 0.00 ... NaN NaN
23 -2.130 0.00 ... NaN 1150.0
24 -1.801 0.00 ... NaN NaN
25 -1.976 0.00 ... NaN NaN
26 -2.259 0.00 ... NaN NaN
27 -1.387 0.00 ... NaN 1300.0
28 -0.803 0.00 ... NaN 2310.0
29 -1.406 0.00 ... NaN 2000.0
... ... ... ... ... ...
12401 -0.612 0.00 ... NaN 25995.0
12402 -0.402 0.00 ... NaN 1200.0
12403 -0.679 0.00 ... NaN 5500.0
12404 -0.338 0.00 ... NaN NaN
12405 0.099 0.00 ... NaN NaN
12406 -1.221 0.00 ... NaN NaN
12407 -0.872 0.00 ... NaN NaN
12408 -0.357 0.00 ... NaN 772078.0
12409 -0.522 0.00 ... NaN NaN
12410 -0.503 0.00 ... NaN 47168.0
12411 0.397 0.00 ... NaN 69402.0
12412 -2.270 0.00 ... NaN 27200.0
12413 -1.149 0.00 ... NaN 148350.0
12414 -0.971 0.00 ... NaN NaN
12415 -0.254 0.00 ... NaN 239100.0
12416 -0.483 0.00 ... NaN NaN
12417 -1.733 1.00 ... NaN 29800.0
12418 0.562 0.00 ... NaN NaN
12419 -0.741 0.00 ... NaN NaN
12420 -1.159 0.00 ... NaN NaN
12421 -0.152 0.00 ... NaN 7211675.0
12422 0.741 0.00 ... NaN 22786.0
12423 -1.372 1.00 ... NaN 1500.0
12424 -0.097 0.00 ... NaN 0.0
12425 -0.965 0.00 ... NaN NaN
12426 -0.525 1.00 ... NaN NaN
12427 -0.645 0.00 ... NaN NaN
12428 0.074 0.00 ... NaN 506577.0
12429 0.772 0.00 ... NaN 147700.0
12430 -1.992 0.00 ... NaN 80800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.924303e+10 0.147189 14.024881 9.975486
1 NaN 8.151298e+09 0.000000 18.385027 13.784235
2 NaN 6.923731e+10 2.478551 26.560567 23.138850
3 NaN 3.095319e+10 2.122842 20.571052 18.603607
4 NaN 5.415265e+10 2.307499 26.847101 23.252280
5 NaN 1.688043e+11 0.473560 27.848141 25.192593
6 NaN 1.530621e+10 5.191257 18.288250 13.083489
7 NaN 8.196768e+10 0.000000 23.816311 18.030041
8 NaN 1.437462e+10 0.649526 36.982743 30.126951
9 NaN 4.029016e+10 1.956478 15.946567 12.040627
10 NaN 2.965117e+10 0.000000 40.136071 31.373858
11 NaN 2.576419e+10 1.361740 13.878878 10.421827
12 NaN 6.870743e+09 2.591204 15.690643 11.491082
13 NaN 1.817699e+10 1.491742 22.799472 19.329327
14 NaN 1.424366e+10 1.314348 15.281518 11.183632
15 NaN 4.186694e+10 1.493373 23.093177 19.611156
16 NaN 4.186694e+10 1.493373 29.494516 26.862535
17 NaN 2.445929e+10 0.229533 21.979302 18.176256
18 NaN 3.251842e+10 1.791371 25.334076 22.508360
19 NaN 1.122162e+11 2.930403 31.999407 26.226183
20 NaN 1.289358e+11 0.000000 33.337519 30.160019
21 NaN 1.006182e+11 2.543882 25.555140 22.704148
22 NaN 1.608254e+10 0.000000 27.300162 25.102008
23 NaN 1.053323e+11 0.000000 23.169547 20.259248
24 NaN 4.828833e+10 3.089144 20.055556 16.563063
25 NaN 3.525249e+10 0.000000 23.626085 20.780584
26 NaN 9.128376e+09 1.528585 12.269815 8.894456
27 NaN 9.128376e+09 1.528585 37.048099 35.162799
28 NaN 6.842111e+10 3.027656 23.796820 21.107226
29 NaN 3.947730e+11 2.262443 21.863603 19.580592
... ... ... ... ... ...
12401 639.67 2.231800e+06 0.000000 75.862097 73.321947
12402 387.74 1.226000e+06 0.000000 92.588735 90.295830
12403 1126.67 2.683040e+06 0.000000 93.904671 91.739862
12404 NaN 5.954520e+07 0.000000 90.123926 87.920513
12405 NaN 2.732920e+05 NaN 79.512655 76.439549
12406 NaN 1.210720e+06 NaN 73.908149 71.561844
12407 NaN 5.300660e+07 0.000000 72.604892 67.269121
12408 142588.31 2.510974e+07 0.000000 106.940342 104.948849
12409 NaN 5.030700e+01 0.000000 34.049111 26.924933
12410 32981.91 2.109450e+07 0.000000 115.876573 114.451316
12411 620.80 1.669360e+06 0.000000 188.703546 187.265371
12412 51946.00 6.396544e+07 2.827141 30.994208 26.591484
12413 15031.63 2.652840e+06 NaN 160.762529 159.737298
12414 NaN 2.224200e+05 0.000000 42.226392 37.820185
12415 736.72 1.112200e+06 0.000000 131.473496 129.721812
12416 NaN 1.312212e+07 0.000000 84.402522 81.948064
12417 2724403.38 3.721593e+10 4.516496 19.901426 16.500956
12418 NaN 1.591600e+05 0.000000 50.098417 39.635661
12419 NaN 2.717750e+06 0.000000 84.363500 82.192174
12420 NaN 7.615800e+06 0.000000 54.480264 50.385455
12421 73671.16 1.558116e+06 NaN 89.432743 87.091254
12422 84537.88 3.195830e+07 NaN 93.225095 89.621355
12423 230.45 3.760000e+05 0.000000 60.278690 57.875974
12424 NaN 1.001636e+07 0.000000 91.845045 87.244781
12425 NaN 1.637420e+07 0.000000 74.879903 72.540681
12426 NaN 6.350760e+06 NaN 86.772509 84.487070
12427 NaN 3.367200e+05 NaN 29.601879 23.394021
12428 32245.17 4.389560e+06 0.000000 189.280707 187.933763
12429 2263762.57 1.038910e+09 0.516129 43.010713 32.007242
12430 2420838.67 2.937578e+08 NaN 24.306765 14.295803
HistBeta PredBeta DataDate
0 -0.001120 0.085765 20041215
1 -0.000248 0.055707 20041215
2 0.049085 0.139549 20041215
3 0.011763 0.200559 20041215
4 0.070781 0.184100 20041215
5 0.309578 0.592513 20041215
6 0.002311 -0.014560 20041215
7 0.000199 -0.048169 20041215
8 0.250507 0.576251 20041215
9 -0.035023 -0.008066 20041215
10 0.150018 0.489822 20041215
11 0.048510 0.145385 20041215
12 -0.000247 0.052949 20041215
13 0.025040 0.130312 20041215
14 -0.000248 0.034525 20041215
15 0.019598 0.135017 20041215
16 0.204959 0.404331 20041215
17 0.770484 0.839337 20041215
18 0.293073 0.442575 20041215
19 0.037298 0.184916 20041215
20 0.244112 0.371189 20041215
21 0.159900 0.250760 20041215
22 0.102421 0.254354 20041215
23 0.059199 0.280858 20041215
24 0.205965 0.407228 20041215
25 0.127756 0.291163 20041215
26 0.001962 0.157247 20041215
27 0.390179 0.618324 20041215
28 0.650547 0.753386 20041215
29 0.381945 0.480882 20041215
... ... ... ...
12401 0.735586 1.112192 20041215
12402 0.829096 1.041231 20041215
12403 0.705509 1.042431 20041215
12404 0.857672 1.197466 20041215
12405 1.052012 1.413788 20041215
12406 0.464033 0.599038 20041215
12407 0.619467 1.038143 20041215
12408 0.849089 0.990632 20041215
12409 0.775490 1.160243 20041215
12410 0.784127 1.070316 20041215
12411 1.184940 1.326732 20041215
12412 -0.002927 0.072491 20041215
12413 0.496221 0.716701 20041215
12414 0.575346 0.877896 20041215
12415 0.894958 1.196106 20041215
12416 0.792737 1.078337 20041215
12417 0.236239 0.219875 20041215
12418 1.258335 1.356806 20041215
12419 0.678055 0.956223 20041215
12420 0.491799 0.771158 20041215
12421 0.940113 1.256921 20041215
12422 1.337995 1.639341 20041215
12423 0.396792 0.644706 20041215
12424 0.964935 1.230031 20041215
12425 0.578250 0.897973 20041215
12426 0.774360 0.931440 20041215
12427 0.720887 1.023204 20041215
12428 1.040739 1.276301 20041215
12429 1.351593 1.431721 20041215
12430 0.121050 0.233340 20041215
[12431 rows x 92 columns],
'20041216': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.929 0.000 0.0
1 USA0011 0.719 0.000 0.0
2 USA0031 1.994 0.000 0.0
3 USA0062 0.488 0.428 0.0
4 USA00E2 1.943 0.000 0.0
5 USA00F1 0.421 0.000 0.0
6 USA00G2 0.407 0.000 0.0
7 USA00H1 -1.147 0.000 0.0
8 USA00I1 0.362 0.000 0.0
9 USA00J1 0.656 0.000 0.0
10 USA00K1 0.127 0.000 0.0
11 USA00P1 -0.001 0.000 0.0
12 USA00R1 0.033 0.000 0.0
13 USA00S1 0.374 0.000 0.0
14 USA00V1 0.920 0.000 0.0
15 USA0131 0.438 1.000 0.0
16 USA0161 0.771 1.000 0.0
17 USA01I1 0.051 0.000 0.0
18 USA01J2 0.570 0.000 0.0
19 USA01L1 -0.057 0.000 0.0
20 USA01P1 0.911 0.000 0.0
21 USA01Q1 0.658 0.000 0.0
22 USA0202 0.876 0.000 0.0
23 USA0231 0.746 0.000 0.0
24 USA0281 0.369 0.000 0.0
25 USA0291 0.721 0.000 0.0
26 USA02A1 0.797 0.000 0.0
27 USA02B1 0.574 0.000 0.0
28 USA02H1 -0.093 0.000 0.0
29 USA02P1 0.447 0.142 0.0
... ... ... ... ...
12407 USAZY61 0.532 0.000 0.0
12408 USAZY71 -0.431 0.000 0.0
12409 USAZYI1 -2.589 0.000 0.0
12410 USAZYJ1 -0.132 0.000 0.0
12411 USAZYK1 0.006 0.000 0.0
12412 USAZYM1 0.321 0.000 0.0
12413 USAZYO1 0.033 0.000 0.0
12414 USAZYR1 2.044 0.000 0.0
12415 USAZYS1 -0.377 0.000 0.0
12416 USAZYT1 -0.806 0.000 0.0
12417 USAZYV1 2.568 0.000 0.0
12418 USAZYX1 0.258 0.000 0.0
12419 USAZZ41 0.316 0.000 0.0
12420 USAZZ51 -0.442 0.000 0.0
12421 USAZZ61 -2.796 0.000 0.0
12422 USAZZ71 -0.826 0.000 0.0
12423 USAZZ81 0.948 0.000 0.0
12424 USAZZ91 -0.794 0.000 0.0
12425 USAZZA1 -2.796 0.000 0.0
12426 USAZZB1 0.429 0.000 0.0
12427 USAZZD1 -0.444 0.000 0.0
12428 USAZZF1 -2.130 0.000 0.0
12429 USAZZI1 -1.883 0.000 0.0
12430 USAZZJ1 0.847 0.000 0.0
12431 USAZZL1 -2.371 0.000 0.0
12432 USAZZP1 0.096 0.000 0.0
12433 USAZZR1 -0.520 0.000 0.0
12434 USAZZX1 2.828 0.000 0.0
12435 USAZZY1 -1.158 0.000 0.0
12436 USAZZZ1 0.697 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.256 0.00 ... NaN NaN
1 -2.254 0.00 ... NaN NaN
2 -2.147 0.00 ... NaN 6500.0
3 -2.225 0.00 ... NaN NaN
4 -2.098 0.00 ... NaN 1000.0
5 -1.563 0.00 ... NaN 255.0
6 -2.247 0.00 ... NaN NaN
7 -2.382 0.00 ... NaN 4550.0
8 -1.694 0.00 ... NaN NaN
9 -2.331 0.86 ... NaN 29000.0
10 -1.918 0.00 ... NaN NaN
11 -2.146 0.00 ... NaN NaN
12 -2.254 0.00 ... NaN NaN
13 -2.200 0.00 ... NaN NaN
14 -2.254 0.00 ... NaN NaN
15 -2.208 0.00 ... NaN NaN
16 -1.789 0.00 ... NaN 995.0
17 -0.533 0.00 ... NaN 45651.0
18 -1.596 0.00 ... NaN NaN
19 -2.167 0.00 ... NaN NaN
20 -1.709 0.00 ... NaN 8015.0
21 -1.898 1.00 ... NaN NaN
22 -2.024 0.00 ... NaN NaN
23 -2.118 0.00 ... NaN 1150.0
24 -1.793 0.00 ... NaN NaN
25 -1.967 0.00 ... NaN NaN
26 -2.248 0.00 ... NaN NaN
27 -1.380 0.00 ... NaN NaN
28 -0.799 0.00 ... NaN 2310.0
29 -1.398 0.00 ... NaN 2000.0
... ... ... ... ... ...
12407 -0.607 0.00 ... NaN NaN
12408 -0.394 0.00 ... NaN 6000.0
12409 -0.716 0.00 ... NaN 23000.0
12410 -0.331 0.00 ... NaN NaN
12411 0.100 0.00 ... NaN NaN
12412 -1.226 0.00 ... NaN NaN
12413 -0.867 0.00 ... NaN 1000.0
12414 -0.318 0.00 ... NaN 174815.0
12415 -0.516 0.00 ... NaN 100.0
12416 -0.499 0.00 ... NaN 5500.0
12417 0.435 0.00 ... NaN 100.0
12418 -2.249 0.00 ... NaN 1900.0
12419 -1.144 0.00 ... NaN 77333.0
12420 -0.961 0.00 ... NaN NaN
12421 -0.340 0.00 ... NaN 661525.0
12422 -0.476 0.00 ... NaN NaN
12423 -1.711 1.00 ... NaN 51300.0
12424 0.564 0.00 ... NaN NaN
12425 -0.812 0.00 ... NaN 10870.0
12426 -1.143 0.00 ... NaN NaN
12427 -0.149 0.00 ... NaN 14576980.0
12428 0.734 0.00 ... NaN 40750.0
12429 -1.419 1.00 ... NaN 400.0
12430 -0.064 0.00 ... NaN 0.0
12431 -0.984 0.00 ... NaN 500.0
12432 -0.525 1.00 ... NaN NaN
12433 -0.635 0.00 ... NaN NaN
12434 0.126 0.00 ... NaN 26500.0
12435 0.765 0.00 ... NaN 69400.0
12436 -1.952 0.00 ... NaN 89400.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.946399e+10 0.147189 14.120205 10.188179
1 NaN 8.099585e+09 0.000000 18.271172 13.864499
2 NaN 7.210984e+10 2.478551 27.680642 23.884858
3 NaN 3.060936e+10 2.122842 20.435843 18.559470
4 NaN 5.560650e+10 2.307499 27.997982 24.016894
5 NaN 1.681523e+11 0.473560 27.693119 25.111932
6 NaN 1.523468e+10 5.191257 18.167026 13.110605
7 NaN 8.158068e+10 0.000000 29.236837 25.279989
8 NaN 1.404543e+10 0.649526 36.663791 30.069483
9 NaN 4.050643e+10 1.956478 15.998777 12.172799
10 NaN 2.898885e+10 0.000000 39.691531 31.311110
11 NaN 2.573507e+10 1.361740 13.695114 10.399027
12 NaN 6.763594e+09 2.591204 15.520739 11.465335
13 NaN 1.819590e+10 1.491742 22.617269 19.289214
14 NaN 1.445663e+10 1.314348 15.388995 11.431546
15 NaN 4.161127e+10 1.493373 22.887503 19.568633
16 NaN 4.161127e+10 1.493373 29.354125 26.815568
17 NaN 2.487677e+10 0.229533 21.821589 18.123643
18 NaN 3.248758e+10 1.791371 25.251786 22.507098
19 NaN 1.107038e+11 2.930403 31.723102 26.168164
20 NaN 1.288693e+11 0.000000 33.269856 30.161363
21 NaN 9.979331e+10 2.543882 25.289491 22.753192
22 NaN 1.619403e+10 0.000000 27.198433 25.082025
23 NaN 1.055570e+11 0.000000 23.121614 20.281031
24 NaN 4.785924e+10 3.089144 19.895035 16.521270
25 NaN 3.441086e+10 0.000000 23.517268 20.789894
26 NaN 9.182831e+09 1.528585 12.338925 9.083602
27 NaN 9.182831e+09 1.528585 36.642893 35.139951
28 NaN 6.707573e+10 3.027656 23.645585 21.024026
29 NaN 3.918167e+11 2.262443 21.758146 19.547741
... ... ... ... ... ...
12407 NaN 2.231800e+06 0.000000 75.191928 72.838862
12408 400.47 1.226000e+06 0.000000 97.296372 95.243645
12409 1314.85 3.018420e+06 0.000000 94.239131 92.070506
12410 NaN 5.954520e+07 0.000000 91.433245 89.358681
12411 NaN 2.732920e+05 NaN 79.597747 76.675079
12412 NaN 1.210720e+06 NaN 73.939645 71.691940
12413 2207.63 5.300660e+07 0.000000 72.135895 67.015171
12414 138752.18 2.416576e+07 0.000000 106.911447 104.916472
12415 NaN 5.030700e+01 0.000000 33.909711 26.945081
12416 32711.89 2.109450e+07 0.000000 115.713221 114.327640
12417 585.15 1.430880e+06 0.000000 188.935569 187.513241
12418 81448.19 6.360200e+07 2.827141 30.823207 26.560804
12419 15238.72 2.652840e+06 NaN 160.553301 159.597811
12420 NaN 2.224200e+05 0.000000 42.038480 37.750821
12421 815.92 1.668300e+06 0.000000 135.993480 134.370326
12422 NaN 1.312212e+07 0.000000 84.812876 82.443779
12423 2767834.43 3.710405e+10 4.516496 20.020310 16.735938
12424 NaN 1.591600e+05 0.000000 49.750325 39.689139
12425 5301.44 3.370010e+06 0.000000 86.694523 84.633868
12426 NaN 7.615800e+06 0.000000 54.090808 50.021315
12427 74196.57 1.558116e+06 NaN 90.395637 88.177314
12428 87383.24 3.271026e+07 NaN 93.096970 89.674638
12429 224.55 3.995000e+05 0.000000 62.458438 60.260130
12430 NaN 9.763450e+06 0.000000 91.590134 87.127388
12431 5769.80 1.680510e+07 0.000000 75.081456 72.867667
12432 NaN 6.350760e+06 NaN 86.394489 84.243391
12433 NaN 3.367200e+05 NaN 29.508273 23.459132
12434 31787.42 3.731126e+06 0.000000 190.136985 188.743755
12435 2203876.62 1.040149e+09 0.516129 42.724497 32.079845
12436 2467432.05 2.897881e+08 NaN 23.961652 14.372722
HistBeta PredBeta DataDate
0 -0.001085 0.092514 20041216
1 -0.000226 0.056960 20041216
2 0.047433 0.156491 20041216
3 0.012533 0.201276 20041216
4 0.069351 0.198096 20041216
5 0.308384 0.588040 20041216
6 0.002582 -0.012377 20041216
7 -0.057574 0.058689 20041216
8 0.249911 0.575938 20041216
9 -0.034611 -0.006350 20041216
10 0.149572 0.483877 20041216
11 0.047711 0.140566 20041216
12 -0.000225 0.045965 20041216
13 0.023952 0.128575 20041216
14 -0.000226 0.046137 20041216
15 0.020134 0.139652 20041216
16 0.207479 0.403166 20041216
17 0.768521 0.833911 20041216
18 0.293803 0.444581 20041216
19 0.038496 0.168741 20041216
20 0.243055 0.379324 20041216
21 0.158834 0.267855 20041216
22 0.102570 0.264071 20041216
23 0.060277 0.283288 20041216
24 0.205563 0.403344 20041216
25 0.128006 0.294002 20041216
26 0.002099 0.160842 20041216
27 0.390297 0.604353 20041216
28 0.649774 0.746360 20041216
29 0.381884 0.482819 20041216
... ... ... ...
12407 0.735348 1.070469 20041216
12408 0.830582 1.017096 20041216
12409 0.686823 1.023032 20041216
12410 0.858637 1.185907 20041216
12411 1.051411 1.392293 20041216
12412 0.458756 0.588671 20041216
12413 0.619449 1.028680 20041216
12414 0.864663 1.050135 20041216
12415 0.775961 1.145183 20041216
12416 0.783761 1.052186 20041216
12417 1.201183 1.433308 20041216
12418 0.002019 0.078094 20041216
12419 0.495330 0.672102 20041216
12420 0.577261 0.868208 20041216
12421 0.854574 1.109307 20041216
12422 0.794032 1.061973 20041216
12423 0.242330 0.236398 20041216
12424 1.258515 1.329093 20041216
12425 0.643914 0.882060 20041216
12426 0.495860 0.790520 20041216
12427 0.940174 1.242515 20041216
12428 1.334613 1.592400 20041216
12429 0.372726 0.584871 20041216
12430 0.977966 1.291175 20041216
12431 0.566945 0.842635 20041216
12432 0.771901 0.932420 20041216
12433 0.722740 1.012871 20041216
12434 1.063041 1.323872 20041216
12435 1.348608 1.409199 20041216
12436 0.134350 0.245577 20041216
[12437 rows x 92 columns],
'20041217': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.221 0.000 0.0
1 USA0011 0.142 0.000 0.0
2 USA0031 -0.098 0.000 0.0
3 USA0062 0.576 0.428 0.0
4 USA00E2 -0.065 0.000 0.0
5 USA00F1 0.043 0.000 0.0
6 USA00G2 0.434 0.000 0.0
7 USA00H1 0.593 0.000 0.0
8 USA00I1 -0.074 0.000 0.0
9 USA00J1 -0.228 0.000 0.0
10 USA00K1 0.415 0.000 0.0
11 USA00P1 -0.046 0.000 0.0
12 USA00R1 -0.387 0.000 0.0
13 USA00S1 0.242 0.000 0.0
14 USA00V1 0.070 0.000 0.0
15 USA0131 0.922 1.000 0.0
16 USA0161 0.198 1.000 0.0
17 USA01I1 -0.090 0.000 0.0
18 USA01J2 0.621 0.000 0.0
19 USA01L1 0.438 0.000 0.0
20 USA01P1 0.085 0.000 0.0
21 USA01Q1 -0.388 0.000 0.0
22 USA0202 0.512 0.000 0.0
23 USA0231 -0.203 0.000 0.0
24 USA0281 -0.471 0.000 0.0
25 USA0291 -0.283 0.000 0.0
26 USA02A1 -0.257 0.000 0.0
27 USA02B1 -0.182 0.000 0.0
28 USA02H1 -0.022 0.000 0.0
29 USA02P1 0.784 0.142 0.0
... ... ... ... ...
12409 USAZY61 1.280 0.000 0.0
12410 USAZY71 2.815 0.000 0.0
12411 USAZYI1 0.624 0.000 0.0
12412 USAZYJ1 0.963 0.000 0.0
12413 USAZYK1 0.783 0.000 0.0
12414 USAZYM1 0.219 0.000 0.0
12415 USAZYO1 2.815 0.000 0.0
12416 USAZYR1 2.815 0.000 0.0
12417 USAZYS1 0.170 0.000 0.0
12418 USAZYT1 -2.619 0.000 0.0
12419 USAZYV1 0.260 0.000 0.0
12420 USAZYX1 1.155 0.000 0.0
12421 USAZZ41 2.815 0.000 0.0
12422 USAZZ51 0.764 0.000 0.0
12423 USAZZ61 0.136 0.000 0.0
12424 USAZZ71 0.977 0.000 0.0
12425 USAZZ81 -0.073 0.000 0.0
12426 USAZZ91 0.690 0.000 0.0
12427 USAZZA1 0.469 0.000 0.0
12428 USAZZB1 0.343 0.000 0.0
12429 USAZZD1 -0.216 0.000 0.0
12430 USAZZF1 1.998 0.000 0.0
12431 USAZZI1 -0.044 0.000 0.0
12432 USAZZJ1 2.815 0.000 0.0
12433 USAZZL1 0.310 0.000 0.0
12434 USAZZP1 0.028 0.000 0.0
12435 USAZZR1 0.642 0.000 0.0
12436 USAZZX1 2.815 0.000 0.0
12437 USAZZY1 -0.924 0.000 0.0
12438 USAZZZ1 -0.665 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.263 0.00 ... NaN NaN
1 -2.261 0.00 ... NaN NaN
2 -2.154 0.00 ... NaN 6500.0
3 -2.231 0.00 ... NaN NaN
4 -2.105 0.00 ... NaN 1000.0
5 -1.577 0.00 ... NaN 255.0
6 -2.254 0.00 ... NaN NaN
7 -2.386 0.00 ... NaN NaN
8 -1.704 0.00 ... NaN NaN
9 -2.336 0.86 ... NaN 29000.0
10 -1.928 0.00 ... NaN NaN
11 -2.153 0.00 ... NaN NaN
12 -2.261 0.00 ... NaN NaN
13 -2.208 0.00 ... NaN NaN
14 -2.261 0.00 ... NaN NaN
15 -2.214 0.00 ... NaN NaN
16 -1.820 0.00 ... NaN 170.0
17 -0.551 0.00 ... NaN 45651.0
18 -1.601 0.00 ... NaN NaN
19 -2.170 0.00 ... NaN NaN
20 -1.721 0.00 ... NaN NaN
21 -1.909 1.00 ... NaN 5000.0
22 -2.031 0.00 ... NaN NaN
23 -2.122 0.00 ... NaN 1150.0
24 -1.802 0.00 ... NaN NaN
25 -1.973 0.00 ... NaN NaN
26 -2.255 0.00 ... NaN NaN
27 -1.397 0.00 ... NaN NaN
28 -0.806 0.00 ... NaN 2310.0
29 -1.407 0.00 ... NaN 2000.0
... ... ... ... ... ...
12409 -0.622 0.00 ... NaN NaN
12410 -0.305 0.00 ... NaN 15250.0
12411 -0.722 0.00 ... NaN NaN
12412 -0.334 0.00 ... NaN NaN
12413 0.098 0.00 ... NaN 91700.0
12414 -1.233 0.00 ... NaN 3000.0
12415 -0.835 0.00 ... NaN 8000.0
12416 -0.266 0.00 ... NaN 146249.0
12417 -0.524 0.00 ... NaN 584.0
12418 -0.575 0.00 ... NaN 1300.0
12419 0.431 0.00 ... NaN 66600.0
12420 -2.268 0.00 ... NaN 1300.0
12421 -1.090 0.00 ... NaN 47500.0
12422 -0.967 0.00 ... NaN NaN
12423 -0.345 0.00 ... NaN 33889.0
12424 -0.479 0.00 ... NaN NaN
12425 -1.703 1.00 ... NaN 22600.0
12426 0.562 0.00 ... NaN NaN
12427 -0.813 0.00 ... NaN NaN
12428 -1.128 0.00 ... NaN NaN
12429 -0.152 0.00 ... NaN 8481127.0
12430 0.761 0.00 ... NaN 9722.0
12431 -1.425 1.00 ... NaN NaN
12432 0.037 0.00 ... NaN 0.0
12433 -0.997 0.00 ... NaN 2050.0
12434 -0.526 1.00 ... NaN NaN
12435 -0.642 0.00 ... NaN NaN
12436 0.213 0.00 ... NaN 983223.0
12437 0.728 0.00 ... NaN 47300.0
12438 -2.010 0.00 ... NaN 34600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 6.986575e+10 0.147189 14.839258 11.239726
1 NaN 8.080192e+09 0.000000 19.441221 15.360080
2 NaN 7.335877e+10 2.478551 29.781549 26.364829
3 NaN 3.039447e+10 2.122842 22.178955 20.498202
4 NaN 5.516634e+10 2.307499 30.033079 26.471946
5 NaN 1.695346e+11 0.473560 29.962564 27.681077
6 NaN 1.516316e+10 5.191257 19.164959 14.493350
7 NaN 8.140007e+10 0.000000 31.720007 27.994545
8 NaN 1.384489e+10 0.649526 39.094330 33.127853
9 NaN 4.053046e+10 1.956478 16.885918 13.400519
10 NaN 2.853033e+10 0.000000 42.181643 34.555293
11 NaN 2.559527e+10 1.361740 14.417587 11.463920
12 NaN 6.732665e+09 2.591204 16.404079 12.683796
13 NaN 1.815807e+10 1.491742 24.298458 21.275075
14 NaN 1.448920e+10 1.314348 16.212208 12.609834
15 NaN 4.242624e+10 1.493373 24.743647 21.728464
16 NaN 4.242624e+10 1.493373 31.880658 29.584032
17 NaN 2.485525e+10 0.229533 23.265589 20.008249
18 NaN 3.229907e+10 1.791371 27.428363 24.965487
19 NaN 1.101713e+11 2.930403 33.919515 28.896175
20 NaN 1.262109e+11 0.000000 36.093920 33.320119
21 NaN 9.935658e+10 2.543882 27.442455 25.124266
22 NaN 1.606860e+10 0.000000 29.553800 27.681253
23 NaN 1.034348e+11 0.000000 24.897212 22.365416
24 NaN 4.764968e+10 3.089144 21.455903 18.406758
25 NaN 3.417039e+10 0.000000 25.503440 23.052647
26 NaN 9.036662e+09 1.528585 12.996088 10.060661
27 NaN 9.036662e+09 1.528585 40.152531 38.812925
28 NaN 6.805331e+10 3.027656 25.543821 23.180555
29 NaN 3.880157e+11 2.262443 23.677794 21.664404
... ... ... ... ... ...
12409 NaN 2.231800e+06 0.000000 82.540999 80.415306
12410 425.77 9.808000e+05 0.000000 110.398076 108.316903
12411 NaN 3.018420e+06 0.000000 103.682976 101.905708
12412 NaN 5.954520e+07 0.000000 100.205136 98.346830
12413 643.76 2.732920e+05 NaN 86.017832 83.353174
12414 44.09 1.210720e+06 NaN 82.608438 80.654041
12415 2371.27 5.075100e+07 0.000000 79.130079 74.358098
12416 139649.92 2.303299e+07 0.000000 118.039057 116.212768
12417 NaN 5.030700e+01 0.000000 35.944092 29.680000
12418 30020.93 2.260125e+07 0.000000 127.624608 126.447343
12419 660.06 1.430880e+06 0.000000 208.026254 206.796360
12420 80083.90 6.386160e+07 2.827141 33.283380 29.389797
12421 15357.47 2.431770e+06 NaN 177.259197 176.369558
12422 NaN 2.224200e+05 0.000000 45.445371 41.595536
12423 809.48 1.668300e+06 0.000000 150.427513 149.106332
12424 NaN 1.312212e+07 0.000000 93.268421 91.151039
12425 2760642.57 3.686449e+10 4.516496 21.379127 18.441360
12426 NaN 1.591600e+05 0.000000 52.836908 43.711223
12427 NaN 3.370010e+06 0.000000 95.070436 93.268110
12428 NaN 7.615800e+06 0.000000 58.495491 54.821516
12429 74540.22 1.558116e+06 NaN 98.111791 96.164665
12430 87687.04 3.195830e+07 NaN 101.879800 98.805007
12431 NaN 3.995000e+05 0.000000 68.748266 66.854140
12432 NaN 9.208561e+06 0.000000 101.104175 96.987269
12433 5587.86 1.680510e+07 0.000000 82.201255 80.278729
12434 NaN 6.350760e+06 NaN 95.535173 93.662086
12435 NaN 3.367200e+05 NaN 31.295668 25.823537
12436 32848.85 3.072692e+06 0.000000 210.482223 209.106891
12437 2147794.62 1.046961e+09 0.516129 44.984934 35.382948
12438 2363648.00 2.943249e+08 NaN 24.731621 15.990350
HistBeta PredBeta DataDate
0 -0.001021 0.087071 20041217
1 -0.000185 0.051210 20041217
2 0.047486 0.135548 20041217
3 0.013100 0.202149 20041217
4 0.069301 0.180744 20041217
5 0.304525 0.574788 20041217
6 0.002988 -0.008508 20041217
7 -0.055907 0.030545 20041217
8 0.247723 0.574209 20041217
9 -0.033791 -0.017262 20041217
10 0.148118 0.488327 20041217
11 0.047655 0.136512 20041217
12 -0.000185 0.035394 20041217
13 0.023324 0.124891 20041217
14 -0.000185 0.040554 20041217
15 0.020506 0.151374 20041217
16 0.196107 0.386888 20041217
17 0.761185 0.820508 20041217
18 0.293599 0.449246 20041217
19 0.040147 0.169438 20041217
20 0.240431 0.371230 20041217
21 0.156456 0.256152 20041217
22 0.102042 0.268287 20041217
23 0.061711 0.272550 20041217
24 0.204358 0.390968 20041217
25 0.127878 0.281965 20041217
26 0.002291 0.149196 20041217
27 0.384747 0.590947 20041217
28 0.647896 0.707799 20041217
29 0.379976 0.485804 20041217
... ... ... ...
12409 0.729811 1.066317 20041217
12410 0.871031 1.108433 20041217
12411 0.685052 0.981756 20041217
12412 0.858040 1.185863 20041217
12413 1.050347 1.397775 20041217
12414 0.457646 0.592506 20041217
12415 0.634903 1.082614 20041217
12416 0.888259 1.075615 20041217
12417 0.773310 1.138133 20041217
12418 0.750750 0.973449 20041217
12419 1.198815 1.379634 20041217
12420 -0.003470 0.083299 20041217
12421 0.521487 0.739800 20041217
12422 0.576231 0.876773 20041217
12423 0.853008 1.038137 20041217
12424 0.793561 1.071300 20041217
12425 0.248327 0.236816 20041217
12426 1.257084 1.346769 20041217
12427 0.644833 0.895011 20041217
12428 0.504430 0.805549 20041217
12429 0.939196 1.227767 20041217
12430 1.345718 1.634278 20041217
12431 0.371979 0.569002 20041217
12432 1.023475 1.361453 20041217
12433 0.562669 0.851042 20041217
12434 0.772654 0.930714 20041217
12435 0.720905 1.019198 20041217
12436 1.101548 1.438197 20041217
12437 1.330980 1.383930 20041217
12438 0.111463 0.215312 20041217
[12439 rows x 92 columns],
'20041220': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.871 0.000 0.0
1 USA0011 0.663 0.000 0.0
2 USA0031 -0.091 0.000 0.0
3 USA0062 0.620 0.428 0.0
4 USA00E2 -0.168 0.000 0.0
5 USA00F1 0.365 0.000 0.0
6 USA00G2 0.695 0.000 0.0
7 USA00H1 0.548 0.000 0.0
8 USA00I1 -0.287 0.000 0.0
9 USA00J1 0.188 0.000 0.0
10 USA00K1 -0.407 0.000 0.0
11 USA00P1 0.327 0.000 0.0
12 USA00R1 0.147 0.000 0.0
13 USA00S1 0.335 0.000 0.0
14 USA00V1 0.295 0.000 0.0
15 USA0131 0.751 1.000 0.0
16 USA0161 -0.353 1.000 0.0
17 USA01I1 -0.121 0.000 0.0
18 USA01J2 0.515 0.000 0.0
19 USA01L1 0.954 0.000 0.0
20 USA01P1 0.444 0.000 0.0
21 USA01Q1 0.040 0.000 0.0
22 USA0202 0.292 0.000 0.0
23 USA0231 0.171 0.000 0.0
24 USA0281 0.879 0.000 0.0
25 USA0291 0.102 0.000 0.0
26 USA02A1 0.178 0.000 0.0
27 USA02B1 -0.019 0.000 0.0
28 USA02H1 0.285 0.000 0.0
29 USA02P1 -0.493 0.142 0.0
... ... ... ... ...
12410 USAZY61 -0.489 0.000 0.0
12411 USAZY71 -0.811 0.000 0.0
12412 USAZYI1 -2.743 0.000 0.0
12413 USAZYJ1 -0.796 0.000 0.0
12414 USAZYK1 -0.648 0.000 0.0
12415 USAZYM1 -0.699 0.000 0.0
12416 USAZYO1 2.319 0.000 0.0
12417 USAZYR1 -2.743 0.000 0.0
12418 USAZYS1 -0.861 0.000 0.0
12419 USAZYT1 1.232 0.000 0.0
12420 USAZYV1 -0.875 0.000 0.0
12421 USAZYX1 0.827 0.000 0.0
12422 USAZZ41 -0.625 0.000 0.0
12423 USAZZ51 -2.743 0.000 0.0
12424 USAZZ61 -0.833 0.000 0.0
12425 USAZZ71 -0.607 0.000 0.0
12426 USAZZ81 -0.900 0.000 0.0
12427 USAZZ91 -0.684 0.000 0.0
12428 USAZZA1 -0.774 0.000 0.0
12429 USAZZB1 -0.876 0.000 0.0
12430 USAZZD1 -1.013 0.000 0.0
12431 USAZZF1 -0.999 0.000 0.0
12432 USAZZI1 -0.943 0.000 0.0
12433 USAZZJ1 -1.236 0.000 0.0
12434 USAZZL1 -0.642 0.000 0.0
12435 USAZZP1 -1.088 0.000 0.0
12436 USAZZR1 -0.804 0.000 0.0
12437 USAZZX1 2.005 0.000 0.0
12438 USAZZY1 0.419 0.000 0.0
12439 USAZZZ1 -1.333 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.257 0.00 ... NaN NaN
1 -2.255 0.00 ... NaN NaN
2 -2.148 0.00 ... NaN 6500.0
3 -2.225 0.00 ... NaN NaN
4 -2.099 0.00 ... NaN 1000.0
5 -1.572 0.00 ... NaN 255.0
6 -2.248 0.00 ... NaN NaN
7 -2.379 0.00 ... NaN NaN
8 -1.699 0.00 ... NaN NaN
9 -2.330 0.86 ... NaN 29000.0
10 -1.922 0.00 ... NaN NaN
11 -2.148 0.00 ... NaN NaN
12 -2.255 0.00 ... NaN NaN
13 -2.221 0.00 ... NaN NaN
14 -2.255 0.00 ... NaN NaN
15 -2.208 0.00 ... NaN NaN
16 -1.823 0.00 ... NaN 300.0
17 -0.548 0.00 ... NaN 45651.0
18 -1.594 0.00 ... NaN NaN
19 -2.164 0.00 ... NaN NaN
20 -1.716 0.00 ... NaN NaN
21 -1.904 1.00 ... NaN NaN
22 -2.026 0.00 ... NaN NaN
23 -2.115 0.00 ... NaN 1150.0
24 -1.797 0.00 ... NaN NaN
25 -1.968 0.00 ... NaN NaN
26 -2.250 0.00 ... NaN NaN
27 -1.392 0.00 ... NaN NaN
28 -0.801 0.00 ... NaN 2310.0
29 -1.410 0.00 ... NaN 4000.0
... ... ... ... ... ...
12410 -0.620 0.00 ... NaN NaN
12411 -0.306 0.00 ... NaN 80500.0
12412 -0.732 0.00 ... NaN 44000.0
12413 -0.330 0.00 ... NaN NaN
12414 0.111 0.00 ... NaN NaN
12415 -1.230 0.00 ... NaN 5400.0
12416 -0.779 0.00 ... NaN 12700.0
12417 -0.259 0.00 ... NaN 108710.0
12418 -0.522 0.00 ... NaN NaN
12419 -0.553 0.00 ... NaN 89540.0
12420 0.447 0.00 ... NaN 2150.0
12421 -2.252 0.00 ... NaN 4100.0
12422 -1.087 0.00 ... NaN 54050.0
12423 -0.974 0.00 ... NaN 11200.0
12424 -0.343 0.00 ... NaN 131850.0
12425 -0.475 0.00 ... NaN NaN
12426 -1.703 1.00 ... NaN 19900.0
12427 0.564 0.00 ... NaN NaN
12428 -0.822 0.00 ... NaN 30250.0
12429 -1.120 0.00 ... NaN NaN
12430 -0.157 0.00 ... NaN 4261475.0
12431 0.766 0.00 ... NaN 12534.0
12432 -1.417 1.00 ... NaN NaN
12433 0.034 0.00 ... NaN 0.0
12434 -0.994 0.00 ... NaN 500.0
12435 -0.521 1.00 ... NaN NaN
12436 -0.639 0.00 ... NaN NaN
12437 0.238 0.00 ... NaN 257370.0
12438 0.731 0.00 ... NaN 30000.0
12439 -2.017 0.00 ... NaN 44000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.002645e+10 0.147189 14.622693 11.181516
1 NaN 8.241796e+09 0.000000 19.131081 15.288781
2 NaN 7.246891e+10 2.478551 28.919764 25.685823
3 NaN 3.062655e+10 2.122842 21.676003 20.065932
4 NaN 5.501962e+10 2.307499 29.145839 25.756887
5 NaN 1.696650e+11 0.473560 29.185321 26.987645
6 NaN 1.526647e+10 5.191257 18.713740 14.270067
7 NaN 8.120657e+10 0.000000 30.825402 27.340642
8 NaN 1.367840e+10 0.649526 37.968527 32.234185
9 NaN 4.058653e+10 1.956478 16.378084 13.077380
10 NaN 2.846240e+10 0.000000 40.905180 33.653035
11 NaN 2.589817e+10 1.361740 14.097135 11.327590
12 NaN 6.647609e+09 2.591204 15.968096 12.462238
13 NaN 1.818645e+10 1.491742 23.610448 20.741568
14 NaN 1.425368e+10 1.314348 15.753451 12.329420
15 NaN 4.252211e+10 1.493373 24.133229 21.264906
16 NaN 4.252211e+10 1.493373 31.034974 28.855706
17 NaN 2.499298e+10 0.229533 22.675762 19.518327
18 NaN 3.233677e+10 1.791371 26.791847 24.434487
19 NaN 1.119606e+11 2.930403 33.074376 28.315632
20 NaN 1.266096e+11 0.000000 35.084655 32.469642
21 NaN 9.935658e+10 2.543882 26.683499 24.489341
22 NaN 1.619403e+10 0.000000 28.721604 26.922453
23 NaN 1.036845e+11 0.000000 24.209581 21.806991
24 NaN 4.785924e+10 3.089144 20.982686 18.055728
25 NaN 3.373755e+10 0.000000 24.729354 22.398620
26 NaN 9.088251e+09 1.528585 12.615981 9.840641
27 NaN 9.088251e+09 1.528585 39.161482 37.848916
28 NaN 6.719187e+10 3.027656 24.869399 22.534240
29 NaN 3.918167e+11 2.262443 23.036348 21.120096
... ... ... ... ... ...
12410 NaN 2.231800e+06 0.000000 81.177991 79.166655
12411 486.38 9.808000e+05 0.000000 105.196042 103.178295
12412 1594.41 3.353800e+06 0.000000 101.257313 99.490040
12413 NaN 5.954520e+07 0.000000 97.084297 95.271639
12414 NaN 2.732920e+05 NaN 84.142294 81.568046
12415 66.76 1.210720e+06 NaN 79.669599 77.759192
12416 2243.05 4.172860e+07 0.000000 78.178393 73.552862
12417 146554.47 2.378817e+07 0.000000 115.229481 113.500884
12418 NaN 5.030700e+01 0.000000 35.038839 28.907026
12419 28587.72 2.209900e+07 0.000000 124.580098 123.435127
12420 693.13 1.430880e+06 0.000000 203.490407 202.282592
12421 86693.35 6.308280e+07 2.827141 32.441616 28.731606
12422 16195.95 2.431770e+06 NaN 173.189607 172.332421
12423 35.19 2.965600e+05 0.000000 57.083242 54.175973
12424 841.35 1.668300e+06 0.000000 146.696595 145.403099
12425 NaN 1.312212e+07 0.000000 91.232956 89.199747
12426 2840570.90 3.739376e+10 4.516496 20.986540 18.151253
12427 NaN 1.591600e+05 0.000000 51.377605 42.535140
12428 5613.34 3.370010e+06 0.000000 92.281192 90.519632
12429 NaN 7.615800e+06 0.000000 56.706517 53.158407
12430 60305.51 1.558116e+06 NaN 96.101240 94.190497
12431 89013.80 3.195830e+07 NaN 99.122536 96.152171
12432 NaN 3.995000e+05 0.000000 67.084015 65.231160
12433 NaN 9.294787e+06 0.000000 98.495658 94.606691
12434 4900.38 1.680510e+07 0.000000 80.182598 78.327094
12435 NaN 6.350760e+06 NaN 94.279712 92.386828
12436 NaN 3.367200e+05 NaN 30.538699 25.207623
12437 30712.77 2.743475e+06 0.000000 206.156862 204.832706
12438 2084754.90 1.040768e+09 0.516129 43.782098 34.486171
12439 2253781.90 3.005630e+08 NaN 24.296130 15.906774
HistBeta PredBeta DataDate
0 -0.001015 0.095633 20041220
1 -0.000182 0.056498 20041220
2 0.047506 0.123552 20041220
3 0.013218 0.207701 20041220
4 0.069414 0.166483 20041220
5 0.304523 0.578715 20041220
6 0.003125 -0.001066 20041220
7 -0.055300 0.034231 20041220
8 0.247963 0.577632 20041220
9 -0.033704 -0.017934 20041220
10 0.148268 0.482681 20041220
11 0.047759 0.140301 20041220
12 -0.000181 0.039712 20041220
13 0.015226 0.120995 20041220
14 -0.000182 0.040277 20041220
15 0.020728 0.155915 20041220
16 0.192770 0.369291 20041220
17 0.761529 0.817891 20041220
18 0.294782 0.454745 20041220
19 0.040676 0.176275 20041220
20 0.240380 0.378993 20041220
21 0.156337 0.257623 20041220
22 0.102155 0.269744 20041220
23 0.062232 0.272630 20041220
24 0.204187 0.401529 20041220
25 0.127967 0.284326 20041220
26 0.002355 0.154704 20041220
27 0.384704 0.595330 20041220
28 0.648449 0.712842 20041220
29 0.376827 0.470231 20041220
... ... ... ...
12410 0.729345 1.045190 20041220
12411 0.869322 1.113876 20041220
12412 0.679425 0.925785 20041220
12413 0.858625 1.186445 20041220
12414 1.055074 1.381700 20041220
12415 0.457190 0.580680 20041220
12416 0.658446 1.141161 20041220
12417 0.890294 1.002561 20041220
12418 0.772863 1.124890 20041220
12419 0.759277 1.003289 20041220
12420 1.204908 1.373450 20041220
12421 0.001082 0.092392 20041220
12422 0.521052 0.761790 20041220
12423 0.571452 0.827577 20041220
12424 0.852877 1.028821 20041220
12425 0.793675 1.057445 20041220
12426 0.245989 0.218600 20041220
12427 1.257380 1.330757 20041220
12428 0.638908 0.879956 20041220
12429 0.506147 0.804849 20041220
12430 0.935789 1.228891 20041220
12431 1.347223 1.613109 20041220
12432 0.373608 0.563693 20041220
12433 1.020696 1.292898 20041220
12434 0.562283 0.835806 20041220
12435 0.773362 0.925769 20041220
12436 0.720875 1.008248 20041220
12437 1.111944 1.440282 20041220
12438 1.331920 1.401224 20041220
12439 0.106179 0.200310 20041220
[12440 rows x 92 columns],
'20041221': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.548 0.000 0.0
1 USA0011 0.186 0.000 0.0
2 USA0031 -0.237 0.000 0.0
3 USA0062 -0.945 0.428 0.0
4 USA00E2 -0.366 0.000 0.0
5 USA00F1 -2.829 0.000 0.0
6 USA00G2 -0.179 0.000 0.0
7 USA00H1 -0.873 0.000 0.0
8 USA00I1 -0.273 0.000 0.0
9 USA00J1 -0.354 0.000 0.0
10 USA00K1 -0.551 0.000 0.0
11 USA00P1 -0.439 0.000 0.0
12 USA00R1 -0.378 0.000 0.0
13 USA00S1 -0.357 0.000 0.0
14 USA00V1 -0.671 0.000 0.0
15 USA0131 -2.829 1.000 0.0
16 USA0161 -0.830 1.000 0.0
17 USA01I1 0.632 0.000 0.0
18 USA01J2 0.210 0.000 0.0
19 USA01L1 -0.085 0.000 0.0
20 USA01P1 -0.258 0.000 0.0
21 USA01Q1 0.002 0.000 0.0
22 USA0202 -0.402 0.000 0.0
23 USA0231 -0.898 0.000 0.0
24 USA0281 -2.829 0.000 0.0
25 USA0291 -0.598 0.000 0.0
26 USA02A1 -0.548 0.000 0.0
27 USA02B1 2.251 0.000 0.0
28 USA02H1 0.563 0.000 0.0
29 USA02P1 -0.177 0.142 0.0
... ... ... ... ...
12407 USAZY61 0.583 0.000 0.0
12408 USAZY71 0.846 0.000 0.0
12409 USAZYI1 2.444 0.000 0.0
12410 USAZYJ1 0.783 0.000 0.0
12411 USAZYK1 2.776 0.000 0.0
12412 USAZYM1 0.209 0.000 0.0
12413 USAZYO1 -2.829 0.000 0.0
12414 USAZYR1 2.448 0.000 0.0
12415 USAZYS1 0.073 0.000 0.0
12416 USAZYT1 -2.829 0.000 0.0
12417 USAZYV1 -2.829 0.000 0.0
12418 USAZYX1 -0.036 0.000 0.0
12419 USAZZ41 0.630 0.000 0.0
12420 USAZZ51 -0.094 0.000 0.0
12421 USAZZ61 0.486 0.000 0.0
12422 USAZZ71 0.172 0.000 0.0
12423 USAZZ81 1.579 0.000 0.0
12424 USAZZ91 1.474 0.000 0.0
12425 USAZZA1 0.089 0.000 0.0
12426 USAZZB1 -0.393 0.000 0.0
12427 USAZZD1 -2.829 0.000 0.0
12428 USAZZF1 2.504 0.000 0.0
12429 USAZZI1 2.046 0.000 0.0
12430 USAZZJ1 -0.313 0.000 0.0
12431 USAZZL1 2.571 0.000 0.0
12432 USAZZP1 2.624 0.000 0.0
12433 USAZZR1 0.147 0.000 0.0
12434 USAZZX1 1.043 0.000 0.0
12435 USAZZY1 -0.946 0.000 0.0
12436 USAZZZ1 -0.672 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
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12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.264 0.00 ... NaN NaN
1 -2.263 0.00 ... NaN NaN
2 -2.161 0.00 ... NaN 6500.0
3 -2.238 0.00 ... NaN NaN
4 -2.113 0.00 ... NaN 1000.0
5 -1.360 0.00 ... NaN 105.0
6 -2.256 0.00 ... NaN NaN
7 -2.392 0.00 ... NaN NaN
8 -1.716 0.00 ... NaN NaN
9 -2.338 0.86 ... NaN 29000.0
10 -1.936 0.00 ... NaN NaN
11 -2.158 0.00 ... NaN NaN
12 -2.263 0.00 ... NaN NaN
13 -2.228 0.00 ... NaN NaN
14 -2.263 0.00 ... NaN NaN
15 -2.040 0.00 ... NaN 75.0
16 -1.840 0.00 ... NaN 3060.0
17 -0.569 0.00 ... NaN 45651.0
18 -1.619 0.00 ... NaN NaN
19 -2.179 0.00 ... NaN NaN
20 -1.729 0.00 ... NaN NaN
21 -1.915 1.00 ... NaN NaN
22 -2.037 0.00 ... NaN NaN
23 -2.130 0.00 ... NaN 1150.0
24 -1.508 0.00 ... NaN 115.0
25 -1.982 0.00 ... NaN NaN
26 -2.258 0.00 ... NaN NaN
27 -1.612 0.00 ... NaN 35.0
28 -0.813 0.00 ... NaN 2310.0
29 -1.436 0.00 ... NaN 4000.0
... ... ... ... ... ...
12407 -0.634 0.00 ... NaN NaN
12408 -0.320 0.00 ... NaN 15500.0
12409 -0.846 0.00 ... NaN 73000.0
12410 -0.343 0.00 ... NaN 2202.0
12411 0.029 0.00 ... NaN 1185500.0
12412 -1.246 0.00 ... NaN NaN
12413 -0.576 0.00 ... NaN 10500.0
12414 -0.335 0.00 ... NaN 58838.0
12415 -0.534 0.00 ... NaN 542.0
12416 -0.380 0.00 ... NaN 327186.0
12417 0.594 0.00 ... NaN 20000.0
12418 -2.262 0.00 ... NaN NaN
12419 -1.099 0.00 ... NaN 65850.0
12420 -0.996 0.00 ... NaN NaN
12421 -0.354 0.00 ... NaN 151189.0
12422 -0.492 0.00 ... NaN NaN
12423 -1.816 1.00 ... NaN 42700.0
12424 0.564 0.00 ... NaN NaN
12425 -0.847 0.00 ... NaN NaN
12426 -1.150 0.00 ... NaN NaN
12427 -0.046 0.00 ... NaN 9303220.0
12428 0.695 0.00 ... NaN 40300.0
12429 -1.616 1.00 ... NaN 375.0
12430 0.051 0.00 ... NaN 0.0
12431 -1.046 0.00 ... NaN 3900.0
12432 -0.645 1.00 ... NaN 58100.0
12433 -0.656 0.00 ... NaN NaN
12434 0.231 0.00 ... NaN 322000.0
12435 0.733 0.00 ... NaN 30200.0
12436 -2.001 0.00 ... NaN 68900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.151296e+10 0.147189 14.279441 10.848195
1 NaN 8.448649e+09 0.000000 18.765225 14.897584
2 NaN 7.196934e+10 2.478551 28.143950 24.929635
3 NaN 3.069532e+10 2.122842 21.247942 19.606612
4 NaN 5.572654e+10 2.307499 28.378654 25.001543
5 NaN 1.716212e+11 0.473560 30.240071 27.968218
6 NaN 1.549694e+10 5.191257 18.284142 13.837868
7 NaN 8.256109e+10 0.000000 30.100320 26.576882
8 NaN 1.379949e+10 0.649526 36.947804 31.286135
9 NaN 4.057051e+10 1.956478 16.007280 12.679327
10 NaN 2.863223e+10 0.000000 39.847205 32.698001
11 NaN 2.593894e+10 1.361740 13.788276 11.002454
12 NaN 6.666388e+09 2.591204 15.604317 12.102535
13 NaN 1.825265e+10 1.491742 23.048926 20.139062
14 NaN 1.430129e+10 1.314348 15.485805 12.021578
15 NaN 4.268191e+10 1.493373 26.121160 23.217866
16 NaN 4.268191e+10 1.493373 30.323955 28.070538
17 NaN 2.517805e+10 0.229533 22.094229 18.972626
18 NaN 3.299139e+10 1.791371 26.094407 23.719273
19 NaN 1.124292e+11 2.930403 32.209658 27.490908
20 NaN 1.286700e+11 0.000000 34.135288 31.538951
21 NaN 9.947789e+10 2.543882 25.974696 23.763963
22 NaN 1.644488e+10 0.000000 27.827935 26.023340
23 NaN 1.038842e+11 0.000000 23.648244 21.176607
24 NaN 4.881722e+10 3.089144 24.015225 21.380074
25 NaN 3.484370e+10 0.000000 24.050100 21.684027
26 NaN 9.194295e+09 1.528585 12.366998 9.591518
27 NaN 9.194295e+09 1.528585 40.010548 38.786696
28 NaN 6.809203e+10 3.027656 24.305605 21.947622
29 NaN 3.924502e+11 2.262443 22.376864 20.483369
... ... ... ... ... ...
12407 NaN 2.231800e+06 0.000000 78.830925 76.813643
12408 492.45 9.808000e+05 0.000000 100.074080 98.060611
12409 2119.21 3.018420e+06 0.000000 98.541422 96.842079
12410 1155.23 5.954520e+07 0.000000 94.408389 92.609710
12411 752.39 1.366460e+05 NaN 80.556602 77.859145
12412 NaN 1.210720e+06 NaN 76.729158 74.801231
12413 2351.09 4.962320e+07 0.000000 78.895002 74.401391
12414 141524.32 2.303299e+07 0.000000 111.969354 110.355102
12415 NaN 5.030700e+01 0.000000 34.075466 28.056410
12416 34724.32 2.511250e+07 0.000000 122.532614 121.339017
12417 697.99 1.907840e+06 0.000000 199.812692 198.548298
12418 NaN 6.308280e+07 2.827141 31.524081 27.867580
12419 15624.40 2.431770e+06 NaN 168.154353 167.303833
12420 NaN 2.965600e+05 0.000000 55.380983 52.536969
12421 823.72 1.668300e+06 0.000000 140.536599 139.236852
12422 NaN 1.312212e+07 0.000000 88.876404 86.872166
12423 2831614.90 3.662031e+10 4.516496 21.035431 18.243041
12424 NaN 1.591600e+05 0.000000 50.244904 41.454887
12425 NaN 3.370010e+06 0.000000 89.895267 88.147769
12426 NaN 7.615800e+06 0.000000 55.082889 51.550392
12427 59255.84 2.077488e+06 NaN 96.242114 94.376032
12428 87990.21 3.101835e+07 NaN 96.111968 93.115660
12429 250.97 3.642500e+05 0.000000 64.829505 63.005070
12430 NaN 9.438168e+06 0.000000 95.650620 91.783428
12431 5014.45 1.637420e+07 0.000000 78.160214 76.220606
12432 5048.29 5.617980e+06 NaN 91.134902 89.166020
12433 NaN 3.367200e+05 NaN 29.710442 24.475046
12434 29682.65 2.743475e+06 0.000000 200.160375 198.893733
12435 2039228.95 1.055942e+09 0.516129 42.638692 33.488800
12436 2241399.10 3.027180e+08 NaN 24.010396 15.638111
HistBeta PredBeta DataDate
0 -0.001068 0.079014 20041221
1 -0.000230 0.052600 20041221
2 0.044940 0.117143 20041221
3 0.010512 0.179040 20041221
4 0.066467 0.154183 20041221
5 0.401255 0.608234 20041221
6 0.002467 -0.010334 20041221
7 -0.057685 0.012012 20041221
8 0.243005 0.557931 20041221
9 -0.033790 -0.025554 20041221
10 0.145125 0.466807 20041221
11 0.046437 0.128191 20041221
12 -0.000230 0.029689 20041221
13 0.015283 0.104047 20041221
14 -0.000230 0.020627 20041221
15 0.098726 0.161792 20041221
16 0.187752 0.340783 20041221
17 0.753132 0.818936 20041221
18 0.286129 0.450765 20041221
19 0.036993 0.162059 20041221
20 0.237229 0.365614 20041221
21 0.154511 0.255523 20041221
22 0.100070 0.251028 20041221
23 0.058627 0.254365 20041221
24 0.335509 0.480101 20041221
25 0.124745 0.264946 20041221
26 0.002004 0.135683 20041221
27 0.289182 0.552627 20041221
28 0.644786 0.717272 20041221
29 0.367343 0.459088 20041221
... ... ... ...
12407 0.724459 1.055774 20041221
12408 0.864207 1.143739 20041221
12409 0.629836 0.933571 20041221
12410 0.853829 1.196191 20041221
12411 1.019507 1.403717 20041221
12412 0.452003 0.585028 20041221
12413 0.750277 1.125927 20041221
12414 0.857473 1.052173 20041221
12415 0.768806 1.123250 20041221
12416 0.837564 1.015429 20041221
12417 1.270592 1.394922 20041221
12418 -0.000141 0.082939 20041221
12419 0.517280 0.766400 20041221
12420 0.563418 0.786771 20041221
12421 0.848827 1.038986 20041221
12422 0.787740 1.055561 20041221
12423 0.198542 0.218473 20041221
12424 1.257579 1.363474 20041221
12425 0.629621 0.873771 20041221
12426 0.494657 0.791741 20041221
12427 0.985924 1.220319 20041221
12428 1.315852 1.630152 20041221
12429 0.287249 0.534108 20041221
12430 1.028953 1.316630 20041221
12431 0.541177 0.861268 20041221
12432 0.719275 0.935423 20041221
12433 0.714429 1.003423 20041221
12434 1.109009 1.420935 20041221
12435 1.332672 1.376048 20041221
12436 0.116183 0.203567 20041221
[12437 rows x 92 columns],
'20041222': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.142 0.000 0.0
1 USA0011 0.126 0.000 0.0
2 USA0031 0.674 0.000 0.0
3 USA0062 0.713 0.428 0.0
4 USA00E2 0.498 0.000 0.0
5 USA00F1 0.511 0.000 0.0
6 USA00G2 -0.022 0.000 0.0
7 USA00H1 0.336 0.000 0.0
8 USA00I1 0.124 0.000 0.0
9 USA00J1 0.567 0.000 0.0
10 USA00K1 0.030 0.000 0.0
11 USA00P1 0.546 0.000 0.0
12 USA00R1 0.490 0.000 0.0
13 USA00S1 0.400 0.000 0.0
14 USA00V1 0.060 0.000 0.0
15 USA0131 1.247 1.000 0.0
16 USA0161 0.538 1.000 0.0
17 USA01I1 0.612 0.000 0.0
18 USA01J2 0.299 0.000 0.0
19 USA01L1 -1.106 0.000 0.0
20 USA01P1 0.819 0.000 0.0
21 USA01Q1 0.712 0.000 0.0
22 USA0202 0.472 0.000 0.0
23 USA0231 0.043 0.000 0.0
24 USA0281 0.387 0.000 0.0
25 USA0291 0.020 0.000 0.0
26 USA02A1 -0.057 0.000 0.0
27 USA02B1 -0.594 0.000 0.0
28 USA02H1 0.686 0.000 0.0
29 USA02P1 0.049 0.142 0.0
... ... ... ... ...
12406 USAZY61 1.070 0.000 0.0
12407 USAZY71 0.608 0.000 0.0
12408 USAZYI1 0.985 0.000 0.0
12409 USAZYJ1 -2.808 0.000 0.0
12410 USAZYK1 2.803 0.000 0.0
12411 USAZYM1 0.347 0.000 0.0
12412 USAZYO1 0.190 0.000 0.0
12413 USAZYR1 2.803 0.000 0.0
12414 USAZYS1 0.639 0.000 0.0
12415 USAZYT1 2.198 0.000 0.0
12416 USAZYV1 2.803 0.000 0.0
12417 USAZYX1 0.088 0.000 0.0
12418 USAZZ41 1.817 0.000 0.0
12419 USAZZ51 0.652 0.000 0.0
12420 USAZZ61 2.803 0.000 0.0
12421 USAZZ71 0.644 0.000 0.0
12422 USAZZ81 0.116 0.000 0.0
12423 USAZZ91 -1.086 0.000 0.0
12424 USAZZA1 0.361 0.000 0.0
12425 USAZZB1 -2.808 0.000 0.0
12426 USAZZD1 2.803 0.000 0.0
12427 USAZZF1 -2.066 0.000 0.0
12428 USAZZI1 0.123 0.000 0.0
12429 USAZZJ1 -1.556 0.000 0.0
12430 USAZZL1 -2.388 0.000 0.0
12431 USAZZP1 0.031 0.000 0.0
12432 USAZZR1 0.669 0.000 0.0
12433 USAZZX1 -2.808 0.000 0.0
12434 USAZZY1 0.732 0.000 0.0
12435 USAZZZ1 -1.172 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.268 0.00 ... NaN NaN
1 -2.266 0.00 ... NaN NaN
2 -2.166 0.00 ... NaN 6500.0
3 -2.243 0.00 ... NaN NaN
4 -2.117 0.00 ... NaN 1000.0
5 -1.364 0.00 ... NaN 5.0
6 -2.260 0.00 ... NaN NaN
7 -2.397 0.00 ... NaN NaN
8 -1.719 0.00 ... NaN NaN
9 -2.342 0.86 ... NaN 29000.0
10 -1.939 0.00 ... NaN NaN
11 -2.161 0.00 ... NaN NaN
12 -2.266 0.00 ... NaN NaN
13 -2.228 0.00 ... NaN NaN
14 -2.266 0.00 ... NaN NaN
15 -2.045 0.00 ... NaN NaN
16 -1.830 0.00 ... NaN 239.0
17 -0.574 0.00 ... NaN 45651.0
18 -1.625 0.00 ... NaN NaN
19 -2.185 0.00 ... NaN NaN
20 -1.731 0.00 ... NaN NaN
21 -1.917 1.00 ... NaN NaN
22 -2.040 0.00 ... NaN NaN
23 -2.136 0.00 ... NaN 1150.0
24 -1.514 0.00 ... NaN NaN
25 -1.986 0.00 ... NaN NaN
26 -2.261 0.00 ... NaN NaN
27 -1.604 0.00 ... NaN 40.0
28 -0.817 0.00 ... NaN 2310.0
29 -1.436 0.00 ... NaN 4000.0
... ... ... ... ... ...
12406 -0.631 0.00 ... NaN 2000.0
12407 -0.320 0.00 ... NaN 1600.0
12408 -0.841 0.00 ... NaN NaN
12409 -0.247 0.00 ... NaN 3951.0
12410 0.000 0.00 ... NaN 1110748.0
12411 -1.250 0.00 ... NaN 5950.0
12412 -0.575 0.00 ... NaN NaN
12413 -0.365 0.00 ... NaN 115765.0
12414 -0.532 0.00 ... NaN NaN
12415 -0.390 0.00 ... NaN 190368.0
12416 0.522 0.00 ... NaN 17600.0
12417 -2.258 0.00 ... NaN 1600.0
12418 -1.103 0.00 ... NaN 77070.0
12419 -0.995 0.00 ... NaN NaN
12420 -0.425 0.00 ... NaN 293660.0
12421 -0.491 0.00 ... NaN NaN
12422 -1.814 1.00 ... NaN 23100.0
12423 0.560 0.00 ... NaN NaN
12424 -0.848 0.00 ... NaN NaN
12425 -0.825 0.00 ... NaN 150.0
12426 -0.089 0.00 ... NaN 5559410.0
12427 0.717 0.00 ... NaN 5000.0
12428 -1.611 1.00 ... NaN NaN
12429 0.045 0.00 ... NaN 0.0
12430 -0.850 0.00 ... NaN 6500.0
12431 -0.645 1.00 ... NaN NaN
12432 -0.656 0.00 ... NaN NaN
12433 0.264 0.00 ... NaN 27000.0
12434 0.722 0.00 ... NaN 28400.0
12435 -2.006 0.00 ... NaN 33500.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.209551e+10 0.147189 13.945666 10.558571
1 NaN 8.597325e+09 0.000000 18.262919 14.456966
2 NaN 7.259380e+10 2.478551 27.428108 24.281416
3 NaN 3.062655e+10 2.122842 20.759967 19.148048
4 NaN 5.650015e+10 2.307499 27.657593 24.363103
5 NaN 1.719864e+11 0.473560 29.131982 27.150390
6 NaN 1.575125e+10 5.191257 17.779615 13.420387
7 NaN 8.200638e+10 0.000000 29.171188 25.723300
8 NaN 1.388273e+10 0.649526 35.893074 30.321450
9 NaN 4.056250e+10 1.956478 15.690253 12.423494
10 NaN 2.885300e+10 0.000000 38.682190 31.689875
11 NaN 2.605544e+10 1.361740 13.547155 10.823885
12 NaN 6.696213e+09 2.591204 15.307049 11.855475
13 NaN 1.818645e+10 1.491742 22.402569 19.570386
14 NaN 1.430129e+10 1.314348 15.046048 11.669256
15 NaN 4.307342e+10 1.493373 25.520114 22.809898
16 NaN 4.307342e+10 1.493373 29.490138 27.233969
17 NaN 2.434739e+10 0.229533 21.529077 18.418141
18 NaN 3.329642e+10 1.791371 25.358284 22.989302
19 NaN 1.114067e+11 2.930403 31.510961 26.742854
20 NaN 1.283377e+11 0.000000 33.235150 30.643409
21 NaN 1.008851e+11 2.543882 25.311105 23.148984
22 NaN 1.659818e+10 0.000000 27.030285 25.271374
23 NaN 1.042837e+11 0.000000 22.923394 20.539784
24 NaN 4.889705e+10 3.089144 23.193112 20.779332
25 NaN 3.484370e+10 0.000000 23.302294 20.977195
26 NaN 9.200027e+09 1.528585 12.027779 9.317519
27 NaN 9.200027e+09 1.528585 39.083183 37.782602
28 NaN 6.961163e+10 3.027656 23.725973 21.341576
29 NaN 3.889659e+11 2.262443 21.747563 19.872182
... ... ... ... ... ...
12406 648.76 2.231800e+06 0.000000 77.203423 75.182061
12407 494.34 9.808000e+05 0.000000 100.415851 98.407910
12408 NaN 3.018420e+06 0.000000 94.546967 92.851358
12409 1514.41 7.217600e+07 0.000000 96.640394 94.921241
12410 801.01 6.832300e+04 NaN 77.660579 74.964213
12411 85.36 1.210720e+06 NaN 74.718025 72.829009
12412 NaN 4.962320e+07 0.000000 76.926025 72.601600
12413 114239.92 2.190022e+07 0.000000 109.202712 107.584364
12414 NaN 5.030700e+01 0.000000 33.305968 27.286140
12415 37521.28 2.461025e+07 0.000000 119.158983 117.955852
12416 710.26 1.430880e+06 0.000000 195.873364 194.643929
12417 81063.90 6.334240e+07 2.827141 30.610087 27.032319
12418 15701.64 2.387556e+06 NaN 163.521620 162.656715
12419 NaN 2.965600e+05 0.000000 53.828797 50.987880
12420 828.08 1.112200e+06 0.000000 139.477537 138.200605
12421 NaN 1.312212e+07 0.000000 86.484181 84.483850
12422 2885092.05 3.690828e+10 4.516496 20.375771 17.751704
12423 NaN 1.591600e+05 0.000000 49.214983 40.460165
12424 NaN 3.370010e+06 0.000000 89.280664 87.488273
12425 78.07 1.142370e+07 0.000000 61.740455 58.414057
12426 53092.18 1.558116e+06 NaN 95.932152 94.159547
12427 87537.77 3.177031e+07 NaN 94.375761 91.456620
12428 NaN 3.642500e+05 0.000000 61.775018 59.867640
12429 NaN 9.443718e+06 0.000000 93.017333 89.133135
12430 5088.32 2.016612e+07 0.000000 86.313351 84.593646
12431 NaN 5.617980e+06 NaN 86.912369 84.919640
12432 NaN 3.367200e+05 NaN 29.058453 23.817010
12433 28595.92 3.182431e+06 0.000000 195.158057 193.905010
12434 2027873.86 1.057490e+09 0.516129 41.558435 32.532639
12435 2230867.67 3.028314e+08 NaN 23.563871 15.486493
HistBeta PredBeta DataDate
0 -0.001093 0.082074 20041222
1 -0.000250 0.051313 20041222
2 0.044078 0.126049 20041222
3 0.009966 0.193228 20041222
4 0.065830 0.161330 20041222
5 0.400597 0.615862 20041222
6 0.002255 -0.009369 20041222
7 -0.058495 0.018433 20041222
8 0.242776 0.564972 20041222
9 -0.033919 -0.014244 20041222
10 0.144975 0.469227 20041222
11 0.046269 0.140808 20041222
12 -0.000250 0.041349 20041222
13 0.016481 0.109398 20041222
14 -0.000250 0.019780 20041222
15 0.097858 0.186400 20041222
16 0.193203 0.355527 20041222
17 0.751520 0.832034 20041222
18 0.284452 0.443994 20041222
19 0.035854 0.130981 20041222
20 0.237362 0.385264 20041222
21 0.154755 0.264370 20041222
22 0.100079 0.257981 20041222
23 0.057573 0.256452 20041222
24 0.333906 0.482432 20041222
25 0.123995 0.265242 20041222
26 0.001888 0.137817 20041222
27 0.293984 0.567056 20041222
28 0.643423 0.722463 20041222
29 0.368301 0.460749 20041222
... ... ... ...
12406 0.725926 1.071405 20041222
12407 0.864315 1.133853 20041222
12408 0.632713 0.961993 20041222
12409 0.896837 1.160769 20041222
12410 1.006330 1.395765 20041222
12411 0.451230 0.596813 20041222
12412 0.750913 1.160439 20041222
12413 0.844270 1.062511 20041222
12414 0.770070 1.141306 20041222
12415 0.833394 1.058883 20041222
12416 1.238240 1.465637 20041222
12417 0.003068 0.080997 20041222
12418 0.516532 0.793505 20041222
12419 0.564177 0.793577 20041222
12420 0.817732 1.045629 20041222
12421 0.788131 1.068481 20041222
12422 0.200558 0.213377 20041222
12423 1.255205 1.317966 20041222
12424 0.629691 0.872594 20041222
12425 0.640018 0.881921 20041222
12426 0.966903 1.205237 20041222
12427 1.325056 1.592036 20041222
12428 0.290479 0.585311 20041222
12429 1.026429 1.288154 20041222
12430 0.629012 0.886272 20041222
12431 0.720035 0.980425 20041222
12432 0.715174 1.018641 20041222
12433 1.123758 1.367880 20041222
12434 1.327378 1.390373 20041222
12435 0.115125 0.142831 20041222
[12436 rows x 92 columns],
'20041223': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.667 0.000 0.0
1 USA0011 0.063 0.000 0.0
2 USA0031 0.660 0.000 0.0
3 USA0062 0.283 0.428 0.0
4 USA00E2 0.529 0.000 0.0
5 USA00F1 0.364 0.000 0.0
6 USA00G2 -0.041 0.000 0.0
7 USA00H1 0.957 0.000 0.0
8 USA00I1 0.513 0.000 0.0
9 USA00J1 -0.244 0.000 0.0
10 USA00K1 0.573 0.000 0.0
11 USA00P1 0.200 0.000 0.0
12 USA00R1 0.261 0.000 0.0
13 USA00S1 -0.107 0.000 0.0
14 USA00V1 0.227 0.000 0.0
15 USA0131 0.124 1.000 0.0
16 USA0161 0.151 1.000 0.0
17 USA01I1 0.420 0.000 0.0
18 USA01J2 0.129 0.000 0.0
19 USA01L1 0.557 0.000 0.0
20 USA01P1 0.703 0.000 0.0
21 USA01Q1 -0.133 0.000 0.0
22 USA0202 0.583 0.000 0.0
23 USA0231 0.115 0.000 0.0
24 USA0281 0.621 0.000 0.0
25 USA0291 0.416 0.000 0.0
26 USA02A1 0.466 0.000 0.0
27 USA02B1 0.951 0.000 0.0
28 USA02H1 0.149 0.000 0.0
29 USA02P1 0.473 0.142 0.0
... ... ... ... ...
12407 USAZY61 0.694 0.000 0.0
12408 USAZY71 -2.345 0.000 0.0
12409 USAZYI1 2.826 0.000 0.0
12410 USAZYJ1 0.521 0.000 0.0
12411 USAZYK1 -2.105 0.000 0.0
12412 USAZYM1 0.657 0.000 0.0
12413 USAZYO1 1.078 0.000 0.0
12414 USAZYR1 -2.343 0.000 0.0
12415 USAZYS1 -1.988 0.000 0.0
12416 USAZYT1 2.826 0.000 0.0
12417 USAZYV1 -2.017 0.000 0.0
12418 USAZYX1 0.533 0.000 0.0
12419 USAZZ41 -0.936 0.000 0.0
12420 USAZZ51 2.826 0.000 0.0
12421 USAZZ61 1.097 0.000 0.0
12422 USAZZ71 0.790 0.000 0.0
12423 USAZZ81 -0.676 0.000 0.0
12424 USAZZ91 1.210 0.000 0.0
12425 USAZZA1 2.826 0.000 0.0
12426 USAZZB1 0.791 0.000 0.0
12427 USAZZD1 0.930 0.000 0.0
12428 USAZZF1 -2.179 0.000 0.0
12429 USAZZI1 0.509 0.000 0.0
12430 USAZZJ1 2.306 0.000 0.0
12431 USAZZL1 2.826 0.000 0.0
12432 USAZZP1 0.305 0.000 0.0
12433 USAZZR1 0.766 0.000 0.0
12434 USAZZX1 0.081 0.000 0.0
12435 USAZZY1 0.671 0.000 0.0
12436 USAZZZ1 0.173 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.270 0.00 ... NaN NaN
1 -2.268 0.00 ... NaN NaN
2 -2.170 0.00 ... NaN 6500.0
3 -2.262 0.00 ... NaN NaN
4 -2.119 0.00 ... NaN 1000.0
5 -1.365 0.00 ... NaN 5.0
6 -2.262 0.00 ... NaN NaN
7 -2.399 0.00 ... NaN NaN
8 -1.720 0.00 ... NaN NaN
9 -2.356 0.86 ... NaN 29000.0
10 -1.941 0.00 ... NaN NaN
11 -2.163 0.00 ... NaN NaN
12 -2.268 0.00 ... NaN NaN
13 -2.232 0.00 ... NaN NaN
14 -2.268 0.00 ... NaN NaN
15 -2.046 0.00 ... NaN NaN
16 -1.833 0.00 ... NaN 300.0
17 -0.575 0.00 ... NaN 45651.0
18 -1.626 0.00 ... NaN NaN
19 -2.194 0.00 ... NaN NaN
20 -1.733 0.00 ... NaN NaN
21 -1.919 1.00 ... NaN NaN
22 -2.042 0.00 ... NaN NaN
23 -2.135 0.00 ... NaN 1150.0
24 -1.515 0.00 ... NaN NaN
25 -1.988 0.00 ... NaN NaN
26 -2.263 0.00 ... NaN NaN
27 -1.606 0.00 ... NaN NaN
28 -0.821 0.00 ... NaN 2310.0
29 -1.440 0.00 ... NaN 4000.0
... ... ... ... ... ...
12407 -0.633 0.00 ... NaN NaN
12408 -0.311 0.00 ... NaN 7500.0
12409 -0.833 0.00 ... NaN 16500.0
12410 -0.247 0.00 ... NaN NaN
12411 -0.007 0.00 ... NaN 109615.0
12412 -1.252 0.00 ... NaN NaN
12413 -0.577 0.00 ... NaN NaN
12414 -0.371 0.00 ... NaN 613424.0
12415 -0.397 0.00 ... NaN 584.0
12416 -0.382 0.00 ... NaN 129990.0
12417 0.516 0.00 ... NaN 84202.0
12418 -2.260 0.00 ... NaN 100.0
12419 -1.105 0.00 ... NaN 45723.0
12420 -0.945 0.00 ... NaN 3000.0
12421 -0.426 0.00 ... NaN 108740.0
12422 -0.494 0.00 ... NaN NaN
12423 -1.817 1.00 ... NaN 18600.0
12424 0.561 0.00 ... NaN NaN
12425 -0.810 0.00 ... NaN 200.0
12426 -0.825 0.00 ... NaN NaN
12427 -0.087 0.00 ... NaN 1879000.0
12428 0.708 0.00 ... NaN 41975.0
12429 -1.629 1.00 ... NaN NaN
12430 0.045 0.00 ... NaN 0.0
12431 -0.847 0.00 ... NaN 500.0
12432 -0.646 1.00 ... NaN 24500.0
12433 -0.657 0.00 ... NaN NaN
12434 0.263 0.00 ... NaN 208100.0
12435 0.725 0.00 ... NaN 23100.0
12436 -2.008 0.00 ... NaN 24600.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.233656e+10 0.147189 13.362841 10.034135
1 NaN 8.577932e+09 0.000000 17.360477 13.646274
2 NaN 7.246891e+10 2.478551 26.007650 22.932437
3 NaN 3.068672e+10 2.122842 19.648876 18.076057
4 NaN 5.664687e+10 2.307499 26.226029 23.000620
5 NaN 1.728992e+11 0.473560 27.598722 25.626021
6 NaN 1.560025e+10 5.191257 16.909666 12.666153
7 NaN 8.275459e+10 0.000000 27.709853 24.387519
8 NaN 1.379192e+10 0.649526 34.077714 28.625729
9 NaN 4.069867e+10 1.956478 15.009469 11.734605
10 NaN 2.892093e+10 0.000000 36.769202 29.946634
11 NaN 2.630592e+10 1.361740 12.894058 10.253905
12 NaN 6.665283e+09 2.591204 14.669252 11.290636
13 NaN 1.817226e+10 1.491742 21.280524 18.475764
14 NaN 1.426621e+10 1.314348 14.330696 11.032902
15 NaN 4.276980e+10 1.493373 24.125491 21.528375
16 NaN 4.276980e+10 1.493373 27.910081 25.707438
17 NaN 2.453246e+10 0.229533 20.479907 17.372743
18 NaN 3.335126e+10 1.791371 24.007925 21.698816
19 NaN 1.121949e+11 2.930403 29.889630 25.278764
20 NaN 1.292681e+11 0.000000 31.489198 28.947184
21 NaN 1.007153e+11 2.543882 23.940982 21.804498
22 NaN 1.645882e+10 0.000000 25.618411 23.866875
23 NaN 1.042338e+11 0.000000 21.729828 19.407923
24 NaN 4.890703e+10 3.089144 21.996120 19.630394
25 NaN 3.486774e+10 0.000000 22.046910 19.770773
26 NaN 9.320401e+09 1.528585 11.492335 8.872832
27 NaN 9.320401e+09 1.528585 36.877979 35.626040
28 NaN 6.738546e+10 3.027656 22.510096 20.122654
29 NaN 3.882269e+11 2.262443 20.637477 18.761155
... ... ... ... ... ...
12407 NaN 2.231800e+06 0.000000 73.152742 71.159738
12408 487.00 1.716400e+06 0.000000 95.055123 93.092557
12409 2239.21 2.683040e+06 0.000000 90.182254 88.430108
12410 NaN 7.217600e+07 0.000000 94.103431 92.458632
12411 825.41 3.416150e+05 NaN 75.427780 73.016740
12412 NaN 1.210720e+06 NaN 71.303738 69.468581
12413 NaN 4.962320e+07 0.000000 72.874030 68.593778
12414 123665.37 2.454335e+07 0.000000 104.384943 102.875436
12415 NaN 5.030700e+03 0.000000 32.142417 25.962268
12416 39625.44 2.209900e+07 0.000000 113.809014 112.584070
12417 840.40 1.669360e+06 0.000000 185.596250 184.389475
12418 81002.95 6.282320e+07 2.827141 29.047822 25.504358
12419 15791.90 2.431770e+06 NaN 154.352239 153.510259
12420 25.82 2.224200e+05 0.000000 60.473856 58.015801
12421 827.04 1.112200e+06 0.000000 127.851357 126.460218
12422 NaN 1.312212e+07 0.000000 82.142860 80.156350
12423 2894712.90 3.690667e+10 4.516496 19.666680 17.116450
12424 NaN 1.591600e+05 0.000000 46.756507 38.131593
12425 5700.46 2.609040e+06 0.000000 86.271094 84.462863
12426 NaN 1.142370e+07 0.000000 57.884777 54.620240
12427 45259.71 1.558116e+06 NaN 86.961455 84.944874
12428 90225.25 3.271026e+07 NaN 89.160780 86.304420
12429 NaN 3.642500e+05 0.000000 58.382662 56.506218
12430 NaN 9.311182e+06 0.000000 88.136277 84.235106
12431 4440.59 1.939050e+07 0.000000 81.950028 80.267865
12432 4443.54 5.617980e+06 NaN 82.017233 80.035544
12433 NaN 3.367200e+05 NaN 27.631604 22.416979
12434 22668.43 3.182431e+06 0.000000 184.559034 183.296715
12435 1973010.57 1.040149e+09 0.516129 39.648273 30.718068
12436 2223016.24 3.038522e+08 NaN 22.332103 14.371981
HistBeta PredBeta DataDate
0 -0.001091 0.089759 20041223
1 -0.000249 0.046801 20041223
2 0.043231 0.129183 20041223
3 0.002296 0.178941 20041223
4 0.065847 0.164213 20041223
5 0.400517 0.619598 20041223
6 0.002289 -0.012744 20041223
7 -0.058703 0.036695 20041223
8 0.242674 0.575839 20041223
9 -0.039574 -0.042541 20041223
10 0.144915 0.477503 20041223
11 0.046262 0.138731 20041223
12 -0.000249 0.043387 20041223
13 0.015579 0.099484 20041223
14 -0.000249 0.021854 20041223
15 0.097948 0.181816 20041223
16 0.192875 0.348893 20041223
17 0.751425 0.831954 20041223
18 0.284640 0.440814 20041223
19 0.032222 0.136008 20041223
20 0.237154 0.389714 20041223
21 0.154623 0.254204 20041223
22 0.099924 0.262409 20041223
23 0.058706 0.254592 20041223
24 0.333923 0.491439 20041223
25 0.124030 0.270216 20041223
26 0.001903 0.141329 20041223
27 0.293402 0.573415 20041223
28 0.641812 0.716425 20041223
29 0.367409 0.466082 20041223
... ... ... ...
12407 0.725683 1.077166 20041223
12408 0.868435 1.093954 20041223
12409 0.636654 1.012319 20041223
12410 0.896954 1.126726 20041223
12411 1.003525 1.311318 20041223
12412 0.450507 0.609827 20041223
12413 0.750545 1.175274 20041223
12414 0.841951 1.026360 20041223
12415 0.830074 1.157027 20041223
12416 0.836884 1.072433 20041223
12417 1.235605 1.418209 20041223
12418 0.003261 0.082151 20041223
12419 0.515924 0.757962 20041223
12420 0.586913 0.868977 20041223
12421 0.817366 1.142963 20041223
12422 0.787208 1.075252 20041223
12423 0.199875 0.197085 20041223
12424 1.255610 1.346091 20041223
12425 0.646886 0.934556 20041223
12426 0.640388 0.929746 20041223
12427 0.967791 1.303441 20041223
12428 1.320871 1.563569 20041223
12429 0.283407 0.580951 20041223
12430 1.026698 1.345351 20041223
12431 0.630443 0.873726 20041223
12432 0.719907 0.984833 20041223
12433 0.714881 1.028149 20041223
12434 1.123116 1.415097 20041223
12435 1.328504 1.396650 20041223
12436 0.114980 0.155453 20041223
[12437 rows x 92 columns],
'20041227': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.235 0.000 0.0
1 USA0011 -0.312 0.000 0.0
2 USA0031 -1.516 0.000 0.0
3 USA0062 -0.322 0.428 0.0
4 USA00E2 -0.165 0.000 0.0
5 USA00F1 -0.054 0.000 0.0
6 USA00G2 -0.407 0.000 0.0
7 USA00H1 -0.105 0.000 0.0
8 USA00I1 -0.099 0.000 0.0
9 USA00J1 0.226 0.000 0.0
10 USA00K1 -0.433 0.000 0.0
11 USA00P1 -0.086 0.000 0.0
12 USA00R1 -0.623 0.000 0.0
13 USA00S1 1.622 0.000 0.0
14 USA00V1 -0.435 0.000 0.0
15 USA0131 -0.608 1.000 0.0
16 USA0161 0.103 1.000 0.0
17 USA01I1 0.201 0.000 0.0
18 USA01J2 -0.416 0.000 0.0
19 USA01L1 -1.522 0.000 0.0
20 USA01P1 1.591 0.000 0.0
21 USA01Q1 0.604 0.000 0.0
22 USA0202 0.031 0.000 0.0
23 USA0231 -0.198 0.000 0.0
24 USA0281 0.128 0.000 0.0
25 USA0291 -2.349 0.000 0.0
26 USA02A1 -0.170 0.000 0.0
27 USA02B1 0.335 0.000 0.0
28 USA02H1 0.037 0.000 0.0
29 USA02P1 0.828 0.142 0.0
... ... ... ... ...
12406 USAZY61 -0.564 0.000 0.0
12407 USAZY71 2.818 0.000 0.0
12408 USAZYI1 0.267 0.000 0.0
12409 USAZYJ1 2.818 0.000 0.0
12410 USAZYK1 2.818 0.000 0.0
12411 USAZYM1 -0.201 0.000 0.0
12412 USAZYO1 -2.627 0.000 0.0
12413 USAZYR1 2.818 0.000 0.0
12414 USAZYS1 2.818 0.000 0.0
12415 USAZYT1 -2.843 0.000 0.0
12416 USAZYV1 2.818 0.000 0.0
12417 USAZYX1 -0.305 0.000 0.0
12418 USAZZ41 2.818 0.000 0.0
12419 USAZZ51 0.253 0.000 0.0
12420 USAZZ61 0.085 0.000 0.0
12421 USAZZ71 -2.564 0.000 0.0
12422 USAZZ81 0.293 0.000 0.0
12423 USAZZ91 -1.901 0.000 0.0
12424 USAZZA1 2.818 0.000 0.0
12425 USAZZB1 -0.238 0.000 0.0
12426 USAZZD1 -0.624 0.000 0.0
12427 USAZZF1 0.231 0.000 0.0
12428 USAZZI1 0.505 0.000 0.0
12429 USAZZJ1 -2.843 0.000 0.0
12430 USAZZL1 2.814 0.000 0.0
12431 USAZZP1 0.235 0.000 0.0
12432 USAZZR1 0.057 0.000 0.0
12433 USAZZX1 2.818 0.000 0.0
12434 USAZZY1 -0.507 0.000 0.0
12435 USAZZZ1 -0.670 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.285 0.00 ... NaN NaN
1 -2.283 0.00 ... NaN NaN
2 -2.227 0.00 ... NaN 500.0
3 -2.276 0.00 ... NaN NaN
4 -2.133 0.00 ... NaN 1000.0
5 -1.381 0.00 ... NaN 5.0
6 -2.276 0.00 ... NaN NaN
7 -2.411 0.00 ... NaN NaN
8 -1.738 0.00 ... NaN NaN
9 -2.371 0.86 ... NaN 29000.0
10 -1.957 0.00 ... NaN NaN
11 -2.178 0.00 ... NaN NaN
12 -2.283 0.00 ... NaN NaN
13 -2.188 0.00 ... NaN 331.0
14 -2.283 0.00 ... NaN NaN
15 -2.060 0.00 ... NaN NaN
16 -1.829 0.00 ... NaN 420.0
17 -0.592 0.00 ... NaN 45651.0
18 -1.638 0.00 ... NaN NaN
19 -2.207 0.00 ... NaN NaN
20 -1.701 0.00 ... NaN 2000.0
21 -1.937 1.00 ... NaN NaN
22 -2.057 0.00 ... NaN NaN
23 -2.147 0.00 ... NaN 1150.0
24 -1.528 0.00 ... NaN NaN
25 -2.172 0.00 ... NaN 3200.0
26 -2.278 0.00 ... NaN NaN
27 -1.618 0.00 ... NaN 490.0
28 -0.832 0.00 ... NaN 2310.0
29 -1.425 0.00 ... NaN 4000.0
... ... ... ... ... ...
12406 -0.645 0.00 ... NaN NaN
12407 -0.032 0.00 ... NaN 800.0
12408 -0.848 0.00 ... NaN NaN
12409 -0.212 0.00 ... NaN 11500.0
12410 0.090 0.00 ... NaN 1014560.0
12411 -1.275 0.00 ... NaN NaN
12412 -0.608 0.00 ... NaN 500.0
12413 -0.296 0.00 ... NaN 425420.0
12414 0.189 0.00 ... NaN 417.0
12415 -0.431 0.00 ... NaN 12050.0
12416 0.568 0.00 ... NaN 57868.0
12417 -2.274 0.00 ... NaN 200.0
12418 -0.978 0.00 ... NaN 167473.0
12419 -0.962 0.00 ... NaN NaN
12420 -0.439 0.00 ... NaN 1544143.0
12421 -0.614 0.00 ... NaN 1000.0
12422 -1.833 1.00 ... NaN 49000.0
12423 0.572 0.00 ... NaN NaN
12424 -0.687 0.00 ... NaN 8000.0
12425 -0.824 0.00 ... NaN NaN
12426 -0.095 0.00 ... NaN 8133300.0
12427 0.705 0.00 ... NaN 14575.0
12428 -1.655 1.00 ... NaN 1212.0
12429 0.023 0.00 ... NaN 0.0
12430 -0.754 0.00 ... NaN 2150.0
12431 -0.669 1.00 ... NaN 10000.0
12432 -0.671 0.00 ... NaN NaN
12433 0.337 0.00 ... NaN 123400.0
12434 0.762 0.00 ... NaN 69200.0
12435 -1.956 0.00 ... NaN 63900.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.233656e+10 0.147189 12.880280 9.549131
1 NaN 8.597325e+09 0.000000 16.763135 12.982898
2 NaN 7.182883e+10 2.478551 25.095358 21.958826
3 NaN 3.069532e+10 2.122842 18.814135 17.210165
4 NaN 5.634009e+10 2.307499 25.075353 21.809923
5 NaN 1.713865e+11 0.473560 26.453092 24.332890
6 NaN 1.549694e+10 5.191257 16.332878 12.053165
7 NaN 8.199348e+10 0.000000 26.489737 23.161341
8 NaN 1.365192e+10 0.649526 32.794230 27.183731
9 NaN 4.045036e+10 1.956478 14.496384 11.139920
10 NaN 2.854731e+10 0.000000 35.448337 28.470324
11 NaN 2.592147e+10 1.361740 12.420187 9.742460
12 NaN 6.656446e+09 2.591204 14.194185 10.789022
13 NaN 1.820536e+10 1.491742 20.579932 17.722954
14 NaN 1.420357e+10 1.314348 13.862634 10.531914
15 NaN 4.246619e+10 1.493373 23.208686 20.512035
16 NaN 4.246619e+10 1.493373 26.699659 24.411671
17 NaN 2.445929e+10 0.229533 19.905123 16.489727
18 NaN 3.293655e+10 1.791371 22.979887 20.608376
19 NaN 1.107890e+11 2.930403 29.062717 24.239227
20 NaN 1.282712e+11 0.000000 30.291750 27.583726
21 NaN 1.010550e+11 2.543882 22.939489 20.715857
22 NaN 1.654244e+10 0.000000 24.458288 22.612963
23 NaN 1.042088e+11 0.000000 20.829995 18.428927
24 NaN 4.882720e+10 3.089144 21.084371 18.635395
25 NaN 3.443490e+10 0.000000 27.164608 25.091295
26 NaN 9.168500e+09 1.528585 11.190075 8.471183
27 NaN 9.168500e+09 1.528585 35.248955 33.877956
28 NaN 6.748225e+10 3.027656 21.676802 19.072787
29 NaN 3.861152e+11 2.262443 19.939602 17.894463
... ... ... ... ... ...
12406 NaN 2.231800e+06 0.000000 70.316999 68.172599
12407 504.60 7.356000e+05 0.000000 99.431375 97.348846
12408 NaN 2.683040e+06 0.000000 84.048226 82.045284
12409 1936.53 6.856720e+07 0.000000 90.681496 88.777855
12410 912.25 6.832300e+04 NaN 73.832261 70.908586
12411 NaN 1.210720e+06 NaN 67.085260 65.177035
12412 2259.48 5.075100e+07 0.000000 70.059290 65.615048
12413 138853.96 2.265540e+07 0.000000 100.336204 98.601353
12414 NaN 5.030700e+01 0.000000 48.764130 43.952370
12415 39655.37 2.310350e+07 0.000000 108.726998 107.422249
12416 946.71 1.430880e+06 0.000000 177.829197 176.448422
12417 84432.60 6.282320e+07 2.827141 27.806865 24.250386
12418 16488.72 1.989630e+06 NaN 148.649858 147.680568
12419 NaN 2.224200e+05 0.000000 57.814152 55.118745
12420 1005.19 1.112200e+06 0.000000 122.164819 120.676959
12421 14.29 1.789380e+07 0.000000 79.327637 77.267978
12422 2880208.60 3.743853e+10 4.516496 18.658475 15.921491
12423 NaN 1.591600e+05 0.000000 45.679591 36.576876
12424 5669.53 2.174200e+06 0.000000 80.058952 77.829311
12425 NaN 1.142370e+07 0.000000 55.615598 52.159369
12426 46454.74 1.558116e+06 NaN 82.842301 80.678624
12427 87440.26 3.252227e+07 NaN 86.473682 83.321988
12428 352.37 3.642500e+05 0.000000 55.574166 53.625804
12429 NaN 9.427769e+06 0.000000 84.373298 80.279367
12430 4863.98 1.783926e+07 0.000000 78.895348 77.045091
12431 4236.94 5.617980e+06 NaN 78.468208 76.358889
12432 NaN 3.367200e+05 NaN 26.932771 21.305845
12433 21754.39 2.633736e+06 0.000000 177.354733 175.852966
12434 2103663.25 1.023737e+09 0.516129 38.631286 29.157538
12435 2266076.25 2.977275e+08 NaN 22.079232 13.983544
HistBeta PredBeta DataDate
0 -0.001038 0.077966 20041227
1 -0.000214 0.038424 20041227
2 0.024519 0.081252 20041227
3 0.002906 0.171687 20041227
4 0.065915 0.153404 20041227
5 0.397646 0.613611 20041227
6 0.002620 -0.016255 20041227
7 -0.056840 0.030970 20041227
8 0.240226 0.579451 20041227
9 -0.039037 -0.037752 20041227
10 0.143396 0.473865 20041227
11 0.045988 0.137027 20041227
12 -0.000214 0.033370 20041227
13 0.041704 0.152583 20041227
14 -0.000214 0.012414 20041227
15 0.098294 0.173165 20041227
16 0.199897 0.353819 20041227
17 0.746006 0.824193 20041227
18 0.284425 0.429114 20041227
19 0.033319 0.096463 20041227
20 0.256700 0.429022 20041227
21 0.152298 0.259595 20041227
22 0.099286 0.259962 20041227
23 0.059709 0.228800 20041227
24 0.332901 0.486366 20041227
25 0.048811 0.246246 20041227
26 0.002075 0.140476 20041227
27 0.293023 0.572759 20041227
28 0.639987 0.711896 20041227
29 0.378423 0.483833 20041227
... ... ... ...
12406 0.722440 1.057758 20041227
12407 0.992876 1.184407 20041227
12408 0.632925 1.031373 20041227
12409 0.913752 1.190343 20041227
12410 1.046670 1.438224 20041227
12411 0.444630 0.601343 20041227
12412 0.738932 1.118148 20041227
12413 0.876613 1.090889 20041227
12414 1.090606 1.411753 20041227
12415 0.817125 1.054968 20041227
12416 1.257627 1.504621 20041227
12417 0.003508 0.069240 20041227
12418 0.575625 0.871733 20041227
12419 0.582466 0.949137 20041227
12420 0.813340 1.122889 20041227
12421 0.736099 0.986538 20041227
12422 0.198426 0.205453 20041227
12423 1.259297 1.296088 20041227
12424 0.703872 1.107847 20041227
12425 0.643645 0.922915 20041227
12426 0.965344 1.274949 20041227
12427 1.318172 1.592180 20041227
12428 0.277049 0.568422 20041227
12429 1.017163 1.248247 20041227
12430 0.674611 0.925227 20041227
12431 0.711947 0.975606 20041227
12432 0.710992 1.018789 20041227
12433 1.155917 1.494515 20041227
12434 1.343297 1.395182 20041227
12435 0.144095 0.171884 20041227
[12436 rows x 92 columns],
'20041228': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.416 0.000 0.0
1 USA0011 -0.006 0.000 0.0
2 USA0031 0.164 0.000 0.0
3 USA0062 -0.111 0.428 0.0
4 USA00E2 0.353 0.000 0.0
5 USA00F1 0.161 0.000 0.0
6 USA00G2 -0.302 0.000 0.0
7 USA00H1 0.650 0.000 0.0
8 USA00I1 -0.500 0.000 0.0
9 USA00J1 0.237 0.000 0.0
10 USA00K1 -0.223 0.000 0.0
11 USA00P1 0.361 0.000 0.0
12 USA00R1 0.732 0.000 0.0
13 USA00S1 0.360 0.000 0.0
14 USA00V1 0.235 0.000 0.0
15 USA0131 0.038 1.000 0.0
16 USA0161 -0.095 1.000 0.0
17 USA01I1 0.286 0.000 0.0
18 USA01J2 1.317 0.000 0.0
19 USA01L1 0.144 0.000 0.0
20 USA01P1 -1.079 0.000 0.0
21 USA01Q1 -0.020 0.000 0.0
22 USA0202 -0.732 0.000 0.0
23 USA0231 0.020 0.000 0.0
24 USA0281 -0.055 0.000 0.0
25 USA0291 -0.591 0.000 0.0
26 USA02A1 -0.199 0.000 0.0
27 USA02B1 -0.470 0.000 0.0
28 USA02H1 0.220 0.000 0.0
29 USA02P1 0.321 0.142 0.0
... ... ... ... ...
12405 USAZY61 1.368 0.000 0.0
12406 USAZY71 1.240 0.000 0.0
12407 USAZYI1 -2.810 0.000 0.0
12408 USAZYJ1 2.792 0.000 0.0
12409 USAZYK1 1.166 0.000 0.0
12410 USAZYM1 0.406 0.000 0.0
12411 USAZYO1 1.891 0.000 0.0
12412 USAZYR1 1.325 0.000 0.0
12413 USAZYS1 0.489 0.000 0.0
12414 USAZYT1 1.558 0.000 0.0
12415 USAZYV1 0.759 0.000 0.0
12416 USAZYX1 0.347 0.000 0.0
12417 USAZZ41 0.592 0.000 0.0
12418 USAZZ51 0.600 0.000 0.0
12419 USAZZ61 0.466 0.000 0.0
12420 USAZZ71 1.044 0.000 0.0
12421 USAZZ81 -0.704 0.000 0.0
12422 USAZZ91 1.024 0.000 0.0
12423 USAZZA1 -2.810 0.000 0.0
12424 USAZZB1 0.161 0.000 0.0
12425 USAZZD1 1.563 0.000 0.0
12426 USAZZF1 0.551 0.000 0.0
12427 USAZZI1 0.076 0.000 0.0
12428 USAZZJ1 1.870 0.000 0.0
12429 USAZZL1 2.712 0.000 0.0
12430 USAZZP1 0.707 0.000 0.0
12431 USAZZR1 0.961 0.000 0.0
12432 USAZZX1 -1.778 0.000 0.0
12433 USAZZY1 1.470 0.000 0.0
12434 USAZZZ1 -1.621 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.285 0.00 ... NaN NaN
1 -2.283 0.00 ... NaN NaN
2 -2.232 0.00 ... NaN 500.0
3 -2.279 0.00 ... NaN NaN
4 -2.139 0.00 ... NaN 1000.0
5 -1.393 0.00 ... NaN 5.0
6 -2.278 0.00 ... NaN 2088.0
7 -2.416 0.00 ... NaN NaN
8 -1.748 0.00 ... NaN NaN
9 -2.371 0.86 ... NaN 29000.0
10 -1.964 0.00 ... NaN NaN
11 -2.180 0.00 ... NaN NaN
12 -2.283 0.00 ... NaN NaN
13 -2.188 0.00 ... NaN NaN
14 -2.283 0.00 ... NaN NaN
15 -2.068 0.00 ... NaN NaN
16 -1.841 0.00 ... NaN 860.0
17 -0.604 0.00 ... NaN 45651.0
18 -1.654 0.00 ... NaN NaN
19 -2.214 0.00 ... NaN NaN
20 -1.709 0.00 ... NaN NaN
21 -1.941 1.00 ... NaN NaN
22 -2.065 0.00 ... NaN NaN
23 -2.154 0.00 ... NaN 1150.0
24 -1.543 0.00 ... NaN NaN
25 -2.181 0.00 ... NaN NaN
26 -2.278 0.00 ... NaN NaN
27 -1.627 0.00 ... NaN NaN
28 -0.846 0.00 ... NaN 2310.0
29 -1.441 0.00 ... NaN 4000.0
... ... ... ... ... ...
12405 -0.649 0.00 ... NaN NaN
12406 -0.036 0.00 ... NaN 61550.0
12407 -0.698 0.00 ... NaN 45500.0
12408 -0.284 0.00 ... NaN 600.0
12409 0.094 0.00 ... NaN NaN
12410 -1.291 0.00 ... NaN NaN
12411 -0.741 0.00 ... NaN 44879.0
12412 -0.307 0.00 ... NaN 39800.0
12413 0.195 0.00 ... NaN NaN
12414 -0.436 0.00 ... NaN 1425.0
12415 0.573 0.00 ... NaN 8650.0
12416 -2.278 0.00 ... NaN NaN
12417 -0.985 0.00 ... NaN 109300.0
12418 -0.974 0.00 ... NaN NaN
12419 -0.445 0.00 ... NaN 415020.0
12420 -0.629 0.00 ... NaN NaN
12421 -1.812 1.00 ... NaN 27700.0
12422 0.576 0.00 ... NaN NaN
12423 -0.605 0.00 ... NaN 600.0
12424 -0.853 0.00 ... NaN NaN
12425 -0.097 0.00 ... NaN 1182675.0
12426 0.688 0.00 ... NaN NaN
12427 -1.669 1.00 ... NaN NaN
12428 0.006 0.00 ... NaN 0.0
12429 -0.761 0.00 ... NaN 1500.0
12430 -0.684 1.00 ... NaN 22250.0
12431 -0.680 0.00 ... NaN NaN
12432 0.422 0.00 ... NaN 682300.0
12433 0.765 0.00 ... NaN 44000.0
12434 -1.846 0.00 ... NaN 62700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.279859e+10 0.147189 12.388706 9.035872
1 NaN 8.694287e+09 0.000000 16.014802 12.256261
2 NaN 7.237524e+10 2.478551 23.791803 20.709806
3 NaN 3.100476e+10 2.122842 17.860933 16.242889
4 NaN 5.694031e+10 2.307499 23.858891 20.550569
5 NaN 1.718559e+11 0.473560 25.114783 22.949111
6 NaN 1.541747e+10 5.191257 15.660129 11.402246
7 NaN 8.333510e+10 0.000000 25.301561 21.933522
8 NaN 1.370867e+10 0.649526 31.252392 25.636338
9 NaN 4.067464e+10 1.956478 13.891987 10.522972
10 NaN 2.873412e+10 0.000000 33.861772 26.839431
11 NaN 2.606709e+10 1.361740 11.935340 9.226066
12 NaN 6.666388e+09 2.591204 13.697472 10.241082
13 NaN 1.834722e+10 1.491742 19.612697 16.750182
14 NaN 1.431882e+10 1.314348 13.268317 9.954925
15 NaN 4.254608e+10 1.493373 22.054682 19.350495
16 NaN 4.254608e+10 1.493373 25.337510 23.021065
17 NaN 2.479069e+10 0.229533 19.020508 15.563166
18 NaN 3.374883e+10 1.791371 22.129297 19.595467
19 NaN 1.117050e+11 2.930403 27.693557 22.858980
20 NaN 1.281383e+11 0.000000 28.787750 26.037534
21 NaN 1.015402e+11 2.543882 21.798113 19.542895
22 NaN 1.630552e+10 0.000000 23.223592 21.361587
23 NaN 1.048579e+11 0.000000 19.814360 17.389192
24 NaN 4.904674e+10 3.089144 20.059106 17.581781
25 NaN 3.467537e+10 0.000000 25.840597 23.757579
26 NaN 9.179965e+09 1.528585 10.715524 8.012291
27 NaN 9.179965e+09 1.528585 33.383048 32.005817
28 NaN 6.759839e+10 3.027656 20.631418 17.982457
29 NaN 3.873822e+11 2.262443 18.964726 16.897154
... ... ... ... ... ...
12405 NaN 2.231800e+06 0.000000 64.594168 62.182651
12406 565.59 7.356000e+05 0.000000 87.761747 85.411118
12407 2628.99 3.186110e+06 0.000000 81.502395 79.421036
12408 1897.59 6.495840e+07 0.000000 84.828099 82.869360
12409 NaN 6.832300e+04 NaN 69.996636 67.117170
12410 NaN 1.210720e+06 NaN 63.144581 61.201645
12411 2972.75 4.511200e+07 0.000000 67.144744 62.790530
12412 133627.87 2.265540e+07 0.000000 94.751190 93.030410
12413 NaN 5.030700e+01 0.000000 46.592556 41.352952
12414 37882.65 2.310350e+07 0.000000 102.629048 101.296079
12415 915.47 1.430880e+06 0.000000 167.668779 166.259921
12416 NaN 6.282320e+07 2.827141 26.528397 22.905069
12417 15962.80 1.989630e+06 NaN 140.187886 139.186032
12418 NaN 2.224200e+05 0.000000 54.766409 51.999919
12419 997.22 1.112200e+06 0.000000 113.661686 112.106422
12420 NaN 1.789380e+07 0.000000 76.579536 74.525953
12421 2792022.67 3.734658e+10 4.516496 17.812647 15.044775
12422 NaN 1.591600e+05 0.000000 43.716648 34.523751
12423 5417.83 2.391620e+06 0.000000 76.999283 74.836996
12424 NaN 1.142370e+07 0.000000 52.273216 48.717304
12425 44504.43 1.558116e+06 NaN 78.896234 76.629551
12426 NaN 3.252227e+07 NaN 81.571906 78.340103
12427 NaN 3.642500e+05 0.000000 52.782074 50.786668
12428 NaN 9.432627e+06 0.000000 79.980036 75.727648
12429 4782.66 1.766690e+07 0.000000 74.811810 72.796948
12430 4407.52 5.617980e+06 NaN 73.784157 71.666617
12431 NaN 3.367200e+05 NaN 26.013891 20.283506
12432 21633.93 3.072692e+06 0.000000 167.490099 165.992380
12433 2077826.90 1.037362e+09 0.516129 37.360353 27.613995
12434 2241225.00 3.062340e+08 NaN 21.621991 13.535514
HistBeta PredBeta DataDate
0 -0.001084 0.074234 20041228
1 -0.000255 0.053198 20041228
2 0.022273 0.096934 20041228
3 0.001588 0.173855 20041228
4 0.063436 0.160491 20041228
5 0.392421 0.615515 20041228
6 0.002076 -0.009708 20041228
7 -0.059028 0.053573 20041228
8 0.235886 0.562633 20041228
9 -0.038958 -0.029613 20041228
10 0.140794 0.472403 20041228
11 0.045308 0.150190 20041228
12 -0.000254 0.057899 20041228
13 0.041832 0.149048 20041228
14 -0.000255 0.032196 20041228
15 0.094867 0.180000 20041228
16 0.195027 0.346498 20041228
17 0.740740 0.820969 20041228
18 0.277384 0.455866 20041228
19 0.030361 0.106360 20041228
20 0.253152 0.391642 20041228
21 0.150862 0.255727 20041228
22 0.096228 0.243747 20041228
23 0.056761 0.238420 20041228
24 0.326614 0.484210 20041228
25 0.044840 0.210627 20041228
26 0.001792 0.147466 20041228
27 0.289539 0.553546 20041228
28 0.634086 0.707689 20041228
29 0.371236 0.478023 20041228
... ... ... ...
12405 0.720825 1.102581 20041228
12406 0.991655 1.274039 20041228
12407 0.699177 1.037922 20041228
12408 0.881968 1.168922 20041228
12409 1.048960 1.413085 20041228
12410 0.437439 0.610353 20041228
12411 0.680182 1.111355 20041228
12412 0.871764 1.105999 20041228
12413 1.093396 1.479972 20041228
12414 0.815151 1.078774 20041228
12415 1.260549 1.516886 20041228
12416 0.001883 0.084281 20041228
12417 0.572781 0.871884 20041228
12418 0.577690 0.953444 20041228
12419 0.811087 1.126855 20041228
12420 0.729832 0.972869 20041228
12421 0.207847 0.197780 20041228
12422 1.261630 1.341945 20041228
12423 0.740246 1.047471 20041228
12424 0.630782 0.918290 20041228
12425 0.964612 1.299868 20041228
12426 1.311135 1.585956 20041228
12427 0.270623 0.558006 20041228
12428 1.010191 1.296097 20041228
12429 0.671522 0.986612 20041228
12430 0.705628 0.977709 20041228
12431 0.707439 1.030362 20041228
12432 1.193624 1.464714 20041228
12433 1.345153 1.431251 20041228
12434 0.192574 0.204547 20041228
[12435 rows x 92 columns],
'20041229': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 0.492 0.000 0.0
1 USA0011 0.525 0.000 0.0
2 USA0031 0.068 0.000 0.0
3 USA0062 -0.604 0.428 0.0
4 USA00E2 0.079 0.000 0.0
5 USA00F1 0.312 0.000 0.0
6 USA00G2 -0.063 0.000 0.0
7 USA00H1 0.150 0.000 0.0
8 USA00I1 2.801 0.000 0.0
9 USA00J1 -0.170 0.000 0.0
10 USA00K1 1.302 0.000 0.0
11 USA00P1 0.221 0.000 0.0
12 USA00R1 0.630 0.000 0.0
13 USA00S1 -0.890 0.000 0.0
14 USA00V1 0.171 0.000 0.0
15 USA0131 -1.848 1.000 0.0
16 USA0161 -0.264 1.000 0.0
17 USA01I1 0.309 0.000 0.0
18 USA01J2 0.113 0.000 0.0
19 USA01L1 0.594 0.000 0.0
20 USA01P1 -0.977 0.000 0.0
21 USA01Q1 -1.195 0.000 0.0
22 USA0202 0.068 0.000 0.0
23 USA0231 -2.093 0.000 0.0
24 USA0281 -0.093 0.000 0.0
25 USA0291 0.806 0.000 0.0
26 USA02A1 0.767 0.000 0.0
27 USA02B1 0.677 0.000 0.0
28 USA02H1 0.053 0.000 0.0
29 USA02P1 -0.043 0.142 0.0
... ... ... ... ...
12402 USAZY61 2.258 0.000 0.0
12403 USAZY71 -1.010 0.000 0.0
12404 USAZYI1 -0.177 0.000 0.0
12405 USAZYJ1 -0.895 0.000 0.0
12406 USAZYK1 -0.097 0.000 0.0
12407 USAZYM1 -0.430 0.000 0.0
12408 USAZYO1 2.801 0.000 0.0
12409 USAZYR1 2.349 0.000 0.0
12410 USAZYS1 -0.034 0.000 0.0
12411 USAZYT1 -2.786 0.000 0.0
12412 USAZYV1 -0.267 0.000 0.0
12413 USAZYX1 -0.531 0.000 0.0
12414 USAZZ41 2.631 0.000 0.0
12415 USAZZ51 -0.336 0.000 0.0
12416 USAZZ61 -0.033 0.000 0.0
12417 USAZZ71 -0.746 0.000 0.0
12418 USAZZ81 -0.033 0.000 0.0
12419 USAZZ91 0.152 0.000 0.0
12420 USAZZA1 -2.786 0.000 0.0
12421 USAZZB1 -0.230 0.000 0.0
12422 USAZZD1 0.283 0.000 0.0
12423 USAZZF1 -2.786 0.000 0.0
12424 USAZZI1 -0.572 0.000 0.0
12425 USAZZJ1 -2.786 0.000 0.0
12426 USAZZL1 2.801 0.000 0.0
12427 USAZZP1 -2.786 0.000 0.0
12428 USAZZR1 -0.247 0.000 0.0
12429 USAZZX1 -2.786 0.000 0.0
12430 USAZZY1 0.760 0.000 0.0
12431 USAZZZ1 1.312 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.284 0.00 ... NaN NaN
1 -2.282 0.00 ... NaN NaN
2 -2.234 0.00 ... NaN 500.0
3 -2.280 0.00 ... NaN NaN
4 -2.137 0.00 ... NaN 1000.0
5 -1.392 0.00 ... NaN 5.0
6 -2.277 0.00 ... NaN NaN
7 -2.415 0.00 ... NaN NaN
8 -1.679 0.00 ... NaN 543.0
9 -2.370 0.86 ... NaN 29000.0
10 -1.962 0.00 ... NaN NaN
11 -2.179 0.00 ... NaN NaN
12 -2.282 0.00 ... NaN NaN
13 -2.195 0.00 ... NaN 3691.0
14 -2.282 0.00 ... NaN NaN
15 -2.067 0.00 ... NaN NaN
16 -1.833 0.00 ... NaN 800.0
17 -0.603 0.00 ... NaN 45651.0
18 -1.651 0.00 ... NaN NaN
19 -2.212 0.00 ... NaN NaN
20 -1.713 0.00 ... NaN 3930.0
21 -1.944 1.00 ... NaN 750.0
22 -2.064 0.00 ... NaN NaN
23 -2.131 0.00 ... NaN 995.0
24 -1.540 0.00 ... NaN NaN
25 -2.180 0.00 ... NaN NaN
26 -2.277 0.00 ... NaN NaN
27 -1.635 0.00 ... NaN NaN
28 -0.848 0.00 ... NaN 2310.0
29 -1.440 0.00 ... NaN 4000.0
... ... ... ... ... ...
12402 -0.617 0.00 ... NaN 115700.0
12403 -0.007 0.00 ... NaN 2600.0
12404 -0.700 0.00 ... NaN NaN
12405 -0.270 0.00 ... NaN 1999.0
12406 0.084 0.00 ... NaN 54800.0
12407 -1.296 0.00 ... NaN NaN
12408 -0.728 0.00 ... NaN 13000.0
12409 -0.292 0.00 ... NaN 41313.0
12410 0.195 0.00 ... NaN 217.0
12411 -0.434 0.00 ... NaN 34600.0
12412 0.589 0.00 ... NaN 2100.0
12413 -2.281 0.00 ... NaN 2500.0
12414 -0.977 0.00 ... NaN 211470.0
12415 -0.976 0.00 ... NaN 1000.0
12416 -0.447 0.00 ... NaN 613900.0
12417 -0.630 0.00 ... NaN NaN
12418 -1.801 1.00 ... NaN 26000.0
12419 0.578 0.00 ... NaN NaN
12420 -0.615 0.00 ... NaN 7100.0
12421 -0.851 0.00 ... NaN NaN
12422 -0.097 0.00 ... NaN 3371879.0
12423 0.684 0.00 ... NaN 81492.0
12424 -1.648 1.00 ... NaN NaN
12425 -0.021 0.00 ... NaN 0.0
12426 -0.751 0.00 ... NaN 500.0
12427 -0.691 1.00 ... NaN 10450.0
12428 -0.681 0.00 ... NaN NaN
12429 0.422 0.00 ... NaN 81260.0
12430 0.771 0.00 ... NaN 22400.0
12431 -1.837 0.00 ... NaN 68700.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.285885e+10 0.147189 11.763740 8.513911
1 NaN 8.694287e+09 0.000000 15.182089 11.527872
2 NaN 7.312459e+10 2.478551 22.497385 19.475987
3 NaN 3.068672e+10 2.122842 17.059504 15.317635
4 NaN 5.678025e+10 2.307499 22.581428 19.334107
5 NaN 1.716212e+11 0.473560 23.700700 21.561791
6 NaN 1.543336e+10 5.191257 14.864125 10.732002
7 NaN 8.354150e+10 0.000000 23.862139 20.584108
8 NaN 1.386381e+10 0.649526 33.416778 28.325866
9 NaN 4.057852e+10 1.956478 13.218736 9.910227
10 NaN 2.892093e+10 0.000000 32.271763 25.302788
11 NaN 2.598554e+10 1.361740 11.328171 8.679898
12 NaN 6.649818e+09 2.591204 13.047486 9.657611
13 NaN 1.832831e+10 1.491742 18.693603 15.847417
14 NaN 1.428876e+10 1.314348 12.606468 9.365148
15 NaN 4.160328e+10 1.493373 21.364839 18.413309
16 NaN 4.160328e+10 1.493373 24.089044 21.662392
17 NaN 2.473474e+10 0.229533 18.050738 14.648585
18 NaN 3.374883e+10 1.791371 20.870399 18.412179
19 NaN 1.127487e+11 2.930403 26.254633 21.522265
20 NaN 1.283377e+11 0.000000 27.204397 24.514963
21 NaN 1.008366e+11 2.543882 20.738573 18.507138
22 NaN 1.616615e+10 0.000000 21.892468 20.076489
23 NaN 1.054072e+11 0.000000 21.279021 19.067300
24 NaN 4.894695e+10 3.089144 19.061897 16.535693
25 NaN 3.520440e+10 0.000000 24.348517 22.310160
26 NaN 9.306071e+09 1.528585 10.227460 7.581095
27 NaN 9.306071e+09 1.528585 31.470838 30.134612
28 NaN 6.812106e+10 3.027656 19.501671 16.913266
29 NaN 3.860096e+11 2.262443 17.919060 15.892370
... ... ... ... ... ...
12402 1058.12 1.785440e+06 0.000000 62.635116 60.245779
12403 565.27 7.356000e+05 0.000000 84.734384 82.466399
12404 NaN 3.186110e+06 0.000000 78.888607 77.068974
12405 2061.15 6.495840e+07 0.000000 78.584528 76.666545
12406 872.32 6.832300e+04 NaN 66.208957 63.449860
12407 NaN 1.210720e+06 NaN 59.396501 57.453565
12408 2946.85 4.060080e+07 0.000000 63.112879 58.565129
12409 125143.10 2.114504e+07 0.000000 89.646809 87.877185
12410 NaN 5.030700e+01 0.000000 44.034598 38.893738
12411 35278.00 2.410800e+07 0.000000 96.679137 95.382264
12412 918.33 1.430880e+06 0.000000 157.559725 156.158293
12413 80148.81 6.308280e+07 2.827141 25.108979 21.562611
12414 16291.38 1.768560e+06 NaN 132.201760 131.159152
12415 27.18 2.224200e+05 0.000000 51.616317 48.914389
12416 1049.06 1.112200e+06 0.000000 105.728853 104.183647
12417 NaN 1.789380e+07 0.000000 72.500269 70.485770
12418 2402134.38 3.725236e+10 4.516496 16.887698 14.168082
12419 NaN 1.591600e+05 0.000000 41.500768 32.477951
12420 4611.96 2.826460e+06 0.000000 73.468044 71.364822
12421 NaN 1.142370e+07 0.000000 49.379327 45.833388
12422 41496.10 1.558116e+06 NaN 73.749374 71.509022
12423 90085.98 3.383820e+07 NaN 77.401716 74.251357
12424 NaN 3.642500e+05 0.000000 50.226131 48.269611
12425 NaN 9.692329e+06 0.000000 75.447834 71.366723
12426 4500.84 1.723600e+07 0.000000 70.617687 68.537704
12427 4349.61 6.350760e+06 NaN 70.222102 68.205753
12428 NaN 3.367200e+05 NaN 24.692281 19.091460
12429 18786.40 3.182431e+06 0.000000 157.389322 155.906696
12430 2004449.57 1.025285e+09 0.516129 35.537695 25.994383
12431 2177205.43 3.024911e+08 NaN 20.746742 12.709118
HistBeta PredBeta DataDate
0 -0.001084 0.091527 20041229
1 -0.000256 0.061799 20041229
2 0.020983 0.095639 20041229
3 0.000485 0.146284 20041229
4 0.063650 0.155505 20041229
5 0.392899 0.620108 20041229
6 0.002165 -0.008849 20041229
7 -0.058837 0.056994 20041229
8 0.265851 0.642545 20041229
9 -0.038984 -0.034720 20041229
10 0.140854 0.497972 20041229
11 0.045329 0.153244 20041229
12 -0.000256 0.063549 20041229
13 0.038380 0.125330 20041229
14 -0.000256 0.033551 20041229
15 0.094660 0.145300 20041229
16 0.198147 0.339964 20041229
17 0.741163 0.821123 20041229
18 0.278335 0.450319 20041229
19 0.030726 0.115034 20041229
20 0.251225 0.381509 20041229
21 0.149138 0.233058 20041229
22 0.096058 0.247173 20041229
23 0.066611 0.250968 20041229
24 0.327321 0.466917 20041229
25 0.044586 0.236539 20041229
26 0.001835 0.161250 20041229
27 0.285329 0.562494 20041229
28 0.633120 0.702708 20041229
29 0.371441 0.471519 20041229
... ... ... ...
12402 0.735235 1.120624 20041229
12403 1.004395 1.240661 20041229
12404 0.698427 0.969815 20041229
12405 0.888234 1.178592 20041229
12406 1.044706 1.386601 20041229
12407 0.435356 0.600293 20041229
12408 0.685931 1.172623 20041229
12409 0.878590 1.146059 20041229
12410 1.093630 1.470292 20041229
12411 0.815731 1.023801 20041229
12412 1.267931 1.516370 20041229
12413 0.000401 0.069558 20041229
12414 0.575914 0.907127 20041229
12415 0.576586 0.935754 20041229
12416 0.810246 1.115552 20041229
12417 0.729271 0.939501 20041229
12418 0.212177 0.204409 20041229
12419 1.263061 1.329781 20041229
12420 0.736095 1.043169 20041229
12421 0.631597 0.927248 20041229
12422 0.964532 1.290663 20041229
12423 1.309598 1.533305 20041229
12424 0.279772 0.552849 20041229
12425 0.998408 1.219124 20041229
12426 0.675771 1.023866 20041229
12427 0.702558 0.916397 20041229
12428 0.707044 1.016782 20041229
12429 1.194133 1.447892 20041229
12430 1.348122 1.434335 20041229
12431 0.196127 0.246721 20041229
[12432 rows x 92 columns],
'20041230': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.015 0.000 0.0
1 USA0011 0.764 0.000 0.0
2 USA0031 -0.437 0.000 0.0
3 USA0062 -0.312 0.428 0.0
4 USA00E2 -0.655 0.000 0.0
5 USA00F1 0.104 0.000 0.0
6 USA00G2 -0.511 0.000 0.0
7 USA00H1 -0.583 0.000 0.0
8 USA00I1 0.332 0.000 0.0
9 USA00J1 -0.186 0.000 0.0
10 USA00K1 0.125 0.000 0.0
11 USA00P1 -0.353 0.000 0.0
12 USA00R1 -0.038 0.000 0.0
13 USA00S1 0.689 0.000 0.0
14 USA00V1 0.117 0.000 0.0
15 USA0131 -0.550 1.000 0.0
16 USA0161 0.478 1.000 0.0
17 USA01I1 0.725 0.000 0.0
18 USA01J2 -0.326 0.000 0.0
19 USA01L1 -0.546 0.000 0.0
20 USA01P1 2.530 0.000 0.0
21 USA01Q1 0.102 0.000 0.0
22 USA0202 0.390 0.000 0.0
23 USA0231 -0.286 0.000 0.0
24 USA0281 0.061 0.000 0.0
25 USA0291 0.172 0.000 0.0
26 USA02A1 0.056 0.000 0.0
27 USA02B1 2.045 0.000 0.0
28 USA02H1 0.071 0.000 0.0
29 USA02P1 -0.235 0.142 0.0
... ... ... ... ...
12401 USAZY61 -2.894 0.000 0.0
12402 USAZY71 -0.742 0.000 0.0
12403 USAZYI1 2.865 0.000 0.0
12404 USAZYJ1 -2.894 0.000 0.0
12405 USAZYK1 0.282 0.000 0.0
12406 USAZYM1 1.225 0.000 0.0
12407 USAZYO1 0.722 0.000 0.0
12408 USAZYR1 -2.894 0.000 0.0
12409 USAZYS1 0.400 0.000 0.0
12410 USAZYT1 -2.567 0.000 0.0
12411 USAZYV1 0.267 0.000 0.0
12412 USAZYX1 -0.200 0.000 0.0
12413 USAZZ41 0.364 0.000 0.0
12414 USAZZ51 -0.202 0.000 0.0
12415 USAZZ61 0.521 0.000 0.0
12416 USAZZ71 -0.451 0.000 0.0
12417 USAZZ81 -0.525 0.000 0.0
12418 USAZZ91 0.244 0.000 0.0
12419 USAZZA1 2.535 0.000 0.0
12420 USAZZB1 -0.250 0.000 0.0
12421 USAZZD1 0.196 0.000 0.0
12422 USAZZF1 -0.266 0.000 0.0
12423 USAZZI1 0.127 0.000 0.0
12424 USAZZJ1 2.013 0.000 0.0
12425 USAZZL1 0.094 0.000 0.0
12426 USAZZP1 2.721 0.000 0.0
12427 USAZZR1 -0.300 0.000 0.0
12428 USAZZX1 -2.894 0.000 0.0
12429 USAZZY1 -0.125 0.000 0.0
12430 USAZZZ1 -2.561 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12401 0.0 0.0 0.0 0.000
12402 0.0 0.0 0.0 0.000
12403 0.0 0.0 0.0 0.000
12404 0.0 0.0 0.0 0.000
12405 0.0 0.0 0.0 0.000
12406 0.0 0.0 0.0 0.000
12407 0.0 0.0 0.0 0.000
12408 0.0 0.0 0.0 0.000
12409 0.0 0.0 0.0 0.000
12410 0.0 0.0 0.0 0.000
12411 0.0 0.0 0.0 0.000
12412 0.0 0.0 0.0 0.000
12413 0.0 0.0 0.0 0.000
12414 0.0 0.0 0.0 0.000
12415 0.0 0.0 0.0 0.000
12416 0.0 0.0 0.0 0.000
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.285 0.00 ... NaN NaN
1 -2.283 0.00 ... NaN NaN
2 -2.234 0.00 ... NaN 500.0
3 -2.281 0.00 ... NaN NaN
4 -2.138 0.00 ... NaN 1000.0
5 -1.392 0.00 ... NaN 5.0
6 -2.277 0.00 ... NaN NaN
7 -2.415 0.00 ... NaN NaN
8 -1.680 0.00 ... NaN NaN
9 -2.371 0.86 ... NaN 29000.0
10 -1.963 0.00 ... NaN NaN
11 -2.180 0.00 ... NaN NaN
12 -2.283 0.00 ... NaN NaN
13 -2.195 0.00 ... NaN NaN
14 -2.283 0.00 ... NaN NaN
15 -2.067 0.00 ... NaN NaN
16 -1.832 0.00 ... NaN 1270.0
17 -0.605 0.00 ... NaN 45651.0
18 -1.657 0.00 ... NaN NaN
19 -2.212 0.00 ... NaN NaN
20 -1.707 0.00 ... NaN 4900.0
21 -1.944 1.00 ... NaN NaN
22 -2.065 0.00 ... NaN NaN
23 -2.131 0.00 ... NaN 995.0
24 -1.541 0.00 ... NaN NaN
25 -2.180 0.00 ... NaN NaN
26 -2.278 0.00 ... NaN NaN
27 -1.631 0.00 ... NaN 55.0
28 -0.848 0.00 ... NaN 2310.0
29 -1.441 0.00 ... NaN 4000.0
... ... ... ... ... ...
12401 -0.617 0.00 ... NaN 8800.0
12402 -0.007 0.00 ... NaN 5700.0
12403 -0.689 0.00 ... NaN 88572.0
12404 -0.276 0.00 ... NaN 3350.0
12405 0.084 0.00 ... NaN 64425.0
12406 -1.295 0.00 ... NaN NaN
12407 -0.728 0.00 ... NaN NaN
12408 -0.295 0.00 ... NaN 81984.0
12409 0.194 0.00 ... NaN 166.0
12410 -0.436 0.00 ... NaN 64300.0
12411 0.588 0.00 ... NaN 88730.0
12412 -2.281 0.00 ... NaN NaN
12413 -0.977 0.00 ... NaN 42000.0
12414 -0.974 0.00 ... NaN NaN
12415 -0.446 0.00 ... NaN 1001493.0
12416 -0.629 0.00 ... NaN NaN
12417 -1.802 1.00 ... NaN 45600.0
12418 0.577 0.00 ... NaN NaN
12419 -0.610 0.00 ... NaN 700.0
12420 -0.849 0.00 ... NaN NaN
12421 -0.098 0.00 ... NaN 9970195.0
12422 0.684 0.00 ... NaN 17395.0
12423 -1.649 1.00 ... NaN NaN
12424 -0.013 0.00 ... NaN 0.0
12425 -0.752 0.00 ... NaN NaN
12426 -0.678 1.00 ... NaN 11050.0
12427 -0.680 0.00 ... NaN NaN
12428 0.421 0.00 ... NaN 142400.0
12429 0.770 0.00 ... NaN 35300.0
12430 -1.841 0.00 ... NaN 25000.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.223612e+10 0.147189 11.222682 8.068252
1 NaN 8.797714e+09 0.000000 14.566529 11.011420
2 NaN 7.324949e+10 2.478551 21.397337 18.467283
3 NaN 3.042885e+10 2.122842 16.214591 14.522293
4 NaN 5.708703e+10 2.307499 21.474295 18.329796
5 NaN 1.709170e+11 0.473560 22.690935 20.400120
6 NaN 1.529031e+10 5.191257 14.207541 10.183649
7 NaN 8.296099e+10 0.000000 22.728222 19.535174
8 NaN 1.401138e+10 0.649526 32.083491 26.899255
9 NaN 4.074673e+10 1.956478 12.596270 9.390196
10 NaN 2.893791e+10 0.000000 30.841332 24.013174
11 NaN 2.580497e+10 1.361740 10.812946 8.238220
12 NaN 6.707259e+09 2.591204 12.459231 9.150779
13 NaN 1.837086e+10 1.491742 17.835379 15.059562
14 NaN 1.421359e+10 1.314348 12.018793 8.880838
15 NaN 4.146745e+10 1.493373 20.307661 17.511292
16 NaN 4.146745e+10 1.493373 22.952287 20.546539
17 NaN 2.519957e+10 0.229533 17.701196 13.894098
18 NaN 3.343009e+10 1.791371 19.889145 17.454358
19 NaN 1.118754e+11 2.930403 24.980157 20.417558
20 NaN 1.291352e+11 0.000000 26.285666 23.441253
21 NaN 1.010550e+11 2.543882 19.711231 17.543354
22 NaN 1.638914e+10 0.000000 20.814377 19.014425
23 NaN 1.047580e+11 0.000000 20.259979 18.082424
24 NaN 4.884716e+10 3.089144 18.246007 15.669157
25 NaN 3.563724e+10 0.000000 23.129917 21.102950
26 NaN 9.323267e+09 1.528585 9.783135 7.186819
27 NaN 9.323267e+09 1.528585 30.195424 28.646142
28 NaN 6.904057e+10 3.027656 18.837840 16.028823
29 NaN 3.864320e+11 2.262443 17.154646 15.060763
... ... ... ... ... ...
12401 1095.85 2.231800e+06 0.000000 63.047650 60.822942
12402 542.02 7.356000e+05 0.000000 79.430149 77.017360
12403 3042.32 2.850730e+06 0.000000 75.653212 73.661247
12404 2365.69 7.217600e+07 0.000000 74.456901 72.450990
12405 875.17 6.832300e+04 NaN 63.571516 60.546445
12406 NaN 1.210720e+06 NaN 56.866324 54.913743
12407 NaN 4.060080e+07 0.000000 60.277480 55.685496
12408 126383.79 2.190022e+07 0.000000 85.184044 83.313339
12409 NaN 5.030700e+01 0.000000 42.461777 36.842859
12410 35565.07 2.461025e+07 0.000000 91.725131 90.358082
12411 1032.51 1.430880e+06 0.000000 149.499146 147.959607
12412 NaN 6.308280e+07 2.827141 23.846038 20.413043
12413 16360.29 1.768560e+06 NaN 125.251451 124.222441
12414 NaN 2.224200e+05 0.000000 49.120833 46.273260
12415 1135.17 1.112200e+06 0.000000 100.533873 98.877710
12416 NaN 1.789380e+07 0.000000 68.637216 66.525766
12417 2258309.38 3.744215e+10 4.516496 16.095704 13.425139
12418 NaN 1.591600e+05 0.000000 39.929198 30.750523
12419 4198.33 2.717750e+06 0.000000 70.856120 68.676880
12420 NaN 1.142370e+07 0.000000 47.018762 43.352365
12421 40203.16 1.558116e+06 NaN 70.811105 68.377441
12422 88226.47 3.383820e+07 NaN 74.713448 71.281220
12423 NaN 3.642500e+05 0.000000 47.737807 45.782033
12424 NaN 9.293012e+06 0.000000 71.990683 67.756366
12425 NaN 1.723600e+07 0.000000 67.021707 64.895913
12426 2937.90 5.617980e+06 NaN 69.180677 67.155389
12427 NaN 3.367200e+05 NaN 23.966050 18.060613
12428 16969.69 3.292170e+06 0.000000 149.356213 147.756741
12429 1975944.81 1.032717e+09 0.516129 34.471555 24.627373
12430 2115049.24 3.062340e+08 NaN 19.650710 11.771584
HistBeta PredBeta DataDate
0 -0.001079 0.086742 20041230
1 -0.000253 0.068554 20041230
2 0.021171 0.086730 20041230
3 0.000604 0.146755 20041230
4 0.063804 0.140993 20041230
5 0.392955 0.622181 20041230
6 0.002203 -0.015150 20041230
7 -0.058662 0.047264 20041230
8 0.265861 0.670203 20041230
9 -0.038943 -0.038159 20041230
10 0.140950 0.496875 20041230
11 0.045342 0.146712 20041230
12 -0.000253 0.057575 20041230
13 0.038332 0.144097 20041230
14 -0.000253 0.032393 20041230
15 0.094832 0.154049 20041230
16 0.198737 0.350773 20041230
17 0.740578 0.829239 20041230
18 0.275972 0.428245 20041230
19 0.030937 0.093498 20041230
20 0.254089 0.441123 20041230
21 0.149159 0.245125 20041230
22 0.096028 0.257985 20041230
23 0.066923 0.231031 20041230
24 0.327446 0.467466 20041230
25 0.044972 0.227448 20041230
26 0.001854 0.156901 20041230
27 0.287506 0.596257 20041230
28 0.633031 0.702980 20041230
29 0.371601 0.467282 20041230
... ... ... ...
12401 0.735223 1.019323 20041230
12402 1.004416 1.256987 20041230
12403 0.703554 1.034533 20041230
12404 0.885547 1.118974 20041230
12405 1.044553 1.399984 20041230
12406 0.435715 0.628330 20041230
12407 0.686172 1.157972 20041230
12408 0.877247 1.117980 20041230
12409 1.093256 1.488423 20041230
12410 0.815115 0.985690 20041230
12411 1.267277 1.529577 20041230
12412 0.000553 0.066333 20041230
12413 0.576272 0.873234 20041230
12414 0.577353 0.944121 20041230
12415 0.810473 1.132315 20041230
12416 0.730029 0.947996 20041230
12417 0.211934 0.196892 20041230
12418 1.262465 1.318047 20041230
12419 0.738114 1.075829 20041230
12420 0.632670 0.918181 20041230
12421 0.964346 1.296611 20041230
12422 1.309400 1.551478 20041230
12423 0.279704 0.558759 20041230
12424 1.001778 1.266513 20041230
12425 0.675432 1.008289 20041230
12426 0.708370 0.908392 20041230
12427 0.707511 1.017936 20041230
12428 1.193217 1.452050 20041230
12429 1.347317 1.422200 20041230
12430 0.194916 0.224560 20041230
[12431 rows x 92 columns],
'20041231': Barrid USFASTD_1DREVRSL USFASTD_AERODEF USFASTD_AIRLINES \
0 USA0001 -0.815 0.000 0.0
1 USA0011 -0.313 0.000 0.0
2 USA0031 0.034 0.000 0.0
3 USA0062 0.371 0.429 0.0
4 USA00E2 0.194 0.000 0.0
5 USA00F1 0.297 0.000 0.0
6 USA00G2 -2.470 0.000 0.0
7 USA00H1 -0.201 0.000 0.0
8 USA00I1 1.154 0.000 0.0
9 USA00J1 0.152 0.000 0.0
10 USA00K1 1.180 0.000 0.0
11 USA00P1 0.230 0.000 0.0
12 USA00R1 0.133 0.000 0.0
13 USA00S1 0.064 0.000 0.0
14 USA00V1 -0.111 0.000 0.0
15 USA0131 0.035 1.000 0.0
16 USA0161 -0.256 1.000 0.0
17 USA01I1 -0.234 0.000 0.0
18 USA01J2 0.369 0.000 0.0
19 USA01L1 0.767 0.000 0.0
20 USA01P1 -0.139 0.000 0.0
21 USA01Q1 0.160 0.000 0.0
22 USA0202 0.340 0.000 0.0
23 USA0231 0.561 0.000 0.0
24 USA0281 -0.237 0.000 0.0
25 USA0291 0.598 0.000 0.0
26 USA02A1 0.631 0.000 0.0
27 USA02B1 1.204 0.000 0.0
28 USA02H1 0.261 0.000 0.0
29 USA02P1 0.081 0.142 0.0
... ... ... ... ...
12417 USAZY61 -0.216 0.000 0.0
12418 USAZY71 -0.420 0.000 0.0
12419 USAZYI1 2.906 0.000 0.0
12420 USAZYJ1 -0.013 0.000 0.0
12421 USAZYK1 -2.624 0.000 0.0
12422 USAZYM1 -0.458 0.000 0.0
12423 USAZYO1 2.906 0.000 0.0
12424 USAZYR1 1.529 0.000 0.0
12425 USAZYS1 -0.264 0.000 0.0
12426 USAZYT1 2.598 0.000 0.0
12427 USAZYV1 -0.523 0.000 0.0
12428 USAZYX1 -0.321 0.000 0.0
12429 USAZZ41 -2.823 0.000 0.0
12430 USAZZ51 -0.220 0.000 0.0
12431 USAZZ61 -0.755 0.000 0.0
12432 USAZZ71 -0.293 0.000 0.0
12433 USAZZ81 0.188 0.000 0.0
12434 USAZZ91 2.906 0.000 0.0
12435 USAZZA1 -2.823 0.000 0.0
12436 USAZZB1 0.684 0.000 0.0
12437 USAZZD1 -0.630 0.000 0.0
12438 USAZZF1 2.906 0.000 0.0
12439 USAZZI1 -2.651 0.000 0.0
12440 USAZZJ1 1.467 0.000 0.0
12441 USAZZL1 -2.823 0.000 0.0
12442 USAZZP1 -2.691 0.000 0.0
12443 USAZZR1 -0.184 0.000 0.0
12444 USAZZX1 -2.823 0.000 0.0
12445 USAZZY1 -1.495 0.000 0.0
12446 USAZZZ1 -0.421 0.000 0.0
USFASTD_ALUMSTEL USFASTD_APPAREL USFASTD_AUTO USFASTD_BANKS \
0 0.0 0.0 0.0 0.000
1 0.0 0.0 0.0 0.000
2 0.0 0.0 0.0 0.000
3 0.0 0.0 0.0 0.000
4 0.0 0.0 0.0 0.000
5 0.0 0.0 0.0 0.000
6 0.0 0.0 0.0 0.000
7 0.0 0.0 0.0 0.000
8 0.0 0.0 0.0 0.000
9 0.0 0.0 0.0 0.000
10 0.0 0.0 0.0 0.000
11 0.0 0.0 0.0 0.000
12 0.0 0.0 0.0 0.000
13 0.0 0.0 0.0 0.000
14 0.0 0.0 0.0 0.000
15 0.0 0.0 0.0 0.000
16 0.0 0.0 0.0 0.000
17 0.0 0.0 0.0 0.000
18 0.0 0.0 0.0 0.000
19 0.0 0.0 0.0 0.000
20 0.0 0.0 0.0 0.000
21 0.0 0.0 0.0 0.000
22 0.0 0.0 0.0 0.000
23 0.0 0.0 0.0 0.000
24 0.0 0.0 0.0 0.000
25 0.0 0.0 0.0 0.000
26 0.0 0.0 0.0 0.000
27 0.0 0.0 0.0 0.000
28 0.0 0.0 0.0 0.502
29 0.0 0.0 0.0 0.000
... ... ... ... ...
12417 0.0 0.0 0.0 0.000
12418 0.0 0.0 0.0 0.000
12419 0.0 0.0 0.0 0.000
12420 0.0 0.0 0.0 0.000
12421 0.0 0.0 0.0 0.000
12422 0.0 0.0 0.0 0.000
12423 0.0 0.0 0.0 0.000
12424 0.0 0.0 0.0 0.000
12425 0.0 0.0 0.0 0.000
12426 0.0 0.0 0.0 0.000
12427 0.0 0.0 0.0 0.000
12428 0.0 0.0 0.0 0.000
12429 0.0 0.0 0.0 0.000
12430 0.0 0.0 0.0 0.000
12431 0.0 0.0 0.0 0.000
12432 0.0 0.0 0.0 0.000
12433 0.0 0.0 0.0 0.000
12434 0.0 0.0 0.0 0.000
12435 0.0 0.0 0.0 0.000
12436 0.0 0.0 0.0 0.000
12437 0.0 0.0 0.0 0.000
12438 0.0 0.0 0.0 0.000
12439 0.0 0.0 0.0 0.000
12440 0.0 0.0 0.0 0.000
12441 0.0 0.0 0.0 0.000
12442 0.0 0.0 0.0 0.000
12443 0.0 0.0 0.0 0.000
12444 0.0 0.0 0.0 0.000
12445 0.0 0.0 0.0 0.000
12446 0.0 0.0 0.0 0.000
USFASTD_BETA USFASTD_BEVTOB ... BidAskSpread DailyVolume \
0 -2.293 0.000 ... NaN 2500.0
1 -2.287 0.000 ... NaN 0.0
2 -2.237 0.000 ... NaN 500.0
3 -2.284 0.000 ... NaN NaN
4 -2.141 0.000 ... NaN 1000.0
5 -1.396 0.000 ... NaN 5.0
6 -2.307 0.000 ... NaN 2088.0
7 -2.418 0.000 ... NaN 4550.0
8 -1.685 0.000 ... NaN 543.0
9 -2.374 0.859 ... NaN 29000.0
10 -1.967 0.000 ... NaN 0.0
11 -2.184 0.000 ... NaN NaN
12 -2.287 0.000 ... NaN NaN
13 -2.200 0.000 ... NaN 4022.0
14 -2.287 0.000 ... NaN NaN
15 -2.070 0.000 ... NaN 75.0
16 -1.837 0.000 ... NaN NaN
17 -0.607 0.000 ... NaN 45651.0
18 -1.659 0.000 ... NaN 550.0
19 -2.215 0.000 ... NaN 174256.0
20 -1.712 0.000 ... NaN 46565.0
21 -1.949 1.000 ... NaN 7750.0
22 -2.070 0.000 ... NaN 2928.0
23 -2.133 0.000 ... NaN 995.0
24 -1.543 0.000 ... NaN NaN
25 -2.185 0.000 ... NaN 3200.0
26 -2.282 0.000 ... NaN 8725.0
27 -1.627 0.000 ... NaN 130.0
28 -0.851 0.000 ... NaN 2310.0
29 -1.442 0.000 ... NaN 4000.0
... ... ... ... ... ...
12417 -0.618 0.000 ... NaN NaN
12418 -0.005 0.000 ... NaN 38000.0
12419 -0.649 0.000 ... NaN 66000.0
12420 -0.275 0.000 ... NaN NaN
12421 0.048 0.000 ... NaN 191150.0
12422 -1.302 0.000 ... NaN NaN
12423 -0.698 0.000 ... NaN 42850.0
12424 -0.286 0.000 ... NaN 102332.0
12425 0.196 0.000 ... NaN 166.0
12426 -0.407 0.000 ... NaN 62519.0
12427 0.592 0.000 ... NaN 30400.0
12428 -2.285 0.000 ... NaN 300.0
12429 -0.971 0.000 ... NaN 141200.0
12430 -0.976 0.000 ... NaN NaN
12431 -0.448 0.000 ... NaN 331118.0
12432 -0.628 0.000 ... NaN 1000.0
12433 -1.801 1.000 ... NaN 18100.0
12434 0.428 0.000 ... NaN 61750.0
12435 -0.657 0.000 ... NaN 5680.0
12436 -0.845 0.000 ... NaN NaN
12437 -0.097 0.000 ... NaN 7825584.0
12438 0.700 0.000 ... NaN 2100.0
12439 -1.681 1.000 ... NaN NaN
12440 -0.008 0.000 ... NaN 0.0
12441 -0.775 0.000 ... NaN NaN
12442 -0.699 1.000 ... NaN 250.0
12443 -0.680 0.000 ... NaN NaN
12444 0.406 0.000 ... NaN 453200.0
12445 0.750 0.000 ... NaN 46000.0
12446 -1.857 0.000 ... NaN 20800.0
ADTCA_30 IssuerMarketCap Yield TotalRisk SpecRisk \
0 NaN 7.179419e+10 1.119194 10.625929 7.690779
1 NaN 8.836499e+09 0.000000 13.899471 10.422460
2 NaN 7.282797e+10 2.229368 20.357831 17.478923
3 NaN 3.043744e+10 2.329850 15.366929 13.727619
4 NaN 5.680693e+10 2.160131 20.349827 17.358314
5 NaN 1.712821e+11 0.456830 21.658910 19.267746
6 NaN 1.514727e+10 4.984260 14.243011 10.374049
7 NaN 8.275459e+10 0.000000 21.547669 18.503254
8 NaN 1.396976e+10 0.650054 30.833094 25.562936
9 NaN 4.063459e+10 1.931796 12.005960 8.891045
10 NaN 2.903980e+10 0.000000 29.565044 22.815314
11 NaN 2.583409e+10 1.397971 10.313396 7.800607
12 NaN 6.624412e+09 2.534601 11.510217 8.662348
13 NaN 1.829993e+10 1.447028 16.937199 14.249654
14 NaN 1.423113e+10 1.267606 11.447484 8.407526
15 NaN 4.136358e+10 1.931621 19.237880 16.569383
16 NaN 4.136358e+10 1.931621 21.831429 19.470631
17 NaN 2.502741e+10 0.206363 17.202722 13.152059
18 NaN 3.341981e+10 1.681879 18.999740 16.529761
19 NaN 1.118541e+11 3.047039 23.779571 19.363636
20 NaN 1.282712e+11 0.000000 24.950989 22.216952
21 NaN 1.010065e+11 2.402114 18.716995 16.610639
22 NaN 1.640307e+10 0.000000 19.733038 17.999619
23 NaN 1.052074e+11 0.000000 19.227712 17.139450
24 NaN 4.894695e+10 2.854230 17.415691 14.835212
25 NaN 3.575747e+10 0.000000 21.928447 19.963706
26 NaN 9.243018e+09 1.550388 9.456472 6.838981
27 NaN 9.243018e+09 1.550388 28.814239 27.149843
28 NaN 6.892442e+10 2.920938 18.172383 15.174736
29 NaN 3.853761e+11 2.410959 16.412686 14.252271
... ... ... ... ... ...
12417 NaN 2.231800e+06 0.000000 61.403250 59.118438
12418 473.39 7.356000e+05 0.000000 76.671404 74.158257
12419 3492.32 2.515350e+06 0.000000 70.364294 67.922543
12420 NaN 7.217600e+07 0.000000 73.407993 71.370743
12421 918.48 3.416150e+05 NaN 62.239136 59.241342
12422 NaN 1.210720e+06 NaN 55.385400 53.504583
12423 3395.96 3.721740e+07 0.000000 57.803103 52.816341
12424 128502.09 2.152263e+07 0.000000 79.770495 77.717172
12425 NaN 5.030700e+01 0.000000 40.565943 34.609001
12426 36198.52 2.310350e+07 0.000000 85.837518 84.276714
12427 1073.96 1.430880e+06 0.000000 136.654293 134.959278
12428 79026.48 6.308280e+07 2.880659 22.659971 19.328338
12429 16534.79 2.431770e+06 NaN 119.192701 117.900284
12430 NaN 2.224200e+05 0.000000 46.580552 43.630659
12431 1124.86 1.112200e+06 0.000000 93.988767 92.266386
12432 13.64 1.789380e+07 0.000000 66.541050 64.402535
12433 2229145.95 3.714681e+10 4.423398 15.525270 12.973471
12434 188.88 1.591600e+03 0.000000 48.057737 41.149084
12435 4273.60 3.261300e+06 0.000000 68.247569 66.113276
12436 NaN 1.142370e+07 0.000000 44.156941 40.348992
12437 36409.52 1.558116e+06 NaN 68.644280 66.177861
12438 67587.97 3.289825e+07 NaN 70.992233 67.112779
12439 NaN 3.818750e+05 0.000000 47.321203 45.419434
12440 NaN 9.222565e+06 0.000000 67.899102 63.521754
12441 NaN 1.788235e+07 0.000000 63.364710 61.237600
12442 1402.82 6.106500e+06 NaN 64.438018 62.324484
12443 NaN 3.367200e+05 NaN 23.233494 17.090269
12444 15235.85 3.621387e+06 0.000000 136.698119 134.963350
12445 1970526.67 1.049748e+09 0.471976 33.301611 23.392389
12446 2035752.10 3.096366e+08 NaN 19.137854 11.667272
HistBeta PredBeta DataDate
0 -0.003230 0.074945 20041231
1 -0.000239 0.049584 20041231
2 0.021527 0.069358 20041231
3 0.000900 0.153275 20041231
4 0.064035 0.136465 20041231
5 0.391957 0.592803 20041231
6 -0.009270 -0.050139 20041231
7 -0.057885 0.043316 20041231
8 0.264686 0.705266 20041231
9 -0.038772 -0.039072 20041231
10 0.140688 0.512393 20041231
11 0.045202 0.149070 20041231
12 -0.000239 0.108608 20041231
13 0.037962 0.132162 20041231
14 -0.000239 0.022327 20041231
15 0.095218 0.158561 20041231
16 0.197732 0.342382 20041231
17 0.739515 0.824269 20041231
18 0.276263 0.424353 20041231
19 0.031439 0.084478 20041231
20 0.252869 0.426485 20041231
21 0.148507 0.241517 20041231
22 0.095147 0.258447 20041231
23 0.067450 0.244973 20041231
24 0.327070 0.457935 20041231
25 0.044666 0.232864 20041231
26 0.001932 0.159714 20041231
27 0.290302 0.603097 20041231
28 0.631989 0.708025 20041231
29 0.371654 0.472749 20041231
... ... ... ...
12417 0.734699 1.064106 20041231
12418 1.004421 1.266198 20041231
12419 0.720886 1.161488 20041231
12420 0.885620 1.115720 20041231
12421 1.027924 1.334722 20041231
12422 0.433363 0.608077 20041231
12423 0.699284 1.236018 20041231
12424 0.880966 1.167132 20041231
12425 1.092805 1.484109 20041231
12426 0.827515 1.078489 20041231
12427 1.267305 1.516073 20041231
12428 0.000387 0.049023 20041231
12429 0.578929 0.882866 20041231
12430 0.577010 0.948106 20041231
12431 0.809243 1.111255 20041231
12432 0.730172 0.959185 20041231
12433 0.213625 0.201511 20041231
12434 1.195130 1.300725 20041231
12435 0.717437 1.008581 20041231
12436 0.634625 0.941215 20041231
12437 0.963891 1.275117 20041231
12438 1.314875 1.622827 20041231
12439 0.266583 0.497954 20041231
12440 1.003120 1.289217 20041231
12441 0.665399 0.950263 20041231
12442 0.699007 0.918834 20041231
12443 0.707285 1.022355 20041231
12444 1.185318 1.438061 20041231
12445 1.336855 1.390442 20041231
12446 0.188892 0.220196 20041231
[12447 rows x 92 columns]}
In [5]:
data.keys()
Out[5]:
dict_keys(['20040102', '20040105', '20040106', '20040107', '20040108', '20040109', '20040112', '20040113', '20040114', '20040115', '20040116', '20040120', '20040121', '20040122', '20040123', '20040126', '20040127', '20040128', '20040129', '20040130', '20040202', '20040203', '20040204', '20040205', '20040206', '20040209', '20040210', '20040211', '20040212', '20040213', '20040217', '20040218', '20040219', '20040220', '20040223', '20040224', '20040225', '20040226', '20040227', '20040301', '20040302', '20040303', '20040304', '20040305', '20040308', '20040309', '20040310', '20040311', '20040312', '20040315', '20040316', '20040317', '20040318', '20040319', '20040322', '20040323', '20040324', '20040325', '20040326', '20040329', '20040330', '20040331', '20040401', '20040402', '20040405', '20040406', '20040407', '20040408', '20040412', '20040413', '20040414', '20040415', '20040416', '20040419', '20040420', '20040421', '20040422', '20040423', '20040426', '20040427', '20040428', '20040429', '20040430', '20040503', '20040504', '20040505', '20040506', '20040507', '20040510', '20040511', '20040512', '20040513', '20040514', '20040517', '20040518', '20040519', '20040520', '20040521', '20040524', '20040525', '20040526', '20040527', '20040528', '20040601', '20040602', '20040603', '20040604', '20040607', '20040608', '20040609', '20040610', '20040614', '20040615', '20040616', '20040617', '20040618', '20040621', '20040622', '20040623', '20040624', '20040625', '20040628', '20040629', '20040630', '20040701', '20040702', '20040706', '20040707', '20040708', '20040709', '20040712', '20040713', '20040714', '20040715', '20040716', '20040719', '20040720', '20040721', '20040722', '20040723', '20040726', '20040727', '20040728', '20040729', '20040730', '20040802', '20040803', '20040804', '20040805', '20040806', '20040809', '20040810', '20040811', '20040812', '20040813', '20040816', '20040817', '20040818', '20040819', '20040820', '20040823', '20040824', '20040825', '20040826', '20040827', '20040830', '20040831', '20040901', '20040902', '20040903', '20040907', '20040908', '20040909', '20040910', '20040913', '20040914', '20040915', '20040916', '20040917', '20040920', '20040921', '20040922', '20040923', '20040924', '20040927', '20040928', '20040929', '20040930', '20041001', '20041004', '20041005', '20041006', '20041007', '20041008', '20041011', '20041012', '20041013', '20041014', '20041015', '20041018', '20041019', '20041020', '20041021', '20041022', '20041025', '20041026', '20041027', '20041028', '20041029', '20041101', '20041102', '20041103', '20041104', '20041105', '20041108', '20041109', '20041110', '20041111', '20041112', '20041115', '20041116', '20041117', '20041118', '20041119', '20041122', '20041123', '20041124', '20041126', '20041129', '20041130', '20041201', '20041202', '20041203', '20041206', '20041207', '20041208', '20041209', '20041210', '20041213', '20041214', '20041215', '20041216', '20041217', '20041220', '20041221', '20041222', '20041223', '20041227', '20041228', '20041229', '20041230', '20041231'])
In [6]:
data['20040102'].head()
Out[6]:
| Barrid | USFASTD_1DREVRSL | USFASTD_AERODEF | USFASTD_AIRLINES | USFASTD_ALUMSTEL | USFASTD_APPAREL | USFASTD_AUTO | USFASTD_BANKS | USFASTD_BETA | USFASTD_BEVTOB | ... | BidAskSpread | DailyVolume | ADTCA_30 | IssuerMarketCap | Yield | TotalRisk | SpecRisk | HistBeta | PredBeta | DataDate | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | USA0001 | -0.032 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.177 | 0.0 | ... | NaN | NaN | NaN | 5.392988e+10 | 0.188679 | 13.959397 | 9.014505 | -0.000189 | 0.156387 | 20040102 |
| 1 | USA0011 | -0.059 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.176 | 0.0 | ... | NaN | NaN | NaN | 5.874999e+09 | 0.000000 | 17.033359 | 11.726327 | 0.000013 | 0.147900 | 20040102 |
| 2 | USA0031 | 0.457 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.061 | 0.0 | ... | NaN | NaN | NaN | 7.304963e+10 | 2.103004 | 21.738218 | 18.047415 | 0.053033 | 0.216422 | 20040102 |
| 3 | USA0062 | -0.128 | 0.431 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.003 | 0.0 | ... | NaN | NaN | NaN | 2.866562e+10 | 2.243494 | 23.129496 | 20.830128 | 0.079755 | 0.355564 | 20040102 |
| 4 | USA00E2 | 0.374 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.967 | 0.0 | ... | NaN | NaN | NaN | 5.720420e+10 | 2.167256 | 25.391653 | 21.458171 | 0.096238 | 0.412602 | 20040102 |
5 rows × 92 columns
In [7]:
data['20040102'].shape
Out[7]:
(12442, 92)
In [8]:
covariance
Out[8]:
{'20040102': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.958869 20040102
1 USFASTD_1DREVRSL USFASTD_BETA 1.602458 20040102
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.012642 20040102
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.064387 20040102
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046573 20040102
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.013229 20040102
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.133492 20040102
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.015145 20040102
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.005025 20040102
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.136076 20040102
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083329 20040102
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034950 20040102
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.098919 20040102
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.113221 20040102
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.128059 20040102
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.049532 20040102
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.122587 20040102
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.189217 20040102
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035201 20040102
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032225 20040102
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.538114 20040102
21 USFASTD_1DREVRSL USFASTD_SIZE 0.112223 20040102
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023840 20040102
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.578034 20040102
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.494304 20040102
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.141746 20040102
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.260516 20040102
27 USFASTD_1DREVRSL USFASTD_CHEM 0.867780 20040102
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.792662 20040102
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.083748 20040102
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.927696 20040102
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.429798 20040102
3542 USFASTD_COMPELEC USFASTD_COMPELEC 50.975358 20040102
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.286033 20040102
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.475849 20040102
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.647870 20040102
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.781064 20040102
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.607191 20040102
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.973094 20040102
3549 USFASTD_TELECOM USFASTD_TELECOM 177.211134 20040102
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.036058 20040102
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.034343 20040102
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.211664 20040102
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.130603 20040102
3554 USFASTD_TELECOM USFASTD_COUNTRY -17.050183 20040102
3555 USFASTD_WIRELESS USFASTD_WIRELESS 218.553900 20040102
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.691638 20040102
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.406908 20040102
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.965736 20040102
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.490823 20040102
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 62.524306 20040102
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.206928 20040102
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.669244 20040102
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.706329 20040102
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.889503 20040102
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.766584 20040102
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.627009 20040102
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 222.686570 20040102
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.925801 20040102
3569 USFASTD_COUNTRY USFASTD_COUNTRY 190.504751 20040102
[3570 rows x 4 columns],
'20040105': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.447625 20040105
1 USFASTD_1DREVRSL USFASTD_BETA 1.491547 20040105
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.031334 20040105
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.055076 20040105
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.055694 20040105
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.021104 20040105
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.176260 20040105
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026496 20040105
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.021764 20040105
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.143371 20040105
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.117847 20040105
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.039935 20040105
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.158538 20040105
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.166079 20040105
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.182266 20040105
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067567 20040105
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.171093 20040105
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.125841 20040105
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038137 20040105
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.045851 20040105
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.651849 20040105
21 USFASTD_1DREVRSL USFASTD_SIZE 0.177623 20040105
22 USFASTD_1DREVRSL USFASTD_VALUE 0.038368 20040105
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.421466 20040105
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.408666 20040105
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.008140 20040105
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.407177 20040105
27 USFASTD_1DREVRSL USFASTD_CHEM 1.055152 20040105
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.889466 20040105
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.051102 20040105
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.657095 20040105
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.739122 20040105
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.881771 20040105
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.830271 20040105
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.566764 20040105
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.689027 20040105
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.211730 20040105
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.648838 20040105
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.822065 20040105
3549 USFASTD_TELECOM USFASTD_TELECOM 239.353087 20040105
3550 USFASTD_TELECOM USFASTD_WIRELESS 42.726115 20040105
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.711843 20040105
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.149188 20040105
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.011227 20040105
3554 USFASTD_TELECOM USFASTD_COUNTRY -14.675697 20040105
3555 USFASTD_WIRELESS USFASTD_WIRELESS 280.031794 20040105
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.212100 20040105
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.235557 20040105
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.953994 20040105
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.612379 20040105
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 83.066692 20040105
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 53.080604 20040105
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 62.735938 20040105
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.987767 20040105
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.599537 20040105
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 54.727489 20040105
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.329936 20040105
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 281.222276 20040105
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.871586 20040105
3569 USFASTD_COUNTRY USFASTD_COUNTRY 174.506850 20040105
[3570 rows x 4 columns],
'20040106': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.459945 20040106
1 USFASTD_1DREVRSL USFASTD_BETA 1.382503 20040106
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.035622 20040106
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.050228 20040106
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056129 20040106
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.022888 20040106
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.179080 20040106
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.027126 20040106
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.027991 20040106
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.136936 20040106
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.118123 20040106
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.040016 20040106
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.165785 20040106
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.174083 20040106
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.187270 20040106
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067423 20040106
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.171588 20040106
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.108329 20040106
18 USFASTD_1DREVRSL USFASTD_SEASON 0.040648 20040106
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049679 20040106
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.651366 20040106
21 USFASTD_1DREVRSL USFASTD_SIZE 0.185938 20040106
22 USFASTD_1DREVRSL USFASTD_VALUE 0.038488 20040106
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.377167 20040106
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.371177 20040106
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.039682 20040106
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.423833 20040106
27 USFASTD_1DREVRSL USFASTD_CHEM 1.044473 20040106
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.864587 20040106
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.099722 20040106
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.018972 20040106
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.733856 20040106
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.114146 20040106
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.782242 20040106
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.547668 20040106
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.785535 20040106
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.298996 20040106
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.882075 20040106
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.192801 20040106
3549 USFASTD_TELECOM USFASTD_TELECOM 240.340970 20040106
3550 USFASTD_TELECOM USFASTD_WIRELESS 44.319929 20040106
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.556618 20040106
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.058190 20040106
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.219829 20040106
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.273271 20040106
3555 USFASTD_WIRELESS USFASTD_WIRELESS 296.114329 20040106
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.731990 20040106
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.440310 20040106
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.934477 20040106
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.220841 20040106
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 83.506398 20040106
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 53.250469 20040106
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 63.196626 20040106
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.921963 20040106
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.700181 20040106
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 55.005582 20040106
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.659884 20040106
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 283.659116 20040106
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.136207 20040106
3569 USFASTD_COUNTRY USFASTD_COUNTRY 159.312586 20040106
[3570 rows x 4 columns],
'20040107': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.529704 20040107
1 USFASTD_1DREVRSL USFASTD_BETA 1.212176 20040107
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037841 20040107
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.039990 20040107
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058417 20040107
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.028465 20040107
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.181747 20040107
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.030416 20040107
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.028524 20040107
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.135923 20040107
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.122750 20040107
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036427 20040107
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.178496 20040107
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.186528 20040107
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.194618 20040107
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.068688 20040107
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.175912 20040107
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.066888 20040107
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035219 20040107
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050560 20040107
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.659006 20040107
21 USFASTD_1DREVRSL USFASTD_SIZE 0.208486 20040107
22 USFASTD_1DREVRSL USFASTD_VALUE 0.046275 20040107
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.233067 20040107
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.242732 20040107
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.172382 20040107
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.450816 20040107
27 USFASTD_1DREVRSL USFASTD_CHEM 1.061615 20040107
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.851689 20040107
29 USFASTD_1DREVRSL USFASTD_CNSTMATL -0.025936 20040107
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.250830 20040107
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.687760 20040107
3542 USFASTD_COMPELEC USFASTD_COMPELEC 71.499808 20040107
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.000740 20040107
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.795212 20040107
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.808773 20040107
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.379183 20040107
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.892889 20040107
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.172968 20040107
3549 USFASTD_TELECOM USFASTD_TELECOM 243.997613 20040107
3550 USFASTD_TELECOM USFASTD_WIRELESS 45.028699 20040107
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.347117 20040107
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.942938 20040107
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.754300 20040107
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.282530 20040107
3555 USFASTD_WIRELESS USFASTD_WIRELESS 300.584996 20040107
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.077586 20040107
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.568798 20040107
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -15.856032 20040107
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.703671 20040107
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.950540 20040107
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.585103 20040107
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 66.336490 20040107
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.339346 20040107
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.178984 20040107
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 57.439973 20040107
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.649967 20040107
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 302.211271 20040107
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.983357 20040107
3569 USFASTD_COUNTRY USFASTD_COUNTRY 136.731737 20040107
[3570 rows x 4 columns],
'20040108': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.810683 20040108
1 USFASTD_1DREVRSL USFASTD_BETA 1.246712 20040108
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.051646 20040108
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.043548 20040108
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.065844 20040108
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048997 20040108
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.198639 20040108
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.038132 20040108
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.034676 20040108
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.146555 20040108
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.136731 20040108
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.043164 20040108
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.202358 20040108
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.213534 20040108
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.215436 20040108
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.087211 20040108
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.203839 20040108
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.051431 20040108
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045242 20040108
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.051405 20040108
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.742784 20040108
21 USFASTD_1DREVRSL USFASTD_SIZE 0.238715 20040108
22 USFASTD_1DREVRSL USFASTD_VALUE 0.042702 20040108
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.338094 20040108
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.309239 20040108
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.193704 20040108
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.530462 20040108
27 USFASTD_1DREVRSL USFASTD_CHEM 1.117428 20040108
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.945451 20040108
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.004411 20040108
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.194492 20040108
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.369226 20040108
3542 USFASTD_COMPELEC USFASTD_COMPELEC 80.038366 20040108
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.106247 20040108
3544 USFASTD_COMPELEC USFASTD_WIRELESS 18.712804 20040108
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.630457 20040108
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.336582 20040108
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.017628 20040108
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.553805 20040108
3549 USFASTD_TELECOM USFASTD_TELECOM 268.662709 20040108
3550 USFASTD_TELECOM USFASTD_WIRELESS 49.516994 20040108
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.422452 20040108
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.136201 20040108
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.058862 20040108
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.323564 20040108
3555 USFASTD_WIRELESS USFASTD_WIRELESS 327.694327 20040108
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.032529 20040108
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.826226 20040108
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -17.380747 20040108
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.632397 20040108
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.501425 20040108
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 59.332952 20040108
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 72.218769 20040108
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.568032 20040108
3564 USFASTD_GASUTIL USFASTD_GASUTIL 78.413675 20040108
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 62.482443 20040108
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.796916 20040108
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 329.224448 20040108
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.158393 20040108
3569 USFASTD_COUNTRY USFASTD_COUNTRY 139.147763 20040108
[3570 rows x 4 columns],
'20040109': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.876455 20040109
1 USFASTD_1DREVRSL USFASTD_BETA 1.446753 20040109
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.038994 20040109
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.054344 20040109
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.069136 20040109
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.056630 20040109
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.208970 20040109
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.036654 20040109
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.022391 20040109
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.152555 20040109
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.134081 20040109
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.047410 20040109
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.208432 20040109
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.203596 20040109
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.207873 20040109
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.090340 20040109
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.193873 20040109
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.079651 20040109
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051638 20040109
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.045706 20040109
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.756201 20040109
21 USFASTD_1DREVRSL USFASTD_SIZE 0.227493 20040109
22 USFASTD_1DREVRSL USFASTD_VALUE 0.032533 20040109
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.714986 20040109
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.609219 20040109
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.069946 20040109
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.541659 20040109
27 USFASTD_1DREVRSL USFASTD_CHEM 1.349848 20040109
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.022277 20040109
29 USFASTD_1DREVRSL USFASTD_CNSTMATL -0.048213 20040109
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.078102 20040109
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.415596 20040109
3542 USFASTD_COMPELEC USFASTD_COMPELEC 80.126765 20040109
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.245780 20040109
3544 USFASTD_COMPELEC USFASTD_WIRELESS 18.799635 20040109
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.648073 20040109
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.425495 20040109
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.015328 20040109
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.679722 20040109
3549 USFASTD_TELECOM USFASTD_TELECOM 288.749198 20040109
3550 USFASTD_TELECOM USFASTD_WIRELESS 51.860164 20040109
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.790042 20040109
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.994903 20040109
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.912195 20040109
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.823004 20040109
3555 USFASTD_WIRELESS USFASTD_WIRELESS 327.925406 20040109
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.920606 20040109
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.889795 20040109
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -17.274097 20040109
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.919650 20040109
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.042442 20040109
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 59.185218 20040109
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 71.822764 20040109
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.996080 20040109
3564 USFASTD_GASUTIL USFASTD_GASUTIL 78.459791 20040109
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 62.287114 20040109
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.829362 20040109
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 326.963697 20040109
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.184758 20040109
3569 USFASTD_COUNTRY USFASTD_COUNTRY 160.920980 20040109
[3570 rows x 4 columns],
'20040112': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.800824 20040112
1 USFASTD_1DREVRSL USFASTD_BETA 1.457995 20040112
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.035180 20040112
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.054396 20040112
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.067361 20040112
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.055782 20040112
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.204397 20040112
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.034078 20040112
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.024191 20040112
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.151168 20040112
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132983 20040112
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.048390 20040112
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.199684 20040112
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.195399 20040112
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.201283 20040112
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.089561 20040112
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.184957 20040112
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.084356 20040112
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058343 20040112
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.043506 20040112
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.752653 20040112
21 USFASTD_1DREVRSL USFASTD_SIZE 0.223561 20040112
22 USFASTD_1DREVRSL USFASTD_VALUE 0.030547 20040112
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.707816 20040112
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.595326 20040112
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.046177 20040112
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.515703 20040112
27 USFASTD_1DREVRSL USFASTD_CHEM 1.309932 20040112
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.999632 20040112
29 USFASTD_1DREVRSL USFASTD_CNSTMATL -0.014519 20040112
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.544542 20040112
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.547435 20040112
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.532557 20040112
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.768387 20040112
3544 USFASTD_COMPELEC USFASTD_WIRELESS 18.279087 20040112
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.468536 20040112
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.217035 20040112
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.691460 20040112
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.834084 20040112
3549 USFASTD_TELECOM USFASTD_TELECOM 286.401950 20040112
3550 USFASTD_TELECOM USFASTD_WIRELESS 50.667865 20040112
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.718872 20040112
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.843380 20040112
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.632906 20040112
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.794205 20040112
3555 USFASTD_WIRELESS USFASTD_WIRELESS 319.339297 20040112
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.597183 20040112
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.774404 20040112
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.866128 20040112
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.051460 20040112
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 90.414487 20040112
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 57.536596 20040112
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 69.818508 20040112
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.089828 20040112
3564 USFASTD_GASUTIL USFASTD_GASUTIL 76.292187 20040112
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 60.543580 20040112
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.910594 20040112
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 318.085206 20040112
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.174752 20040112
3569 USFASTD_COUNTRY USFASTD_COUNTRY 162.437646 20040112
[3570 rows x 4 columns],
'20040113': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.715851 20040113
1 USFASTD_1DREVRSL USFASTD_BETA 1.655285 20040113
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.024165 20040113
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.064942 20040113
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.064209 20040113
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.047778 20040113
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.193170 20040113
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.027484 20040113
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.016039 20040113
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.157083 20040113
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.129759 20040113
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.046462 20040113
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.174173 20040113
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.176500 20040113
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.182087 20040113
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.085510 20040113
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.167064 20040113
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.131378 20040113
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053797 20040113
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.042616 20040113
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.736575 20040113
21 USFASTD_1DREVRSL USFASTD_SIZE 0.204435 20040113
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023740 20040113
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.817014 20040113
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.674565 20040113
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.036285 20040113
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.445194 20040113
27 USFASTD_1DREVRSL USFASTD_CHEM 1.278106 20040113
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.003877 20040113
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.019472 20040113
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.867362 20040113
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.615979 20040113
3542 USFASTD_COMPELEC USFASTD_COMPELEC 75.227939 20040113
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.274657 20040113
3544 USFASTD_COMPELEC USFASTD_WIRELESS 17.692121 20040113
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.221096 20040113
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.863056 20040113
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.325899 20040113
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.979020 20040113
3549 USFASTD_TELECOM USFASTD_TELECOM 274.791980 20040113
3550 USFASTD_TELECOM USFASTD_WIRELESS 49.023767 20040113
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.776280 20040113
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.822670 20040113
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.404709 20040113
3554 USFASTD_TELECOM USFASTD_COUNTRY -14.865937 20040113
3555 USFASTD_WIRELESS USFASTD_WIRELESS 314.683759 20040113
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.140147 20040113
3557 USFASTD_WIRELESS USFASTD_GASUTIL -2.548420 20040113
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.631831 20040113
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.966186 20040113
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 86.872601 20040113
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.326777 20040113
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 67.078277 20040113
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.861004 20040113
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.341635 20040113
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 58.171694 20040113
3566 USFASTD_GASUTIL USFASTD_COUNTRY -9.045539 20040113
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 305.597177 20040113
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.325206 20040113
3569 USFASTD_COUNTRY USFASTD_COUNTRY 186.980838 20040113
[3570 rows x 4 columns],
'20040114': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.840838 20040114
1 USFASTD_1DREVRSL USFASTD_BETA 1.447166 20040114
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.025694 20040114
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.051845 20040114
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.064484 20040114
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.044598 20040114
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.195792 20040114
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.031237 20040114
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.015383 20040114
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.156289 20040114
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.140537 20040114
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.050901 20040114
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.186425 20040114
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.194154 20040114
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.179869 20040114
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.086879 20040114
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.164123 20040114
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.080576 20040114
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054789 20040114
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.044434 20040114
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.736600 20040114
21 USFASTD_1DREVRSL USFASTD_SIZE 0.212122 20040114
22 USFASTD_1DREVRSL USFASTD_VALUE 0.012081 20040114
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.490883 20040114
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.438623 20040114
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.096155 20040114
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.495523 20040114
27 USFASTD_1DREVRSL USFASTD_CHEM 1.326609 20040114
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.949024 20040114
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.094759 20040114
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.621767 20040114
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.478641 20040114
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.420982 20040114
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.894251 20040114
3544 USFASTD_COMPELEC USFASTD_WIRELESS 18.317754 20040114
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.060924 20040114
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.927262 20040114
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.206589 20040114
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.523978 20040114
3549 USFASTD_TELECOM USFASTD_TELECOM 273.260327 20040114
3550 USFASTD_TELECOM USFASTD_WIRELESS 50.730479 20040114
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.498449 20040114
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.438715 20040114
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.721775 20040114
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.833724 20040114
3555 USFASTD_WIRELESS USFASTD_WIRELESS 368.659593 20040114
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.503596 20040114
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.626052 20040114
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.924572 20040114
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.401147 20040114
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.569353 20040114
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.317809 20040114
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 66.085936 20040114
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.798653 20040114
3564 USFASTD_GASUTIL USFASTD_GASUTIL 74.550968 20040114
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 58.251958 20040114
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.673527 20040114
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 301.237533 20040114
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.764789 20040114
3569 USFASTD_COUNTRY USFASTD_COUNTRY 160.479115 20040114
[3570 rows x 4 columns],
'20040115': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.961122 20040115
1 USFASTD_1DREVRSL USFASTD_BETA 1.272911 20040115
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.034537 20040115
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.049266 20040115
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.067446 20040115
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048188 20040115
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.205991 20040115
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.035875 20040115
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.021441 20040115
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150500 20040115
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.148500 20040115
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.058747 20040115
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.210583 20040115
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.211482 20040115
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.198603 20040115
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.091087 20040115
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.188372 20040115
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.035917 20040115
18 USFASTD_1DREVRSL USFASTD_SEASON 0.057991 20040115
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.047853 20040115
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.758027 20040115
21 USFASTD_1DREVRSL USFASTD_SIZE 0.236497 20040115
22 USFASTD_1DREVRSL USFASTD_VALUE 0.015439 20040115
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.328305 20040115
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.329859 20040115
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.248718 20040115
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.570565 20040115
27 USFASTD_1DREVRSL USFASTD_CHEM 1.413695 20040115
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.992694 20040115
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.045566 20040115
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.425531 20040115
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.407231 20040115
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.674958 20040115
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.454933 20040115
3544 USFASTD_COMPELEC USFASTD_WIRELESS 20.247119 20040115
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.338163 20040115
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.323734 20040115
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.535053 20040115
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.435194 20040115
3549 USFASTD_TELECOM USFASTD_TELECOM 285.582925 20040115
3550 USFASTD_TELECOM USFASTD_WIRELESS 54.482511 20040115
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.486362 20040115
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.450651 20040115
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.844869 20040115
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.872975 20040115
3555 USFASTD_WIRELESS USFASTD_WIRELESS 407.829658 20040115
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.851330 20040115
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.490213 20040115
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -17.443610 20040115
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.115074 20040115
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 91.516451 20040115
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 58.568659 20040115
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 70.364506 20040115
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.354822 20040115
3564 USFASTD_GASUTIL USFASTD_GASUTIL 78.177026 20040115
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 61.365414 20040115
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.682047 20040115
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 318.528082 20040115
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.717668 20040115
3569 USFASTD_COUNTRY USFASTD_COUNTRY 138.191339 20040115
[3570 rows x 4 columns],
'20040116': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.166183 20040116
1 USFASTD_1DREVRSL USFASTD_BETA 1.196816 20040116
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.040605 20040116
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042624 20040116
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.075503 20040116
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.062733 20040116
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.229318 20040116
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.034195 20040116
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025605 20040116
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.155358 20040116
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.163942 20040116
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.061330 20040116
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.274590 20040116
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.234781 20040116
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.225478 20040116
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.104635 20040116
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.215608 20040116
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.006512 20040116
18 USFASTD_1DREVRSL USFASTD_SEASON 0.062227 20040116
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.040211 20040116
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.808102 20040116
21 USFASTD_1DREVRSL USFASTD_SIZE 0.254122 20040116
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011395 20040116
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.353050 20040116
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.329922 20040116
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.334779 20040116
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.591828 20040116
27 USFASTD_1DREVRSL USFASTD_CHEM 1.541633 20040116
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.074372 20040116
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.064433 20040116
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -19.521045 20040116
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.917327 20040116
3542 USFASTD_COMPELEC USFASTD_COMPELEC 84.184070 20040116
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.454694 20040116
3544 USFASTD_COMPELEC USFASTD_WIRELESS 21.238586 20040116
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.831458 20040116
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.973080 20040116
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.026869 20040116
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.226373 20040116
3549 USFASTD_TELECOM USFASTD_TELECOM 299.618111 20040116
3550 USFASTD_TELECOM USFASTD_WIRELESS 57.251704 20040116
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.581140 20040116
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.600888 20040116
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.003348 20040116
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.193116 20040116
3555 USFASTD_WIRELESS USFASTD_WIRELESS 427.188060 20040116
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.318913 20040116
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.495534 20040116
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.286967 20040116
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.026201 20040116
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 95.696818 20040116
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 61.268712 20040116
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 73.431883 20040116
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.693162 20040116
3564 USFASTD_GASUTIL USFASTD_GASUTIL 81.828284 20040116
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 64.056965 20040116
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.304405 20040116
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 332.215894 20040116
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.143840 20040116
3569 USFASTD_COUNTRY USFASTD_COUNTRY 128.581780 20040116
[3570 rows x 4 columns],
'20040120': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.391826 20040120
1 USFASTD_1DREVRSL USFASTD_BETA 1.238011 20040120
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.043887 20040120
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042920 20040120
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.077026 20040120
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.061287 20040120
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.245698 20040120
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.032348 20040120
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.033333 20040120
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.172376 20040120
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.172451 20040120
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.062540 20040120
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.300199 20040120
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.252867 20040120
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.250640 20040120
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.110928 20040120
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.221458 20040120
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.046719 20040120
18 USFASTD_1DREVRSL USFASTD_SEASON 0.061713 20040120
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.048227 20040120
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.858032 20040120
21 USFASTD_1DREVRSL USFASTD_SIZE 0.312994 20040120
22 USFASTD_1DREVRSL USFASTD_VALUE 0.009031 20040120
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.615593 20040120
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.585796 20040120
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.197869 20040120
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.582201 20040120
27 USFASTD_1DREVRSL USFASTD_CHEM 1.650654 20040120
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.126436 20040120
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.260709 20040120
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -20.822796 20040120
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.019659 20040120
3542 USFASTD_COMPELEC USFASTD_COMPELEC 88.776332 20040120
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.317175 20040120
3544 USFASTD_COMPELEC USFASTD_WIRELESS 22.453883 20040120
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.314843 20040120
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.570501 20040120
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.897930 20040120
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.447731 20040120
3549 USFASTD_TELECOM USFASTD_TELECOM 318.098614 20040120
3550 USFASTD_TELECOM USFASTD_WIRELESS 60.921940 20040120
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.800867 20040120
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.784241 20040120
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.288270 20040120
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.553973 20040120
3555 USFASTD_WIRELESS USFASTD_WIRELESS 452.280453 20040120
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.908497 20040120
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.544265 20040120
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -19.110414 20040120
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.099299 20040120
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 101.324752 20040120
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 64.791407 20040120
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 79.936333 20040120
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.015349 20040120
3564 USFASTD_GASUTIL USFASTD_GASUTIL 86.427932 20040120
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 69.569515 20040120
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.500552 20040120
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 372.007798 20040120
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.572810 20040120
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.527050 20040120
[3570 rows x 4 columns],
'20040121': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.865862 20040121
1 USFASTD_1DREVRSL USFASTD_BETA 1.166516 20040121
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.075893 20040121
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.027413 20040121
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061901 20040121
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.065302 20040121
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.259704 20040121
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.022055 20040121
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.057589 20040121
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.204606 20040121
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.200097 20040121
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056136 20040121
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.352229 20040121
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.290410 20040121
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.278277 20040121
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.115330 20040121
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.237765 20040121
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.126521 20040121
18 USFASTD_1DREVRSL USFASTD_SEASON 0.066568 20040121
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036347 20040121
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.921096 20040121
21 USFASTD_1DREVRSL USFASTD_SIZE 0.405201 20040121
22 USFASTD_1DREVRSL USFASTD_VALUE 0.028664 20040121
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.674766 20040121
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.576341 20040121
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.147620 20040121
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.710194 20040121
27 USFASTD_1DREVRSL USFASTD_CHEM 1.605812 20040121
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.158035 20040121
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.545562 20040121
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -23.414806 20040121
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.491109 20040121
3542 USFASTD_COMPELEC USFASTD_COMPELEC 108.992529 20040121
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.426402 20040121
3544 USFASTD_COMPELEC USFASTD_WIRELESS 24.334462 20040121
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.237500 20040121
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.027795 20040121
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.899226 20040121
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.058376 20040121
3549 USFASTD_TELECOM USFASTD_TELECOM 332.440900 20040121
3550 USFASTD_TELECOM USFASTD_WIRELESS 63.183547 20040121
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.563267 20040121
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.773390 20040121
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.630556 20040121
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.549399 20040121
3555 USFASTD_WIRELESS USFASTD_WIRELESS 471.604670 20040121
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.317892 20040121
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.573946 20040121
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -19.661351 20040121
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.618174 20040121
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 108.782957 20040121
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 68.348845 20040121
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 84.580060 20040121
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.019321 20040121
3564 USFASTD_GASUTIL USFASTD_GASUTIL 89.733757 20040121
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 72.318611 20040121
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.792081 20040121
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 387.265906 20040121
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.711179 20040121
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.272850 20040121
[3570 rows x 4 columns],
'20040122': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.859799 20040122
1 USFASTD_1DREVRSL USFASTD_BETA 1.309580 20040122
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.068287 20040122
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.038826 20040122
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060131 20040122
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053920 20040122
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.277751 20040122
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.019277 20040122
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044089 20040122
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.200352 20040122
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.202017 20040122
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.057186 20040122
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.343151 20040122
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.277819 20040122
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.278000 20040122
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.109582 20040122
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.238506 20040122
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.107067 20040122
18 USFASTD_1DREVRSL USFASTD_SEASON 0.057470 20040122
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038826 20040122
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.966572 20040122
21 USFASTD_1DREVRSL USFASTD_SIZE 0.380931 20040122
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023502 20040122
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.541900 20040122
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.484737 20040122
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.229122 20040122
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.728921 20040122
27 USFASTD_1DREVRSL USFASTD_CHEM 1.781252 20040122
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.192700 20040122
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.469242 20040122
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -22.644723 20040122
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.820381 20040122
3542 USFASTD_COMPELEC USFASTD_COMPELEC 107.497131 20040122
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.047548 20040122
3544 USFASTD_COMPELEC USFASTD_WIRELESS 24.477188 20040122
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.040369 20040122
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.815362 20040122
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.491646 20040122
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.481206 20040122
3549 USFASTD_TELECOM USFASTD_TELECOM 324.576102 20040122
3550 USFASTD_TELECOM USFASTD_WIRELESS 62.500062 20040122
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.556127 20040122
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.730213 20040122
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.476462 20040122
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.065643 20040122
3555 USFASTD_WIRELESS USFASTD_WIRELESS 470.631702 20040122
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.116792 20040122
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.601591 20040122
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.906925 20040122
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.551640 20040122
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 106.126958 20040122
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 66.713984 20040122
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 82.861596 20040122
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.456545 20040122
3564 USFASTD_GASUTIL USFASTD_GASUTIL 87.616930 20040122
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 70.843793 20040122
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.087099 20040122
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 381.131756 20040122
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.931661 20040122
3569 USFASTD_COUNTRY USFASTD_COUNTRY 125.157573 20040122
[3570 rows x 4 columns],
'20040123': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.791386 20040123
1 USFASTD_1DREVRSL USFASTD_BETA 1.319606 20040123
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.067335 20040123
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.040043 20040123
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059577 20040123
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.052542 20040123
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.283098 20040123
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.018296 20040123
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.042305 20040123
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.200019 20040123
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.200123 20040123
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.058165 20040123
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.337700 20040123
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.271403 20040123
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.271853 20040123
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.107765 20040123
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.232508 20040123
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.098384 20040123
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056957 20040123
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038263 20040123
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.955640 20040123
21 USFASTD_1DREVRSL USFASTD_SIZE 0.375298 20040123
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022568 20040123
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.558712 20040123
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.508094 20040123
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.221292 20040123
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.712669 20040123
27 USFASTD_1DREVRSL USFASTD_CHEM 1.855265 20040123
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.183542 20040123
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.464652 20040123
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -22.320756 20040123
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.814330 20040123
3542 USFASTD_COMPELEC USFASTD_COMPELEC 105.988451 20040123
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.787540 20040123
3544 USFASTD_COMPELEC USFASTD_WIRELESS 23.971967 20040123
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.858304 20040123
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.791008 20040123
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.327869 20040123
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.619552 20040123
3549 USFASTD_TELECOM USFASTD_TELECOM 318.464730 20040123
3550 USFASTD_TELECOM USFASTD_WIRELESS 61.761096 20040123
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.536439 20040123
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.728555 20040123
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.440440 20040123
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.309580 20040123
3555 USFASTD_WIRELESS USFASTD_WIRELESS 468.725265 20040123
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.002166 20040123
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.285927 20040123
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.498206 20040123
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.783470 20040123
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 104.162924 20040123
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 65.950528 20040123
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 81.328478 20040123
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.618960 20040123
3564 USFASTD_GASUTIL USFASTD_GASUTIL 87.373756 20040123
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 70.114536 20040123
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.295990 20040123
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 374.142913 20040123
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.096421 20040123
3569 USFASTD_COUNTRY USFASTD_COUNTRY 127.814554 20040123
[3570 rows x 4 columns],
'20040126': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.691783 20040126
1 USFASTD_1DREVRSL USFASTD_BETA 1.237145 20040126
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.066937 20040126
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.036816 20040126
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058110 20040126
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.051716 20040126
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.276653 20040126
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.019251 20040126
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.042223 20040126
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.192280 20040126
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.195563 20040126
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056801 20040126
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.333770 20040126
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.266019 20040126
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.267673 20040126
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.108450 20040126
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.233556 20040126
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.106049 20040126
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054840 20040126
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037191 20040126
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.929021 20040126
21 USFASTD_1DREVRSL USFASTD_SIZE 0.368207 20040126
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023393 20040126
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.518102 20040126
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.485819 20040126
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.258012 20040126
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.701725 20040126
27 USFASTD_1DREVRSL USFASTD_CHEM 1.799813 20040126
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.144109 20040126
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.447999 20040126
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -24.257822 20040126
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.008038 20040126
3542 USFASTD_COMPELEC USFASTD_COMPELEC 110.253074 20040126
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.413664 20040126
3544 USFASTD_COMPELEC USFASTD_WIRELESS 23.952485 20040126
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.684224 20040126
3546 USFASTD_COMPELEC USFASTD_GASUTIL -14.056012 20040126
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -14.279961 20040126
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.109785 20040126
3549 USFASTD_TELECOM USFASTD_TELECOM 313.033679 20040126
3550 USFASTD_TELECOM USFASTD_WIRELESS 60.491151 20040126
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.297707 20040126
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.240541 20040126
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.044830 20040126
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.207286 20040126
3555 USFASTD_WIRELESS USFASTD_WIRELESS 457.007529 20040126
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.407677 20040126
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.206405 20040126
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.123309 20040126
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.761246 20040126
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 117.756926 20040126
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 72.289637 20040126
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 86.737491 20040126
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.776078 20040126
3564 USFASTD_GASUTIL USFASTD_GASUTIL 92.138944 20040126
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 72.251736 20040126
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.815150 20040126
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 372.886418 20040126
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.413566 20040126
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.245307 20040126
[3570 rows x 4 columns],
'20040127': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.466181 20040127
1 USFASTD_1DREVRSL USFASTD_BETA 1.315385 20040127
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.057191 20040127
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.039880 20040127
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054581 20040127
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048234 20040127
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.270946 20040127
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014393 20040127
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.036954 20040127
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.186692 20040127
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.180811 20040127
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056067 20040127
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.301704 20040127
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.241896 20040127
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.252151 20040127
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.102025 20040127
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.210024 20040127
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.066200 20040127
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051015 20040127
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034373 20040127
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.874720 20040127
21 USFASTD_1DREVRSL USFASTD_SIZE 0.331410 20040127
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017617 20040127
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.580022 20040127
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.510335 20040127
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.168025 20040127
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.632802 20040127
27 USFASTD_1DREVRSL USFASTD_CHEM 1.847156 20040127
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.095261 20040127
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.454589 20040127
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -22.537896 20040127
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.159164 20040127
3542 USFASTD_COMPELEC USFASTD_COMPELEC 102.814789 20040127
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.490633 20040127
3544 USFASTD_COMPELEC USFASTD_WIRELESS 22.669112 20040127
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.888030 20040127
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.159461 20040127
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.494712 20040127
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.520038 20040127
3549 USFASTD_TELECOM USFASTD_TELECOM 296.045932 20040127
3550 USFASTD_TELECOM USFASTD_WIRELESS 56.498519 20040127
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.246756 20040127
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.951694 20040127
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.584756 20040127
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.773944 20040127
3555 USFASTD_WIRELESS USFASTD_WIRELESS 436.184191 20040127
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.727513 20040127
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.869896 20040127
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -17.848662 20040127
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.777867 20040127
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 109.748885 20040127
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 67.611000 20040127
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 81.329417 20040127
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.460565 20040127
3564 USFASTD_GASUTIL USFASTD_GASUTIL 86.527989 20040127
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 67.814697 20040127
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.461101 20040127
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 351.596040 20040127
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.618011 20040127
3569 USFASTD_COUNTRY USFASTD_COUNTRY 137.526140 20040127
[3570 rows x 4 columns],
'20040128': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.479276 20040128
1 USFASTD_1DREVRSL USFASTD_BETA 1.523988 20040128
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.061506 20040128
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047451 20040128
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048378 20040128
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.049656 20040128
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.266829 20040128
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009996 20040128
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.034674 20040128
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.191978 20040128
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.176752 20040128
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.061431 20040128
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.293618 20040128
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.236859 20040128
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.254171 20040128
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.099775 20040128
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.204274 20040128
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.016719 20040128
18 USFASTD_1DREVRSL USFASTD_SEASON 0.060141 20040128
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028640 20040128
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.881302 20040128
21 USFASTD_1DREVRSL USFASTD_SIZE 0.314514 20040128
22 USFASTD_1DREVRSL USFASTD_VALUE 0.020051 20040128
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.752045 20040128
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.578323 20040128
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.191566 20040128
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.615595 20040128
27 USFASTD_1DREVRSL USFASTD_CHEM 1.779351 20040128
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.087236 20040128
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.577928 20040128
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -22.022470 20040128
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.883963 20040128
3542 USFASTD_COMPELEC USFASTD_COMPELEC 103.471012 20040128
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.417038 20040128
3544 USFASTD_COMPELEC USFASTD_WIRELESS 22.327409 20040128
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.061337 20040128
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.219998 20040128
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.210330 20040128
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.263955 20040128
3549 USFASTD_TELECOM USFASTD_TELECOM 292.150028 20040128
3550 USFASTD_TELECOM USFASTD_WIRELESS 55.930813 20040128
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.651256 20040128
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.962755 20040128
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.748716 20040128
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.631930 20040128
3555 USFASTD_WIRELESS USFASTD_WIRELESS 434.676460 20040128
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.914463 20040128
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.750450 20040128
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.198636 20040128
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.598385 20040128
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 122.167549 20040128
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 70.440412 20040128
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 86.058060 20040128
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.855548 20040128
3564 USFASTD_GASUTIL USFASTD_GASUTIL 85.498740 20040128
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 67.238166 20040128
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.339343 20040128
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 351.203808 20040128
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.363466 20040128
3569 USFASTD_COUNTRY USFASTD_COUNTRY 164.587085 20040128
[3570 rows x 4 columns],
'20040129': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.634683 20040129
1 USFASTD_1DREVRSL USFASTD_BETA 1.610103 20040129
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.059833 20040129
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.058807 20040129
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061238 20040129
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054929 20040129
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.274529 20040129
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010671 20040129
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.021419 20040129
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.201027 20040129
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.189435 20040129
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.058817 20040129
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.311041 20040129
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.227356 20040129
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.252363 20040129
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.097273 20040129
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.221878 20040129
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.036452 20040129
18 USFASTD_1DREVRSL USFASTD_SEASON 0.062178 20040129
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034132 20040129
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.909051 20040129
21 USFASTD_1DREVRSL USFASTD_SIZE 0.359142 20040129
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022129 20040129
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.821588 20040129
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.594124 20040129
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.055192 20040129
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.612924 20040129
27 USFASTD_1DREVRSL USFASTD_CHEM 1.815617 20040129
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.124466 20040129
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.489601 20040129
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -22.454954 20040129
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.836344 20040129
3542 USFASTD_COMPELEC USFASTD_COMPELEC 107.953770 20040129
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.253059 20040129
3544 USFASTD_COMPELEC USFASTD_WIRELESS 23.179675 20040129
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.658841 20040129
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.526151 20040129
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -13.436745 20040129
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.717190 20040129
3549 USFASTD_TELECOM USFASTD_TELECOM 300.623926 20040129
3550 USFASTD_TELECOM USFASTD_WIRELESS 57.353929 20040129
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.421889 20040129
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.006087 20040129
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.869855 20040129
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.522768 20040129
3555 USFASTD_WIRELESS USFASTD_WIRELESS 438.538532 20040129
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -13.217387 20040129
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.761032 20040129
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -18.255240 20040129
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.810401 20040129
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 124.088551 20040129
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 71.085859 20040129
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 86.797654 20040129
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.433882 20040129
3564 USFASTD_GASUTIL USFASTD_GASUTIL 85.771185 20040129
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 67.450290 20040129
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.679783 20040129
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 352.245804 20040129
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.733347 20040129
3569 USFASTD_COUNTRY USFASTD_COUNTRY 171.740829 20040129
[3570 rows x 4 columns],
'20040130': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.510758 20040130
1 USFASTD_1DREVRSL USFASTD_BETA 1.518072 20040130
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.058352 20040130
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.054149 20040130
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059726 20040130
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.052029 20040130
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.265141 20040130
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012964 20040130
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.021669 20040130
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.192786 20040130
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.182867 20040130
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056463 20040130
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.306205 20040130
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.223964 20040130
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.246844 20040130
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.093586 20040130
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.224360 20040130
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.041372 20040130
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058691 20040130
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034675 20040130
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.876059 20040130
21 USFASTD_1DREVRSL USFASTD_SIZE 0.348659 20040130
22 USFASTD_1DREVRSL USFASTD_VALUE 0.020967 20040130
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.788711 20040130
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.576975 20040130
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.056833 20040130
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.594486 20040130
27 USFASTD_1DREVRSL USFASTD_CHEM 1.765422 20040130
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.075381 20040130
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.456308 20040130
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -21.540860 20040130
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.595756 20040130
3542 USFASTD_COMPELEC USFASTD_COMPELEC 104.067473 20040130
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.802418 20040130
3544 USFASTD_COMPELEC USFASTD_WIRELESS 22.454865 20040130
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.180319 20040130
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.034307 20040130
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.934810 20040130
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.107630 20040130
3549 USFASTD_TELECOM USFASTD_TELECOM 293.920613 20040130
3550 USFASTD_TELECOM USFASTD_WIRELESS 55.320024 20040130
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.287688 20040130
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.969666 20040130
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.500115 20040130
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.698949 20040130
3555 USFASTD_WIRELESS USFASTD_WIRELESS 425.324440 20040130
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.776872 20040130
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.796919 20040130
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -17.422921 20040130
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.689751 20040130
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 119.541203 20040130
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 68.493608 20040130
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 83.815569 20040130
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.513686 20040130
3564 USFASTD_GASUTIL USFASTD_GASUTIL 82.680934 20040130
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 65.106735 20040130
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.134571 20040130
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 341.187861 20040130
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.248092 20040130
3569 USFASTD_COUNTRY USFASTD_COUNTRY 161.090974 20040130
[3570 rows x 4 columns],
'20040202': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.300901 20040202
1 USFASTD_1DREVRSL USFASTD_BETA 1.588186 20040202
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.049990 20040202
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.060577 20040202
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058105 20040202
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048967 20040202
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.248323 20040202
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011070 20040202
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.013928 20040202
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.188455 20040202
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.169214 20040202
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056784 20040202
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.276199 20040202
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.202476 20040202
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.223823 20040202
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.088637 20040202
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.206799 20040202
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.002046 20040202
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055885 20040202
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030955 20040202
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.837384 20040202
21 USFASTD_1DREVRSL USFASTD_SIZE 0.317565 20040202
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016148 20040202
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.814966 20040202
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.596124 20040202
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.011713 20040202
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.531689 20040202
27 USFASTD_1DREVRSL USFASTD_CHEM 1.660235 20040202
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.036053 20040202
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.438143 20040202
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -20.156150 20040202
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.628700 20040202
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.232898 20040202
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.948431 20040202
3544 USFASTD_COMPELEC USFASTD_WIRELESS 21.023066 20040202
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.520601 20040202
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.236627 20040202
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.158740 20040202
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.574669 20040202
3549 USFASTD_TELECOM USFASTD_TELECOM 280.355058 20040202
3550 USFASTD_TELECOM USFASTD_WIRELESS 52.769787 20040202
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.976665 20040202
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.979587 20040202
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.316282 20040202
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.425754 20040202
3555 USFASTD_WIRELESS USFASTD_WIRELESS 399.537905 20040202
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -12.168358 20040202
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.661846 20040202
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.478342 20040202
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.779172 20040202
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 112.882884 20040202
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 64.386673 20040202
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 78.905803 20040202
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.177197 20040202
3564 USFASTD_GASUTIL USFASTD_GASUTIL 77.492356 20040202
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 60.984689 20040202
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.542305 20040202
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 319.630369 20040202
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.729927 20040202
3569 USFASTD_COUNTRY USFASTD_COUNTRY 169.909947 20040202
[3570 rows x 4 columns],
'20040203': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.174320 20040203
1 USFASTD_1DREVRSL USFASTD_BETA 1.621447 20040203
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.047381 20040203
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.062770 20040203
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056134 20040203
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.046331 20040203
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.238121 20040203
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009408 20040203
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010627 20040203
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.185466 20040203
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.163226 20040203
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.055091 20040203
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.259679 20040203
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.191581 20040203
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.213967 20040203
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.085058 20040203
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.199699 20040203
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.017491 20040203
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054909 20040203
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028812 20040203
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.813233 20040203
21 USFASTD_1DREVRSL USFASTD_SIZE 0.299762 20040203
22 USFASTD_1DREVRSL USFASTD_VALUE 0.014635 20040203
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.841410 20040203
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.626526 20040203
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.045713 20040203
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.499637 20040203
27 USFASTD_1DREVRSL USFASTD_CHEM 1.609289 20040203
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.043430 20040203
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.427263 20040203
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -20.285707 20040203
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.655467 20040203
3542 USFASTD_COMPELEC USFASTD_COMPELEC 95.991172 20040203
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.579173 20040203
3544 USFASTD_COMPELEC USFASTD_WIRELESS 20.365438 20040203
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.669780 20040203
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.161627 20040203
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.892340 20040203
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.881630 20040203
3549 USFASTD_TELECOM USFASTD_TELECOM 269.130083 20040203
3550 USFASTD_TELECOM USFASTD_WIRELESS 50.659178 20040203
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.968717 20040203
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.925077 20040203
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.376288 20040203
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.718594 20040203
3555 USFASTD_WIRELESS USFASTD_WIRELESS 383.438639 20040203
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.774463 20040203
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.606919 20040203
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.084645 20040203
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.848005 20040203
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 111.480400 20040203
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 63.200683 20040203
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 79.286336 20040203
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.580468 20040203
3564 USFASTD_GASUTIL USFASTD_GASUTIL 75.485865 20040203
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 60.770610 20040203
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.767389 20040203
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 323.764864 20040203
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.112868 20040203
3569 USFASTD_COUNTRY USFASTD_COUNTRY 173.454166 20040203
[3570 rows x 4 columns],
'20040204': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.215223 20040204
1 USFASTD_1DREVRSL USFASTD_BETA 1.678894 20040204
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.051394 20040204
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.066392 20040204
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058413 20040204
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.055718 20040204
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.234357 20040204
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007590 20040204
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010194 20040204
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.193377 20040204
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.171281 20040204
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.056362 20040204
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.246797 20040204
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.182426 20040204
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.217884 20040204
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.087767 20040204
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.192301 20040204
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.018652 20040204
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051355 20040204
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034334 20040204
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.818423 20040204
21 USFASTD_1DREVRSL USFASTD_SIZE 0.340787 20040204
22 USFASTD_1DREVRSL USFASTD_VALUE 0.014202 20040204
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.887380 20040204
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.619901 20040204
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.114013 20040204
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.467768 20040204
27 USFASTD_1DREVRSL USFASTD_CHEM 1.615869 20040204
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.027586 20040204
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.404545 20040204
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -19.729413 20040204
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.943567 20040204
3542 USFASTD_COMPELEC USFASTD_COMPELEC 96.050142 20040204
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.335539 20040204
3544 USFASTD_COMPELEC USFASTD_WIRELESS 19.977015 20040204
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.506694 20040204
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.008831 20040204
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.610959 20040204
3548 USFASTD_COMPELEC USFASTD_COUNTRY 10.613275 20040204
3549 USFASTD_TELECOM USFASTD_TELECOM 265.887271 20040204
3550 USFASTD_TELECOM USFASTD_WIRELESS 49.865392 20040204
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.141763 20040204
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.982893 20040204
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.605272 20040204
3554 USFASTD_TELECOM USFASTD_COUNTRY -14.037845 20040204
3555 USFASTD_WIRELESS USFASTD_WIRELESS 379.544202 20040204
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.917951 20040204
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.694165 20040204
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.249659 20040204
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.317211 20040204
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 111.648126 20040204
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 62.884876 20040204
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 79.296954 20040204
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.984633 20040204
3564 USFASTD_GASUTIL USFASTD_GASUTIL 74.569243 20040204
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 60.326787 20040204
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.996149 20040204
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 322.251810 20040204
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.141876 20040204
3569 USFASTD_COUNTRY USFASTD_COUNTRY 182.942933 20040204
[3570 rows x 4 columns],
'20040205': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.200753 20040205
1 USFASTD_1DREVRSL USFASTD_BETA 1.671705 20040205
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.050695 20040205
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.064191 20040205
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.063237 20040205
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.059018 20040205
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.232672 20040205
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006905 20040205
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.007291 20040205
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.190612 20040205
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.169650 20040205
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.055661 20040205
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.244110 20040205
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.180287 20040205
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.215355 20040205
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.088737 20040205
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.187600 20040205
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.017363 20040205
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049926 20040205
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036084 20040205
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.843587 20040205
21 USFASTD_1DREVRSL USFASTD_SIZE 0.333096 20040205
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016918 20040205
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.950320 20040205
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.667345 20040205
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.169151 20040205
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.459023 20040205
27 USFASTD_1DREVRSL USFASTD_CHEM 1.658492 20040205
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.105076 20040205
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.417956 20040205
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -19.246919 20040205
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.809105 20040205
3542 USFASTD_COMPELEC USFASTD_COMPELEC 95.149079 20040205
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.153691 20040205
3544 USFASTD_COMPELEC USFASTD_WIRELESS 19.657229 20040205
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.333476 20040205
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.832338 20040205
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.378257 20040205
3548 USFASTD_COMPELEC USFASTD_COUNTRY 10.344553 20040205
3549 USFASTD_TELECOM USFASTD_TELECOM 262.164759 20040205
3550 USFASTD_TELECOM USFASTD_WIRELESS 49.239155 20040205
3551 USFASTD_TELECOM USFASTD_ELECUTIL 3.099309 20040205
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.938143 20040205
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.596254 20040205
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.670324 20040205
3555 USFASTD_WIRELESS USFASTD_WIRELESS 375.569512 20040205
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.960778 20040205
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.770397 20040205
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -16.590462 20040205
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.186303 20040205
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 111.166054 20040205
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 62.440497 20040205
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 79.642341 20040205
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.708003 20040205
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.805986 20040205
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 60.381249 20040205
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.804060 20040205
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 325.387990 20040205
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.093755 20040205
3569 USFASTD_COUNTRY USFASTD_COUNTRY 178.363618 20040205
[3570 rows x 4 columns],
'20040206': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.080403 20040206
1 USFASTD_1DREVRSL USFASTD_BETA 1.368809 20040206
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.059424 20040206
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047443 20040206
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060189 20040206
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054329 20040206
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.226617 20040206
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011978 20040206
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.016146 20040206
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.168656 20040206
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.165912 20040206
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.051104 20040206
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.254115 20040206
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.194116 20040206
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.223616 20040206
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.084731 20040206
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.198986 20040206
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.041710 20040206
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047672 20040206
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039289 20040206
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.811056 20040206
21 USFASTD_1DREVRSL USFASTD_SIZE 0.334375 20040206
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022280 20040206
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.737303 20040206
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.521085 20040206
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.045451 20040206
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.478345 20040206
27 USFASTD_1DREVRSL USFASTD_CHEM 1.594848 20040206
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.037138 20040206
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.350171 20040206
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -18.374722 20040206
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.287900 20040206
3542 USFASTD_COMPELEC USFASTD_COMPELEC 93.207032 20040206
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.720548 20040206
3544 USFASTD_COMPELEC USFASTD_WIRELESS 19.299615 20040206
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.781351 20040206
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.324931 20040206
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.582891 20040206
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.732985 20040206
3549 USFASTD_TELECOM USFASTD_TELECOM 251.527753 20040206
3550 USFASTD_TELECOM USFASTD_WIRELESS 47.093442 20040206
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.734655 20040206
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.588616 20040206
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.186371 20040206
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.963725 20040206
3555 USFASTD_WIRELESS USFASTD_WIRELESS 360.840609 20040206
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.485755 20040206
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.576610 20040206
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -15.727977 20040206
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.185294 20040206
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 106.324461 20040206
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 60.777253 20040206
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 76.937921 20040206
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.581098 20040206
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.336073 20040206
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 59.698364 20040206
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.694927 20040206
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 318.035178 20040206
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.600161 20040206
3569 USFASTD_COUNTRY USFASTD_COUNTRY 144.629603 20040206
[3570 rows x 4 columns],
'20040209': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.914563 20040209
1 USFASTD_1DREVRSL USFASTD_BETA 1.432500 20040209
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.054646 20040209
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.051086 20040209
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056871 20040209
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.049650 20040209
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.212556 20040209
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010126 20040209
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.011215 20040209
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.166805 20040209
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.155618 20040209
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.051404 20040209
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.230782 20040209
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.178984 20040209
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.205678 20040209
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.079508 20040209
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.182924 20040209
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.010125 20040209
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046797 20040209
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035427 20040209
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.771883 20040209
21 USFASTD_1DREVRSL USFASTD_SIZE 0.306546 20040209
22 USFASTD_1DREVRSL USFASTD_VALUE 0.018893 20040209
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.764835 20040209
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.540590 20040209
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.081560 20040209
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.458364 20040209
27 USFASTD_1DREVRSL USFASTD_CHEM 1.526669 20040209
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 1.007694 20040209
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.332529 20040209
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.366121 20040209
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.294320 20040209
3542 USFASTD_COMPELEC USFASTD_COMPELEC 88.254738 20040209
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.991759 20040209
3544 USFASTD_COMPELEC USFASTD_WIRELESS 18.131339 20040209
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.274956 20040209
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.843758 20040209
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.972366 20040209
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.118665 20040209
3549 USFASTD_TELECOM USFASTD_TELECOM 237.195400 20040209
3550 USFASTD_TELECOM USFASTD_WIRELESS 44.418331 20040209
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.663026 20040209
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.635625 20040209
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.237565 20040209
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.517835 20040209
3555 USFASTD_WIRELESS USFASTD_WIRELESS 341.345108 20040209
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.784482 20040209
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.815046 20040209
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.841583 20040209
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.359767 20040209
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 100.419086 20040209
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 58.655051 20040209
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 72.602844 20040209
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.094403 20040209
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.796096 20040209
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 57.626337 20040209
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.162892 20040209
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 299.734522 20040209
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.968555 20040209
3569 USFASTD_COUNTRY USFASTD_COUNTRY 151.466728 20040209
[3570 rows x 4 columns],
'20040210': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.734925 20040210
1 USFASTD_1DREVRSL USFASTD_BETA 1.347554 20040210
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.051532 20040210
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047828 20040210
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054057 20040210
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.046841 20040210
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.200432 20040210
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009516 20040210
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010592 20040210
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.160991 20040210
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.147463 20040210
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.048351 20040210
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.222506 20040210
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.168225 20040210
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.193207 20040210
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.074636 20040210
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.172506 20040210
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.010005 20040210
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044106 20040210
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033238 20040210
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.724197 20040210
21 USFASTD_1DREVRSL USFASTD_SIZE 0.288150 20040210
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017754 20040210
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.717044 20040210
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.504540 20040210
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.069695 20040210
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.437303 20040210
27 USFASTD_1DREVRSL USFASTD_CHEM 1.439114 20040210
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.952954 20040210
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.312641 20040210
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.820328 20040210
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.972601 20040210
3542 USFASTD_COMPELEC USFASTD_COMPELEC 83.330892 20040210
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.467513 20040210
3544 USFASTD_COMPELEC USFASTD_WIRELESS 17.232436 20040210
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.834997 20040210
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.486538 20040210
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.825411 20040210
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.494799 20040210
3549 USFASTD_TELECOM USFASTD_TELECOM 225.797888 20040210
3550 USFASTD_TELECOM USFASTD_WIRELESS 41.839996 20040210
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.742776 20040210
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.798945 20040210
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.907390 20040210
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.682124 20040210
3555 USFASTD_WIRELESS USFASTD_WIRELESS 322.683842 20040210
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.375937 20040210
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.965959 20040210
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.701463 20040210
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.363364 20040210
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 95.776019 20040210
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 56.484911 20040210
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 70.312385 20040210
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.275033 20040210
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.682143 20040210
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 56.455776 20040210
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.682025 20040210
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 293.113927 20040210
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.288030 20040210
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.779801 20040210
[3570 rows x 4 columns],
'20040211': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.837898 20040211
1 USFASTD_1DREVRSL USFASTD_BETA 1.233536 20040211
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.056925 20040211
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042160 20040211
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058500 20040211
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054562 20040211
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.206863 20040211
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008746 20040211
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.021913 20040211
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.171149 20040211
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.153454 20040211
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.045476 20040211
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.239589 20040211
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.188692 20040211
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.203148 20040211
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.078150 20040211
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.178374 20040211
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.046412 20040211
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043696 20040211
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031167 20040211
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.744351 20040211
21 USFASTD_1DREVRSL USFASTD_SIZE 0.313942 20040211
22 USFASTD_1DREVRSL USFASTD_VALUE 0.019792 20040211
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.649759 20040211
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.457317 20040211
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.019534 20040211
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.486640 20040211
27 USFASTD_1DREVRSL USFASTD_CHEM 1.513317 20040211
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.937863 20040211
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.283049 20040211
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.884853 20040211
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.210089 20040211
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.144512 20040211
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.805574 20040211
3544 USFASTD_COMPELEC USFASTD_WIRELESS 17.650743 20040211
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.031330 20040211
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.717665 20040211
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.980653 20040211
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.650170 20040211
3549 USFASTD_TELECOM USFASTD_TELECOM 231.897117 20040211
3550 USFASTD_TELECOM USFASTD_WIRELESS 43.181799 20040211
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.676039 20040211
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.781122 20040211
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.772609 20040211
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.624265 20040211
3555 USFASTD_WIRELESS USFASTD_WIRELESS 334.050834 20040211
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -11.131183 20040211
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.212559 20040211
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -15.784359 20040211
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.798652 20040211
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 100.910763 20040211
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 59.156120 20040211
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 74.139362 20040211
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.737464 20040211
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.512657 20040211
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 59.125505 20040211
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.319247 20040211
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 307.717218 20040211
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.217728 20040211
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.698633 20040211
[3570 rows x 4 columns],
'20040212': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.735668 20040212
1 USFASTD_1DREVRSL USFASTD_BETA 1.243445 20040212
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.050268 20040212
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.044636 20040212
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.057093 20040212
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.049077 20040212
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.192344 20040212
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005128 20040212
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010030 20040212
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.162496 20040212
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.150079 20040212
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.043740 20040212
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.236627 20040212
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.179216 20040212
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.183111 20040212
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.076041 20040212
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.168886 20040212
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.031619 20040212
18 USFASTD_1DREVRSL USFASTD_SEASON 0.057518 20040212
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031406 20040212
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.705815 20040212
21 USFASTD_1DREVRSL USFASTD_SIZE 0.292793 20040212
22 USFASTD_1DREVRSL USFASTD_VALUE 0.026741 20040212
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.723779 20040212
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.585308 20040212
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.118841 20040212
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.450323 20040212
27 USFASTD_1DREVRSL USFASTD_CHEM 1.446929 20040212
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.883407 20040212
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.282950 20040212
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.735706 20040212
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.362524 20040212
3542 USFASTD_COMPELEC USFASTD_COMPELEC 80.078836 20040212
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.926766 20040212
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.374140 20040212
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.343253 20040212
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.976160 20040212
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.213698 20040212
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.561186 20040212
3549 USFASTD_TELECOM USFASTD_TELECOM 215.380494 20040212
3550 USFASTD_TELECOM USFASTD_WIRELESS 40.109622 20040212
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.526949 20040212
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.608640 20040212
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.742330 20040212
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.519911 20040212
3555 USFASTD_WIRELESS USFASTD_WIRELESS 310.220649 20040212
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.336670 20040212
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.119262 20040212
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.660394 20040212
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.833071 20040212
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.775768 20040212
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.969788 20040212
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 68.890813 20040212
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.486651 20040212
3564 USFASTD_GASUTIL USFASTD_GASUTIL 68.292175 20040212
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 54.930054 20040212
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.231767 20040212
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 285.824847 20040212
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.117784 20040212
3569 USFASTD_COUNTRY USFASTD_COUNTRY 131.419147 20040212
[3570 rows x 4 columns],
'20040213': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.519353 20040213
1 USFASTD_1DREVRSL USFASTD_BETA 1.277454 20040213
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.042766 20040213
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.048218 20040213
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.053076 20040213
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.046620 20040213
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.175649 20040213
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.002914 20040213
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.005382 20040213
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.155782 20040213
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.136961 20040213
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.040961 20040213
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.213314 20040213
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161115 20040213
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.165576 20040213
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.069576 20040213
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.150645 20040213
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.001120 20040213
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054287 20040213
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027842 20040213
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.656692 20040213
21 USFASTD_1DREVRSL USFASTD_SIZE 0.261564 20040213
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023857 20040213
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.742649 20040213
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.595256 20040213
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.156681 20040213
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.397758 20040213
27 USFASTD_1DREVRSL USFASTD_CHEM 1.349610 20040213
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.840326 20040213
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.274300 20040213
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.560860 20040213
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.283543 20040213
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.444577 20040213
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.198673 20040213
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.250183 20040213
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.752592 20040213
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.299715 20040213
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.509791 20040213
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.728893 20040213
3549 USFASTD_TELECOM USFASTD_TELECOM 198.857983 20040213
3550 USFASTD_TELECOM USFASTD_WIRELESS 36.855016 20040213
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.475557 20040213
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.505298 20040213
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.780395 20040213
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.793722 20040213
3555 USFASTD_WIRELESS USFASTD_WIRELESS 286.054643 20040213
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.569868 20040213
3557 USFASTD_WIRELESS USFASTD_GASUTIL -1.077256 20040213
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.533743 20040213
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.062830 20040213
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 86.502217 20040213
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 50.688383 20040213
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 63.468764 20040213
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.745947 20040213
3564 USFASTD_GASUTIL USFASTD_GASUTIL 62.896044 20040213
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 50.571168 20040213
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.402398 20040213
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 262.786599 20040213
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.297420 20040213
3569 USFASTD_COUNTRY USFASTD_COUNTRY 136.263936 20040213
[3570 rows x 4 columns],
'20040217': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.490145 20040217
1 USFASTD_1DREVRSL USFASTD_BETA 1.247365 20040217
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.043017 20040217
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047664 20040217
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052745 20040217
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.045193 20040217
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.174338 20040217
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003772 20040217
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.006693 20040217
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.153184 20040217
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.135490 20040217
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.042339 20040217
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.214579 20040217
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.160174 20040217
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.165298 20040217
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.068880 20040217
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.150540 20040217
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.010077 20040217
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052594 20040217
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028185 20040217
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.646638 20040217
21 USFASTD_1DREVRSL USFASTD_SIZE 0.260306 20040217
22 USFASTD_1DREVRSL USFASTD_VALUE 0.025474 20040217
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.699052 20040217
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.565398 20040217
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.133878 20040217
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.411961 20040217
27 USFASTD_1DREVRSL USFASTD_CHEM 1.331737 20040217
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.823151 20040217
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.266946 20040217
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.411227 20040217
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.092453 20040217
3542 USFASTD_COMPELEC USFASTD_COMPELEC 73.692927 20040217
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.013376 20040217
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.922710 20040217
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.660676 20040217
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.200061 20040217
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.425745 20040217
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.368617 20040217
3549 USFASTD_TELECOM USFASTD_TELECOM 198.706438 20040217
3550 USFASTD_TELECOM USFASTD_WIRELESS 38.338194 20040217
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.370685 20040217
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.434328 20040217
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.656928 20040217
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.751197 20040217
3555 USFASTD_WIRELESS USFASTD_WIRELESS 341.051712 20040217
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.990526 20040217
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.974183 20040217
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.039293 20040217
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.784086 20040217
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.567070 20040217
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 50.125354 20040217
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 62.758022 20040217
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.292955 20040217
3564 USFASTD_GASUTIL USFASTD_GASUTIL 62.184603 20040217
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.989267 20040217
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.135485 20040217
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 259.682744 20040217
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.968399 20040217
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.852012 20040217
[3570 rows x 4 columns],
'20040218': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.408392 20040218
1 USFASTD_1DREVRSL USFASTD_BETA 1.267274 20040218
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.040572 20040218
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.049017 20040218
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.051160 20040218
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.042876 20040218
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.180663 20040218
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003032 20040218
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.004668 20040218
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150866 20040218
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.131481 20040218
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.041584 20040218
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.204030 20040218
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.152707 20040218
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.157941 20040218
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067484 20040218
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.144339 20040218
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.003472 20040218
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051586 20040218
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027106 20040218
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.627854 20040218
21 USFASTD_1DREVRSL USFASTD_SIZE 0.247538 20040218
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023933 20040218
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.711741 20040218
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.574193 20040218
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.149395 20040218
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.403755 20040218
27 USFASTD_1DREVRSL USFASTD_CHEM 1.312178 20040218
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.810312 20040218
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.261867 20040218
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.975646 20040218
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.028882 20040218
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.375242 20040218
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.106236 20040218
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.395839 20040218
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.423731 20040218
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.957703 20040218
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.181638 20040218
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.494411 20040218
3549 USFASTD_TELECOM USFASTD_TELECOM 196.280797 20040218
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.845029 20040218
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.066689 20040218
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.366642 20040218
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.649314 20040218
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.886226 20040218
3555 USFASTD_WIRELESS USFASTD_WIRELESS 332.019770 20040218
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -10.000712 20040218
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.959410 20040218
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.614361 20040218
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.766047 20040218
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.259871 20040218
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.172514 20040218
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.515016 20040218
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.765750 20040218
3564 USFASTD_GASUTIL USFASTD_GASUTIL 60.131116 20040218
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.319538 20040218
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.282414 20040218
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 250.827507 20040218
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.109993 20040218
3569 USFASTD_COUNTRY USFASTD_COUNTRY 135.824826 20040218
[3570 rows x 4 columns],
'20040219': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.375371 20040219
1 USFASTD_1DREVRSL USFASTD_BETA 1.335752 20040219
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.039047 20040219
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.050855 20040219
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.049029 20040219
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038751 20040219
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.172994 20040219
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005189 20040219
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.001008 20040219
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.148938 20040219
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.128855 20040219
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.037073 20040219
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.195550 20040219
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.150330 20040219
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.155318 20040219
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.064752 20040219
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.137626 20040219
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.018645 20040219
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055863 20040219
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030469 20040219
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.616053 20040219
21 USFASTD_1DREVRSL USFASTD_SIZE 0.228939 20040219
22 USFASTD_1DREVRSL USFASTD_VALUE 0.026476 20040219
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.714491 20040219
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.609304 20040219
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.144841 20040219
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.398239 20040219
27 USFASTD_1DREVRSL USFASTD_CHEM 1.247079 20040219
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.784628 20040219
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.263391 20040219
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.553777 20040219
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.198736 20040219
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.482758 20040219
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.087442 20040219
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.946089 20040219
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.317366 20040219
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.715132 20040219
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.311990 20040219
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.608016 20040219
3549 USFASTD_TELECOM USFASTD_TELECOM 195.601232 20040219
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.167374 20040219
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.331608 20040219
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.333243 20040219
3553 USFASTD_TELECOM USFASTD_MULTUTIL 1.529902 20040219
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.941113 20040219
3555 USFASTD_WIRELESS USFASTD_WIRELESS 321.976207 20040219
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.741183 20040219
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.926529 20040219
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.451610 20040219
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.821113 20040219
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 83.838226 20040219
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.991335 20040219
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.660501 20040219
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.958886 20040219
3564 USFASTD_GASUTIL USFASTD_GASUTIL 58.308150 20040219
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 47.860066 20040219
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.420839 20040219
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 254.947249 20040219
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.029347 20040219
3569 USFASTD_COUNTRY USFASTD_COUNTRY 139.212587 20040219
[3570 rows x 4 columns],
'20040220': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.213267 20040220
1 USFASTD_1DREVRSL USFASTD_BETA 1.367626 20040220
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.033925 20040220
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.054416 20040220
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.045547 20040220
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.034905 20040220
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.159299 20040220
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003079 20040220
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002462 20040220
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.144121 20040220
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.118392 20040220
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035201 20040220
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.176659 20040220
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.134827 20040220
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.141395 20040220
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.059946 20040220
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.124283 20040220
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042336 20040220
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054254 20040220
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026987 20040220
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.579396 20040220
21 USFASTD_1DREVRSL USFASTD_SIZE 0.205216 20040220
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023205 20040220
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.731169 20040220
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.616466 20040220
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.179364 20040220
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.353797 20040220
27 USFASTD_1DREVRSL USFASTD_CHEM 1.167699 20040220
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.755152 20040220
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.252159 20040220
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.647049 20040220
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.430140 20040220
3542 USFASTD_COMPELEC USFASTD_COMPELEC 67.090637 20040220
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.747744 20040220
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.287629 20040220
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.802274 20040220
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.154933 20040220
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.779311 20040220
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.032996 20040220
3549 USFASTD_TELECOM USFASTD_TELECOM 183.822236 20040220
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.598534 20040220
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.185979 20040220
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.162281 20040220
3553 USFASTD_TELECOM USFASTD_MULTUTIL 1.489778 20040220
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.438973 20040220
3555 USFASTD_WIRELESS USFASTD_WIRELESS 301.467832 20040220
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.992284 20040220
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.790990 20040220
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.529635 20040220
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.858592 20040220
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.126957 20040220
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 44.693702 20040220
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.307131 20040220
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.301808 20040220
3564 USFASTD_GASUTIL USFASTD_GASUTIL 54.213583 20040220
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.435253 20040220
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.618176 20040220
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 236.312965 20040220
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.268950 20040220
3569 USFASTD_COUNTRY USFASTD_COUNTRY 143.575177 20040220
[3570 rows x 4 columns],
'20040223': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.209638 20040223
1 USFASTD_1DREVRSL USFASTD_BETA 1.435967 20040223
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.036202 20040223
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.057674 20040223
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042516 20040223
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.025920 20040223
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.153023 20040223
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.000835 20040223
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004825 20040223
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.144965 20040223
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.115228 20040223
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036922 20040223
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.167914 20040223
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.133556 20040223
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.141994 20040223
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.059324 20040223
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.125894 20040223
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.063363 20040223
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056055 20040223
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029436 20040223
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.575111 20040223
21 USFASTD_1DREVRSL USFASTD_SIZE 0.183166 20040223
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023159 20040223
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.760009 20040223
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.649615 20040223
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.228977 20040223
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.310997 20040223
27 USFASTD_1DREVRSL USFASTD_CHEM 1.127430 20040223
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.748005 20040223
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.235602 20040223
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.231826 20040223
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.653342 20040223
3542 USFASTD_COMPELEC USFASTD_COMPELEC 69.938481 20040223
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.763637 20040223
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.025982 20040223
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.055602 20040223
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.144165 20040223
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.560749 20040223
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.700097 20040223
3549 USFASTD_TELECOM USFASTD_TELECOM 178.706076 20040223
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.652562 20040223
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.171089 20040223
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.129986 20040223
3553 USFASTD_TELECOM USFASTD_MULTUTIL 1.491791 20040223
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.714398 20040223
3555 USFASTD_WIRELESS USFASTD_WIRELESS 293.764298 20040223
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.693113 20040223
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.788050 20040223
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.357403 20040223
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.039836 20040223
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.662977 20040223
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.640028 20040223
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.037692 20040223
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.762033 20040223
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.723808 20040223
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.352563 20040223
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.790473 20040223
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 231.130896 20040223
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.361914 20040223
3569 USFASTD_COUNTRY USFASTD_COUNTRY 148.133865 20040223
[3570 rows x 4 columns],
'20040224': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.168963 20040224
1 USFASTD_1DREVRSL USFASTD_BETA 1.368258 20040224
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037152 20040224
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.054498 20040224
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042079 20040224
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.026463 20040224
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.150521 20040224
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001239 20040224
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004331 20040224
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.140272 20040224
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.114030 20040224
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.037357 20040224
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.171464 20040224
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.132394 20040224
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.140916 20040224
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.058725 20040224
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.125872 20040224
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.051141 20040224
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054292 20040224
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029151 20040224
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.569017 20040224
21 USFASTD_1DREVRSL USFASTD_SIZE 0.182207 20040224
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022813 20040224
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.713159 20040224
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.612327 20040224
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.205193 20040224
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.310891 20040224
27 USFASTD_1DREVRSL USFASTD_CHEM 1.106636 20040224
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.728595 20040224
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.227872 20040224
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.938420 20040224
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.510317 20040224
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.838742 20040224
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.999767 20040224
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.844918 20040224
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.885382 20040224
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.066877 20040224
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.345432 20040224
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.310533 20040224
3549 USFASTD_TELECOM USFASTD_TELECOM 184.583875 20040224
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.621254 20040224
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.106723 20040224
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.327729 20040224
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.776673 20040224
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.466068 20040224
3555 USFASTD_WIRELESS USFASTD_WIRELESS 289.074555 20040224
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.541024 20040224
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.821618 20040224
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.130909 20040224
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.924045 20040224
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.198747 20040224
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.006273 20040224
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.566370 20040224
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.138806 20040224
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.271699 20040224
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.043369 20040224
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.485602 20040224
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 232.023531 20040224
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.991344 20040224
3569 USFASTD_COUNTRY USFASTD_COUNTRY 141.051455 20040224
[3570 rows x 4 columns],
'20040225': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.112405 20040225
1 USFASTD_1DREVRSL USFASTD_BETA 1.219335 20040225
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.039526 20040225
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047269 20040225
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.040521 20040225
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.028197 20040225
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.148007 20040225
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003051 20040225
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.000427 20040225
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.131468 20040225
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.112669 20040225
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035721 20040225
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.174912 20040225
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137446 20040225
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.142251 20040225
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057684 20040225
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.126953 20040225
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.023920 20040225
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051547 20040225
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029867 20040225
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.549062 20040225
21 USFASTD_1DREVRSL USFASTD_SIZE 0.186188 20040225
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023288 20040225
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.622028 20040225
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.541422 20040225
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.151084 20040225
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.320922 20040225
27 USFASTD_1DREVRSL USFASTD_CHEM 1.071536 20040225
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.694383 20040225
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.221245 20040225
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.492605 20040225
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.209568 20040225
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.736559 20040225
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.084699 20040225
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.375319 20040225
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.696812 20040225
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.019460 20040225
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.899111 20040225
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.664232 20040225
3549 USFASTD_TELECOM USFASTD_TELECOM 180.471037 20040225
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.126474 20040225
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.925921 20040225
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.224621 20040225
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.539325 20040225
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.274500 20040225
3555 USFASTD_WIRELESS USFASTD_WIRELESS 301.087994 20040225
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.938359 20040225
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.833794 20040225
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.403118 20040225
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.082380 20040225
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.960776 20040225
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.096782 20040225
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.226489 20040225
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.673482 20040225
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.992266 20040225
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.483381 20040225
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.684023 20040225
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 232.474658 20040225
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.072121 20040225
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.661684 20040225
[3570 rows x 4 columns],
'20040226': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.070378 20040226
1 USFASTD_1DREVRSL USFASTD_BETA 1.210033 20040226
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.035234 20040226
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047914 20040226
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.037835 20040226
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.025607 20040226
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.142007 20040226
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006070 20040226
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004209 20040226
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.126761 20040226
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.109295 20040226
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031759 20040226
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.170995 20040226
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.129194 20040226
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138678 20040226
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057869 20040226
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.122661 20040226
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.020959 20040226
18 USFASTD_1DREVRSL USFASTD_SEASON 0.050762 20040226
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029644 20040226
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.534241 20040226
21 USFASTD_1DREVRSL USFASTD_SIZE 0.185413 20040226
22 USFASTD_1DREVRSL USFASTD_VALUE 0.020942 20040226
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.652130 20040226
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.578251 20040226
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.195162 20040226
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.305157 20040226
27 USFASTD_1DREVRSL USFASTD_CHEM 1.087890 20040226
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.681348 20040226
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.227291 20040226
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.624331 20040226
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.271972 20040226
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.159736 20040226
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.675577 20040226
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.914987 20040226
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.433461 20040226
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.735785 20040226
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.754482 20040226
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.597854 20040226
3549 USFASTD_TELECOM USFASTD_TELECOM 173.722929 20040226
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.057900 20040226
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.868356 20040226
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.144886 20040226
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.455075 20040226
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.168013 20040226
3555 USFASTD_WIRELESS USFASTD_WIRELESS 295.684497 20040226
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.630862 20040226
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.759098 20040226
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.623385 20040226
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.189531 20040226
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.187396 20040226
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.516381 20040226
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.684403 20040226
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.579403 20040226
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.064487 20040226
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.303290 20040226
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.639507 20040226
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 228.332144 20040226
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.166137 20040226
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.478992 20040226
[3570 rows x 4 columns],
'20040227': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.136611 20040227
1 USFASTD_1DREVRSL USFASTD_BETA 1.173897 20040227
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.038493 20040227
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.047541 20040227
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042604 20040227
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.028915 20040227
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145891 20040227
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005234 20040227
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.000226 20040227
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.129997 20040227
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.112429 20040227
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033157 20040227
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.191658 20040227
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.134289 20040227
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.145007 20040227
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.059365 20040227
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.132833 20040227
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.001773 20040227
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053541 20040227
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030363 20040227
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.546865 20040227
21 USFASTD_1DREVRSL USFASTD_SIZE 0.199203 20040227
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022455 20040227
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.582090 20040227
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.550026 20040227
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.188882 20040227
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.313188 20040227
27 USFASTD_1DREVRSL USFASTD_CHEM 1.120002 20040227
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.679820 20040227
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.186231 20040227
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.984292 20040227
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.162221 20040227
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.436436 20040227
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.981872 20040227
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.226531 20040227
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.896926 20040227
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.233483 20040227
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.024529 20040227
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.354023 20040227
3549 USFASTD_TELECOM USFASTD_TELECOM 178.613703 20040227
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.086785 20040227
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.934754 20040227
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.250163 20040227
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.451722 20040227
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.818835 20040227
3555 USFASTD_WIRELESS USFASTD_WIRELESS 305.562456 20040227
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.839672 20040227
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.587857 20040227
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.922636 20040227
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.107216 20040227
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.416401 20040227
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.645845 20040227
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.440277 20040227
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.349351 20040227
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.892848 20040227
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.515109 20040227
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.509215 20040227
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 235.140468 20040227
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.931067 20040227
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.877385 20040227
[3570 rows x 4 columns],
'20040301': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.366303 20040301
1 USFASTD_1DREVRSL USFASTD_BETA 1.187532 20040301
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.045021 20040301
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.051940 20040301
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.039822 20040301
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.026913 20040301
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.165179 20040301
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009873 20040301
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010765 20040301
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.147288 20040301
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.128033 20040301
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.038152 20040301
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.208037 20040301
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.155121 20040301
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.183346 20040301
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.064834 20040301
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.176039 20040301
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.024833 20040301
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051679 20040301
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027401 20040301
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.591535 20040301
21 USFASTD_1DREVRSL USFASTD_SIZE 0.222029 20040301
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022660 20040301
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.465114 20040301
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.424920 20040301
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.077793 20040301
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.394412 20040301
27 USFASTD_1DREVRSL USFASTD_CHEM 1.270605 20040301
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.711962 20040301
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.170672 20040301
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.664017 20040301
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.852562 20040301
3542 USFASTD_COMPELEC USFASTD_COMPELEC 75.437069 20040301
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.653475 20040301
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.230951 20040301
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.379263 20040301
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.800618 20040301
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.644146 20040301
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.302284 20040301
3549 USFASTD_TELECOM USFASTD_TELECOM 191.525142 20040301
3550 USFASTD_TELECOM USFASTD_WIRELESS 36.606049 20040301
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.983311 20040301
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.321487 20040301
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.308132 20040301
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.411278 20040301
3555 USFASTD_WIRELESS USFASTD_WIRELESS 326.787176 20040301
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -9.456539 20040301
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.685461 20040301
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -14.003865 20040301
3559 USFASTD_WIRELESS USFASTD_COUNTRY -0.845976 20040301
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 81.420276 20040301
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.564134 20040301
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.349232 20040301
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.062383 20040301
3564 USFASTD_GASUTIL USFASTD_GASUTIL 56.547627 20040301
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.645969 20040301
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.418278 20040301
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 252.539553 20040301
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.969005 20040301
3569 USFASTD_COUNTRY USFASTD_COUNTRY 117.110981 20040301
[3570 rows x 4 columns],
'20040302': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.234237 20040302
1 USFASTD_1DREVRSL USFASTD_BETA 1.245293 20040302
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.040299 20040302
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.055610 20040302
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.036834 20040302
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.024758 20040302
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.153717 20040302
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007992 20040302
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.009809 20040302
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.143111 20040302
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.120563 20040302
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035649 20040302
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.195459 20040302
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.143097 20040302
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.176480 20040302
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.061885 20040302
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.163480 20040302
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.004776 20040302
18 USFASTD_1DREVRSL USFASTD_SEASON 0.050893 20040302
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026141 20040302
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.563928 20040302
21 USFASTD_1DREVRSL USFASTD_SIZE 0.202293 20040302
22 USFASTD_1DREVRSL USFASTD_VALUE 0.019278 20040302
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.527790 20040302
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.478011 20040302
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.131102 20040302
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.403016 20040302
27 USFASTD_1DREVRSL USFASTD_CHEM 1.236461 20040302
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.701570 20040302
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.165027 20040302
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.846609 20040302
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.098337 20040302
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.895879 20040302
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.051702 20040302
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.257221 20040302
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.907341 20040302
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.478102 20040302
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.109618 20040302
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.723880 20040302
3549 USFASTD_TELECOM USFASTD_TELECOM 206.541496 20040302
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.592591 20040302
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.895830 20040302
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.075490 20040302
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.070374 20040302
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.026896 20040302
3555 USFASTD_WIRELESS USFASTD_WIRELESS 307.838462 20040302
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.917654 20040302
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.442358 20040302
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -13.225259 20040302
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.121910 20040302
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.402142 20040302
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 44.258147 20040302
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.603893 20040302
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.592874 20040302
3564 USFASTD_GASUTIL USFASTD_GASUTIL 54.633030 20040302
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.278163 20040302
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.916429 20040302
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 236.596768 20040302
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.222411 20040302
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.274789 20040302
[3570 rows x 4 columns],
'20040303': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.085298 20040303
1 USFASTD_1DREVRSL USFASTD_BETA 1.195484 20040303
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037290 20040303
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.053395 20040303
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034990 20040303
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.023102 20040303
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.142999 20040303
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007035 20040303
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.008289 20040303
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.136085 20040303
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.112200 20040303
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033425 20040303
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.180746 20040303
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.132414 20040303
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.163445 20040303
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057590 20040303
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.150858 20040303
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.012260 20040303
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047787 20040303
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.024054 20040303
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.529871 20040303
21 USFASTD_1DREVRSL USFASTD_SIZE 0.185982 20040303
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017386 20040303
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.509987 20040303
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.459833 20040303
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.134241 20040303
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.379076 20040303
27 USFASTD_1DREVRSL USFASTD_CHEM 1.162032 20040303
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.660100 20040303
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.163364 20040303
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.179176 20040303
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.971984 20040303
3542 USFASTD_COMPELEC USFASTD_COMPELEC 66.425955 20040303
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.227885 20040303
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.410321 20040303
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.387204 20040303
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.914704 20040303
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.594910 20040303
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.415486 20040303
3549 USFASTD_TELECOM USFASTD_TELECOM 197.204358 20040303
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.508263 20040303
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.955146 20040303
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.994543 20040303
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.045684 20040303
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.737099 20040303
3555 USFASTD_WIRELESS USFASTD_WIRELESS 287.323472 20040303
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.323590 20040303
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.401221 20040303
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.340699 20040303
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.084282 20040303
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.730116 20040303
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.466233 20040303
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.945866 20040303
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.214299 20040303
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.059523 20040303
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.330758 20040303
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.689548 20040303
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 220.639922 20040303
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.018537 20040303
3569 USFASTD_COUNTRY USFASTD_COUNTRY 119.398565 20040303
[3570 rows x 4 columns],
'20040304': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.002115 20040304
1 USFASTD_1DREVRSL USFASTD_BETA 1.171368 20040304
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.033876 20040304
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.051920 20040304
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032870 20040304
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.025513 20040304
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.143486 20040304
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007872 20040304
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002891 20040304
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.131668 20040304
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104831 20040304
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031638 20040304
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.164944 20040304
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.121933 20040304
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.158723 20040304
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.056486 20040304
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.136694 20040304
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.014372 20040304
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047829 20040304
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.021269 20040304
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.504874 20040304
21 USFASTD_1DREVRSL USFASTD_SIZE 0.179512 20040304
22 USFASTD_1DREVRSL USFASTD_VALUE 0.012839 20040304
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.490800 20040304
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.434198 20040304
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.084213 20040304
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.354171 20040304
27 USFASTD_1DREVRSL USFASTD_CHEM 1.104564 20040304
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.635312 20040304
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.167064 20040304
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.459674 20040304
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.894667 20040304
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.395486 20040304
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.553020 20040304
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.610310 20040304
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.948882 20040304
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.464672 20040304
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.124103 20040304
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.219018 20040304
3549 USFASTD_TELECOM USFASTD_TELECOM 184.480767 20040304
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.216424 20040304
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.862068 20040304
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.829683 20040304
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.057999 20040304
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.488860 20040304
3555 USFASTD_WIRELESS USFASTD_WIRELESS 268.708208 20040304
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.779709 20040304
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.366243 20040304
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.540535 20040304
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.048090 20040304
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 67.122402 20040304
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.870761 20040304
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.535098 20040304
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.995801 20040304
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.945310 20040304
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 38.729786 20040304
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.549829 20040304
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 206.357566 20040304
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.919266 20040304
3569 USFASTD_COUNTRY USFASTD_COUNTRY 117.008715 20040304
[3570 rows x 4 columns],
'20040305': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.935324 20040305
1 USFASTD_1DREVRSL USFASTD_BETA 1.181715 20040305
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.031376 20040305
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.052359 20040305
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.031400 20040305
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.024929 20040305
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.137795 20040305
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006931 20040305
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002080 20040305
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.129247 20040305
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.102820 20040305
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030848 20040305
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.155620 20040305
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.115947 20040305
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.151245 20040305
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054397 20040305
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.129286 20040305
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.024967 20040305
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046967 20040305
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020132 20040305
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.492908 20040305
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169852 20040305
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011318 20040305
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.519105 20040305
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.441381 20040305
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.089124 20040305
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.339304 20040305
27 USFASTD_1DREVRSL USFASTD_CHEM 1.068767 20040305
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.621225 20040305
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.161444 20040305
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.108979 20040305
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.916272 20040305
3542 USFASTD_COMPELEC USFASTD_COMPELEC 60.482269 20040305
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.143466 20040305
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.392728 20040305
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.767615 20040305
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.202898 20040305
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.975512 20040305
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.266989 20040305
3549 USFASTD_TELECOM USFASTD_TELECOM 179.176458 20040305
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.506875 20040305
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.791161 20040305
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.803526 20040305
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.054169 20040305
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.627287 20040305
3555 USFASTD_WIRELESS USFASTD_WIRELESS 261.854696 20040305
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.587591 20040305
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.298248 20040305
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.341044 20040305
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.113849 20040305
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 64.803849 20040305
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.511106 20040305
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.885133 20040305
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.086270 20040305
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.280213 20040305
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.382551 20040305
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.611800 20040305
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 199.579109 20040305
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.941324 20040305
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.135053 20040305
[3570 rows x 4 columns],
'20040308': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.005614 20040308
1 USFASTD_1DREVRSL USFASTD_BETA 1.410498 20040308
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.027051 20040308
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.064069 20040308
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.031358 20040308
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.024742 20040308
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.141758 20040308
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006609 20040308
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.006497 20040308
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.139712 20040308
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.101896 20040308
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033796 20040308
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.145546 20040308
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.112973 20040308
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.146346 20040308
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054516 20040308
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.126763 20040308
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.067209 20040308
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048254 20040308
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.018865 20040308
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.518773 20040308
21 USFASTD_1DREVRSL USFASTD_SIZE 0.158462 20040308
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006179 20040308
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.650376 20040308
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.543408 20040308
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.169990 20040308
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.300434 20040308
27 USFASTD_1DREVRSL USFASTD_CHEM 1.103219 20040308
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.655074 20040308
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.176814 20040308
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.262337 20040308
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.610005 20040308
3542 USFASTD_COMPELEC USFASTD_COMPELEC 66.135646 20040308
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.683404 20040308
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.259695 20040308
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.129100 20040308
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.634118 20040308
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.309393 20040308
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.068659 20040308
3549 USFASTD_TELECOM USFASTD_TELECOM 189.038489 20040308
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.234019 20040308
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.911133 20040308
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.008957 20040308
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.037639 20040308
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.790069 20040308
3555 USFASTD_WIRELESS USFASTD_WIRELESS 266.833288 20040308
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.672623 20040308
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.318208 20040308
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.491768 20040308
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.122388 20040308
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 65.728366 20040308
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.051249 20040308
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.528870 20040308
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.805723 20040308
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.921838 20040308
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.879748 20040308
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.590660 20040308
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 201.984280 20040308
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.788589 20040308
3569 USFASTD_COUNTRY USFASTD_COUNTRY 139.982326 20040308
[3570 rows x 4 columns],
'20040309': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.980203 20040309
1 USFASTD_1DREVRSL USFASTD_BETA 1.537152 20040309
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.020568 20040309
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.068553 20040309
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030860 20040309
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.018630 20040309
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.137795 20040309
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003567 20040309
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009106 20040309
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.146129 20040309
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.098236 20040309
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033227 20040309
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.133227 20040309
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.109991 20040309
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138440 20040309
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.052643 20040309
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.121894 20040309
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.103844 20040309
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047270 20040309
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.016303 20040309
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.516173 20040309
21 USFASTD_1DREVRSL USFASTD_SIZE 0.143783 20040309
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005613 20040309
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.696727 20040309
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.580804 20040309
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.210167 20040309
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.280493 20040309
27 USFASTD_1DREVRSL USFASTD_CHEM 1.123559 20040309
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.674606 20040309
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.213146 20040309
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.279991 20040309
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.182382 20040309
3542 USFASTD_COMPELEC USFASTD_COMPELEC 65.405580 20040309
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.769157 20040309
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.897438 20040309
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.218651 20040309
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.707659 20040309
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.288762 20040309
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.965227 20040309
3549 USFASTD_TELECOM USFASTD_TELECOM 187.179481 20040309
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.251038 20040309
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.129810 20040309
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.187047 20040309
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.111064 20040309
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.983461 20040309
3555 USFASTD_WIRELESS USFASTD_WIRELESS 264.853313 20040309
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.415181 20040309
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.117839 20040309
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.190089 20040309
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.478452 20040309
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 65.476121 20040309
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.035191 20040309
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.006453 20040309
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.034987 20040309
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.971406 20040309
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.571780 20040309
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.323633 20040309
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 198.156927 20040309
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.389546 20040309
3569 USFASTD_COUNTRY USFASTD_COUNTRY 153.443937 20040309
[3570 rows x 4 columns],
'20040310': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.153299 20040310
1 USFASTD_1DREVRSL USFASTD_BETA 1.889225 20040310
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.016546 20040310
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.080738 20040310
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034721 20040310
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.016289 20040310
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.150476 20040310
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.003205 20040310
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.016046 20040310
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.168518 20040310
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.101683 20040310
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035606 20040310
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.127916 20040310
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.112895 20040310
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138433 20040310
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054200 20040310
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.129607 20040310
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.169538 20040310
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053828 20040310
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.013745 20040310
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.565964 20040310
21 USFASTD_1DREVRSL USFASTD_SIZE 0.136464 20040310
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004566 20040310
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.764930 20040310
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.643106 20040310
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.262252 20040310
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.291436 20040310
27 USFASTD_1DREVRSL USFASTD_CHEM 1.278409 20040310
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.799545 20040310
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.228825 20040310
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.862628 20040310
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.526871 20040310
3542 USFASTD_COMPELEC USFASTD_COMPELEC 71.135501 20040310
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.093773 20040310
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.880449 20040310
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.826769 20040310
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.372674 20040310
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.772883 20040310
3548 USFASTD_COMPELEC USFASTD_COUNTRY 11.870960 20040310
3549 USFASTD_TELECOM USFASTD_TELECOM 202.652769 20040310
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.457150 20040310
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.366943 20040310
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.551578 20040310
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.013008 20040310
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.292435 20040310
3555 USFASTD_WIRELESS USFASTD_WIRELESS 281.855141 20040310
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.851546 20040310
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.143514 20040310
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.829757 20040310
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.014949 20040310
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.800087 20040310
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.541599 20040310
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.238438 20040310
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -16.034611 20040310
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.039048 20040310
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 40.048524 20040310
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.874626 20040310
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 211.544329 20040310
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.095508 20040310
3569 USFASTD_COUNTRY USFASTD_COUNTRY 192.508562 20040310
[3570 rows x 4 columns],
'20040311': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.121793 20040311
1 USFASTD_1DREVRSL USFASTD_BETA 2.209394 20040311
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.007773 20040311
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.098005 20040311
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.035072 20040311
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.009930 20040311
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145135 20040311
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.008252 20040311
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.025242 20040311
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.181721 20040311
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.097631 20040311
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036625 20040311
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.103336 20040311
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.099714 20040311
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.122129 20040311
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.051604 20040311
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.118311 20040311
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.243265 20040311
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056742 20040311
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.009438 20040311
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.569924 20040311
21 USFASTD_1DREVRSL USFASTD_SIZE 0.107770 20040311
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001560 20040311
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.950706 20040311
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.788496 20040311
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.382263 20040311
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.241007 20040311
27 USFASTD_1DREVRSL USFASTD_CHEM 1.293090 20040311
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.872272 20040311
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.247896 20040311
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.789345 20040311
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.454981 20040311
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.683107 20040311
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.042501 20040311
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.547357 20040311
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.860062 20040311
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.343710 20040311
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.561799 20040311
3548 USFASTD_COMPELEC USFASTD_COUNTRY 13.853201 20040311
3549 USFASTD_TELECOM USFASTD_TELECOM 197.665531 20040311
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.663790 20040311
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.555024 20040311
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.597760 20040311
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.094274 20040311
3554 USFASTD_TELECOM USFASTD_COUNTRY -18.114730 20040311
3555 USFASTD_WIRELESS USFASTD_WIRELESS 276.130174 20040311
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.664007 20040311
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.112050 20040311
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.939152 20040311
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.042175 20040311
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 68.311448 20040311
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.658544 20040311
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.760776 20040311
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -19.167706 20040311
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.846105 20040311
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.574051 20040311
3566 USFASTD_GASUTIL USFASTD_COUNTRY -10.524778 20040311
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 212.156102 20040311
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -10.320146 20040311
3569 USFASTD_COUNTRY USFASTD_COUNTRY 233.238516 20040311
[3570 rows x 4 columns],
'20040312': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.010739 20040312
1 USFASTD_1DREVRSL USFASTD_BETA 1.697037 20040312
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.020528 20040312
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.072057 20040312
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030576 20040312
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.017828 20040312
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.142931 20040312
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.002918 20040312
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012507 20040312
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.152742 20040312
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.096388 20040312
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031470 20040312
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.132161 20040312
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.109883 20040312
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.132022 20040312
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.050588 20040312
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.127732 20040312
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.132959 20040312
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047285 20040312
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.014695 20040312
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.522423 20040312
21 USFASTD_1DREVRSL USFASTD_SIZE 0.131729 20040312
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003157 20040312
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.626025 20040312
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.536906 20040312
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.198436 20040312
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.294805 20040312
27 USFASTD_1DREVRSL USFASTD_CHEM 1.193698 20040312
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.741802 20040312
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.187961 20040312
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.207480 20040312
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.239764 20040312
3542 USFASTD_COMPELEC USFASTD_COMPELEC 67.466279 20040312
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.221786 20040312
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.969864 20040312
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.252033 20040312
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.834886 20040312
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.073384 20040312
3548 USFASTD_COMPELEC USFASTD_COUNTRY 10.625304 20040312
3549 USFASTD_TELECOM USFASTD_TELECOM 187.869473 20040312
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.088953 20040312
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.120290 20040312
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.276338 20040312
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.064075 20040312
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.793735 20040312
3555 USFASTD_WIRELESS USFASTD_WIRELESS 265.121430 20040312
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.362971 20040312
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.219110 20040312
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.478878 20040312
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.874267 20040312
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 64.673559 20040312
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.787751 20040312
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.154566 20040312
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.373046 20040312
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.002485 20040312
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.835339 20040312
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.783240 20040312
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 201.959327 20040312
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.827271 20040312
3569 USFASTD_COUNTRY USFASTD_COUNTRY 180.250420 20040312
[3570 rows x 4 columns],
'20040315': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.144205 20040315
1 USFASTD_1DREVRSL USFASTD_BETA 2.201654 20040315
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.014204 20040315
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.094252 20040315
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032702 20040315
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.014767 20040315
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145374 20040315
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.008674 20040315
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.022179 20040315
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.180868 20040315
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.103387 20040315
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032914 20040315
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.112620 20040315
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.103781 20040315
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.124029 20040315
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.053365 20040315
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.119299 20040315
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.218281 20040315
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053343 20040315
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.009523 20040315
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.580318 20040315
21 USFASTD_1DREVRSL USFASTD_SIZE 0.122765 20040315
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001111 20040315
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.809543 20040315
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.685757 20040315
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.304837 20040315
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.271745 20040315
27 USFASTD_1DREVRSL USFASTD_CHEM 1.274893 20040315
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.835470 20040315
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.250664 20040315
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.569105 20040315
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.236600 20040315
3542 USFASTD_COMPELEC USFASTD_COMPELEC 71.017641 20040315
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.949732 20040315
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.658397 20040315
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.752740 20040315
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.266421 20040315
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.372378 20040315
3548 USFASTD_COMPELEC USFASTD_COUNTRY 13.540267 20040315
3549 USFASTD_TELECOM USFASTD_TELECOM 195.220741 20040315
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.463940 20040315
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.484041 20040315
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.552960 20040315
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.060696 20040315
3554 USFASTD_TELECOM USFASTD_COUNTRY -17.853048 20040315
3555 USFASTD_WIRELESS USFASTD_WIRELESS 277.097638 20040315
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.546917 20040315
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.139190 20040315
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.732788 20040315
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.831538 20040315
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 68.910241 20040315
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.928833 20040315
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.173636 20040315
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -19.155120 20040315
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.138243 20040315
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.800976 20040315
3566 USFASTD_GASUTIL USFASTD_COUNTRY -10.304146 20040315
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 212.901177 20040315
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -10.660305 20040315
3569 USFASTD_COUNTRY USFASTD_COUNTRY 238.352460 20040315
[3570 rows x 4 columns],
'20040316': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.155621 20040316
1 USFASTD_1DREVRSL USFASTD_BETA 2.003801 20040316
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.020246 20040316
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.085946 20040316
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032576 20040316
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.013519 20040316
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.149458 20040316
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.004164 20040316
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.014082 20040316
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.171321 20040316
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.103516 20040316
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035400 20040316
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.126522 20040316
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.112616 20040316
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.128911 20040316
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055797 20040316
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.145043 20040316
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.179439 20040316
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047098 20040316
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.017001 20040316
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.570628 20040316
21 USFASTD_1DREVRSL USFASTD_SIZE 0.126275 20040316
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001562 20040316
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.633118 20040316
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.558424 20040316
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.233997 20040316
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.296877 20040316
27 USFASTD_1DREVRSL USFASTD_CHEM 1.257333 20040316
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.799967 20040316
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.225056 20040316
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.692226 20040316
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.564151 20040316
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.256524 20040316
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.700955 20040316
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.483696 20040316
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.644168 20040316
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.164840 20040316
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.282134 20040316
3548 USFASTD_COMPELEC USFASTD_COUNTRY 12.256210 20040316
3549 USFASTD_TELECOM USFASTD_TELECOM 192.903997 20040316
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.034728 20040316
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.311011 20040316
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.433484 20040316
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.026441 20040316
3554 USFASTD_TELECOM USFASTD_COUNTRY -16.290253 20040316
3555 USFASTD_WIRELESS USFASTD_WIRELESS 274.216108 20040316
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.439854 20040316
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.103156 20040316
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.554594 20040316
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.619452 20040316
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 68.628755 20040316
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.680119 20040316
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.803152 20040316
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -17.374071 20040316
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.751084 20040316
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.429263 20040316
3566 USFASTD_GASUTIL USFASTD_COUNTRY -9.315289 20040316
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 210.612241 20040316
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.733964 20040316
3569 USFASTD_COUNTRY USFASTD_COUNTRY 217.881592 20040316
[3570 rows x 4 columns],
'20040317': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.159882 20040317
1 USFASTD_1DREVRSL USFASTD_BETA 1.540935 20040317
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.032227 20040317
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.061852 20040317
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033156 20040317
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.017785 20040317
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.155480 20040317
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001673 20040317
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002436 20040317
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150947 20040317
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.108445 20040317
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032728 20040317
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.158560 20040317
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.139282 20040317
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.149708 20040317
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.059196 20040317
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.161873 20040317
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.075136 20040317
18 USFASTD_1DREVRSL USFASTD_SEASON 0.042595 20040317
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.023832 20040317
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.554189 20040317
21 USFASTD_1DREVRSL USFASTD_SIZE 0.160521 20040317
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006713 20040317
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.331206 20040317
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.319251 20040317
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.050139 20040317
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.363614 20040317
27 USFASTD_1DREVRSL USFASTD_CHEM 1.211166 20040317
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.719580 20040317
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.163117 20040317
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.919899 20040317
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.998097 20040317
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.535162 20040317
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.546289 20040317
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.637974 20040317
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.767785 20040317
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.131943 20040317
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.269864 20040317
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.091628 20040317
3549 USFASTD_TELECOM USFASTD_TELECOM 193.508442 20040317
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.170389 20040317
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.117512 20040317
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.300932 20040317
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.152770 20040317
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.310743 20040317
3555 USFASTD_WIRELESS USFASTD_WIRELESS 276.245936 20040317
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.919796 20040317
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.171944 20040317
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.759802 20040317
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.394961 20040317
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.553618 20040317
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.264516 20040317
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.888981 20040317
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.019639 20040317
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.323979 20040317
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.850512 20040317
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.885054 20040317
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 212.697149 20040317
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.352103 20040317
3569 USFASTD_COUNTRY USFASTD_COUNTRY 170.681055 20040317
[3570 rows x 4 columns],
'20040318': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.111436 20040318
1 USFASTD_1DREVRSL USFASTD_BETA 1.630682 20040318
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.028732 20040318
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.066036 20040318
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033040 20040318
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.013384 20040318
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.151957 20040318
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.000144 20040318
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.006248 20040318
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150797 20040318
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104695 20040318
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032493 20040318
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.148318 20040318
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.131210 20040318
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.148809 20040318
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057071 20040318
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.155955 20040318
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.096675 20040318
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043289 20040318
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.022530 20040318
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.552771 20040318
21 USFASTD_1DREVRSL USFASTD_SIZE 0.144772 20040318
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004660 20040318
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.382355 20040318
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.372838 20040318
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.092929 20040318
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.329157 20040318
27 USFASTD_1DREVRSL USFASTD_CHEM 1.190949 20040318
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.739539 20040318
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.222840 20040318
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.571543 20040318
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.204508 20040318
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.333383 20040318
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.226356 20040318
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.279151 20040318
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.686396 20040318
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.126962 20040318
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.061253 20040318
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.552836 20040318
3549 USFASTD_TELECOM USFASTD_TELECOM 187.609875 20040318
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.114525 20040318
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.075261 20040318
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.240226 20040318
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.124883 20040318
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.904469 20040318
3555 USFASTD_WIRELESS USFASTD_WIRELESS 268.576345 20040318
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.691216 20040318
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.000533 20040318
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.376556 20040318
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.422160 20040318
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 74.518410 20040318
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.553066 20040318
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.364949 20040318
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.764917 20040318
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.570491 20040318
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 40.037702 20040318
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.330670 20040318
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 206.012645 20040318
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.635886 20040318
3569 USFASTD_COUNTRY USFASTD_COUNTRY 177.740380 20040318
[3570 rows x 4 columns],
'20040319': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.071637 20040319
1 USFASTD_1DREVRSL USFASTD_BETA 1.704930 20040319
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.025603 20040319
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.070227 20040319
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032694 20040319
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.010559 20040319
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.148452 20040319
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.000830 20040319
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008815 20040319
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.152091 20040319
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.101496 20040319
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032067 20040319
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.140922 20040319
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.125948 20040319
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.143232 20040319
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055898 20040319
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.150037 20040319
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.116559 20040319
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043336 20040319
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.021104 20040319
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.554169 20040319
21 USFASTD_1DREVRSL USFASTD_SIZE 0.136841 20040319
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003748 20040319
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.415591 20040319
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.391772 20040319
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.117099 20040319
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.319780 20040319
27 USFASTD_1DREVRSL USFASTD_CHEM 1.176406 20040319
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.740699 20040319
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.229323 20040319
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.417675 20040319
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.593833 20040319
3542 USFASTD_COMPELEC USFASTD_COMPELEC 66.914331 20040319
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.123418 20040319
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.997922 20040319
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.575225 20040319
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.985470 20040319
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.947019 20040319
3548 USFASTD_COMPELEC USFASTD_COUNTRY 10.100670 20040319
3549 USFASTD_TELECOM USFASTD_TELECOM 186.194948 20040319
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.733450 20040319
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.129493 20040319
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.151953 20040319
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.018116 20040319
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.951380 20040319
3555 USFASTD_WIRELESS USFASTD_WIRELESS 263.013542 20040319
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.510140 20040319
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.022142 20040319
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.107010 20040319
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.645374 20040319
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.994539 20040319
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.752432 20040319
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.295096 20040319
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.470726 20040319
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.696717 20040319
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.263471 20040319
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.629399 20040319
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 201.711145 20040319
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.071058 20040319
3569 USFASTD_COUNTRY USFASTD_COUNTRY 188.140428 20040319
[3570 rows x 4 columns],
'20040322': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.006832 20040322
1 USFASTD_1DREVRSL USFASTD_BETA 2.103190 20040322
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.014587 20040322
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.088405 20040322
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032345 20040322
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.003416 20040322
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.140563 20040322
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.007065 20040322
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.021945 20040322
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.166402 20040322
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.093425 20040322
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033196 20040322
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108596 20040322
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.108984 20040322
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.123761 20040322
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.051982 20040322
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.135311 20040322
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.207728 20040322
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046499 20040322
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.016014 20040322
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.553568 20040322
21 USFASTD_1DREVRSL USFASTD_SIZE 0.103663 20040322
22 USFASTD_1DREVRSL USFASTD_VALUE 0.000958 20040322
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.639641 20040322
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.553966 20040322
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.257551 20040322
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.256348 20040322
27 USFASTD_1DREVRSL USFASTD_CHEM 1.177021 20040322
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.792373 20040322
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.263852 20040322
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.977627 20040322
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.779241 20040322
3542 USFASTD_COMPELEC USFASTD_COMPELEC 64.979352 20040322
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.110424 20040322
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.528160 20040322
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.507931 20040322
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.778970 20040322
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.841377 20040322
3548 USFASTD_COMPELEC USFASTD_COUNTRY 12.510120 20040322
3549 USFASTD_TELECOM USFASTD_TELECOM 180.598697 20040322
3550 USFASTD_TELECOM USFASTD_WIRELESS 31.426776 20040322
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.345155 20040322
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.143852 20040322
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.213675 20040322
3554 USFASTD_TELECOM USFASTD_COUNTRY -16.980976 20040322
3555 USFASTD_WIRELESS USFASTD_WIRELESS 251.048748 20040322
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.120220 20040322
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.014901 20040322
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.598488 20040322
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.229197 20040322
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.991472 20040322
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.080669 20040322
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.160201 20040322
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -18.089471 20040322
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.621868 20040322
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.630633 20040322
3566 USFASTD_GASUTIL USFASTD_COUNTRY -9.686108 20040322
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.897044 20040322
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -9.851172 20040322
3569 USFASTD_COUNTRY USFASTD_COUNTRY 236.297630 20040322
[3570 rows x 4 columns],
'20040323': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.916753 20040323
1 USFASTD_1DREVRSL USFASTD_BETA 1.907624 20040323
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.015132 20040323
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.078281 20040323
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033562 20040323
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.006422 20040323
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.136769 20040323
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.005633 20040323
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.020699 20040323
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.152781 20040323
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.088914 20040323
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030741 20040323
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108959 20040323
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.108127 20040323
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.116752 20040323
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.049834 20040323
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.135271 20040323
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.178046 20040323
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043169 20040323
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.012681 20040323
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.519192 20040323
21 USFASTD_1DREVRSL USFASTD_SIZE 0.098622 20040323
22 USFASTD_1DREVRSL USFASTD_VALUE 0.000481 20040323
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.631674 20040323
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.538713 20040323
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.228091 20040323
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.249094 20040323
27 USFASTD_1DREVRSL USFASTD_CHEM 1.131010 20040323
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.748299 20040323
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.303847 20040323
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.346868 20040323
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.268472 20040323
3542 USFASTD_COMPELEC USFASTD_COMPELEC 60.838151 20040323
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.254516 20040323
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.983399 20040323
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.973365 20040323
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.255567 20040323
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.347790 20040323
3548 USFASTD_COMPELEC USFASTD_COUNTRY 11.244233 20040323
3549 USFASTD_TELECOM USFASTD_TELECOM 170.226778 20040323
3550 USFASTD_TELECOM USFASTD_WIRELESS 29.987177 20040323
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.162439 20040323
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.047181 20040323
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.276603 20040323
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.296765 20040323
3555 USFASTD_WIRELESS USFASTD_WIRELESS 238.869346 20040323
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.689452 20040323
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.163097 20040323
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.863478 20040323
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.957349 20040323
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 65.326246 20040323
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.672404 20040323
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 45.988549 20040323
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -16.264844 20040323
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.084790 20040323
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.500070 20040323
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.720683 20040323
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 180.904852 20040323
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.893735 20040323
3569 USFASTD_COUNTRY USFASTD_COUNTRY 213.692552 20040323
[3570 rows x 4 columns],
'20040324': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.980655 20040324
1 USFASTD_1DREVRSL USFASTD_BETA 1.714078 20040324
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.022812 20040324
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.068775 20040324
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033815 20040324
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.011381 20040324
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.146463 20040324
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.002600 20040324
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012891 20040324
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.147533 20040324
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.094480 20040324
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.029895 20040324
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.128667 20040324
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.119407 20040324
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.131143 20040324
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.052647 20040324
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.147750 20040324
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.127848 20040324
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041867 20040324
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.015411 20040324
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.531906 20040324
21 USFASTD_1DREVRSL USFASTD_SIZE 0.119914 20040324
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002362 20040324
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.487228 20040324
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.423986 20040324
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.111687 20040324
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.309517 20040324
27 USFASTD_1DREVRSL USFASTD_CHEM 1.144855 20040324
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.732366 20040324
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.309144 20040324
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.738586 20040324
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.722536 20040324
3542 USFASTD_COMPELEC USFASTD_COMPELEC 65.048695 20040324
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.733589 20040324
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.487776 20040324
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.152783 20040324
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.526229 20040324
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.662119 20040324
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.974228 20040324
3549 USFASTD_TELECOM USFASTD_TELECOM 176.789238 20040324
3550 USFASTD_TELECOM USFASTD_WIRELESS 31.224791 20040324
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.063701 20040324
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.070018 20040324
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.197179 20040324
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.690669 20040324
3555 USFASTD_WIRELESS USFASTD_WIRELESS 249.442760 20040324
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.035439 20040324
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.124604 20040324
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.263473 20040324
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.722558 20040324
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 67.874119 20040324
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.178669 20040324
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.768741 20040324
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.599955 20040324
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.026475 20040324
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 36.918964 20040324
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.824858 20040324
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 188.203388 20040324
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -8.020782 20040324
3569 USFASTD_COUNTRY USFASTD_COUNTRY 193.863012 20040324
[3570 rows x 4 columns],
'20040325': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.069507 20040325
1 USFASTD_1DREVRSL USFASTD_BETA 1.339692 20040325
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037517 20040325
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.049185 20040325
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034532 20040325
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.021125 20040325
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.159500 20040325
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004850 20040325
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.000714 20040325
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.132703 20040325
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104680 20040325
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.028955 20040325
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.166910 20040325
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.140209 20040325
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.156780 20040325
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057698 20040325
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.169223 20040325
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.022541 20040325
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038212 20040325
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.022858 20040325
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.540193 20040325
21 USFASTD_1DREVRSL USFASTD_SIZE 0.163577 20040325
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006252 20040325
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.239264 20040325
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.249376 20040325
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.049833 20040325
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.427780 20040325
27 USFASTD_1DREVRSL USFASTD_CHEM 1.177573 20040325
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.692677 20040325
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.291319 20040325
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.192779 20040325
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.101508 20040325
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.752343 20040325
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.160400 20040325
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.198807 20040325
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.340751 20040325
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.883551 20040325
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.896985 20040325
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.489658 20040325
3549 USFASTD_TELECOM USFASTD_TELECOM 186.798697 20040325
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.999676 20040325
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.816064 20040325
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.048549 20040325
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.049448 20040325
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.234635 20040325
3555 USFASTD_WIRELESS USFASTD_WIRELESS 264.238571 20040325
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.503635 20040325
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.131382 20040325
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.958190 20040325
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.398313 20040325
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.890375 20040325
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.617787 20040325
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.554804 20040325
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.282709 20040325
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.268237 20040325
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.169999 20040325
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.158966 20040325
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 200.021629 20040325
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.889108 20040325
3569 USFASTD_COUNTRY USFASTD_COUNTRY 156.582639 20040325
[3570 rows x 4 columns],
'20040326': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.995159 20040326
1 USFASTD_1DREVRSL USFASTD_BETA 1.252244 20040326
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037087 20040326
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.046178 20040326
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034933 20040326
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.020472 20040326
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.154776 20040326
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005215 20040326
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002115 20040326
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.126786 20040326
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.103522 20040326
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.027672 20040326
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.164027 20040326
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137195 20040326
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.152730 20040326
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055852 20040326
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.167824 20040326
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.012214 20040326
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036381 20040326
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.022316 20040326
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.528071 20040326
21 USFASTD_1DREVRSL USFASTD_SIZE 0.161129 20040326
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005960 20040326
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.218157 20040326
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.235624 20040326
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.058306 20040326
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.418409 20040326
27 USFASTD_1DREVRSL USFASTD_CHEM 1.132362 20040326
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.660799 20040326
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.280383 20040326
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.804368 20040326
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.923237 20040326
3542 USFASTD_COMPELEC USFASTD_COMPELEC 66.602290 20040326
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.796000 20040326
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.939911 20040326
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.099571 20040326
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.597265 20040326
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.627149 20040326
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.001521 20040326
3549 USFASTD_TELECOM USFASTD_TELECOM 180.714873 20040326
3550 USFASTD_TELECOM USFASTD_WIRELESS 31.920980 20040326
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.751204 20040326
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.899834 20040326
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.013163 20040326
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.570899 20040326
3555 USFASTD_WIRELESS USFASTD_WIRELESS 257.572071 20040326
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.327130 20040326
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.200200 20040326
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.552281 20040326
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.240169 20040326
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.448390 20040326
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.263866 20040326
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.860377 20040326
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.551171 20040326
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.756607 20040326
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.983901 20040326
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.755562 20040326
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 193.657586 20040326
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.490843 20040326
3569 USFASTD_COUNTRY USFASTD_COUNTRY 146.759634 20040326
[3570 rows x 4 columns],
'20040329': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.917485 20040329
1 USFASTD_1DREVRSL USFASTD_BETA 1.120010 20040329
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.039039 20040329
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.039207 20040329
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032944 20040329
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.023428 20040329
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.151841 20040329
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007977 20040329
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.003674 20040329
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.116003 20040329
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.098527 20040329
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024542 20040329
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.166014 20040329
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.138840 20040329
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.146699 20040329
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054748 20040329
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.165174 20040329
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.007530 20040329
18 USFASTD_1DREVRSL USFASTD_SEASON 0.032535 20040329
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020806 20040329
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.497895 20040329
21 USFASTD_1DREVRSL USFASTD_SIZE 0.157931 20040329
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005627 20040329
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.204923 20040329
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.227438 20040329
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.086000 20040329
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.418033 20040329
27 USFASTD_1DREVRSL USFASTD_CHEM 1.197739 20040329
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.644308 20040329
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.276922 20040329
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.250042 20040329
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.491093 20040329
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.897296 20040329
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.105487 20040329
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.312271 20040329
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.694739 20040329
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.153482 20040329
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.235776 20040329
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.147684 20040329
3549 USFASTD_TELECOM USFASTD_TELECOM 170.734360 20040329
3550 USFASTD_TELECOM USFASTD_WIRELESS 30.299201 20040329
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.620050 20040329
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.710546 20040329
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.044748 20040329
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.465882 20040329
3555 USFASTD_WIRELESS USFASTD_WIRELESS 245.148033 20040329
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.909448 20040329
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.201995 20040329
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.001563 20040329
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.314287 20040329
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 66.114672 20040329
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.164012 20040329
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.309093 20040329
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.471045 20040329
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.984916 20040329
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.860016 20040329
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.100147 20040329
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 182.891378 20040329
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.830357 20040329
3569 USFASTD_COUNTRY USFASTD_COUNTRY 133.020944 20040329
[3570 rows x 4 columns],
'20040330': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.821558 20040330
1 USFASTD_1DREVRSL USFASTD_BETA 1.095372 20040330
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037037 20040330
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.038634 20040330
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032089 20040330
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.023022 20040330
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145213 20040330
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007646 20040330
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.003547 20040330
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.110935 20040330
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.092527 20040330
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023603 20040330
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.154265 20040330
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.129686 20040330
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.142734 20040330
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.051415 20040330
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.154891 20040330
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.001707 20040330
18 USFASTD_1DREVRSL USFASTD_SEASON 0.030603 20040330
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020652 20040330
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.473518 20040330
21 USFASTD_1DREVRSL USFASTD_SIZE 0.150086 20040330
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005818 20040330
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.237475 20040330
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.272254 20040330
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.047129 20040330
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.381987 20040330
27 USFASTD_1DREVRSL USFASTD_CHEM 1.147710 20040330
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.611976 20040330
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.245155 20040330
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.973413 20040330
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.371370 20040330
3542 USFASTD_COMPELEC USFASTD_COMPELEC 59.645469 20040330
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.510670 20040330
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.692135 20040330
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.376105 20040330
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.775552 20040330
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.886947 20040330
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.083685 20040330
3549 USFASTD_TELECOM USFASTD_TELECOM 161.544779 20040330
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.707566 20040330
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.540000 20040330
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.584091 20040330
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.049630 20040330
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.275993 20040330
3555 USFASTD_WIRELESS USFASTD_WIRELESS 233.929569 20040330
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.516173 20040330
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.172690 20040330
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.778895 20040330
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.359509 20040330
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 62.678599 20040330
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.133321 20040330
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.095957 20040330
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.314059 20040330
3564 USFASTD_GASUTIL USFASTD_GASUTIL 44.441853 20040330
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.175898 20040330
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.986460 20040330
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 175.593814 20040330
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.648438 20040330
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.137303 20040330
[3570 rows x 4 columns],
'20040331': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.768782 20040331
1 USFASTD_1DREVRSL USFASTD_BETA 1.174296 20040331
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.033133 20040331
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042966 20040331
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030975 20040331
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.020638 20040331
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.141939 20040331
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006433 20040331
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.000639 20040331
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.114641 20040331
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.088438 20040331
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023819 20040331
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.147553 20040331
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.122648 20040331
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.135854 20040331
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.049266 20040331
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.151509 20040331
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.020073 20040331
18 USFASTD_1DREVRSL USFASTD_SEASON 0.031167 20040331
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020162 20040331
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.463645 20040331
21 USFASTD_1DREVRSL USFASTD_SIZE 0.140434 20040331
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004955 20040331
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.282333 20040331
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.304963 20040331
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.001392 20040331
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.354319 20040331
27 USFASTD_1DREVRSL USFASTD_CHEM 1.129207 20040331
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.613811 20040331
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.256677 20040331
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.731529 20040331
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.553657 20040331
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.211594 20040331
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.699015 20040331
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.322344 20040331
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.304129 20040331
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.756491 20040331
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.880998 20040331
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.741561 20040331
3549 USFASTD_TELECOM USFASTD_TELECOM 156.576324 20040331
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.056126 20040331
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.531485 20040331
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.528829 20040331
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.077982 20040331
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.913207 20040331
3555 USFASTD_WIRELESS USFASTD_WIRELESS 229.144409 20040331
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.463218 20040331
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.142021 20040331
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.529147 20040331
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.451427 20040331
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 61.289864 20040331
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.168005 20040331
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.897134 20040331
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.002792 20040331
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.030762 20040331
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.091086 20040331
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.339889 20040331
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 169.899514 20040331
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.006521 20040331
3569 USFASTD_COUNTRY USFASTD_COUNTRY 138.190516 20040331
[3570 rows x 4 columns],
'20040401': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.842954 20040401
1 USFASTD_1DREVRSL USFASTD_BETA 1.171756 20040401
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.035494 20040401
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042214 20040401
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034554 20040401
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.023851 20040401
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.146896 20040401
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006345 20040401
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002022 20040401
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.115732 20040401
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.092301 20040401
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025037 20040401
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.154693 20040401
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.129007 20040401
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.141761 20040401
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.050822 20040401
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157611 20040401
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.009916 20040401
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029599 20040401
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.022920 20040401
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.477636 20040401
21 USFASTD_1DREVRSL USFASTD_SIZE 0.147381 20040401
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005301 20040401
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.356723 20040401
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.372197 20040401
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.024325 20040401
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.353471 20040401
27 USFASTD_1DREVRSL USFASTD_CHEM 1.166072 20040401
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.627887 20040401
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.346972 20040401
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.005416 20040401
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.557252 20040401
3542 USFASTD_COMPELEC USFASTD_COMPELEC 64.133563 20040401
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.023650 20040401
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.664444 20040401
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.487964 20040401
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.148973 20040401
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.085651 20040401
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.642590 20040401
3549 USFASTD_TELECOM USFASTD_TELECOM 161.894856 20040401
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.933292 20040401
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.515409 20040401
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.559577 20040401
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.044231 20040401
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.859862 20040401
3555 USFASTD_WIRELESS USFASTD_WIRELESS 236.992137 20040401
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.649430 20040401
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.286425 20040401
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.765321 20040401
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.352946 20040401
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.460529 20040401
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.433114 20040401
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.660546 20040401
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.843472 20040401
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.157266 20040401
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.530046 20040401
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.249112 20040401
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 177.618405 20040401
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.790171 20040401
3569 USFASTD_COUNTRY USFASTD_COUNTRY 137.440287 20040401
[3570 rows x 4 columns],
'20040402': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.159097 20040402
1 USFASTD_1DREVRSL USFASTD_BETA 1.024487 20040402
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.038924 20040402
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.033465 20040402
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038514 20040402
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.064825 20040402
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.166717 20040402
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008294 20040402
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.032585 20040402
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.128937 20040402
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.117653 20040402
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035685 20040402
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.196617 20040402
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.158105 20040402
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.173301 20040402
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062281 20040402
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.219162 20040402
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.062555 20040402
18 USFASTD_1DREVRSL USFASTD_SEASON 0.030490 20040402
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035192 20040402
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.538566 20040402
21 USFASTD_1DREVRSL USFASTD_SIZE 0.193657 20040402
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007821 20040402
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.213536 20040402
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.292989 20040402
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.002506 20040402
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.447603 20040402
27 USFASTD_1DREVRSL USFASTD_CHEM 1.249086 20040402
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.656157 20040402
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.523842 20040402
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.197457 20040402
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.230970 20040402
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.902723 20040402
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.532850 20040402
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.252777 20040402
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.240216 20040402
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.475759 20040402
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.804022 20040402
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.598199 20040402
3549 USFASTD_TELECOM USFASTD_TELECOM 184.984765 20040402
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.822978 20040402
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.559974 20040402
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.182651 20040402
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.223815 20040402
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.388928 20040402
3555 USFASTD_WIRELESS USFASTD_WIRELESS 270.244257 20040402
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.619784 20040402
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.094482 20040402
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.073310 20040402
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.346353 20040402
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.748416 20040402
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.903400 20040402
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.559304 20040402
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.510576 20040402
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.720806 20040402
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.619322 20040402
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.456831 20040402
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 201.697399 20040402
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.098533 20040402
3569 USFASTD_COUNTRY USFASTD_COUNTRY 122.179189 20040402
[3570 rows x 4 columns],
'20040405': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.355247 20040405
1 USFASTD_1DREVRSL USFASTD_BETA 0.940246 20040405
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.040244 20040405
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.029799 20040405
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038659 20040405
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.074769 20040405
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.187834 20040405
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010953 20040405
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044921 20040405
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.135206 20040405
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.128207 20040405
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036364 20040405
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.218125 20040405
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.177767 20040405
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.200413 20040405
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.069849 20040405
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.239907 20040405
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.095768 20040405
18 USFASTD_1DREVRSL USFASTD_SEASON 0.031786 20040405
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036521 20040405
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.575670 20040405
21 USFASTD_1DREVRSL USFASTD_SIZE 0.215262 20040405
22 USFASTD_1DREVRSL USFASTD_VALUE 0.010481 20040405
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.107638 20040405
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.226259 20040405
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.025996 20040405
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.478234 20040405
27 USFASTD_1DREVRSL USFASTD_CHEM 1.318281 20040405
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.732150 20040405
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.550320 20040405
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.864152 20040405
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.067141 20040405
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.560950 20040405
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.316433 20040405
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.383344 20040405
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.678360 20040405
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.128102 20040405
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.226795 20040405
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.214310 20040405
3549 USFASTD_TELECOM USFASTD_TELECOM 198.028761 20040405
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.416533 20040405
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.593288 20040405
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.308628 20040405
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.255693 20040405
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.545982 20040405
3555 USFASTD_WIRELESS USFASTD_WIRELESS 291.751958 20040405
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.158985 20040405
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.019774 20040405
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.822020 20040405
3559 USFASTD_WIRELESS USFASTD_COUNTRY -1.984232 20040405
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.507670 20040405
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.932854 20040405
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.928872 20040405
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.721209 20040405
3564 USFASTD_GASUTIL USFASTD_GASUTIL 61.959047 20040405
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.498247 20040405
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.136238 20040405
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 215.290217 20040405
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.600799 20040405
3569 USFASTD_COUNTRY USFASTD_COUNTRY 113.037003 20040405
[3570 rows x 4 columns],
'20040406': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.315278 20040406
1 USFASTD_1DREVRSL USFASTD_BETA 1.000117 20040406
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.037546 20040406
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.032299 20040406
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.039321 20040406
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.072114 20040406
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.184378 20040406
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009671 20040406
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.042467 20040406
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.140880 20040406
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.125193 20040406
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035972 20040406
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.211585 20040406
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.172844 20040406
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.195434 20040406
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.069401 20040406
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.233877 20040406
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.079591 20040406
18 USFASTD_1DREVRSL USFASTD_SEASON 0.031805 20040406
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035713 20040406
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.569931 20040406
21 USFASTD_1DREVRSL USFASTD_SIZE 0.207063 20040406
22 USFASTD_1DREVRSL USFASTD_VALUE 0.009767 20040406
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.136338 20040406
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.244576 20040406
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.007922 20040406
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.465624 20040406
27 USFASTD_1DREVRSL USFASTD_CHEM 1.303548 20040406
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.730993 20040406
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.542172 20040406
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.744109 20040406
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.276491 20040406
3542 USFASTD_COMPELEC USFASTD_COMPELEC 77.200448 20040406
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.189727 20040406
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.114875 20040406
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.570684 20040406
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.001009 20040406
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.140589 20040406
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.592131 20040406
3549 USFASTD_TELECOM USFASTD_TELECOM 195.667963 20040406
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.023422 20040406
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.606276 20040406
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.323334 20040406
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.155180 20040406
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.148848 20040406
3555 USFASTD_WIRELESS USFASTD_WIRELESS 287.114849 20040406
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.017049 20040406
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.015312 20040406
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.563322 20040406
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.129696 20040406
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.155579 20040406
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.136196 20040406
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.993929 20040406
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.179654 20040406
3564 USFASTD_GASUTIL USFASTD_GASUTIL 60.951302 20040406
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.778749 20040406
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.423749 20040406
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 211.645859 20040406
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.909594 20040406
3569 USFASTD_COUNTRY USFASTD_COUNTRY 119.099258 20040406
[3570 rows x 4 columns],
'20040407': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.127325 20040407
1 USFASTD_1DREVRSL USFASTD_BETA 1.057091 20040407
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.030878 20040407
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.035882 20040407
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.036717 20040407
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.062513 20040407
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.167906 20040407
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007282 20040407
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.034418 20040407
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.135125 20040407
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.113961 20040407
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033249 20040407
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.186616 20040407
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.155061 20040407
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.175010 20040407
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062849 20040407
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.210870 20040407
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.043937 20040407
18 USFASTD_1DREVRSL USFASTD_SEASON 0.031148 20040407
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031602 20040407
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.531762 20040407
21 USFASTD_1DREVRSL USFASTD_SIZE 0.180484 20040407
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007872 20040407
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.181910 20040407
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.267033 20040407
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.020763 20040407
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.412226 20040407
27 USFASTD_1DREVRSL USFASTD_CHEM 1.210981 20040407
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.693945 20040407
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.492352 20040407
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.829427 20040407
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.393604 20040407
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.911486 20040407
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.088113 20040407
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.001604 20040407
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.974543 20040407
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.254283 20040407
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.555059 20040407
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.087526 20040407
3549 USFASTD_TELECOM USFASTD_TELECOM 181.567539 20040407
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.251139 20040407
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.676126 20040407
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.164962 20040407
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.059772 20040407
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.592905 20040407
3555 USFASTD_WIRELESS USFASTD_WIRELESS 262.220524 20040407
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.323997 20040407
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.028935 20040407
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.549468 20040407
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.184035 20040407
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.328959 20040407
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.419522 20040407
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.667076 20040407
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.712630 20040407
3564 USFASTD_GASUTIL USFASTD_GASUTIL 55.813931 20040407
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 40.063028 20040407
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.689410 20040407
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 193.394285 20040407
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.232058 20040407
3569 USFASTD_COUNTRY USFASTD_COUNTRY 126.520095 20040407
[3570 rows x 4 columns],
'20040408': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.202259 20040408
1 USFASTD_1DREVRSL USFASTD_BETA 1.125546 20040408
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.031170 20040408
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.038616 20040408
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038187 20040408
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.063949 20040408
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.179199 20040408
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007582 20040408
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.034612 20040408
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.142367 20040408
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.119128 20040408
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034452 20040408
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.191466 20040408
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161387 20040408
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.181794 20040408
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.065348 20040408
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.222700 20040408
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.038825 20040408
18 USFASTD_1DREVRSL USFASTD_SEASON 0.032437 20040408
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032880 20040408
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.551821 20040408
21 USFASTD_1DREVRSL USFASTD_SIZE 0.188161 20040408
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008252 20040408
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.199369 20040408
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.284418 20040408
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.026645 20040408
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.444074 20040408
27 USFASTD_1DREVRSL USFASTD_CHEM 1.257092 20040408
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.723795 20040408
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.509064 20040408
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.191778 20040408
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.528978 20040408
3542 USFASTD_COMPELEC USFASTD_COMPELEC 76.866007 20040408
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.831214 20040408
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.593426 20040408
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.343018 20040408
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.769990 20040408
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.963371 20040408
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.585544 20040408
3549 USFASTD_TELECOM USFASTD_TELECOM 187.745402 20040408
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.370848 20040408
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.748260 20040408
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.289770 20040408
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.046025 20040408
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.112520 20040408
3555 USFASTD_WIRELESS USFASTD_WIRELESS 271.325880 20040408
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.580422 20040408
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.041138 20040408
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.902460 20040408
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.294758 20040408
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.720375 20040408
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.879281 20040408
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.332749 20040408
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.300253 20040408
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.742928 20040408
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.441874 20040408
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.995569 20040408
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 199.972625 20040408
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.529964 20040408
3569 USFASTD_COUNTRY USFASTD_COUNTRY 134.598524 20040408
[3570 rows x 4 columns],
'20040412': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.257432 20040412
1 USFASTD_1DREVRSL USFASTD_BETA 0.986536 20040412
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.033331 20040412
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.034338 20040412
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.037953 20040412
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.075678 20040412
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.184714 20040412
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009782 20040412
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.041316 20040412
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.143839 20040412
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.124598 20040412
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035045 20040412
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.204870 20040412
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.169365 20040412
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.192379 20040412
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067627 20040412
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.232134 20040412
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.069890 20040412
18 USFASTD_1DREVRSL USFASTD_SEASON 0.031316 20040412
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033637 20040412
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.567983 20040412
21 USFASTD_1DREVRSL USFASTD_SIZE 0.202708 20040412
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008507 20040412
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.175852 20040412
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.298942 20040412
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.020942 20040412
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.464362 20040412
27 USFASTD_1DREVRSL USFASTD_CHEM 1.262516 20040412
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.712260 20040412
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.506696 20040412
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.245632 20040412
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.079681 20040412
3542 USFASTD_COMPELEC USFASTD_COMPELEC 79.291903 20040412
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.300357 20040412
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.294098 20040412
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.717273 20040412
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.205271 20040412
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.072080 20040412
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.747956 20040412
3549 USFASTD_TELECOM USFASTD_TELECOM 194.455308 20040412
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.438735 20040412
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.462281 20040412
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.173508 20040412
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.380292 20040412
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.954914 20040412
3555 USFASTD_WIRELESS USFASTD_WIRELESS 285.217139 20040412
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.740219 20040412
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.565399 20040412
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.011862 20040412
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.245110 20040412
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 82.673756 20040412
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 50.184735 20040412
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.809676 20040412
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.941366 20040412
3564 USFASTD_GASUTIL USFASTD_GASUTIL 65.065799 20040412
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.470307 20040412
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.810619 20040412
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 211.505467 20040412
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.138329 20040412
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.628009 20040412
[3570 rows x 4 columns],
'20040413': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.139940 20040413
1 USFASTD_1DREVRSL USFASTD_BETA 1.220078 20040413
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.023590 20040413
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.041978 20040413
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038733 20040413
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.062912 20040413
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.171671 20040413
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007944 20040413
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.031073 20040413
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.147196 20040413
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.114131 20040413
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032979 20040413
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.180069 20040413
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.158126 20040413
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.172069 20040413
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062713 20040413
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.211489 20040413
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.012705 20040413
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033088 20040413
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029147 20040413
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.547010 20040413
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169726 20040413
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006615 20040413
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.271427 20040413
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.370455 20040413
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.093269 20040413
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.404437 20040413
27 USFASTD_1DREVRSL USFASTD_CHEM 1.223285 20040413
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.710734 20040413
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.482936 20040413
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.627486 20040413
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.667046 20040413
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.651626 20040413
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.589817 20040413
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.458600 20040413
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.504033 20040413
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.873573 20040413
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.725430 20040413
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.982501 20040413
3549 USFASTD_TELECOM USFASTD_TELECOM 184.660807 20040413
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.496719 20040413
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.348090 20040413
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.904618 20040413
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.353331 20040413
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.352080 20040413
3555 USFASTD_WIRELESS USFASTD_WIRELESS 267.474013 20040413
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.312323 20040413
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.558639 20040413
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.316196 20040413
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.678209 20040413
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.841814 20040413
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 48.546170 20040413
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.198712 20040413
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.678720 20040413
3564 USFASTD_GASUTIL USFASTD_GASUTIL 62.859333 20040413
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.351986 20040413
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.535584 20040413
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 198.779459 20040413
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.077486 20040413
3569 USFASTD_COUNTRY USFASTD_COUNTRY 151.674897 20040413
[3570 rows x 4 columns],
'20040414': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.146757 20040414
1 USFASTD_1DREVRSL USFASTD_BETA 1.004024 20040414
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.027097 20040414
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.033674 20040414
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038497 20040414
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.071797 20040414
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.170485 20040414
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009510 20040414
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.040685 20040414
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.135863 20040414
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.113006 20040414
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032866 20040414
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.185437 20040414
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.173992 20040414
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.172214 20040414
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062370 20040414
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.215178 20040414
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.048709 20040414
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033576 20040414
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026559 20040414
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.536328 20040414
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169077 20040414
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006767 20040414
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.186705 20040414
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.329609 20040414
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.062949 20040414
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.434511 20040414
27 USFASTD_1DREVRSL USFASTD_CHEM 1.145211 20040414
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.648948 20040414
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.430489 20040414
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.394853 20040414
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.170971 20040414
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.873110 20040414
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.225981 20040414
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.217661 20040414
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.335141 20040414
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.633145 20040414
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.538593 20040414
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.666839 20040414
3549 USFASTD_TELECOM USFASTD_TELECOM 180.250708 20040414
3550 USFASTD_TELECOM USFASTD_WIRELESS 31.732261 20040414
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.234774 20040414
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.772179 20040414
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.395480 20040414
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.576371 20040414
3555 USFASTD_WIRELESS USFASTD_WIRELESS 261.810319 20040414
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.306186 20040414
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.577698 20040414
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.131877 20040414
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.176979 20040414
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.322264 20040414
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.846089 20040414
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.406744 20040414
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.841873 20040414
3564 USFASTD_GASUTIL USFASTD_GASUTIL 61.812561 20040414
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.430533 20040414
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.457673 20040414
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 194.260277 20040414
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.085900 20040414
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.097101 20040414
[3570 rows x 4 columns],
'20040415': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.310607 20040415
1 USFASTD_1DREVRSL USFASTD_BETA 1.031398 20040415
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.029014 20040415
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.034169 20040415
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.040290 20040415
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.076337 20040415
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.185541 20040415
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008712 20040415
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044880 20040415
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.146124 20040415
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.121457 20040415
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036842 20040415
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.202220 20040415
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.186940 20040415
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.186070 20040415
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067104 20040415
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.236070 20040415
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.066028 20040415
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036360 20040415
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027691 20040415
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.584814 20040415
21 USFASTD_1DREVRSL USFASTD_SIZE 0.185641 20040415
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006996 20040415
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.128711 20040415
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.297330 20040415
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.004146 20040415
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.487124 20040415
27 USFASTD_1DREVRSL USFASTD_CHEM 1.237598 20040415
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.715693 20040415
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.474134 20040415
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.552032 20040415
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.301347 20040415
3542 USFASTD_COMPELEC USFASTD_COMPELEC 79.341269 20040415
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.083603 20040415
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.047122 20040415
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.877462 20040415
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.225227 20040415
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.200796 20040415
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.854404 20040415
3549 USFASTD_TELECOM USFASTD_TELECOM 193.363971 20040415
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.969302 20040415
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.300887 20040415
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.021479 20040415
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.511867 20040415
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.724362 20040415
3555 USFASTD_WIRELESS USFASTD_WIRELESS 281.283333 20040415
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.846447 20040415
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.530019 20040415
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.774368 20040415
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.244050 20040415
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 84.814957 20040415
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.355940 20040415
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.187817 20040415
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.017152 20040415
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.656401 20040415
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.589506 20040415
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.547080 20040415
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 209.035077 20040415
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.190346 20040415
3569 USFASTD_COUNTRY USFASTD_COUNTRY 126.560002 20040415
[3570 rows x 4 columns],
'20040416': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.521229 20040416
1 USFASTD_1DREVRSL USFASTD_BETA 0.964279 20040416
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.031994 20040416
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.026306 20040416
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.044633 20040416
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.089921 20040416
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.192436 20040416
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007294 20040416
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.049515 20040416
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.147700 20040416
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.130324 20040416
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.039758 20040416
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.220929 20040416
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.195798 20040416
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.208664 20040416
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.081208 20040416
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.247619 20040416
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.085224 20040416
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041285 20040416
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036706 20040416
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.619997 20040416
21 USFASTD_1DREVRSL USFASTD_SIZE 0.203238 20040416
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003842 20040416
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.105342 20040416
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.385531 20040416
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.008980 20040416
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.582488 20040416
27 USFASTD_1DREVRSL USFASTD_CHEM 1.289233 20040416
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.711123 20040416
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.623751 20040416
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.642814 20040416
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.768855 20040416
3542 USFASTD_COMPELEC USFASTD_COMPELEC 90.174378 20040416
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.828134 20040416
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.576506 20040416
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.257581 20040416
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.789048 20040416
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.954679 20040416
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.256601 20040416
3549 USFASTD_TELECOM USFASTD_TELECOM 204.942330 20040416
3550 USFASTD_TELECOM USFASTD_WIRELESS 36.056879 20040416
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.436423 20040416
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.266229 20040416
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.650905 20040416
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.085149 20040416
3555 USFASTD_WIRELESS USFASTD_WIRELESS 297.120607 20040416
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.230109 20040416
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.641157 20040416
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.419622 20040416
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.142582 20040416
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 90.387705 20040416
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.578458 20040416
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 59.367183 20040416
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.301630 20040416
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.602920 20040416
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.024413 20040416
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.161158 20040416
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 219.739881 20040416
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.682801 20040416
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.344481 20040416
[3570 rows x 4 columns],
'20040419': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.450734 20040419
1 USFASTD_1DREVRSL USFASTD_BETA 1.072622 20040419
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.022171 20040419
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.031232 20040419
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.045506 20040419
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.076991 20040419
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.179591 20040419
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007431 20040419
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044637 20040419
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.151409 20040419
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.134919 20040419
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.037869 20040419
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.206176 20040419
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.189998 20040419
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.194671 20040419
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.076446 20040419
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.231164 20040419
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.050903 20040419
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041525 20040419
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038105 20040419
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.601418 20040419
21 USFASTD_1DREVRSL USFASTD_SIZE 0.184162 20040419
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003395 20040419
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.231079 20040419
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.427545 20040419
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.024214 20040419
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.548268 20040419
27 USFASTD_1DREVRSL USFASTD_CHEM 1.233252 20040419
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.734930 20040419
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.599510 20040419
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.110272 20040419
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.958809 20040419
3542 USFASTD_COMPELEC USFASTD_COMPELEC 84.874395 20040419
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.060222 20040419
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.837904 20040419
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.822263 20040419
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.259197 20040419
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.561836 20040419
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.657252 20040419
3549 USFASTD_TELECOM USFASTD_TELECOM 193.705873 20040419
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.463448 20040419
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.399434 20040419
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.058801 20040419
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.696442 20040419
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.611537 20040419
3555 USFASTD_WIRELESS USFASTD_WIRELESS 283.909171 20040419
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.824140 20040419
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.498095 20040419
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.083594 20040419
3559 USFASTD_WIRELESS USFASTD_COUNTRY -2.220330 20040419
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.076754 20040419
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.451733 20040419
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.125637 20040419
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.862506 20040419
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.641569 20040419
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.501094 20040419
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.495830 20040419
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 208.516961 20040419
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.067596 20040419
3569 USFASTD_COUNTRY USFASTD_COUNTRY 122.070482 20040419
[3570 rows x 4 columns],
'20040420': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.519101 20040420
1 USFASTD_1DREVRSL USFASTD_BETA 1.163119 20040420
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.023070 20040420
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.032632 20040420
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052736 20040420
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.078775 20040420
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.181524 20040420
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007593 20040420
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.049474 20040420
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.157015 20040420
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.141348 20040420
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036959 20040420
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.203935 20040420
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.191220 20040420
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.195021 20040420
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.079909 20040420
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.233388 20040420
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.042980 20040420
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043570 20040420
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039045 20040420
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.614631 20040420
21 USFASTD_1DREVRSL USFASTD_SIZE 0.182401 20040420
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004950 20040420
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.333703 20040420
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.517250 20040420
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.093055 20040420
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.563585 20040420
27 USFASTD_1DREVRSL USFASTD_CHEM 1.264279 20040420
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.749877 20040420
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.702819 20040420
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.243220 20040420
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.692065 20040420
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.140792 20040420
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.270684 20040420
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.638495 20040420
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.949840 20040420
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.417594 20040420
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.683122 20040420
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.187065 20040420
3549 USFASTD_TELECOM USFASTD_TELECOM 199.793713 20040420
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.112597 20040420
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.465296 20040420
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.060073 20040420
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.728430 20040420
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.309603 20040420
3555 USFASTD_WIRELESS USFASTD_WIRELESS 306.480424 20040420
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.140360 20040420
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.350557 20040420
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.620748 20040420
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.005691 20040420
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 86.045787 20040420
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.071380 20040420
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.771922 20040420
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.890384 20040420
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.489970 20040420
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.058485 20040420
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.905397 20040420
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 210.897639 20040420
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.520773 20040420
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.499694 20040420
[3570 rows x 4 columns],
'20040421': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.602719 20040421
1 USFASTD_1DREVRSL USFASTD_BETA 1.016929 20040421
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.028705 20040421
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.026678 20040421
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054153 20040421
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.086457 20040421
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.189632 20040421
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010174 20040421
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.057505 20040421
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.154613 20040421
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.148589 20040421
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.038011 20040421
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.221072 20040421
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.201811 20040421
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.209828 20040421
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.085409 20040421
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.250663 20040421
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.082969 20040421
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044151 20040421
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.041888 20040421
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.628255 20040421
21 USFASTD_1DREVRSL USFASTD_SIZE 0.202447 20040421
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006370 20040421
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.252007 20040421
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.464068 20040421
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.037985 20040421
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.621325 20040421
27 USFASTD_1DREVRSL USFASTD_CHEM 1.292156 20040421
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.743249 20040421
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.722543 20040421
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.522790 20040421
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.966366 20040421
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.454757 20040421
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.698648 20040421
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.208036 20040421
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.224181 20040421
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.802416 20040421
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.001877 20040421
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.338183 20040421
3549 USFASTD_TELECOM USFASTD_TELECOM 207.027796 20040421
3550 USFASTD_TELECOM USFASTD_WIRELESS 38.460458 20040421
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.412040 20040421
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.124904 20040421
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.814764 20040421
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.134079 20040421
3555 USFASTD_WIRELESS USFASTD_WIRELESS 318.001024 20040421
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.480548 20040421
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.376925 20040421
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.078138 20040421
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.746743 20040421
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.760664 20040421
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.393585 20040421
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 59.299818 20040421
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.675970 20040421
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.586580 20040421
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.184312 20040421
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.315311 20040421
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 220.362747 20040421
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.004562 20040421
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.468889 20040421
[3570 rows x 4 columns],
'20040422': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.796449 20040422
1 USFASTD_1DREVRSL USFASTD_BETA 0.808150 20040422
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.039026 20040422
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.012091 20040422
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058775 20040422
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.105673 20040422
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.228181 20040422
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.013651 20040422
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.059946 20040422
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.151155 20040422
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.156048 20040422
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.045175 20040422
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.246559 20040422
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.211877 20040422
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.230493 20040422
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.089133 20040422
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.266793 20040422
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.129241 20040422
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049521 20040422
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050716 20040422
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.658507 20040422
21 USFASTD_1DREVRSL USFASTD_SIZE 0.222416 20040422
22 USFASTD_1DREVRSL USFASTD_VALUE 0.010868 20040422
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.275778 20040422
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.507201 20040422
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.036267 20040422
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.645773 20040422
27 USFASTD_1DREVRSL USFASTD_CHEM 1.254757 20040422
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.675406 20040422
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.756013 20040422
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.056468 20040422
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.304686 20040422
3542 USFASTD_COMPELEC USFASTD_COMPELEC 102.448202 20040422
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.476514 20040422
3544 USFASTD_COMPELEC USFASTD_WIRELESS 17.278760 20040422
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.932261 20040422
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.507647 20040422
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.694008 20040422
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.391471 20040422
3549 USFASTD_TELECOM USFASTD_TELECOM 216.972245 20040422
3550 USFASTD_TELECOM USFASTD_WIRELESS 40.585000 20040422
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.307850 20040422
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.218049 20040422
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.934258 20040422
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.160860 20040422
3555 USFASTD_WIRELESS USFASTD_WIRELESS 335.826968 20040422
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.991372 20040422
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.417791 20040422
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.715134 20040422
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.059309 20040422
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.564846 20040422
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 56.675488 20040422
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.805182 20040422
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.021044 20040422
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.595247 20040422
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 50.213207 20040422
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.566303 20040422
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 229.779603 20040422
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.194389 20040422
3569 USFASTD_COUNTRY USFASTD_COUNTRY 108.936219 20040422
[3570 rows x 4 columns],
'20040423': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.622091 20040423
1 USFASTD_1DREVRSL USFASTD_BETA 0.749555 20040423
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.038335 20040423
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.011244 20040423
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.055820 20040423
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.099356 20040423
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.214351 20040423
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011990 20040423
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.055739 20040423
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.141586 20040423
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.148169 20040423
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.042125 20040423
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.231401 20040423
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.198599 20040423
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.216077 20040423
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.085539 20040423
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.251703 20040423
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.122554 20040423
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046138 20040423
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050256 20040423
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.616605 20040423
21 USFASTD_1DREVRSL USFASTD_SIZE 0.209740 20040423
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011201 20040423
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.267067 20040423
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.483089 20040423
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.035891 20040423
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.607775 20040423
27 USFASTD_1DREVRSL USFASTD_CHEM 1.171783 20040423
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.630179 20040423
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.707044 20040423
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.078916 20040423
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.092354 20040423
3542 USFASTD_COMPELEC USFASTD_COMPELEC 96.143852 20040423
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.638829 20040423
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.189075 20040423
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.387602 20040423
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.904529 20040423
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.142279 20040423
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.132805 20040423
3549 USFASTD_TELECOM USFASTD_TELECOM 209.071250 20040423
3550 USFASTD_TELECOM USFASTD_WIRELESS 38.289496 20040423
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.477483 20040423
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.354152 20040423
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.461770 20040423
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.838081 20040423
3555 USFASTD_WIRELESS USFASTD_WIRELESS 316.018129 20040423
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.597278 20040423
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.274459 20040423
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.217039 20040423
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.685182 20040423
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 88.790034 20040423
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.032122 20040423
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 58.835221 20040423
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.582265 20040423
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.413124 20040423
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.034936 20040423
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.395837 20040423
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 218.768462 20040423
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.058445 20040423
3569 USFASTD_COUNTRY USFASTD_COUNTRY 100.321831 20040423
[3570 rows x 4 columns],
'20040426': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.636620 20040426
1 USFASTD_1DREVRSL USFASTD_BETA 0.848742 20040426
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.038042 20040426
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.012290 20040426
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.064282 20040426
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.101175 20040426
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.212513 20040426
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011831 20040426
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.049163 20040426
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150226 20040426
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.145986 20040426
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.044152 20040426
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.226644 20040426
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.194815 20040426
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.228368 20040426
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.090426 20040426
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.246829 20040426
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.107763 20040426
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047605 20040426
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049682 20040426
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.657197 20040426
21 USFASTD_1DREVRSL USFASTD_SIZE 0.201090 20040426
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016043 20040426
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.324381 20040426
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.554384 20040426
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.017038 20040426
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.574290 20040426
27 USFASTD_1DREVRSL USFASTD_CHEM 1.189417 20040426
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.627879 20040426
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.774613 20040426
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.154617 20040426
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.546523 20040426
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.209401 20040426
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.683280 20040426
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.488974 20040426
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.742317 20040426
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.149354 20040426
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.188402 20040426
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.847748 20040426
3549 USFASTD_TELECOM USFASTD_TELECOM 208.771091 20040426
3550 USFASTD_TELECOM USFASTD_WIRELESS 38.403323 20040426
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.512226 20040426
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.374612 20040426
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.436243 20040426
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.502845 20040426
3555 USFASTD_WIRELESS USFASTD_WIRELESS 317.839815 20040426
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.878546 20040426
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.163571 20040426
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -12.228653 20040426
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.733595 20040426
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 91.012297 20040426
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.090316 20040426
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 59.455949 20040426
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.649503 20040426
3564 USFASTD_GASUTIL USFASTD_GASUTIL 71.308201 20040426
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.269417 20040426
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.944646 20040426
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 218.291977 20040426
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.455086 20040426
3569 USFASTD_COUNTRY USFASTD_COUNTRY 111.738155 20040426
[3570 rows x 4 columns],
'20040427': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.558820 20040427
1 USFASTD_1DREVRSL USFASTD_BETA 0.904696 20040427
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.033562 20040427
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.013240 20040427
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061720 20040427
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.100139 20040427
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.201058 20040427
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008559 20040427
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.048695 20040427
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150463 20040427
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.137109 20040427
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.038902 20040427
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.208694 20040427
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.197856 20040427
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.212828 20040427
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.084510 20040427
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.236183 20040427
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.073499 20040427
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048721 20040427
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050248 20040427
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.650641 20040427
21 USFASTD_1DREVRSL USFASTD_SIZE 0.185191 20040427
22 USFASTD_1DREVRSL USFASTD_VALUE 0.013236 20040427
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.544726 20040427
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.750307 20040427
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.152736 20040427
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.502886 20040427
27 USFASTD_1DREVRSL USFASTD_CHEM 1.162989 20040427
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.602216 20040427
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.674854 20040427
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.320996 20040427
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.558994 20040427
3542 USFASTD_COMPELEC USFASTD_COMPELEC 94.839567 20040427
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.976989 20040427
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.168525 20040427
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.430331 20040427
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.706894 20040427
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.111388 20040427
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.155985 20040427
3549 USFASTD_TELECOM USFASTD_TELECOM 201.894249 20040427
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.198945 20040427
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.510832 20040427
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.340080 20040427
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.568231 20040427
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.907351 20040427
3555 USFASTD_WIRELESS USFASTD_WIRELESS 305.071089 20040427
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.461376 20040427
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.225985 20040427
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.856965 20040427
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.782209 20040427
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 86.707560 20040427
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.538159 20040427
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.789552 20040427
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.997399 20040427
3564 USFASTD_GASUTIL USFASTD_GASUTIL 68.069542 20040427
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.104395 20040427
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.155778 20040427
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 209.157691 20040427
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.626690 20040427
3569 USFASTD_COUNTRY USFASTD_COUNTRY 116.377845 20040427
[3570 rows x 4 columns],
'20040428': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.484023 20040428
1 USFASTD_1DREVRSL USFASTD_BETA 1.016980 20040428
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.029203 20040428
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.017089 20040428
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060033 20040428
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.094854 20040428
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.194145 20040428
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008286 20040428
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.042874 20040428
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150361 20040428
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.131545 20040428
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.037657 20040428
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.197752 20040428
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.192109 20040428
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.203706 20040428
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.081962 20040428
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.225295 20040428
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.046891 20040428
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048892 20040428
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049278 20040428
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.640459 20040428
21 USFASTD_1DREVRSL USFASTD_SIZE 0.171045 20040428
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011947 20040428
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.575447 20040428
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.767995 20040428
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.177957 20040428
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.466984 20040428
27 USFASTD_1DREVRSL USFASTD_CHEM 1.165941 20040428
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.623005 20040428
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.649057 20040428
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.820036 20040428
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.827005 20040428
3542 USFASTD_COMPELEC USFASTD_COMPELEC 93.075723 20040428
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.636605 20040428
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.108595 20040428
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.261625 20040428
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.457482 20040428
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.972716 20040428
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.548166 20040428
3549 USFASTD_TELECOM USFASTD_TELECOM 195.834821 20040428
3550 USFASTD_TELECOM USFASTD_WIRELESS 36.494232 20040428
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.643364 20040428
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.303557 20040428
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.276444 20040428
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.976331 20040428
3555 USFASTD_WIRELESS USFASTD_WIRELESS 301.076108 20040428
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.040511 20040428
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.342810 20040428
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.214608 20040428
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.819400 20040428
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 87.624336 20040428
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.135049 20040428
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.987028 20040428
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.771697 20040428
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.326088 20040428
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.274102 20040428
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.864678 20040428
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 235.520164 20040428
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.209081 20040428
3569 USFASTD_COUNTRY USFASTD_COUNTRY 136.148937 20040428
[3570 rows x 4 columns],
'20040429': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.605424 20040429
1 USFASTD_1DREVRSL USFASTD_BETA 1.092555 20040429
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.021947 20040429
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.015785 20040429
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059684 20040429
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.093354 20040429
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.203777 20040429
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009404 20040429
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.039507 20040429
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.160489 20040429
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132820 20040429
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034514 20040429
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.198512 20040429
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.209443 20040429
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.205475 20040429
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.082693 20040429
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.234216 20040429
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.027709 20040429
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058040 20040429
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054236 20040429
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.666906 20040429
21 USFASTD_1DREVRSL USFASTD_SIZE 0.166237 20040429
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017869 20040429
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.439440 20040429
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.662634 20040429
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.028116 20040429
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.567615 20040429
27 USFASTD_1DREVRSL USFASTD_CHEM 1.233991 20040429
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.599079 20040429
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.674184 20040429
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.218644 20040429
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.672055 20040429
3542 USFASTD_COMPELEC USFASTD_COMPELEC 95.343314 20040429
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.168216 20040429
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.478571 20040429
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.450273 20040429
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.680117 20040429
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.152947 20040429
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.756141 20040429
3549 USFASTD_TELECOM USFASTD_TELECOM 205.251993 20040429
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.944545 20040429
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.645566 20040429
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.399836 20040429
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.364243 20040429
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.793153 20040429
3555 USFASTD_WIRELESS USFASTD_WIRELESS 308.721052 20040429
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.262649 20040429
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.343479 20040429
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.524458 20040429
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.073752 20040429
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.780282 20040429
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 53.397295 20040429
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 62.507679 20040429
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.952689 20040429
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.908598 20040429
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.457437 20040429
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.964183 20040429
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 241.456257 20040429
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.282185 20040429
3569 USFASTD_COUNTRY USFASTD_COUNTRY 141.555121 20040429
[3570 rows x 4 columns],
'20040430': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.543758 20040430
1 USFASTD_1DREVRSL USFASTD_BETA 1.230375 20040430
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.014877 20040430
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.018407 20040430
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059993 20040430
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.087951 20040430
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.195133 20040430
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009827 20040430
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.041966 20040430
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.166185 20040430
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132435 20040430
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033499 20040430
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.187948 20040430
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.202853 20040430
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.195273 20040430
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.080778 20040430
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.220936 20040430
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.004484 20040430
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055983 20040430
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.056868 20040430
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.654042 20040430
21 USFASTD_1DREVRSL USFASTD_SIZE 0.148862 20040430
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017604 20040430
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.519539 20040430
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.689371 20040430
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.106223 20040430
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.530863 20040430
27 USFASTD_1DREVRSL USFASTD_CHEM 1.190734 20040430
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.599396 20040430
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.669245 20040430
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.630485 20040430
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.369362 20040430
3542 USFASTD_COMPELEC USFASTD_COMPELEC 94.349999 20040430
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.658471 20040430
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.122749 20040430
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.329840 20040430
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.750746 20040430
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.802667 20040430
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.582846 20040430
3549 USFASTD_TELECOM USFASTD_TELECOM 203.439100 20040430
3550 USFASTD_TELECOM USFASTD_WIRELESS 37.177172 20040430
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.632835 20040430
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.175425 20040430
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.074629 20040430
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.185800 20040430
3555 USFASTD_WIRELESS USFASTD_WIRELESS 298.684201 20040430
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.979664 20040430
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.321734 20040430
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.163367 20040430
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.158351 20040430
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 86.927201 20040430
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.200150 20040430
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.758900 20040430
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.650124 20040430
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.064349 20040430
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.414322 20040430
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.540436 20040430
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 235.889386 20040430
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.410959 20040430
3569 USFASTD_COUNTRY USFASTD_COUNTRY 152.085232 20040430
[3570 rows x 4 columns],
'20040503': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.555232 20040503
1 USFASTD_1DREVRSL USFASTD_BETA 1.209251 20040503
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.006522 20040503
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014247 20040503
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059842 20040503
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.087013 20040503
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.187664 20040503
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010865 20040503
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.046287 20040503
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.160955 20040503
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.124819 20040503
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034234 20040503
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.176498 20040503
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.214032 20040503
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.193177 20040503
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.079134 20040503
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.247925 20040503
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.002745 20040503
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054753 20040503
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.063054 20040503
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.630552 20040503
21 USFASTD_1DREVRSL USFASTD_SIZE 0.155516 20040503
22 USFASTD_1DREVRSL USFASTD_VALUE 0.009730 20040503
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.316661 20040503
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.529886 20040503
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.105568 20040503
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.591370 20040503
27 USFASTD_1DREVRSL USFASTD_CHEM 1.081124 20040503
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.532868 20040503
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.598421 20040503
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.818255 20040503
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.863217 20040503
3542 USFASTD_COMPELEC USFASTD_COMPELEC 90.488377 20040503
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.840178 20040503
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.501252 20040503
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.838439 20040503
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.220453 20040503
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.212410 20040503
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.902335 20040503
3549 USFASTD_TELECOM USFASTD_TELECOM 193.132906 20040503
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.325063 20040503
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.572858 20040503
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.008457 20040503
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.090058 20040503
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.684301 20040503
3555 USFASTD_WIRELESS USFASTD_WIRELESS 282.478051 20040503
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.506343 20040503
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.313331 20040503
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.460802 20040503
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.972495 20040503
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 81.988655 20040503
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.175246 20040503
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.638488 20040503
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.917320 20040503
3564 USFASTD_GASUTIL USFASTD_GASUTIL 63.107036 20040503
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.855455 20040503
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.143060 20040503
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 224.916312 20040503
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.230051 20040503
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.206490 20040503
[3570 rows x 4 columns],
'20040504': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.500611 20040504
1 USFASTD_1DREVRSL USFASTD_BETA 1.205828 20040504
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.006054 20040504
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014953 20040504
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058999 20040504
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.084327 20040504
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.183792 20040504
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010891 20040504
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044808 20040504
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.158108 20040504
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.124418 20040504
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033607 20040504
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.172021 20040504
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.209428 20040504
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.188402 20040504
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.077601 20040504
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.247126 20040504
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.000051 20040504
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054552 20040504
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.061414 20040504
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.617893 20040504
21 USFASTD_1DREVRSL USFASTD_SIZE 0.154169 20040504
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008371 20040504
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.315443 20040504
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.522926 20040504
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.108606 20040504
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.572917 20040504
27 USFASTD_1DREVRSL USFASTD_CHEM 1.060206 20040504
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.527132 20040504
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.603627 20040504
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.616897 20040504
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.022908 20040504
3542 USFASTD_COMPELEC USFASTD_COMPELEC 90.324923 20040504
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.640488 20040504
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.532665 20040504
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.703830 20040504
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.074846 20040504
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.053059 20040504
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.019291 20040504
3549 USFASTD_TELECOM USFASTD_TELECOM 189.128333 20040504
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.755152 20040504
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.571764 20040504
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.972513 20040504
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.119864 20040504
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.588876 20040504
3555 USFASTD_WIRELESS USFASTD_WIRELESS 278.370678 20040504
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.316116 20040504
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.362245 20040504
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.190451 20040504
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.851963 20040504
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 80.488119 20040504
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 48.287725 20040504
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.537904 20040504
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.858751 20040504
3564 USFASTD_GASUTIL USFASTD_GASUTIL 61.967033 20040504
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.988108 20040504
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.110947 20040504
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 220.327655 20040504
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.139507 20040504
3569 USFASTD_COUNTRY USFASTD_COUNTRY 141.356254 20040504
[3570 rows x 4 columns],
'20040505': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.379671 20040505
1 USFASTD_1DREVRSL USFASTD_BETA 1.106133 20040505
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.005847 20040505
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.012922 20040505
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.055644 20040505
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.082660 20040505
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.175294 20040505
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010755 20040505
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.043842 20040505
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.149614 20040505
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.118735 20040505
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032033 20040505
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.171879 20040505
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.203019 20040505
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.180742 20040505
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.073951 20040505
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.236290 20040505
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.006385 20040505
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052355 20040505
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.058356 20040505
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.586273 20040505
21 USFASTD_1DREVRSL USFASTD_SIZE 0.149881 20040505
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006831 20040505
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.326513 20040505
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.527076 20040505
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.110662 20040505
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.556515 20040505
27 USFASTD_1DREVRSL USFASTD_CHEM 1.000481 20040505
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.490591 20040505
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.566005 20040505
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.843702 20040505
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.621005 20040505
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.560489 20040505
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.021509 20040505
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.355419 20040505
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.571756 20040505
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.652930 20040505
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.918322 20040505
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.616076 20040505
3549 USFASTD_TELECOM USFASTD_TELECOM 181.876924 20040505
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.306276 20040505
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.283553 20040505
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.811227 20040505
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.163658 20040505
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.733683 20040505
3555 USFASTD_WIRELESS USFASTD_WIRELESS 275.284824 20040505
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.653220 20040505
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.315652 20040505
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.493925 20040505
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.398245 20040505
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.210316 20040505
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.623920 20040505
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.325090 20040505
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.236260 20040505
3564 USFASTD_GASUTIL USFASTD_GASUTIL 58.824045 20040505
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.120569 20040505
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.657340 20040505
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 213.403566 20040505
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.759829 20040505
3569 USFASTD_COUNTRY USFASTD_COUNTRY 128.771638 20040505
[3570 rows x 4 columns],
'20040506': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.322231 20040506
1 USFASTD_1DREVRSL USFASTD_BETA 1.261822 20040506
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.000855 20040506
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.024133 20040506
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054812 20040506
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.077944 20040506
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.169808 20040506
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007885 20040506
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.036125 20040506
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.152376 20040506
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.113134 20040506
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031191 20040506
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.160122 20040506
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.192695 20040506
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.171607 20040506
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.071734 20040506
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.222498 20040506
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.025829 20040506
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052122 20040506
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054355 20040506
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.588805 20040506
21 USFASTD_1DREVRSL USFASTD_SIZE 0.134604 20040506
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006588 20040506
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.424315 20040506
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.579576 20040506
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.052999 20040506
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.508937 20040506
27 USFASTD_1DREVRSL USFASTD_CHEM 0.996855 20040506
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.520403 20040506
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.544131 20040506
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.568827 20040506
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.853369 20040506
3542 USFASTD_COMPELEC USFASTD_COMPELEC 84.106842 20040506
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.731045 20040506
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.937151 20040506
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.410717 20040506
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.409216 20040506
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.768677 20040506
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.442161 20040506
3549 USFASTD_TELECOM USFASTD_TELECOM 175.532333 20040506
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.192424 20040506
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.365170 20040506
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.768596 20040506
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.102528 20040506
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.062402 20040506
3555 USFASTD_WIRELESS USFASTD_WIRELESS 266.698151 20040506
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.307046 20040506
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.329718 20040506
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.183455 20040506
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.075336 20040506
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.509927 20040506
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.579725 20040506
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.061873 20040506
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.052320 20040506
3564 USFASTD_GASUTIL USFASTD_GASUTIL 56.777606 20040506
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.664035 20040506
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.428076 20040506
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 206.280492 20040506
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.400247 20040506
3569 USFASTD_COUNTRY USFASTD_COUNTRY 151.225616 20040506
[3570 rows x 4 columns],
'20040507': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.460538 20040507
1 USFASTD_1DREVRSL USFASTD_BETA 1.384784 20040507
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.004126 20040507
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.028074 20040507
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054962 20040507
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.087557 20040507
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.176422 20040507
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010346 20040507
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.040982 20040507
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.165960 20040507
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.120019 20040507
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034950 20040507
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.167152 20040507
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.203002 20040507
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.180690 20040507
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.078839 20040507
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.247697 20040507
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.029657 20040507
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056371 20040507
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.056275 20040507
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.626812 20040507
21 USFASTD_1DREVRSL USFASTD_SIZE 0.132631 20040507
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004251 20040507
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.390803 20040507
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.566097 20040507
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.078011 20040507
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.556960 20040507
27 USFASTD_1DREVRSL USFASTD_CHEM 1.134540 20040507
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.620278 20040507
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.643787 20040507
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.672810 20040507
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.840537 20040507
3542 USFASTD_COMPELEC USFASTD_COMPELEC 96.866073 20040507
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.226124 20040507
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.613772 20040507
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.236468 20040507
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.288305 20040507
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.337418 20040507
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.121212 20040507
3549 USFASTD_TELECOM USFASTD_TELECOM 185.929830 20040507
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.859885 20040507
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.836714 20040507
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.960027 20040507
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.228816 20040507
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.577247 20040507
3555 USFASTD_WIRELESS USFASTD_WIRELESS 279.927773 20040507
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.195708 20040507
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.321904 20040507
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.086004 20040507
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.825660 20040507
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.990247 20040507
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.875332 20040507
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.712193 20040507
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.785552 20040507
3564 USFASTD_GASUTIL USFASTD_GASUTIL 59.537497 20040507
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.524203 20040507
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.836099 20040507
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 224.561719 20040507
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.239988 20040507
3569 USFASTD_COUNTRY USFASTD_COUNTRY 171.343880 20040507
[3570 rows x 4 columns],
'20040510': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.500419 20040510
1 USFASTD_1DREVRSL USFASTD_BETA 1.574575 20040510
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.007200 20040510
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.035637 20040510
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.057629 20040510
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.087349 20040510
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.180971 20040510
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006671 20040510
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.035477 20040510
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.175328 20040510
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.118911 20040510
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034865 20040510
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.162559 20040510
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.207453 20040510
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.181274 20040510
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.078813 20040510
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.257497 20040510
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.058129 20040510
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058721 20040510
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054951 20040510
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.640749 20040510
21 USFASTD_1DREVRSL USFASTD_SIZE 0.127424 20040510
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002148 20040510
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.495087 20040510
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.664322 20040510
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.045659 20040510
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.527271 20040510
27 USFASTD_1DREVRSL USFASTD_CHEM 1.178563 20040510
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.661630 20040510
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.629199 20040510
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.036641 20040510
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.569312 20040510
3542 USFASTD_COMPELEC USFASTD_COMPELEC 101.805003 20040510
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.986970 20040510
3544 USFASTD_COMPELEC USFASTD_WIRELESS 17.190428 20040510
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.693682 20040510
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.416820 20040510
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.668082 20040510
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.603634 20040510
3549 USFASTD_TELECOM USFASTD_TELECOM 189.438333 20040510
3550 USFASTD_TELECOM USFASTD_WIRELESS 35.232957 20040510
3551 USFASTD_TELECOM USFASTD_ELECUTIL 2.049318 20040510
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.465855 20040510
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.333858 20040510
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.979914 20040510
3555 USFASTD_WIRELESS USFASTD_WIRELESS 282.141880 20040510
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.270453 20040510
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.203024 20040510
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -11.172229 20040510
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.819476 20040510
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 91.112063 20040510
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.412912 20040510
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.344939 20040510
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.574752 20040510
3564 USFASTD_GASUTIL USFASTD_GASUTIL 65.081785 20040510
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.650348 20040510
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.410957 20040510
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 226.271551 20040510
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.142870 20040510
3569 USFASTD_COUNTRY USFASTD_COUNTRY 203.479883 20040510
[3570 rows x 4 columns],
'20040511': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.542488 20040511
1 USFASTD_1DREVRSL USFASTD_BETA 1.506720 20040511
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.000611 20040511
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.035648 20040511
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.050804 20040511
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.092617 20040511
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.169037 20040511
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001786 20040511
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.045210 20040511
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.165359 20040511
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.126364 20040511
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031463 20040511
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.169306 20040511
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.211161 20040511
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.199264 20040511
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.075585 20040511
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.264168 20040511
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.040773 20040511
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052993 20040511
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.057543 20040511
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.629192 20040511
21 USFASTD_1DREVRSL USFASTD_SIZE 0.124810 20040511
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007514 20040511
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.438128 20040511
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.602272 20040511
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.067383 20040511
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.746712 20040511
27 USFASTD_1DREVRSL USFASTD_CHEM 1.226296 20040511
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.637461 20040511
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.538410 20040511
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.424510 20040511
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.071817 20040511
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.129099 20040511
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.351914 20040511
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.508550 20040511
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.226969 20040511
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.928105 20040511
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.246324 20040511
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.673467 20040511
3549 USFASTD_TELECOM USFASTD_TELECOM 181.097031 20040511
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.713109 20040511
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.833477 20040511
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.240016 20040511
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.264888 20040511
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.187608 20040511
3555 USFASTD_WIRELESS USFASTD_WIRELESS 272.640046 20040511
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.898561 20040511
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.244138 20040511
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.722088 20040511
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.392053 20040511
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 87.317593 20040511
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 50.167891 20040511
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 58.643571 20040511
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.902408 20040511
3564 USFASTD_GASUTIL USFASTD_GASUTIL 62.222771 20040511
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.542512 20040511
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.594155 20040511
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 215.904492 20040511
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.216212 20040511
3569 USFASTD_COUNTRY USFASTD_COUNTRY 179.226600 20040511
[3570 rows x 4 columns],
'20040512': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.470432 20040512
1 USFASTD_1DREVRSL USFASTD_BETA 1.445372 20040512
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.003495 20040512
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.035637 20040512
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.050717 20040512
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.085892 20040512
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.163326 20040512
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.000635 20040512
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.045317 20040512
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.159508 20040512
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.122191 20040512
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033299 20040512
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.159805 20040512
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.203524 20040512
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.197206 20040512
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.077280 20040512
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.242356 20040512
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.044722 20040512
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056846 20040512
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.053496 20040512
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.619708 20040512
21 USFASTD_1DREVRSL USFASTD_SIZE 0.118594 20040512
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007236 20040512
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.441566 20040512
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.595738 20040512
25 USFASTD_1DREVRSL USFASTD_OILGSEXP 0.035732 20040512
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.704842 20040512
27 USFASTD_1DREVRSL USFASTD_CHEM 1.257925 20040512
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.647080 20040512
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.497484 20040512
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.864888 20040512
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.941726 20040512
3542 USFASTD_COMPELEC USFASTD_COMPELEC 94.292682 20040512
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.009937 20040512
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.054740 20040512
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.902830 20040512
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.636927 20040512
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.827872 20040512
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.444714 20040512
3549 USFASTD_TELECOM USFASTD_TELECOM 174.399107 20040512
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.432944 20040512
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.758268 20040512
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.140424 20040512
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.156583 20040512
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.704218 20040512
3555 USFASTD_WIRELESS USFASTD_WIRELESS 262.968087 20040512
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.607071 20040512
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.208693 20040512
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.282874 20040512
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.124603 20040512
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 83.904046 20040512
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 48.284873 20040512
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.750176 20040512
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.351446 20040512
3564 USFASTD_GASUTIL USFASTD_GASUTIL 59.996786 20040512
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.124930 20040512
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.334587 20040512
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 210.648263 20040512
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.010242 20040512
3569 USFASTD_COUNTRY USFASTD_COUNTRY 171.006116 20040512
[3570 rows x 4 columns],
'20040513': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.504252 20040513
1 USFASTD_1DREVRSL USFASTD_BETA 1.563612 20040513
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.007501 20040513
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.042003 20040513
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.050679 20040513
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.081023 20040513
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.154346 20040513
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.003045 20040513
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.047959 20040513
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.167627 20040513
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.120000 20040513
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030443 20040513
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.141222 20040513
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.206983 20040513
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.193688 20040513
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.074603 20040513
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.255098 20040513
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.079628 20040513
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056475 20040513
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.055785 20040513
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.621582 20040513
21 USFASTD_1DREVRSL USFASTD_SIZE 0.110815 20040513
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007840 20040513
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.479402 20040513
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.593951 20040513
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.067580 20040513
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.695671 20040513
27 USFASTD_1DREVRSL USFASTD_CHEM 1.343421 20040513
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.672716 20040513
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.501242 20040513
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.742353 20040513
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.239616 20040513
3542 USFASTD_COMPELEC USFASTD_COMPELEC 92.652351 20040513
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.744264 20040513
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.824096 20040513
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.811132 20040513
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.443673 20040513
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.757287 20040513
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.009101 20040513
3549 USFASTD_TELECOM USFASTD_TELECOM 174.909405 20040513
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.385543 20040513
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.709970 20040513
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.328383 20040513
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.036077 20040513
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.763648 20040513
3555 USFASTD_WIRELESS USFASTD_WIRELESS 257.626725 20040513
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.464540 20040513
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.313811 20040513
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -10.128896 20040513
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.519653 20040513
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 82.135929 20040513
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.443027 20040513
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.566568 20040513
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.321019 20040513
3564 USFASTD_GASUTIL USFASTD_GASUTIL 59.311594 20040513
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.339853 20040513
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.875885 20040513
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 206.053405 20040513
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.510539 20040513
3569 USFASTD_COUNTRY USFASTD_COUNTRY 184.521280 20040513
[3570 rows x 4 columns],
'20040514': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.336837 20040514
1 USFASTD_1DREVRSL USFASTD_BETA 1.503534 20040514
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.007781 20040514
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.040488 20040514
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048430 20040514
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.074183 20040514
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.143644 20040514
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.003858 20040514
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.043781 20040514
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.157778 20040514
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.111443 20040514
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.028301 20040514
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.130365 20040514
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.192878 20040514
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.179476 20040514
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.069950 20040514
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.237372 20040514
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.082687 20040514
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052842 20040514
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.052855 20040514
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.585473 20040514
21 USFASTD_1DREVRSL USFASTD_SIZE 0.100100 20040514
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006848 20040514
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.466650 20040514
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.572371 20040514
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.095290 20040514
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.642126 20040514
27 USFASTD_1DREVRSL USFASTD_CHEM 1.260855 20040514
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.635997 20040514
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.460736 20040514
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.251949 20040514
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.258063 20040514
3542 USFASTD_COMPELEC USFASTD_COMPELEC 92.499300 20040514
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.347119 20040514
3544 USFASTD_COMPELEC USFASTD_WIRELESS 16.162149 20040514
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.033583 20040514
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.924563 20040514
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.701944 20040514
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.044459 20040514
3549 USFASTD_TELECOM USFASTD_TELECOM 163.107605 20040514
3550 USFASTD_TELECOM USFASTD_WIRELESS 30.615480 20040514
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.669315 20040514
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.108613 20040514
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.060232 20040514
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.323449 20040514
3555 USFASTD_WIRELESS USFASTD_WIRELESS 248.220026 20040514
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.518602 20040514
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.438113 20040514
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.792508 20040514
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.242188 20040514
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.374756 20040514
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.008030 20040514
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.890728 20040514
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.021432 20040514
3564 USFASTD_GASUTIL USFASTD_GASUTIL 55.587777 20040514
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.601978 20040514
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.629268 20040514
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.896392 20040514
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.265707 20040514
3569 USFASTD_COUNTRY USFASTD_COUNTRY 176.502033 20040514
[3570 rows x 4 columns],
'20040517': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.241823 20040517
1 USFASTD_1DREVRSL USFASTD_BETA 1.710589 20040517
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.008885 20040517
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.046878 20040517
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.044619 20040517
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.063059 20040517
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.143586 20040517
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.003482 20040517
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.035450 20040517
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.163936 20040517
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104625 20040517
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025502 20040517
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.114090 20040517
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.182792 20040517
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.156986 20040517
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.064271 20040517
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.220927 20040517
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.138311 20040517
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054193 20040517
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050833 20040517
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.576345 20040517
21 USFASTD_1DREVRSL USFASTD_SIZE 0.074391 20040517
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004414 20040517
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.660942 20040517
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.705447 20040517
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.229678 20040517
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.554445 20040517
27 USFASTD_1DREVRSL USFASTD_CHEM 1.264423 20040517
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.705135 20040517
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.475812 20040517
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.468341 20040517
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.236377 20040517
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.701196 20040517
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.705672 20040517
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.100130 20040517
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.571158 20040517
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.418962 20040517
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.302269 20040517
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.987094 20040517
3549 USFASTD_TELECOM USFASTD_TELECOM 152.851194 20040517
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.753811 20040517
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.722512 20040517
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.992563 20040517
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.140472 20040517
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.046807 20040517
3555 USFASTD_WIRELESS USFASTD_WIRELESS 232.742743 20040517
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.958639 20040517
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.467877 20040517
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.125135 20040517
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.955175 20040517
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 74.812144 20040517
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.387786 20040517
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.950959 20040517
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.761032 20040517
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.244878 20040517
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.357844 20040517
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.468490 20040517
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 182.129328 20040517
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.023337 20040517
3569 USFASTD_COUNTRY USFASTD_COUNTRY 205.825275 20040517
[3570 rows x 4 columns],
'20040518': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.232335 20040518
1 USFASTD_1DREVRSL USFASTD_BETA 1.602199 20040518
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.007023 20040518
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.041637 20040518
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046002 20040518
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.063397 20040518
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.146416 20040518
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.003141 20040518
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.039451 20040518
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.158938 20040518
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.108224 20040518
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024577 20040518
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.120302 20040518
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.187232 20040518
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.160327 20040518
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.066149 20040518
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.222322 20040518
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.116772 20040518
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052212 20040518
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054665 20040518
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.567354 20040518
21 USFASTD_1DREVRSL USFASTD_SIZE 0.080140 20040518
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006875 20040518
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.684445 20040518
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.728084 20040518
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.271142 20040518
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.551028 20040518
27 USFASTD_1DREVRSL USFASTD_CHEM 1.249875 20040518
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.692694 20040518
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.453257 20040518
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.380619 20040518
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.054848 20040518
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.108333 20040518
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.596038 20040518
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.015765 20040518
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.478293 20040518
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.394067 20040518
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.226220 20040518
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.509488 20040518
3549 USFASTD_TELECOM USFASTD_TELECOM 151.452132 20040518
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.464976 20040518
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.637342 20040518
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.956754 20040518
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.106287 20040518
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.108620 20040518
3555 USFASTD_WIRELESS USFASTD_WIRELESS 230.693411 20040518
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.933025 20040518
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.422164 20040518
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.060700 20040518
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.425700 20040518
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 74.920389 20040518
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.299792 20040518
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.719698 20040518
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.649033 20040518
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.189927 20040518
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.140018 20040518
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.066523 20040518
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 180.431336 20040518
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.477525 20040518
3569 USFASTD_COUNTRY USFASTD_COUNTRY 192.042520 20040518
[3570 rows x 4 columns],
'20040519': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.112183 20040519
1 USFASTD_1DREVRSL USFASTD_BETA 1.529545 20040519
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.008389 20040519
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.041780 20040519
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042829 20040519
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.060422 20040519
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.138970 20040519
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.002282 20040519
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.039447 20040519
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.151122 20040519
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.102684 20040519
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023813 20040519
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.120578 20040519
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.175961 20040519
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.149695 20040519
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.061885 20040519
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.206028 20040519
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.111806 20040519
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048717 20040519
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049932 20040519
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.537440 20040519
21 USFASTD_1DREVRSL USFASTD_SIZE 0.073065 20040519
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002929 20040519
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.648429 20040519
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.684474 20040519
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.243347 20040519
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.527558 20040519
27 USFASTD_1DREVRSL USFASTD_CHEM 1.174578 20040519
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.661327 20040519
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.423079 20040519
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.813067 20040519
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.837251 20040519
3542 USFASTD_COMPELEC USFASTD_COMPELEC 81.439442 20040519
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.984324 20040519
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.336701 20040519
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.023960 20040519
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.921116 20040519
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.808308 20040519
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.235423 20040519
3549 USFASTD_TELECOM USFASTD_TELECOM 144.197296 20040519
3550 USFASTD_TELECOM USFASTD_WIRELESS 27.304675 20040519
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.527146 20040519
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.840855 20040519
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.143567 20040519
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.720906 20040519
3555 USFASTD_WIRELESS USFASTD_WIRELESS 220.115148 20040519
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.609606 20040519
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.446902 20040519
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.536303 20040519
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.258188 20040519
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 70.681122 20040519
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.930164 20040519
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.882135 20040519
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.080225 20040519
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.322661 20040519
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.064342 20040519
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.817782 20040519
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 170.115059 20040519
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.214133 20040519
3569 USFASTD_COUNTRY USFASTD_COUNTRY 183.602784 20040519
[3570 rows x 4 columns],
'20040520': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.043093 20040520
1 USFASTD_1DREVRSL USFASTD_BETA 1.486755 20040520
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.008364 20040520
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.040679 20040520
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.041229 20040520
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058500 20040520
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.135059 20040520
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.002097 20040520
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.037691 20040520
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.149003 20040520
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.099213 20040520
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022822 20040520
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.116221 20040520
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.170116 20040520
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.144471 20040520
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.059929 20040520
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.202293 20040520
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.110484 20040520
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047096 20040520
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050068 20040520
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.532894 20040520
21 USFASTD_1DREVRSL USFASTD_SIZE 0.070217 20040520
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002500 20040520
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.624544 20040520
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.660198 20040520
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.236856 20040520
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.509943 20040520
27 USFASTD_1DREVRSL USFASTD_CHEM 1.141078 20040520
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.640752 20040520
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.404175 20040520
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.586391 20040520
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.748106 20040520
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.847676 20040520
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.657605 20040520
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.866258 20040520
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.882804 20040520
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.968546 20040520
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.697418 20040520
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.070301 20040520
3549 USFASTD_TELECOM USFASTD_TELECOM 139.472229 20040520
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.516160 20040520
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.485433 20040520
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.820460 20040520
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.132040 20040520
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.393376 20040520
3555 USFASTD_WIRELESS USFASTD_WIRELESS 214.947717 20040520
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.338083 20040520
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.672090 20040520
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.154183 20040520
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.109485 20040520
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.770393 20040520
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 40.330700 20040520
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.241073 20040520
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.817358 20040520
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.899859 20040520
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.412517 20040520
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.792343 20040520
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 167.084169 20040520
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.075893 20040520
3569 USFASTD_COUNTRY USFASTD_COUNTRY 178.115866 20040520
[3570 rows x 4 columns],
'20040521': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.885827 20040521
1 USFASTD_1DREVRSL USFASTD_BETA 1.444387 20040521
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.007865 20040521
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.040840 20040521
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038458 20040521
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053207 20040521
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.123699 20040521
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.001584 20040521
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.031447 20040521
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.139723 20040521
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.091174 20040521
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020091 20040521
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.102079 20040521
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.154820 20040521
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.130276 20040521
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054073 20040521
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.181752 20040521
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.117867 20040521
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043548 20040521
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.044634 20040521
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.493990 20040521
21 USFASTD_1DREVRSL USFASTD_SIZE 0.060997 20040521
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003456 20040521
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.582687 20040521
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.607768 20040521
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.204686 20040521
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.469422 20040521
27 USFASTD_1DREVRSL USFASTD_CHEM 1.056275 20040521
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.602670 20040521
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.396346 20040521
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.789155 20040521
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.694426 20040521
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.354073 20040521
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.867256 20040521
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.800256 20040521
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.294992 20040521
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.379878 20040521
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.151838 20040521
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.005749 20040521
3549 USFASTD_TELECOM USFASTD_TELECOM 127.846867 20040521
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.556158 20040521
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.392976 20040521
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.600248 20040521
3553 USFASTD_TELECOM USFASTD_MULTUTIL 0.144783 20040521
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.162444 20040521
3555 USFASTD_WIRELESS USFASTD_WIRELESS 202.039774 20040521
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.752889 20040521
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.786237 20040521
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.547605 20040521
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.183435 20040521
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 64.515736 20040521
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.383367 20040521
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.556521 20040521
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.657162 20040521
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.246325 20040521
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 32.643627 20040521
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.759794 20040521
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 153.082405 20040521
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.967386 20040521
3569 USFASTD_COUNTRY USFASTD_COUNTRY 174.500119 20040521
[3570 rows x 4 columns],
'20040524': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.944951 20040524
1 USFASTD_1DREVRSL USFASTD_BETA 1.386262 20040524
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.006906 20040524
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.036448 20040524
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.039545 20040524
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058347 20040524
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.133666 20040524
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.001895 20040524
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.035307 20040524
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.139363 20040524
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.095020 20040524
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022045 20040524
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.111886 20040524
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161563 20040524
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.137065 20040524
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055675 20040524
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.187862 20040524
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.100346 20040524
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044500 20040524
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.045657 20040524
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.505651 20040524
21 USFASTD_1DREVRSL USFASTD_SIZE 0.073259 20040524
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002817 20040524
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.704524 20040524
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.681925 20040524
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.248299 20040524
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.474807 20040524
27 USFASTD_1DREVRSL USFASTD_CHEM 1.074642 20040524
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.597081 20040524
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.389256 20040524
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.277005 20040524
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.521740 20040524
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.858148 20040524
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.388977 20040524
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.208249 20040524
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.734960 20040524
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.631300 20040524
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.345247 20040524
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.755938 20040524
3549 USFASTD_TELECOM USFASTD_TELECOM 136.343719 20040524
3550 USFASTD_TELECOM USFASTD_WIRELESS 25.886859 20040524
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.978553 20040524
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.530915 20040524
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.406262 20040524
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.889038 20040524
3555 USFASTD_WIRELESS USFASTD_WIRELESS 209.023243 20040524
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.466047 20040524
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.729935 20040524
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.222351 20040524
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.998782 20040524
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.894910 20040524
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.116009 20040524
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.885344 20040524
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.420057 20040524
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.842838 20040524
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.137365 20040524
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.470220 20040524
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 166.821281 20040524
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.616864 20040524
3569 USFASTD_COUNTRY USFASTD_COUNTRY 166.610327 20040524
[3570 rows x 4 columns],
'20040525': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.917864 20040525
1 USFASTD_1DREVRSL USFASTD_BETA 1.045587 20040525
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.000443 20040525
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.022241 20040525
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038466 20040525
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.068711 20040525
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.136481 20040525
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001498 20040525
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.046230 20040525
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.122592 20040525
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.096316 20040525
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.019442 20040525
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.125813 20040525
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161543 20040525
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.143959 20040525
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055375 20040525
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.188475 20040525
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.030450 20040525
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043908 20040525
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.048993 20040525
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.489609 20040525
21 USFASTD_1DREVRSL USFASTD_SIZE 0.095621 20040525
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005255 20040525
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.533358 20040525
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.569192 20040525
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.169361 20040525
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.471036 20040525
27 USFASTD_1DREVRSL USFASTD_CHEM 0.999730 20040525
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.500581 20040525
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.378499 20040525
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.045847 20040525
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.336724 20040525
3542 USFASTD_COMPELEC USFASTD_COMPELEC 73.524634 20040525
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.216469 20040525
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.118633 20040525
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.633807 20040525
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.875856 20040525
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.508235 20040525
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.399570 20040525
3549 USFASTD_TELECOM USFASTD_TELECOM 136.681111 20040525
3550 USFASTD_TELECOM USFASTD_WIRELESS 25.967026 20040525
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.584914 20040525
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.194030 20040525
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.102594 20040525
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.877583 20040525
3555 USFASTD_WIRELESS USFASTD_WIRELESS 208.036683 20040525
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.778856 20040525
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.391294 20040525
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.070138 20040525
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.053668 20040525
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 74.746324 20040525
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 43.394951 20040525
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.331478 20040525
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.258880 20040525
3564 USFASTD_GASUTIL USFASTD_GASUTIL 54.810514 20040525
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 38.828414 20040525
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.589584 20040525
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 180.576620 20040525
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.114957 20040525
3569 USFASTD_COUNTRY USFASTD_COUNTRY 129.751259 20040525
[3570 rows x 4 columns],
'20040526': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.875809 20040526
1 USFASTD_1DREVRSL USFASTD_BETA 1.048073 20040526
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.001102 20040526
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.022729 20040526
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038064 20040526
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.067015 20040526
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.133539 20040526
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001254 20040526
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044457 20040526
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.120885 20040526
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.093887 20040526
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.019073 20040526
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.124979 20040526
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.158074 20040526
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.140154 20040526
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054805 20040526
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.184268 20040526
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.035573 20040526
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043254 20040526
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.048903 20040526
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.487179 20040526
21 USFASTD_1DREVRSL USFASTD_SIZE 0.091972 20040526
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005010 20040526
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.537471 20040526
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.568857 20040526
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.175012 20040526
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.462309 20040526
27 USFASTD_1DREVRSL USFASTD_CHEM 0.983490 20040526
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.495240 20040526
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.372928 20040526
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.884932 20040526
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.476054 20040526
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.395394 20040526
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.058164 20040526
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.092930 20040526
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.660120 20040526
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.770438 20040526
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.445416 20040526
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.577986 20040526
3549 USFASTD_TELECOM USFASTD_TELECOM 144.695527 20040526
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.188903 20040526
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.734742 20040526
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.126119 20040526
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.140067 20040526
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.390365 20040526
3555 USFASTD_WIRELESS USFASTD_WIRELESS 203.442904 20040526
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.644616 20040526
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.400813 20040526
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.857435 20040526
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.025827 20040526
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.272540 20040526
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.506121 20040526
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.255341 20040526
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.331848 20040526
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.695253 20040526
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.992359 20040526
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.610739 20040526
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 176.457371 20040526
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.171115 20040526
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.222674 20040526
[3570 rows x 4 columns],
'20040527': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.839611 20040527
1 USFASTD_1DREVRSL USFASTD_BETA 0.962752 20040527
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.002993 20040527
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.019829 20040527
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038397 20040527
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.066786 20040527
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.129842 20040527
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003509 20040527
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.044893 20040527
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.115463 20040527
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.091933 20040527
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016994 20040527
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.123718 20040527
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.154338 20040527
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138048 20040527
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.053399 20040527
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.180828 20040527
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.024262 20040527
18 USFASTD_1DREVRSL USFASTD_SEASON 0.040975 20040527
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.047689 20040527
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.506193 20040527
21 USFASTD_1DREVRSL USFASTD_SIZE 0.097155 20040527
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005817 20040527
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.584616 20040527
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.610459 20040527
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.214290 20040527
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.439170 20040527
27 USFASTD_1DREVRSL USFASTD_CHEM 0.991720 20040527
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.479756 20040527
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.390237 20040527
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.684964 20040527
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.247841 20040527
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.670643 20040527
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.967380 20040527
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.777356 20040527
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.639223 20040527
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.565899 20040527
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.344930 20040527
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.186547 20040527
3549 USFASTD_TELECOM USFASTD_TELECOM 142.928406 20040527
3550 USFASTD_TELECOM USFASTD_WIRELESS 25.609882 20040527
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.891163 20040527
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.073570 20040527
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.009343 20040527
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.610150 20040527
3555 USFASTD_WIRELESS USFASTD_WIRELESS 197.845822 20040527
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.582868 20040527
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.379967 20040527
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.650796 20040527
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.635495 20040527
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.195139 20040527
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.840614 20040527
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.672218 20040527
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.572132 20040527
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.197356 20040527
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 36.997224 20040527
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.261574 20040527
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 172.215675 20040527
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -2.745932 20040527
3569 USFASTD_COUNTRY USFASTD_COUNTRY 119.503536 20040527
[3570 rows x 4 columns],
'20040528': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.687547 20040528
1 USFASTD_1DREVRSL USFASTD_BETA 0.988557 20040528
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.000249 20040528
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.022348 20040528
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.035227 20040528
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058635 20040528
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.117840 20040528
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.002287 20040528
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.037831 20040528
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.111582 20040528
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083136 20040528
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015708 20040528
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.113112 20040528
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.140102 20040528
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.122691 20040528
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.048462 20040528
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.163189 20040528
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043140 20040528
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038922 20040528
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.043054 20040528
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.468354 20040528
21 USFASTD_1DREVRSL USFASTD_SIZE 0.081942 20040528
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004629 20040528
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.583123 20040528
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.594573 20040528
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.222834 20040528
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.388986 20040528
27 USFASTD_1DREVRSL USFASTD_CHEM 0.925639 20040528
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.465588 20040528
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.359725 20040528
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.669847 20040528
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.388580 20040528
3542 USFASTD_COMPELEC USFASTD_COMPELEC 66.730185 20040528
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.204231 20040528
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.684696 20040528
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.025000 20040528
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.939603 20040528
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.802396 20040528
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.342893 20040528
3549 USFASTD_TELECOM USFASTD_TELECOM 131.223698 20040528
3550 USFASTD_TELECOM USFASTD_WIRELESS 23.506042 20040528
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.870866 20040528
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.917362 20040528
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.032662 20040528
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.823250 20040528
3555 USFASTD_WIRELESS USFASTD_WIRELESS 181.049411 20040528
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.990357 20040528
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.360344 20040528
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.032028 20040528
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.721244 20040528
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 67.007013 20040528
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.311373 20040528
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 45.112641 20040528
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.869229 20040528
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.788908 20040528
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.318777 20040528
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.441026 20040528
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 161.858002 20040528
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.050863 20040528
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.262069 20040528
[3570 rows x 4 columns],
'20040601': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.840446 20040601
1 USFASTD_1DREVRSL USFASTD_BETA 1.154559 20040601
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.006769 20040601
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.027362 20040601
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033753 20040601
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054229 20040601
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.111576 20040601
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006359 20040601
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.031863 20040601
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.115983 20040601
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083378 20040601
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014859 20040601
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.128391 20040601
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.165861 20040601
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.131272 20040601
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.047226 20040601
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157926 20040601
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.065656 20040601
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041810 20040601
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.042304 20040601
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.480688 20040601
21 USFASTD_1DREVRSL USFASTD_SIZE 0.066530 20040601
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006359 20040601
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.575644 20040601
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.564238 20040601
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.094367 20040601
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.595641 20040601
27 USFASTD_1DREVRSL USFASTD_CHEM 0.933055 20040601
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.551752 20040601
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.411788 20040601
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.457213 20040601
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.590089 20040601
3542 USFASTD_COMPELEC USFASTD_COMPELEC 65.147335 20040601
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.941791 20040601
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.467343 20040601
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.846677 20040601
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.742369 20040601
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.673349 20040601
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.726064 20040601
3549 USFASTD_TELECOM USFASTD_TELECOM 127.894833 20040601
3550 USFASTD_TELECOM USFASTD_WIRELESS 23.037050 20040601
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.940470 20040601
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.940385 20040601
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.982414 20040601
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.622829 20040601
3555 USFASTD_WIRELESS USFASTD_WIRELESS 177.050532 20040601
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.766700 20040601
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.424157 20040601
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.817807 20040601
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.195639 20040601
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 65.266920 20040601
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.382333 20040601
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 43.851302 20040601
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.761310 20040601
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.684588 20040601
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.398269 20040601
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.884698 20040601
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 157.018649 20040601
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.514631 20040601
3569 USFASTD_COUNTRY USFASTD_COUNTRY 136.179822 20040601
[3570 rows x 4 columns],
'20040602': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.809793 20040602
1 USFASTD_1DREVRSL USFASTD_BETA 1.124949 20040602
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.006900 20040602
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.025815 20040602
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032720 20040602
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.051078 20040602
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.110114 20040602
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008166 20040602
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.029415 20040602
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.112996 20040602
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.082206 20040602
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013864 20040602
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.129775 20040602
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161954 20040602
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.127987 20040602
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.046333 20040602
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.159156 20040602
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.060953 20040602
18 USFASTD_1DREVRSL USFASTD_SEASON 0.040847 20040602
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039347 20040602
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.474407 20040602
21 USFASTD_1DREVRSL USFASTD_SIZE 0.067169 20040602
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005544 20040602
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.579788 20040602
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.578231 20040602
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.097034 20040602
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.564495 20040602
27 USFASTD_1DREVRSL USFASTD_CHEM 0.921632 20040602
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.554673 20040602
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.404748 20040602
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.248808 20040602
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.528273 20040602
3542 USFASTD_COMPELEC USFASTD_COMPELEC 63.701800 20040602
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.851216 20040602
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.272838 20040602
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.689262 20040602
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.612153 20040602
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.473021 20040602
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.588047 20040602
3549 USFASTD_TELECOM USFASTD_TELECOM 125.762160 20040602
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.469385 20040602
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.944003 20040602
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.945275 20040602
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.102230 20040602
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.362703 20040602
3555 USFASTD_WIRELESS USFASTD_WIRELESS 173.120108 20040602
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.640989 20040602
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.380051 20040602
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.570203 20040602
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.100203 20040602
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.464931 20040602
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.414813 20040602
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.872476 20040602
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.497672 20040602
3564 USFASTD_GASUTIL USFASTD_GASUTIL 45.554986 20040602
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 32.680089 20040602
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.757705 20040602
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 154.675153 20040602
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.474242 20040602
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.345206 20040602
[3570 rows x 4 columns],
'20040603': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.728932 20040603
1 USFASTD_1DREVRSL USFASTD_BETA 1.250975 20040603
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.011340 20040603
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.034158 20040603
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030475 20040603
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.040591 20040603
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.103045 20040603
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006156 20040603
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.024672 20040603
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.113663 20040603
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.076590 20040603
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012893 20040603
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.114432 20040603
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.152818 20040603
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.116942 20040603
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043009 20040603
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.146235 20040603
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.092158 20040603
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041398 20040603
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038888 20040603
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.458273 20040603
21 USFASTD_1DREVRSL USFASTD_SIZE 0.049478 20040603
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004019 20040603
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.603277 20040603
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.589691 20040603
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.116202 20040603
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.523158 20040603
27 USFASTD_1DREVRSL USFASTD_CHEM 0.928690 20040603
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.595445 20040603
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.360374 20040603
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.890145 20040603
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.663145 20040603
3542 USFASTD_COMPELEC USFASTD_COMPELEC 60.214100 20040603
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.391305 20040603
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.629255 20040603
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.369291 20040603
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.278093 20040603
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.185748 20040603
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.045301 20040603
3549 USFASTD_TELECOM USFASTD_TELECOM 119.327152 20040603
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.300197 20040603
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.024589 20040603
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.935476 20040603
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.940571 20040603
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.112098 20040603
3555 USFASTD_WIRELESS USFASTD_WIRELESS 164.443230 20040603
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.380778 20040603
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.322206 20040603
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.278049 20040603
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.770810 20040603
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.702184 20040603
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.856725 20040603
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.045002 20040603
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.381615 20040603
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.581913 20040603
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.307674 20040603
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.110500 20040603
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 147.859715 20040603
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.790910 20040603
3569 USFASTD_COUNTRY USFASTD_COUNTRY 148.304984 20040603
[3570 rows x 4 columns],
'20040604': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.682907 20040604
1 USFASTD_1DREVRSL USFASTD_BETA 1.222767 20040604
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.008857 20040604
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.032656 20040604
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030099 20040604
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038292 20040604
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100718 20040604
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005220 20040604
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025713 20040604
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.109406 20040604
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.073394 20040604
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012459 20040604
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108758 20040604
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.147145 20040604
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.112463 20040604
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041384 20040604
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.144586 20040604
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.091454 20040604
18 USFASTD_1DREVRSL USFASTD_SEASON 0.039038 20040604
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037125 20040604
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.442019 20040604
21 USFASTD_1DREVRSL USFASTD_SIZE 0.047091 20040604
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004085 20040604
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.613180 20040604
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.588431 20040604
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.138599 20040604
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.479074 20040604
27 USFASTD_1DREVRSL USFASTD_CHEM 0.923361 20040604
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.596092 20040604
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.326873 20040604
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.578937 20040604
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.600582 20040604
3542 USFASTD_COMPELEC USFASTD_COMPELEC 58.231929 20040604
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.072812 20040604
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.247880 20040604
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.159527 20040604
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.069784 20040604
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.945940 20040604
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.964489 20040604
3549 USFASTD_TELECOM USFASTD_TELECOM 114.535240 20040604
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.447367 20040604
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.980720 20040604
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.855288 20040604
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.895096 20040604
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.772773 20040604
3555 USFASTD_WIRELESS USFASTD_WIRELESS 157.836711 20040604
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.174112 20040604
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.304856 20040604
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.989053 20040604
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.560537 20040604
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 58.394094 20040604
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.526360 20040604
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.513305 20040604
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.074154 20040604
3564 USFASTD_GASUTIL USFASTD_GASUTIL 41.906230 20040604
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.126709 20040604
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.984316 20040604
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 142.756940 20040604
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.553279 20040604
3569 USFASTD_COUNTRY USFASTD_COUNTRY 143.583269 20040604
[3570 rows x 4 columns],
'20040607': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.636195 20040607
1 USFASTD_1DREVRSL USFASTD_BETA 1.004791 20040607
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.002995 20040607
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.023836 20040607
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.029412 20040607
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.043303 20040607
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100626 20040607
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006872 20040607
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.031386 20040607
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.098262 20040607
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.074961 20040607
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011872 20040607
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.115943 20040607
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.145822 20040607
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.118460 20040607
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.042034 20040607
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.147069 20040607
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.048600 20040607
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036899 20040607
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037457 20040607
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.422269 20040607
21 USFASTD_1DREVRSL USFASTD_SIZE 0.059857 20040607
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005501 20040607
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.514205 20040607
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.512865 20040607
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.083280 20040607
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.491592 20040607
27 USFASTD_1DREVRSL USFASTD_CHEM 0.866969 20040607
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.536907 20040607
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.315522 20040607
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.615363 20040607
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.728223 20040607
3542 USFASTD_COMPELEC USFASTD_COMPELEC 56.921544 20040607
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.875283 20040607
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.055810 20040607
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.978313 20040607
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.913426 20040607
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.829158 20040607
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.218852 20040607
3549 USFASTD_TELECOM USFASTD_TELECOM 112.721125 20040607
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.062214 20040607
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.835842 20040607
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.778455 20040607
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.997135 20040607
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.929737 20040607
3555 USFASTD_WIRELESS USFASTD_WIRELESS 154.571805 20040607
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.143066 20040607
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.272823 20040607
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.930078 20040607
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.440992 20040607
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 57.066594 20040607
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.753873 20040607
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 38.751648 20040607
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.368910 20040607
3564 USFASTD_GASUTIL USFASTD_GASUTIL 40.963189 20040607
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.526321 20040607
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.139546 20040607
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 140.526957 20040607
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -2.939509 20040607
3569 USFASTD_COUNTRY USFASTD_COUNTRY 120.534039 20040607
[3570 rows x 4 columns],
'20040608': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.541766 20040608
1 USFASTD_1DREVRSL USFASTD_BETA 0.958965 20040608
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.003166 20040608
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.023092 20040608
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.027698 20040608
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.041204 20040608
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.095890 20040608
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006582 20040608
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.029656 20040608
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.093140 20040608
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071119 20040608
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011082 20040608
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108580 20040608
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137564 20040608
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.111457 20040608
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.039491 20040608
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.141401 20040608
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.048356 20040608
18 USFASTD_1DREVRSL USFASTD_SEASON 0.034944 20040608
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035119 20040608
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.398438 20040608
21 USFASTD_1DREVRSL USFASTD_SIZE 0.055375 20040608
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004994 20040608
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.487304 20040608
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.487714 20040608
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.081146 20040608
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.471486 20040608
27 USFASTD_1DREVRSL USFASTD_CHEM 0.818446 20040608
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.507806 20040608
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.296429 20040608
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.210549 20040608
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.657887 20040608
3542 USFASTD_COMPELEC USFASTD_COMPELEC 53.614917 20040608
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.427205 20040608
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.467734 20040608
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.700489 20040608
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.575491 20040608
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.549124 20040608
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.072902 20040608
3549 USFASTD_TELECOM USFASTD_TELECOM 106.271146 20040608
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.912891 20040608
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.768984 20040608
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.684379 20040608
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.947747 20040608
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.619005 20040608
3555 USFASTD_WIRELESS USFASTD_WIRELESS 145.598971 20040608
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.929369 20040608
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.261416 20040608
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.536159 20040608
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.238421 20040608
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.454051 20040608
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.296513 20040608
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.096953 20040608
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.155163 20040608
3564 USFASTD_GASUTIL USFASTD_GASUTIL 38.620444 20040608
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.840816 20040608
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.002634 20040608
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 132.580549 20040608
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -2.820259 20040608
3569 USFASTD_COUNTRY USFASTD_COUNTRY 115.092025 20040608
[3570 rows x 4 columns],
'20040609': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.536154 20040609
1 USFASTD_1DREVRSL USFASTD_BETA 1.001156 20040609
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.004065 20040609
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.024436 20040609
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.027837 20040609
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.040176 20040609
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.095253 20040609
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006334 20040609
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.028644 20040609
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.094790 20040609
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071411 20040609
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011028 20040609
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.106830 20040609
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137844 20040609
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.110014 20040609
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040043 20040609
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.140482 20040609
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.054980 20040609
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035094 20040609
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035333 20040609
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.398731 20040609
21 USFASTD_1DREVRSL USFASTD_SIZE 0.053156 20040609
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005032 20040609
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.506404 20040609
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.499421 20040609
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.087922 20040609
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.465246 20040609
27 USFASTD_1DREVRSL USFASTD_CHEM 0.820919 20040609
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.515265 20040609
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.296138 20040609
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.216866 20040609
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.693941 20040609
3542 USFASTD_COMPELEC USFASTD_COMPELEC 53.452491 20040609
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.475129 20040609
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.462332 20040609
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.709892 20040609
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.555704 20040609
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.536123 20040609
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.153644 20040609
3549 USFASTD_TELECOM USFASTD_TELECOM 109.465250 20040609
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.297883 20040609
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.705007 20040609
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.742937 20040609
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.699436 20040609
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.358834 20040609
3555 USFASTD_WIRELESS USFASTD_WIRELESS 145.539909 20040609
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.953804 20040609
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.277398 20040609
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.464743 20040609
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.556352 20040609
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.513099 20040609
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.247401 20040609
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.244273 20040609
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.374984 20040609
3564 USFASTD_GASUTIL USFASTD_GASUTIL 38.494091 20040609
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.969429 20040609
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.169748 20040609
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 134.200904 20040609
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.240985 20040609
3569 USFASTD_COUNTRY USFASTD_COUNTRY 121.665046 20040609
[3570 rows x 4 columns],
'20040610': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.492478 20040610
1 USFASTD_1DREVRSL USFASTD_BETA 0.962860 20040610
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.003360 20040610
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.023350 20040610
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028298 20040610
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.039313 20040610
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.093426 20040610
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005952 20040610
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.028622 20040610
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.091524 20040610
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.069307 20040610
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010682 20040610
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.105565 20040610
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.134317 20040610
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.108212 20040610
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.039234 20040610
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.136555 20040610
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.050557 20040610
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033826 20040610
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033994 20040610
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.387028 20040610
21 USFASTD_1DREVRSL USFASTD_SIZE 0.054154 20040610
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006535 20040610
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.477567 20040610
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.474433 20040610
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.058930 20040610
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.457042 20040610
27 USFASTD_1DREVRSL USFASTD_CHEM 0.794270 20040610
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.497068 20040610
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.283481 20040610
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -6.950812 20040610
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.710799 20040610
3542 USFASTD_COMPELEC USFASTD_COMPELEC 51.852463 20040610
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.243930 20040610
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.177327 20040610
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.546356 20040610
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.480221 20040610
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.392838 20040610
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.038146 20040610
3549 USFASTD_TELECOM USFASTD_TELECOM 106.102177 20040610
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.703019 20040610
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.689981 20040610
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.740831 20040610
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.670552 20040610
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.061285 20040610
3555 USFASTD_WIRELESS USFASTD_WIRELESS 141.057780 20040610
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.819210 20040610
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.282207 20040610
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.273526 20040610
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.373175 20040610
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 54.270914 20040610
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.129998 20040610
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.356163 20040610
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.070007 20040610
3564 USFASTD_GASUTIL USFASTD_GASUTIL 39.072971 20040610
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.833397 20040610
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.030860 20040610
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 130.625490 20040610
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.070116 20040610
3569 USFASTD_COUNTRY USFASTD_COUNTRY 117.022027 20040610
[3570 rows x 4 columns],
'20040614': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.516397 20040614
1 USFASTD_1DREVRSL USFASTD_BETA 1.098937 20040614
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.006989 20040614
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.027748 20040614
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028474 20040614
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.036956 20040614
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.094614 20040614
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005167 20040614
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025890 20040614
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.096778 20040614
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070912 20040614
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011311 20040614
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.103203 20040614
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.135526 20040614
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.110829 20040614
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040235 20040614
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.136263 20040614
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.071290 20040614
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035210 20040614
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034512 20040614
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.398635 20040614
21 USFASTD_1DREVRSL USFASTD_SIZE 0.047678 20040614
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007887 20040614
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.530581 20040614
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.515186 20040614
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.089077 20040614
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.450331 20040614
27 USFASTD_1DREVRSL USFASTD_CHEM 0.821264 20040614
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.524761 20040614
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.299335 20040614
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.395844 20040614
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.049588 20040614
3542 USFASTD_COMPELEC USFASTD_COMPELEC 52.516693 20040614
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.355892 20040614
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.315003 20040614
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.648576 20040614
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.808333 20040614
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.624305 20040614
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.504049 20040614
3549 USFASTD_TELECOM USFASTD_TELECOM 107.465617 20040614
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.010417 20040614
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.749421 20040614
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.858549 20040614
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.668521 20040614
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.026782 20040614
3555 USFASTD_WIRELESS USFASTD_WIRELESS 143.606763 20040614
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.886404 20040614
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.187316 20040614
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.706709 20040614
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.836707 20040614
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.109983 20040614
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.862014 20040614
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.942175 20040614
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.146259 20040614
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.060475 20040614
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.561221 20040614
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.964426 20040614
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 140.207074 20040614
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.126101 20040614
3569 USFASTD_COUNTRY USFASTD_COUNTRY 135.057004 20040614
[3570 rows x 4 columns],
'20040615': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.513009 20040615
1 USFASTD_1DREVRSL USFASTD_BETA 0.970090 20040615
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.001662 20040615
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.024787 20040615
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.027578 20040615
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.041724 20040615
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.095248 20040615
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005294 20040615
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.029199 20040615
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.090672 20040615
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.073661 20040615
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011089 20040615
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108327 20040615
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.136335 20040615
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.112883 20040615
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041242 20040615
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.137679 20040615
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.045039 20040615
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033966 20040615
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033858 20040615
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.402173 20040615
21 USFASTD_1DREVRSL USFASTD_SIZE 0.061815 20040615
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008087 20040615
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.545077 20040615
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.528673 20040615
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.112768 20040615
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.447678 20040615
27 USFASTD_1DREVRSL USFASTD_CHEM 0.822181 20040615
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.490926 20040615
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.286647 20040615
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.332307 20040615
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.796179 20040615
3542 USFASTD_COMPELEC USFASTD_COMPELEC 52.249190 20040615
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.313635 20040615
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.339747 20040615
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.578370 20040615
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.810314 20040615
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.587618 20040615
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.094734 20040615
3549 USFASTD_TELECOM USFASTD_TELECOM 106.955183 20040615
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.874166 20040615
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.663539 20040615
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.863067 20040615
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.686031 20040615
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.095454 20040615
3555 USFASTD_WIRELESS USFASTD_WIRELESS 143.601548 20040615
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.877101 20040615
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.108283 20040615
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.709451 20040615
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.120709 20040615
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 54.773084 20040615
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.761635 20040615
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.675444 20040615
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.041394 20040615
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.186089 20040615
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.480655 20040615
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.571079 20040615
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 139.193763 20040615
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.663607 20040615
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.985714 20040615
[3570 rows x 4 columns],
'20040616': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.533637 20040616
1 USFASTD_1DREVRSL USFASTD_BETA 0.951699 20040616
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.000444 20040616
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.022236 20040616
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030393 20040616
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.045869 20040616
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100823 20040616
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005308 20040616
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.029316 20040616
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.090420 20040616
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.074844 20040616
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010155 20040616
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108630 20040616
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137080 20040616
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.113332 20040616
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040923 20040616
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.138437 20040616
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.039436 20040616
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036094 20040616
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034360 20040616
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.428408 20040616
21 USFASTD_1DREVRSL USFASTD_SIZE 0.067265 20040616
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008463 20040616
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.623644 20040616
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.610779 20040616
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.150740 20040616
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.442199 20040616
27 USFASTD_1DREVRSL USFASTD_CHEM 0.830210 20040616
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.492920 20040616
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.281397 20040616
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.668530 20040616
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.740564 20040616
3542 USFASTD_COMPELEC USFASTD_COMPELEC 53.303071 20040616
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.414305 20040616
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.726140 20040616
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -5.689620 20040616
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.876885 20040616
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -4.844415 20040616
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.013650 20040616
3549 USFASTD_TELECOM USFASTD_TELECOM 107.597023 20040616
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.179314 20040616
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.661942 20040616
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.867781 20040616
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.673963 20040616
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.916708 20040616
3555 USFASTD_WIRELESS USFASTD_WIRELESS 148.178957 20040616
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.045960 20040616
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.107983 20040616
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.154103 20040616
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.094001 20040616
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.288680 20040616
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.005369 20040616
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 38.369260 20040616
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.857747 20040616
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.439385 20040616
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.935983 20040616
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.488145 20040616
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 142.844255 20040616
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.582977 20040616
3569 USFASTD_COUNTRY USFASTD_COUNTRY 116.095947 20040616
[3570 rows x 4 columns],
'20040617': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.689824 20040617
1 USFASTD_1DREVRSL USFASTD_BETA 1.027087 20040617
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.001557 20040617
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.026696 20040617
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033718 20040617
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.046124 20040617
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107849 20040617
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005709 20040617
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.031747 20040617
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.097423 20040617
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083590 20040617
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010579 20040617
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.117094 20040617
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.148733 20040617
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.123824 20040617
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043136 20040617
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.147310 20040617
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.038074 20040617
18 USFASTD_1DREVRSL USFASTD_SEASON 0.042902 20040617
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.041583 20040617
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.479039 20040617
21 USFASTD_1DREVRSL USFASTD_SIZE 0.077886 20040617
22 USFASTD_1DREVRSL USFASTD_VALUE 0.010435 20040617
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.749308 20040617
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.697249 20040617
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.206548 20040617
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.452973 20040617
27 USFASTD_1DREVRSL USFASTD_CHEM 0.886480 20040617
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.538038 20040617
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.241396 20040617
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.907426 20040617
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.962842 20040617
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.436157 20040617
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.305257 20040617
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.589595 20040617
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.547643 20040617
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.670050 20040617
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.900458 20040617
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.394731 20040617
3549 USFASTD_TELECOM USFASTD_TELECOM 116.708871 20040617
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.074694 20040617
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.707170 20040617
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.021626 20040617
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.747684 20040617
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.319074 20040617
3555 USFASTD_WIRELESS USFASTD_WIRELESS 165.489834 20040617
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.458619 20040617
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.173551 20040617
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.608364 20040617
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.462904 20040617
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.419206 20040617
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.971632 20040617
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.230032 20040617
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.298969 20040617
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.209057 20040617
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.930003 20040617
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.711719 20040617
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 157.965086 20040617
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.902126 20040617
3569 USFASTD_COUNTRY USFASTD_COUNTRY 122.984892 20040617
[3570 rows x 4 columns],
'20040618': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.764392 20040618
1 USFASTD_1DREVRSL USFASTD_BETA 1.038191 20040618
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.001623 20040618
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.023297 20040618
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.040277 20040618
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.051680 20040618
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.109621 20040618
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009988 20040618
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.029474 20040618
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.096053 20040618
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.090930 20040618
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012360 20040618
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.121423 20040618
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161071 20040618
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.127264 20040618
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.044137 20040618
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.142997 20040618
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.046661 20040618
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045382 20040618
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038506 20040618
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.495191 20040618
21 USFASTD_1DREVRSL USFASTD_SIZE 0.080305 20040618
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007034 20040618
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.723135 20040618
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.702016 20040618
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.181455 20040618
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.450058 20040618
27 USFASTD_1DREVRSL USFASTD_CHEM 0.856625 20040618
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.511340 20040618
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.311542 20040618
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.904632 20040618
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.921979 20040618
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.238743 20040618
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.275117 20040618
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.555573 20040618
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.523130 20040618
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.707661 20040618
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.970187 20040618
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.342592 20040618
3549 USFASTD_TELECOM USFASTD_TELECOM 116.401125 20040618
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.003351 20040618
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.698108 20040618
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.997620 20040618
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.818376 20040618
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.190586 20040618
3555 USFASTD_WIRELESS USFASTD_WIRELESS 164.917930 20040618
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.442996 20040618
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.179513 20040618
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.668078 20040618
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.389541 20040618
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.197128 20040618
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.132099 20040618
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.625000 20040618
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.175516 20040618
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.876552 20040618
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.665299 20040618
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.705324 20040618
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 161.779847 20040618
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.937684 20040618
3569 USFASTD_COUNTRY USFASTD_COUNTRY 120.982678 20040618
[3570 rows x 4 columns],
'20040621': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.645399 20040621
1 USFASTD_1DREVRSL USFASTD_BETA 1.070788 20040621
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.003110 20040621
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.024251 20040621
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.039184 20040621
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.045288 20040621
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100720 20040621
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009675 20040621
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025953 20040621
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.092505 20040621
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083000 20040621
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010111 20040621
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.103750 20040621
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.148128 20040621
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.112762 20040621
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040078 20040621
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.131004 20040621
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.064130 20040621
18 USFASTD_1DREVRSL USFASTD_SEASON 0.042754 20040621
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034180 20040621
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.460558 20040621
21 USFASTD_1DREVRSL USFASTD_SIZE 0.064048 20040621
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004179 20040621
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.740899 20040621
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.694058 20040621
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.171755 20040621
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.426025 20040621
27 USFASTD_1DREVRSL USFASTD_CHEM 0.811028 20040621
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.496604 20040621
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.276177 20040621
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.198001 20040621
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.000642 20040621
3542 USFASTD_COMPELEC USFASTD_COMPELEC 56.892868 20040621
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.569624 20040621
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.656399 20040621
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.031881 20040621
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.135753 20040621
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.518612 20040621
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.505424 20040621
3549 USFASTD_TELECOM USFASTD_TELECOM 106.942723 20040621
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.315307 20040621
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.654295 20040621
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.854117 20040621
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.795839 20040621
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.461671 20040621
3555 USFASTD_WIRELESS USFASTD_WIRELESS 150.906220 20040621
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.986405 20040621
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.180070 20040621
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.053737 20040621
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.548412 20040621
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.448210 20040621
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.120576 20040621
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.220925 20040621
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.589252 20040621
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.689864 20040621
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.714788 20040621
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.826401 20040621
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 148.418509 20040621
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.110609 20040621
3569 USFASTD_COUNTRY USFASTD_COUNTRY 126.201783 20040621
[3570 rows x 4 columns],
'20040622': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.748033 20040622
1 USFASTD_1DREVRSL USFASTD_BETA 0.965086 20040622
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.000733 20040622
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.019783 20040622
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.040018 20040622
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.055159 20040622
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.105995 20040622
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010915 20040622
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.034848 20040622
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.088984 20040622
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.093873 20040622
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012792 20040622
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.124118 20040622
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.162259 20040622
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.120782 20040622
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043826 20040622
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.145704 20040622
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.030548 20040622
18 USFASTD_1DREVRSL USFASTD_SEASON 0.042554 20040622
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035174 20040622
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.477499 20040622
21 USFASTD_1DREVRSL USFASTD_SIZE 0.079779 20040622
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006529 20040622
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.717442 20040622
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.698297 20040622
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.166923 20040622
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.479845 20040622
27 USFASTD_1DREVRSL USFASTD_CHEM 0.871935 20040622
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.484399 20040622
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.308664 20040622
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.964877 20040622
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.196914 20040622
3542 USFASTD_COMPELEC USFASTD_COMPELEC 60.014978 20040622
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.231118 20040622
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.125878 20040622
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.331971 20040622
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.375568 20040622
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.773680 20040622
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.200725 20040622
3549 USFASTD_TELECOM USFASTD_TELECOM 115.788818 20040622
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.403899 20040622
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.703914 20040622
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.761036 20040622
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.849878 20040622
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.840088 20040622
3555 USFASTD_WIRELESS USFASTD_WIRELESS 156.749801 20040622
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.240438 20040622
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.170462 20040622
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.352304 20040622
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.987056 20040622
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 57.820928 20040622
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.732772 20040622
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 40.831571 20040622
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.703578 20040622
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.293415 20040622
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.235687 20040622
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.377727 20040622
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 154.303882 20040622
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.732545 20040622
3569 USFASTD_COUNTRY USFASTD_COUNTRY 111.619533 20040622
[3570 rows x 4 columns],
'20040623': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.820688 20040623
1 USFASTD_1DREVRSL USFASTD_BETA 0.927271 20040623
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.004122 20040623
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.016750 20040623
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.045428 20040623
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.059658 20040623
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.111701 20040623
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011586 20040623
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.038104 20040623
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.089476 20040623
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.099586 20040623
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013572 20040623
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.133564 20040623
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.169959 20040623
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.128848 20040623
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.045853 20040623
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.155959 20040623
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.014196 20040623
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044571 20040623
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037004 20040623
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.499536 20040623
21 USFASTD_1DREVRSL USFASTD_SIZE 0.089370 20040623
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007350 20040623
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.728115 20040623
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.709554 20040623
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.166535 20040623
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.505027 20040623
27 USFASTD_1DREVRSL USFASTD_CHEM 0.891939 20040623
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.488642 20040623
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.318592 20040623
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.270563 20040623
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.025709 20040623
3542 USFASTD_COMPELEC USFASTD_COMPELEC 64.732147 20040623
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.735847 20040623
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.829819 20040623
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.656817 20040623
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.211658 20040623
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.295827 20040623
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.383566 20040623
3549 USFASTD_TELECOM USFASTD_TELECOM 120.811071 20040623
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.272222 20040623
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.687818 20040623
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.915544 20040623
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.886226 20040623
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.567582 20040623
3555 USFASTD_WIRELESS USFASTD_WIRELESS 163.856020 20040623
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.487493 20040623
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.073689 20040623
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.789363 20040623
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.694020 20040623
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.319712 20040623
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.285561 20040623
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.802828 20040623
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.345983 20040623
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.553909 20040623
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 36.087870 20040623
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.656524 20040623
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 162.844420 20040623
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.820677 20040623
3569 USFASTD_COUNTRY USFASTD_COUNTRY 107.960801 20040623
[3570 rows x 4 columns],
'20040624': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.753205 20040624
1 USFASTD_1DREVRSL USFASTD_BETA 1.037363 20040624
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.000025 20040624
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.021733 20040624
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.043540 20040624
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054423 20040624
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107948 20040624
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010473 20040624
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.032520 20040624
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.092233 20040624
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.095389 20040624
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013348 20040624
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.121268 20040624
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.162185 20040624
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.121631 20040624
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043458 20040624
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.146268 20040624
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042112 20040624
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043675 20040624
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034933 20040624
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.490599 20040624
21 USFASTD_1DREVRSL USFASTD_SIZE 0.075780 20040624
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005976 20040624
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.752708 20040624
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.717288 20040624
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.188793 20040624
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.473016 20040624
27 USFASTD_1DREVRSL USFASTD_CHEM 0.881500 20040624
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.500088 20040624
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.305797 20040624
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.099929 20040624
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.232904 20040624
3542 USFASTD_COMPELEC USFASTD_COMPELEC 62.259438 20040624
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.080345 20040624
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.372479 20040624
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.424784 20040624
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.954649 20040624
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.039195 20040624
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.753711 20040624
3549 USFASTD_TELECOM USFASTD_TELECOM 131.737575 20040624
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.754203 20040624
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.521565 20040624
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.654280 20040624
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.467862 20040624
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.737485 20040624
3555 USFASTD_WIRELESS USFASTD_WIRELESS 157.230840 20040624
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.256002 20040624
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.072921 20040624
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.534421 20040624
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.249337 20040624
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 58.458424 20040624
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.262667 20040624
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.634062 20040624
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.337876 20040624
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.255057 20040624
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.243491 20040624
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.130081 20040624
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 158.523339 20040624
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.304586 20040624
3569 USFASTD_COUNTRY USFASTD_COUNTRY 122.952280 20040624
[3570 rows x 4 columns],
'20040625': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.795008 20040625
1 USFASTD_1DREVRSL USFASTD_BETA 1.103874 20040625
2 USFASTD_1DREVRSL USFASTD_DIVYILD -0.002134 20040625
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.021135 20040625
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.041986 20040625
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.055609 20040625
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.120033 20040625
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009444 20040625
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.033711 20040625
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.095313 20040625
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.097845 20040625
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013439 20040625
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.118431 20040625
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.163865 20040625
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.122727 20040625
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.046820 20040625
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157682 20040625
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.051055 20040625
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043679 20040625
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035415 20040625
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.509401 20040625
21 USFASTD_1DREVRSL USFASTD_SIZE 0.091821 20040625
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008416 20040625
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -0.774055 20040625
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -0.761043 20040625
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.208809 20040625
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.502669 20040625
27 USFASTD_1DREVRSL USFASTD_CHEM 0.887821 20040625
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.538656 20040625
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.318227 20040625
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.272934 20040625
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.380178 20040625
3542 USFASTD_COMPELEC USFASTD_COMPELEC 64.766526 20040625
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.162831 20040625
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.789882 20040625
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.517862 20040625
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.073221 20040625
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.081353 20040625
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.968809 20040625
3549 USFASTD_TELECOM USFASTD_TELECOM 140.271110 20040625
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.862936 20040625
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.793413 20040625
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.858984 20040625
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.292972 20040625
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.475813 20040625
3555 USFASTD_WIRELESS USFASTD_WIRELESS 160.239029 20040625
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.277207 20040625
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.129746 20040625
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.571574 20040625
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.572494 20040625
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.134362 20040625
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.101926 20040625
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.584681 20040625
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.886729 20040625
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.105295 20040625
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.837364 20040625
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.383187 20040625
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 160.927979 20040625
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.565412 20040625
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.607260 20040625
[3570 rows x 4 columns],
'20040628': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.853811 20040628
1 USFASTD_1DREVRSL USFASTD_BETA 1.439853 20040628
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053939 20040628
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.004281 20040628
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056336 20040628
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048714 20040628
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.154717 20040628
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.022334 20040628
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.023181 20040628
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.104443 20040628
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.121953 20040628
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022871 20040628
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.162203 20040628
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.213638 20040628
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.174196 20040628
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062989 20040628
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.163420 20040628
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043011 20040628
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053303 20040628
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032073 20040628
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.647680 20040628
21 USFASTD_1DREVRSL USFASTD_SIZE 0.137695 20040628
22 USFASTD_1DREVRSL USFASTD_VALUE 0.014513 20040628
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.237669 20040628
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.334168 20040628
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.819203 20040628
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.519221 20040628
27 USFASTD_1DREVRSL USFASTD_CHEM 1.218587 20040628
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.731655 20040628
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.285785 20040628
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.628307 20040628
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.723304 20040628
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.995387 20040628
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.747642 20040628
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.717252 20040628
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.976923 20040628
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.470843 20040628
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.318923 20040628
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.535512 20040628
3549 USFASTD_TELECOM USFASTD_TELECOM 145.693312 20040628
3550 USFASTD_TELECOM USFASTD_WIRELESS 23.906086 20040628
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.911844 20040628
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.967630 20040628
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.353107 20040628
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.505691 20040628
3555 USFASTD_WIRELESS USFASTD_WIRELESS 170.421204 20040628
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.636051 20040628
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.100065 20040628
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.858563 20040628
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.140342 20040628
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 62.758255 20040628
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.592656 20040628
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.283928 20040628
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.906983 20040628
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.965475 20040628
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 37.160779 20040628
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.884066 20040628
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 167.067411 20040628
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.049249 20040628
3569 USFASTD_COUNTRY USFASTD_COUNTRY 146.602316 20040628
[3570 rows x 4 columns],
'20040629': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.187721 20040629
1 USFASTD_1DREVRSL USFASTD_BETA 1.391815 20040629
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.054784 20040629
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.004476 20040629
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.063766 20040629
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.060458 20040629
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.175764 20040629
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026914 20040629
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.032097 20040629
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.110990 20040629
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.138922 20040629
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025660 20040629
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.193698 20040629
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.241342 20040629
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.201907 20040629
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.071164 20040629
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.190973 20040629
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.005864 20040629
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058577 20040629
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036821 20040629
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.730556 20040629
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169414 20040629
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017349 20040629
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.293995 20040629
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.427566 20040629
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.862847 20040629
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.607188 20040629
27 USFASTD_1DREVRSL USFASTD_CHEM 1.352132 20040629
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.789058 20040629
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.317032 20040629
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.061872 20040629
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.967596 20040629
3542 USFASTD_COMPELEC USFASTD_COMPELEC 82.990424 20040629
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.134564 20040629
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.709207 20040629
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.842249 20040629
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.701998 20040629
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.884017 20040629
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.566687 20040629
3549 USFASTD_TELECOM USFASTD_TELECOM 163.274821 20040629
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.765346 20040629
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.883419 20040629
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.172148 20040629
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.654449 20040629
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.905461 20040629
3555 USFASTD_WIRELESS USFASTD_WIRELESS 191.172569 20040629
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.710994 20040629
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.033183 20040629
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.053981 20040629
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.704060 20040629
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.905430 20040629
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.457377 20040629
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.500388 20040629
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.678733 20040629
3564 USFASTD_GASUTIL USFASTD_GASUTIL 65.828391 20040629
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.712444 20040629
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.997036 20040629
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.815367 20040629
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.982029 20040629
3569 USFASTD_COUNTRY USFASTD_COUNTRY 136.016293 20040629
[3570 rows x 4 columns],
'20040630': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.935048 20040630
1 USFASTD_1DREVRSL USFASTD_BETA 1.211987 20040630
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.050368 20040630
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.006862 20040630
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060462 20040630
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.056657 20040630
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.162202 20040630
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.025125 20040630
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.032155 20040630
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.100071 20040630
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.128158 20040630
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023894 20040630
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.180768 20040630
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.226704 20040630
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.190239 20040630
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.065571 20040630
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.178795 20040630
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.006310 20040630
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052955 20040630
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034051 20040630
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.668479 20040630
21 USFASTD_1DREVRSL USFASTD_SIZE 0.160839 20040630
22 USFASTD_1DREVRSL USFASTD_VALUE 0.018364 20040630
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.138896 20040630
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.276477 20040630
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.764186 20040630
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.573788 20040630
27 USFASTD_1DREVRSL USFASTD_CHEM 1.232983 20040630
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.710125 20040630
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.272870 20040630
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.221268 20040630
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.654852 20040630
3542 USFASTD_COMPELEC USFASTD_COMPELEC 76.338413 20040630
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.221743 20040630
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.808089 20040630
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.115026 20040630
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.135004 20040630
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.245171 20040630
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.936079 20040630
3549 USFASTD_TELECOM USFASTD_TELECOM 150.100762 20040630
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.895341 20040630
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.781284 20040630
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.001724 20040630
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.533710 20040630
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.688084 20040630
3555 USFASTD_WIRELESS USFASTD_WIRELESS 180.144901 20040630
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.239803 20040630
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.319772 20040630
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.319535 20040630
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.241783 20040630
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.798229 20040630
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 44.467330 20040630
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.444057 20040630
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.487300 20040630
3564 USFASTD_GASUTIL USFASTD_GASUTIL 63.197622 20040630
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.917991 20040630
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.276834 20040630
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 178.557507 20040630
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.420024 20040630
3569 USFASTD_COUNTRY USFASTD_COUNTRY 117.207352 20040630
[3570 rows x 4 columns],
'20040701': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.018191 20040701
1 USFASTD_1DREVRSL USFASTD_BETA 1.324945 20040701
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.054890 20040701
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005537 20040701
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.062440 20040701
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.057636 20040701
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.167457 20040701
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.025333 20040701
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.032754 20040701
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.105510 20040701
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.131863 20040701
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024728 20040701
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.183285 20040701
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.240113 20040701
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.195033 20040701
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067245 20040701
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.183136 20040701
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.004163 20040701
18 USFASTD_1DREVRSL USFASTD_SEASON 0.054795 20040701
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036398 20040701
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.689756 20040701
21 USFASTD_1DREVRSL USFASTD_SIZE 0.161763 20040701
22 USFASTD_1DREVRSL USFASTD_VALUE 0.018654 20040701
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.207685 20040701
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.340064 20040701
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.812273 20040701
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.589580 20040701
27 USFASTD_1DREVRSL USFASTD_CHEM 1.297198 20040701
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.744927 20040701
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.280286 20040701
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.673103 20040701
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.776229 20040701
3542 USFASTD_COMPELEC USFASTD_COMPELEC 82.499169 20040701
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.642694 20040701
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.455593 20040701
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.561182 20040701
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.615993 20040701
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.524679 20040701
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.944836 20040701
3549 USFASTD_TELECOM USFASTD_TELECOM 162.010236 20040701
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.155563 20040701
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.878486 20040701
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.135206 20040701
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.715749 20040701
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.295381 20040701
3555 USFASTD_WIRELESS USFASTD_WIRELESS 185.120288 20040701
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.397744 20040701
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.321826 20040701
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.548934 20040701
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.673997 20040701
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.751219 20040701
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.706597 20040701
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.841449 20040701
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.270880 20040701
3564 USFASTD_GASUTIL USFASTD_GASUTIL 64.945540 20040701
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.122656 20040701
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.687892 20040701
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 183.899201 20040701
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.731971 20040701
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.271230 20040701
[3570 rows x 4 columns],
'20040702': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.893660 20040702
1 USFASTD_1DREVRSL USFASTD_BETA 1.302360 20040702
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.052513 20040702
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.001357 20040702
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060841 20040702
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054139 20040702
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.157579 20040702
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.025593 20040702
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025592 20040702
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.111465 20040702
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.124824 20040702
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022186 20040702
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.170900 20040702
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.228058 20040702
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.183846 20040702
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062727 20040702
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.170945 20040702
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.015408 20040702
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053165 20040702
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037407 20040702
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.667822 20040702
21 USFASTD_1DREVRSL USFASTD_SIZE 0.152630 20040702
22 USFASTD_1DREVRSL USFASTD_VALUE 0.018203 20040702
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.231948 20040702
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.328321 20040702
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.796763 20040702
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.544001 20040702
27 USFASTD_1DREVRSL USFASTD_CHEM 1.258505 20040702
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.719722 20040702
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.264513 20040702
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.170515 20040702
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.613426 20040702
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.940399 20040702
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.204300 20040702
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.814206 20040702
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.413152 20040702
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.264992 20040702
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.474778 20040702
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.910604 20040702
3549 USFASTD_TELECOM USFASTD_TELECOM 154.700943 20040702
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.928752 20040702
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.981702 20040702
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.109679 20040702
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.460970 20040702
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.210271 20040702
3555 USFASTD_WIRELESS USFASTD_WIRELESS 175.975562 20040702
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.153261 20040702
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.296402 20040702
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.219219 20040702
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.627200 20040702
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 70.501210 20040702
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 44.366947 20040702
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.084377 20040702
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.379347 20040702
3564 USFASTD_GASUTIL USFASTD_GASUTIL 62.217529 20040702
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.874497 20040702
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.665447 20040702
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 180.277361 20040702
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.856567 20040702
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.868682 20040702
[3570 rows x 4 columns],
'20040706': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.104848 20040706
1 USFASTD_1DREVRSL USFASTD_BETA 1.483307 20040706
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.056443 20040706
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001390 20040706
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.064143 20040706
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.059714 20040706
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.176473 20040706
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026011 20040706
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.027591 20040706
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.120774 20040706
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132930 20040706
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033086 20040706
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.183110 20040706
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.257714 20040706
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.197585 20040706
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.066484 20040706
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.181273 20040706
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.019940 20040706
18 USFASTD_1DREVRSL USFASTD_SEASON 0.057542 20040706
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035091 20040706
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.728643 20040706
21 USFASTD_1DREVRSL USFASTD_SIZE 0.163774 20040706
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016632 20040706
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.300900 20040706
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.400058 20040706
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.804474 20040706
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.630556 20040706
27 USFASTD_1DREVRSL USFASTD_CHEM 1.387769 20040706
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.795067 20040706
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.257630 20040706
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.520172 20040706
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.802808 20040706
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.615731 20040706
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.327605 20040706
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.682087 20040706
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.232796 20040706
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.230551 20040706
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.452717 20040706
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.158090 20040706
3549 USFASTD_TELECOM USFASTD_TELECOM 164.968730 20040706
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.721504 20040706
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.108956 20040706
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.318012 20040706
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.448556 20040706
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.648626 20040706
3555 USFASTD_WIRELESS USFASTD_WIRELESS 188.528098 20040706
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.510744 20040706
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.237598 20040706
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.659045 20040706
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.548537 20040706
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.171619 20040706
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.410395 20040706
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.543529 20040706
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.678576 20040706
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.605114 20040706
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.950885 20040706
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.470461 20040706
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 193.528243 20040706
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.836404 20040706
3569 USFASTD_COUNTRY USFASTD_COUNTRY 152.549429 20040706
[3570 rows x 4 columns],
'20040707': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.007551 20040707
1 USFASTD_1DREVRSL USFASTD_BETA 1.407427 20040707
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053906 20040707
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.000246 20040707
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.062582 20040707
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058514 20040707
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.171226 20040707
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.027018 20040707
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.027342 20040707
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.115896 20040707
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.129413 20040707
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032730 20040707
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.179929 20040707
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.249965 20040707
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.192441 20040707
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.064551 20040707
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.179011 20040707
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.013563 20040707
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055455 20040707
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034743 20040707
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.704224 20040707
21 USFASTD_1DREVRSL USFASTD_SIZE 0.164126 20040707
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016214 20040707
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.247877 20040707
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.345539 20040707
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.769205 20040707
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.623197 20040707
27 USFASTD_1DREVRSL USFASTD_CHEM 1.341176 20040707
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.781074 20040707
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.250620 20040707
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.504039 20040707
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.533539 20040707
3542 USFASTD_COMPELEC USFASTD_COMPELEC 85.344586 20040707
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.974680 20040707
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.454256 20040707
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.955676 20040707
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.913044 20040707
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.207169 20040707
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.886976 20040707
3549 USFASTD_TELECOM USFASTD_TELECOM 164.713004 20040707
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.670844 20040707
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.087632 20040707
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.402195 20040707
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.751176 20040707
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.174421 20040707
3555 USFASTD_WIRELESS USFASTD_WIRELESS 184.870869 20040707
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.343591 20040707
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.163142 20040707
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.258044 20040707
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.245060 20040707
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.805054 20040707
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.015416 20040707
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.262904 20040707
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.154021 20040707
3564 USFASTD_GASUTIL USFASTD_GASUTIL 64.810609 20040707
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.969084 20040707
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.181323 20040707
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 198.576199 20040707
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.607747 20040707
3569 USFASTD_COUNTRY USFASTD_COUNTRY 144.208060 20040707
[3570 rows x 4 columns],
'20040708': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.984541 20040708
1 USFASTD_1DREVRSL USFASTD_BETA 1.470169 20040708
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.058536 20040708
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001034 20040708
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060860 20040708
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054357 20040708
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.166217 20040708
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.025145 20040708
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.026565 20040708
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.116486 20040708
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.127238 20040708
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.029723 20040708
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.181903 20040708
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.246117 20040708
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.186400 20040708
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.063121 20040708
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.181541 20040708
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.025574 20040708
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055082 20040708
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031866 20040708
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.698252 20040708
21 USFASTD_1DREVRSL USFASTD_SIZE 0.153137 20040708
22 USFASTD_1DREVRSL USFASTD_VALUE 0.012241 20040708
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.254731 20040708
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.375869 20040708
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.778266 20040708
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.604641 20040708
27 USFASTD_1DREVRSL USFASTD_CHEM 1.316816 20040708
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.777885 20040708
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.325879 20040708
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.219705 20040708
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.331842 20040708
3542 USFASTD_COMPELEC USFASTD_COMPELEC 84.128182 20040708
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.837869 20040708
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.303450 20040708
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.874635 20040708
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.783229 20040708
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.058007 20040708
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.937645 20040708
3549 USFASTD_TELECOM USFASTD_TELECOM 162.455794 20040708
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.614928 20040708
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.032080 20040708
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.332466 20040708
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.781884 20040708
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.339109 20040708
3555 USFASTD_WIRELESS USFASTD_WIRELESS 185.528149 20040708
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.535963 20040708
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.304172 20040708
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.334744 20040708
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.136843 20040708
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.341139 20040708
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 46.150324 20040708
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.133605 20040708
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.772010 20040708
3564 USFASTD_GASUTIL USFASTD_GASUTIL 64.605497 20040708
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.629639 20040708
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.553185 20040708
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 195.803381 20040708
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.939458 20040708
3569 USFASTD_COUNTRY USFASTD_COUNTRY 150.909792 20040708
[3570 rows x 4 columns],
'20040709': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.784592 20040709
1 USFASTD_1DREVRSL USFASTD_BETA 1.388428 20040709
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.057286 20040709
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001808 20040709
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056765 20040709
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050298 20040709
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.154830 20040709
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.023318 20040709
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.024227 20040709
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.109201 20040709
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.119758 20040709
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.027693 20040709
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.169168 20040709
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.230433 20040709
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.174264 20040709
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.058944 20040709
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.169169 20040709
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.026554 20040709
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051570 20040709
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030541 20040709
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.654164 20040709
21 USFASTD_1DREVRSL USFASTD_SIZE 0.141883 20040709
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011770 20040709
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.173774 20040709
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.285410 20040709
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.727543 20040709
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.562276 20040709
27 USFASTD_1DREVRSL USFASTD_CHEM 1.241332 20040709
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.730325 20040709
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.303560 20040709
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.481366 20040709
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.076418 20040709
3542 USFASTD_COMPELEC USFASTD_COMPELEC 79.955700 20040709
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.153616 20040709
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.458655 20040709
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.763605 20040709
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.242624 20040709
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.737001 20040709
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.718106 20040709
3549 USFASTD_TELECOM USFASTD_TELECOM 151.513583 20040709
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.853819 20040709
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.013767 20040709
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.183641 20040709
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.716109 20040709
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.767322 20040709
3555 USFASTD_WIRELESS USFASTD_WIRELESS 173.365961 20040709
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.172506 20040709
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.269842 20040709
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.768272 20040709
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.885365 20040709
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.040581 20040709
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 44.163575 20040709
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.177548 20040709
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.536837 20040709
3564 USFASTD_GASUTIL USFASTD_GASUTIL 60.332720 20040709
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.854865 20040709
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.257954 20040709
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 184.290668 20040709
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.680023 20040709
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.749421 20040709
[3570 rows x 4 columns],
'20040712': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.672026 20040712
1 USFASTD_1DREVRSL USFASTD_BETA 1.261028 20040712
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053662 20040712
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.001674 20040712
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054631 20040712
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050278 20040712
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.149506 20040712
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.023243 20040712
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025235 20040712
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.102135 20040712
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.115897 20040712
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.026526 20040712
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.166598 20040712
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.222729 20040712
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.170005 20040712
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.057524 20040712
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.164921 20040712
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.011781 20040712
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049076 20040712
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029652 20040712
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.624605 20040712
21 USFASTD_1DREVRSL USFASTD_SIZE 0.141633 20040712
22 USFASTD_1DREVRSL USFASTD_VALUE 0.011551 20040712
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.096166 20040712
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.213512 20040712
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.680740 20040712
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.552606 20040712
27 USFASTD_1DREVRSL USFASTD_CHEM 1.179664 20040712
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.686533 20040712
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.291640 20040712
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.465427 20040712
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.703829 20040712
3542 USFASTD_COMPELEC USFASTD_COMPELEC 81.144989 20040712
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.543114 20040712
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.191726 20040712
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.618427 20040712
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.105583 20040712
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.853014 20040712
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.319884 20040712
3549 USFASTD_TELECOM USFASTD_TELECOM 161.845383 20040712
3550 USFASTD_TELECOM USFASTD_WIRELESS 25.163515 20040712
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.011371 20040712
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.219406 20040712
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.342859 20040712
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.235908 20040712
3555 USFASTD_WIRELESS USFASTD_WIRELESS 166.688552 20040712
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.950698 20040712
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.267134 20040712
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.461120 20040712
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.375216 20040712
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.188563 20040712
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.418816 20040712
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.285110 20040712
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.606407 20040712
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.965613 20040712
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 40.286565 20040712
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.751557 20040712
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 177.778215 20040712
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.148123 20040712
3569 USFASTD_COUNTRY USFASTD_COUNTRY 128.141429 20040712
[3570 rows x 4 columns],
'20040713': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.585571 20040713
1 USFASTD_1DREVRSL USFASTD_BETA 1.184384 20040713
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.054712 20040713
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003138 20040713
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054198 20040713
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048247 20040713
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145227 20040713
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.022500 20040713
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025113 20040713
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.099043 20040713
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.114682 20040713
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024937 20040713
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.162412 20040713
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.215344 20040713
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.165104 20040713
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055571 20040713
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.161052 20040713
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.006442 20040713
18 USFASTD_1DREVRSL USFASTD_SEASON 0.047149 20040713
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028582 20040713
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.603750 20040713
21 USFASTD_1DREVRSL USFASTD_SIZE 0.139140 20040713
22 USFASTD_1DREVRSL USFASTD_VALUE 0.010547 20040713
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.038251 20040713
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.156441 20040713
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.637575 20040713
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.546717 20040713
27 USFASTD_1DREVRSL USFASTD_CHEM 1.133250 20040713
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.654051 20040713
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.277050 20040713
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.139979 20040713
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.437146 20040713
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.630139 20040713
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.170672 20040713
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.808486 20040713
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.328647 20040713
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.974366 20040713
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.577819 20040713
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.003613 20040713
3549 USFASTD_TELECOM USFASTD_TELECOM 157.002559 20040713
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.362227 20040713
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.945440 20040713
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.243821 20040713
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.389448 20040713
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.666660 20040713
3555 USFASTD_WIRELESS USFASTD_WIRELESS 161.221076 20040713
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.767368 20040713
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.270128 20040713
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.227831 20040713
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.084738 20040713
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 66.988352 20040713
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.568411 20040713
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.794539 20040713
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.067987 20040713
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.768008 20040713
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.438363 20040713
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.510981 20040713
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 172.389618 20040713
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.837349 20040713
3569 USFASTD_COUNTRY USFASTD_COUNTRY 119.750932 20040713
[3570 rows x 4 columns],
'20040714': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.841741 20040714
1 USFASTD_1DREVRSL USFASTD_BETA 1.114195 20040714
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.059275 20040714
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008545 20040714
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.055944 20040714
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.065317 20040714
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.162491 20040714
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026824 20040714
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.025921 20040714
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.097145 20040714
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.124976 20040714
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024018 20040714
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.189782 20040714
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.231074 20040714
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.182439 20040714
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.061493 20040714
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.188925 20040714
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.036355 20040714
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044897 20040714
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029068 20040714
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.654232 20040714
21 USFASTD_1DREVRSL USFASTD_SIZE 0.158928 20040714
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006474 20040714
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.222214 20040714
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.382316 20040714
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.799591 20040714
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.522751 20040714
27 USFASTD_1DREVRSL USFASTD_CHEM 1.179098 20040714
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.652510 20040714
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.319005 20040714
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.185637 20040714
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.232061 20040714
3542 USFASTD_COMPELEC USFASTD_COMPELEC 95.335489 20040714
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.867494 20040714
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.915088 20040714
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.734440 20040714
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.607179 20040714
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.058612 20040714
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.239075 20040714
3549 USFASTD_TELECOM USFASTD_TELECOM 173.633366 20040714
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.379604 20040714
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.537461 20040714
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.098751 20040714
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.200048 20040714
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.233570 20040714
3555 USFASTD_WIRELESS USFASTD_WIRELESS 175.460150 20040714
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.798739 20040714
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.607306 20040714
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.996649 20040714
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.614179 20040714
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.637344 20040714
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.095883 20040714
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.812667 20040714
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.917129 20040714
3564 USFASTD_GASUTIL USFASTD_GASUTIL 68.138200 20040714
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.625737 20040714
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.528206 20040714
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 186.667018 20040714
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.545550 20040714
3569 USFASTD_COUNTRY USFASTD_COUNTRY 108.272078 20040714
[3570 rows x 4 columns],
'20040715': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.851188 20040715
1 USFASTD_1DREVRSL USFASTD_BETA 1.251559 20040715
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.063180 20040715
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002751 20040715
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056054 20040715
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.061911 20040715
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.161514 20040715
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026113 20040715
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.022562 20040715
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.103317 20040715
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.129833 20040715
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024108 20040715
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.184851 20040715
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.231210 20040715
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.178986 20040715
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.061953 20040715
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.191969 20040715
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.011054 20040715
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046309 20040715
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029656 20040715
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.680566 20040715
21 USFASTD_1DREVRSL USFASTD_SIZE 0.151093 20040715
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006029 20040715
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.319559 20040715
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.442976 20040715
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.832875 20040715
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.507805 20040715
27 USFASTD_1DREVRSL USFASTD_CHEM 1.206914 20040715
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.682767 20040715
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.323245 20040715
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.220373 20040715
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.695491 20040715
3542 USFASTD_COMPELEC USFASTD_COMPELEC 100.132167 20040715
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.034327 20040715
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.274774 20040715
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.868488 20040715
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.686226 20040715
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.265691 20040715
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.757740 20040715
3549 USFASTD_TELECOM USFASTD_TELECOM 179.522485 20040715
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.770771 20040715
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.482177 20040715
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.954196 20040715
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.177735 20040715
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.284924 20040715
3555 USFASTD_WIRELESS USFASTD_WIRELESS 175.743140 20040715
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.770049 20040715
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.563359 20040715
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.986271 20040715
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.192005 20040715
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.167686 20040715
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.664579 20040715
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.026473 20040715
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.967104 20040715
3564 USFASTD_GASUTIL USFASTD_GASUTIL 69.196570 20040715
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.979359 20040715
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.165873 20040715
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 186.913813 20040715
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.115585 20040715
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.333026 20040715
[3570 rows x 4 columns],
'20040716': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.923478 20040716
1 USFASTD_1DREVRSL USFASTD_BETA 1.204905 20040716
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.062108 20040716
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.006181 20040716
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059343 20040716
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.064193 20040716
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.170448 20040716
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.026780 20040716
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.024950 20040716
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.101723 20040716
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.141400 20040716
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025033 20040716
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.197184 20040716
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.237966 20040716
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.185908 20040716
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.064989 20040716
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.198241 20040716
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.027739 20040716
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046367 20040716
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031831 20040716
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.716491 20040716
21 USFASTD_1DREVRSL USFASTD_SIZE 0.160377 20040716
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007628 20040716
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.347049 20040716
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.521278 20040716
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.876154 20040716
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.510457 20040716
27 USFASTD_1DREVRSL USFASTD_CHEM 1.216935 20040716
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.674931 20040716
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.308316 20040716
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.232143 20040716
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.648184 20040716
3542 USFASTD_COMPELEC USFASTD_COMPELEC 102.704113 20040716
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.436499 20040716
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.743955 20040716
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.391318 20040716
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.994959 20040716
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.747428 20040716
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.546777 20040716
3549 USFASTD_TELECOM USFASTD_TELECOM 184.312089 20040716
3550 USFASTD_TELECOM USFASTD_WIRELESS 27.728430 20040716
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.615171 20040716
3552 USFASTD_TELECOM USFASTD_GASUTIL 3.038887 20040716
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.041074 20040716
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.909249 20040716
3555 USFASTD_WIRELESS USFASTD_WIRELESS 183.087413 20040716
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.912772 20040716
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.524245 20040716
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.039717 20040716
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.152365 20040716
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.066298 20040716
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.182786 20040716
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.358239 20040716
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.996406 20040716
3564 USFASTD_GASUTIL USFASTD_GASUTIL 71.164640 20040716
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 47.379471 20040716
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.005400 20040716
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 201.367711 20040716
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.369949 20040716
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.171608 20040716
[3570 rows x 4 columns],
'20040719': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.796167 20040719
1 USFASTD_1DREVRSL USFASTD_BETA 1.327251 20040719
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.062732 20040719
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.005705 20040719
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.053092 20040719
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.054545 20040719
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.158596 20040719
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.021588 20040719
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.013866 20040719
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.108469 20040719
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132766 20040719
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022695 20040719
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.188240 20040719
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.235783 20040719
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.169371 20040719
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.060107 20040719
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.185117 20040719
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.009823 20040719
18 USFASTD_1DREVRSL USFASTD_SEASON 0.046555 20040719
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031446 20040719
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.693870 20040719
21 USFASTD_1DREVRSL USFASTD_SIZE 0.140840 20040719
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003464 20040719
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.356631 20040719
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.514076 20040719
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.905213 20040719
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.456503 20040719
27 USFASTD_1DREVRSL USFASTD_CHEM 1.191204 20040719
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.690397 20040719
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.293748 20040719
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.449817 20040719
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.989772 20040719
3542 USFASTD_COMPELEC USFASTD_COMPELEC 98.742662 20040719
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.907393 20040719
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.284901 20040719
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.918234 20040719
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.390529 20040719
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.209345 20040719
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.974313 20040719
3549 USFASTD_TELECOM USFASTD_TELECOM 175.849117 20040719
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.417795 20040719
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.631063 20040719
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.871574 20040719
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.075973 20040719
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.797036 20040719
3555 USFASTD_WIRELESS USFASTD_WIRELESS 175.662273 20040719
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.551673 20040719
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.389638 20040719
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.531381 20040719
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.724603 20040719
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 80.666979 20040719
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.567365 20040719
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.409249 20040719
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.819793 20040719
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.742998 20040719
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.079337 20040719
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.496548 20040719
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 191.086500 20040719
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.876300 20040719
3569 USFASTD_COUNTRY USFASTD_COUNTRY 132.328615 20040719
[3570 rows x 4 columns],
'20040720': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.907237 20040720
1 USFASTD_1DREVRSL USFASTD_BETA 1.266632 20040720
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.063781 20040720
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003087 20040720
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060646 20040720
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058444 20040720
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.160828 20040720
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017944 20040720
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.012001 20040720
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.106422 20040720
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132771 20040720
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022433 20040720
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.199946 20040720
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.238385 20040720
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.174760 20040720
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.060090 20040720
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.204517 20040720
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.005197 20040720
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044269 20040720
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039860 20040720
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.709443 20040720
21 USFASTD_1DREVRSL USFASTD_SIZE 0.143116 20040720
22 USFASTD_1DREVRSL USFASTD_VALUE -0.002990 20040720
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.435734 20040720
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.620387 20040720
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.053897 20040720
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.468578 20040720
27 USFASTD_1DREVRSL USFASTD_CHEM 1.162703 20040720
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.640996 20040720
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.375632 20040720
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.366922 20040720
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.524916 20040720
3542 USFASTD_COMPELEC USFASTD_COMPELEC 98.739228 20040720
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.876822 20040720
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.313873 20040720
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.864696 20040720
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.360748 20040720
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.180907 20040720
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.291816 20040720
3549 USFASTD_TELECOM USFASTD_TELECOM 176.037553 20040720
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.414029 20040720
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.526201 20040720
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.819077 20040720
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.187778 20040720
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.586819 20040720
3555 USFASTD_WIRELESS USFASTD_WIRELESS 175.788997 20040720
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.610606 20040720
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.417620 20040720
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.614662 20040720
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.113430 20040720
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 80.607825 20040720
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.519120 20040720
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.528643 20040720
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.545234 20040720
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.696072 20040720
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.157397 20040720
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.799755 20040720
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.090224 20040720
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.987681 20040720
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.987495 20040720
[3570 rows x 4 columns],
'20040721': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.206704 20040721
1 USFASTD_1DREVRSL USFASTD_BETA 1.547360 20040721
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.069915 20040721
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000987 20040721
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.071551 20040721
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.064194 20040721
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.181869 20040721
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016802 20040721
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.005185 20040721
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.123976 20040721
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.136191 20040721
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032926 20040721
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.208840 20040721
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.247160 20040721
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.184756 20040721
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.077703 20040721
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.210318 20040721
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.007045 20040721
18 USFASTD_1DREVRSL USFASTD_SEASON 0.065627 20040721
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036308 20040721
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.775929 20040721
21 USFASTD_1DREVRSL USFASTD_SIZE 0.153430 20040721
22 USFASTD_1DREVRSL USFASTD_VALUE -0.005490 20040721
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.596478 20040721
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.830924 20040721
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.226058 20040721
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.376439 20040721
27 USFASTD_1DREVRSL USFASTD_CHEM 1.376542 20040721
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.667347 20040721
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.445070 20040721
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.440753 20040721
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.585233 20040721
3542 USFASTD_COMPELEC USFASTD_COMPELEC 104.309362 20040721
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.082636 20040721
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.022359 20040721
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.545702 20040721
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.958144 20040721
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.600188 20040721
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.057683 20040721
3549 USFASTD_TELECOM USFASTD_TELECOM 187.325993 20040721
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.882973 20040721
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.422486 20040721
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.823333 20040721
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.606194 20040721
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.606334 20040721
3555 USFASTD_WIRELESS USFASTD_WIRELESS 192.032572 20040721
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.620139 20040721
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.738018 20040721
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.895808 20040721
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.168373 20040721
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.314547 20040721
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.203986 20040721
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.547381 20040721
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.473790 20040721
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.951610 20040721
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.444046 20040721
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.688737 20040721
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 211.722644 20040721
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.607851 20040721
3569 USFASTD_COUNTRY USFASTD_COUNTRY 154.214054 20040721
[3570 rows x 4 columns],
'20040722': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.226911 20040722
1 USFASTD_1DREVRSL USFASTD_BETA 1.451007 20040722
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.068575 20040722
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005260 20040722
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.072251 20040722
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.067641 20040722
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.190897 20040722
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.015947 20040722
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.006674 20040722
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.121030 20040722
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.138535 20040722
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032522 20040722
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.215881 20040722
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.250292 20040722
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.189335 20040722
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.079949 20040722
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.226661 20040722
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.018070 20040722
18 USFASTD_1DREVRSL USFASTD_SEASON 0.065658 20040722
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039733 20040722
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.794647 20040722
21 USFASTD_1DREVRSL USFASTD_SIZE 0.172248 20040722
22 USFASTD_1DREVRSL USFASTD_VALUE -0.005925 20040722
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.554317 20040722
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.792114 20040722
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.200560 20040722
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.391035 20040722
27 USFASTD_1DREVRSL USFASTD_CHEM 1.376816 20040722
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.641463 20040722
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.422087 20040722
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.889302 20040722
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.266044 20040722
3542 USFASTD_COMPELEC USFASTD_COMPELEC 106.627151 20040722
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.119083 20040722
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.248616 20040722
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.846277 20040722
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.122449 20040722
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.784436 20040722
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.630712 20040722
3549 USFASTD_TELECOM USFASTD_TELECOM 189.687833 20040722
3550 USFASTD_TELECOM USFASTD_WIRELESS 29.113650 20040722
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.269968 20040722
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.790351 20040722
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.708284 20040722
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.774017 20040722
3555 USFASTD_WIRELESS USFASTD_WIRELESS 193.025824 20040722
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.742070 20040722
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.761545 20040722
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.979120 20040722
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.731462 20040722
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 90.774779 20040722
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.788793 20040722
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.293145 20040722
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.715748 20040722
3564 USFASTD_GASUTIL USFASTD_GASUTIL 73.376077 20040722
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.787421 20040722
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.232567 20040722
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 213.481664 20040722
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.139384 20040722
3569 USFASTD_COUNTRY USFASTD_COUNTRY 141.847844 20040722
[3570 rows x 4 columns],
'20040723': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.261911 20040723
1 USFASTD_1DREVRSL USFASTD_BETA 1.553132 20040723
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.071265 20040723
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002011 20040723
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.073229 20040723
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.066604 20040723
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.201223 20040723
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.015482 20040723
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.005000 20040723
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.125148 20040723
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.139865 20040723
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032826 20040723
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.215211 20040723
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.258552 20040723
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.191095 20040723
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.081806 20040723
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.229902 20040723
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.005239 20040723
18 USFASTD_1DREVRSL USFASTD_SEASON 0.066702 20040723
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039950 20040723
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.806877 20040723
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169408 20040723
22 USFASTD_1DREVRSL USFASTD_VALUE -0.006523 20040723
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.599125 20040723
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.830389 20040723
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.229314 20040723
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.384693 20040723
27 USFASTD_1DREVRSL USFASTD_CHEM 1.400216 20040723
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.665447 20040723
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.424401 20040723
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.169105 20040723
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.713615 20040723
3542 USFASTD_COMPELEC USFASTD_COMPELEC 107.690214 20040723
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.238722 20040723
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.760256 20040723
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.019061 20040723
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.825710 20040723
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.013824 20040723
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.065670 20040723
3549 USFASTD_TELECOM USFASTD_TELECOM 215.743343 20040723
3550 USFASTD_TELECOM USFASTD_WIRELESS 30.405383 20040723
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.056647 20040723
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.575811 20040723
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.734690 20040723
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.453842 20040723
3555 USFASTD_WIRELESS USFASTD_WIRELESS 205.139732 20040723
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.858165 20040723
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.084184 20040723
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.924517 20040723
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.689155 20040723
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 92.315591 20040723
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 58.287654 20040723
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 62.983734 20040723
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.312222 20040723
3564 USFASTD_GASUTIL USFASTD_GASUTIL 82.012095 20040723
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 53.808891 20040723
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.225725 20040723
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 221.236241 20040723
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.180184 20040723
3569 USFASTD_COUNTRY USFASTD_COUNTRY 155.265187 20040723
[3570 rows x 4 columns],
'20040726': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.216604 20040726
1 USFASTD_1DREVRSL USFASTD_BETA 1.696007 20040726
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.072215 20040726
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002219 20040726
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.070635 20040726
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058040 20040726
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.190162 20040726
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016409 20040726
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002737 20040726
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.133482 20040726
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.135616 20040726
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.029525 20040726
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.200472 20040726
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.279797 20040726
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.178831 20040726
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.077385 20040726
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.217609 20040726
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.032910 20040726
18 USFASTD_1DREVRSL USFASTD_SEASON 0.068276 20040726
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.045739 20040726
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.820348 20040726
21 USFASTD_1DREVRSL USFASTD_SIZE 0.146149 20040726
22 USFASTD_1DREVRSL USFASTD_VALUE -0.004187 20040726
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.617254 20040726
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.816440 20040726
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.194673 20040726
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.371127 20040726
27 USFASTD_1DREVRSL USFASTD_CHEM 1.392438 20040726
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.684890 20040726
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.469086 20040726
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.725098 20040726
3541 USFASTD_COMMEQP USFASTD_COUNTRY 6.484122 20040726
3542 USFASTD_COMPELEC USFASTD_COMPELEC 106.074312 20040726
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.109007 20040726
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.348854 20040726
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.845037 20040726
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.673092 20040726
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.026897 20040726
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.536801 20040726
3549 USFASTD_TELECOM USFASTD_TELECOM 236.798959 20040726
3550 USFASTD_TELECOM USFASTD_WIRELESS 30.982514 20040726
3551 USFASTD_TELECOM USFASTD_ELECUTIL 1.023805 20040726
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.310919 20040726
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.448189 20040726
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.692242 20040726
3555 USFASTD_WIRELESS USFASTD_WIRELESS 200.069714 20040726
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.606320 20040726
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.031129 20040726
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.663583 20040726
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.146286 20040726
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 90.052036 20040726
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 56.938302 20040726
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 61.759327 20040726
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.230249 20040726
3564 USFASTD_GASUTIL USFASTD_GASUTIL 80.196194 20040726
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 52.864322 20040726
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.712936 20040726
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 217.906988 20040726
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.658967 20040726
3569 USFASTD_COUNTRY USFASTD_COUNTRY 169.591024 20040726
[3570 rows x 4 columns],
'20040727': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.321527 20040727
1 USFASTD_1DREVRSL USFASTD_BETA 1.537934 20040727
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.068881 20040727
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008639 20040727
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.073436 20040727
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.069537 20040727
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.200140 20040727
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.019375 20040727
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.009594 20040727
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.127057 20040727
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.149064 20040727
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031685 20040727
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.231023 20040727
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.303382 20040727
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.192781 20040727
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.081251 20040727
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.231458 20040727
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.017008 20040727
18 USFASTD_1DREVRSL USFASTD_SEASON 0.069479 20040727
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049028 20040727
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.837205 20040727
21 USFASTD_1DREVRSL USFASTD_SIZE 0.169641 20040727
22 USFASTD_1DREVRSL USFASTD_VALUE -0.003571 20040727
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.560568 20040727
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.799943 20040727
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.169812 20040727
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.420219 20040727
27 USFASTD_1DREVRSL USFASTD_CHEM 1.401533 20040727
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.652626 20040727
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.481550 20040727
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.496585 20040727
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.999881 20040727
3542 USFASTD_COMPELEC USFASTD_COMPELEC 112.299099 20040727
3543 USFASTD_COMPELEC USFASTD_TELECOM -20.094907 20040727
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.910157 20040727
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.197947 20040727
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.079518 20040727
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.414665 20040727
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.343401 20040727
3549 USFASTD_TELECOM USFASTD_TELECOM 257.682654 20040727
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.786591 20040727
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.405714 20040727
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.441452 20040727
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.744602 20040727
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.713250 20040727
3555 USFASTD_WIRELESS USFASTD_WIRELESS 211.664111 20040727
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.341163 20040727
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.437046 20040727
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.138505 20040727
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.083664 20040727
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 95.467267 20040727
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 61.118527 20040727
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 64.703299 20040727
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.359347 20040727
3564 USFASTD_GASUTIL USFASTD_GASUTIL 87.034913 20040727
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 55.957909 20040727
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.598172 20040727
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 226.018496 20040727
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.910185 20040727
3569 USFASTD_COUNTRY USFASTD_COUNTRY 153.893320 20040727
[3570 rows x 4 columns],
'20040728': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.332715 20040728
1 USFASTD_1DREVRSL USFASTD_BETA 1.476183 20040728
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.062347 20040728
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.013643 20040728
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.074010 20040728
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.067184 20040728
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.198529 20040728
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.019332 20040728
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.014105 20040728
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.124107 20040728
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.150850 20040728
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036817 20040728
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.233648 20040728
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.302195 20040728
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.201160 20040728
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.080394 20040728
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.231551 20040728
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.027157 20040728
18 USFASTD_1DREVRSL USFASTD_SEASON 0.067701 20040728
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054164 20040728
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.835301 20040728
21 USFASTD_1DREVRSL USFASTD_SIZE 0.170487 20040728
22 USFASTD_1DREVRSL USFASTD_VALUE 0.000327 20040728
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.577042 20040728
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.855672 20040728
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.216799 20040728
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.431750 20040728
27 USFASTD_1DREVRSL USFASTD_CHEM 1.379633 20040728
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.635637 20040728
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.478511 20040728
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.549165 20040728
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.743385 20040728
3542 USFASTD_COMPELEC USFASTD_COMPELEC 112.235436 20040728
3543 USFASTD_COMPELEC USFASTD_TELECOM -20.093292 20040728
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.926661 20040728
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.325746 20040728
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.094867 20040728
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.404590 20040728
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.003419 20040728
3549 USFASTD_TELECOM USFASTD_TELECOM 257.906824 20040728
3550 USFASTD_TELECOM USFASTD_WIRELESS 33.922468 20040728
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.517408 20040728
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.482905 20040728
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.730418 20040728
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.118870 20040728
3555 USFASTD_WIRELESS USFASTD_WIRELESS 212.439963 20040728
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.341373 20040728
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.398786 20040728
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.132725 20040728
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.829496 20040728
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 97.557879 20040728
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 61.882517 20040728
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 65.368831 20040728
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.964346 20040728
3564 USFASTD_GASUTIL USFASTD_GASUTIL 87.300290 20040728
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 56.031968 20040728
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.322258 20040728
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 225.913644 20040728
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.615901 20040728
3569 USFASTD_COUNTRY USFASTD_COUNTRY 145.865199 20040728
[3570 rows x 4 columns],
'20040729': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.390243 20040729
1 USFASTD_1DREVRSL USFASTD_BETA 1.425885 20040729
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.063229 20040729
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.019792 20040729
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.075583 20040729
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.072872 20040729
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.201992 20040729
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.023152 20040729
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.012726 20040729
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.131960 20040729
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.157033 20040729
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033483 20040729
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.232874 20040729
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.302891 20040729
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.202155 20040729
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.086005 20040729
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.233171 20040729
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.032155 20040729
18 USFASTD_1DREVRSL USFASTD_SEASON 0.069601 20040729
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.068568 20040729
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.840293 20040729
21 USFASTD_1DREVRSL USFASTD_SIZE 0.164763 20040729
22 USFASTD_1DREVRSL USFASTD_VALUE -0.005171 20040729
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.560475 20040729
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.839841 20040729
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.240166 20040729
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.476203 20040729
27 USFASTD_1DREVRSL USFASTD_CHEM 1.470839 20040729
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.676256 20040729
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.555064 20040729
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.869391 20040729
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.068686 20040729
3542 USFASTD_COMPELEC USFASTD_COMPELEC 112.692014 20040729
3543 USFASTD_COMPELEC USFASTD_TELECOM -20.075689 20040729
3544 USFASTD_COMPELEC USFASTD_WIRELESS 15.979613 20040729
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.270620 20040729
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.218288 20040729
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.394830 20040729
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.711100 20040729
3549 USFASTD_TELECOM USFASTD_TELECOM 257.439046 20040729
3550 USFASTD_TELECOM USFASTD_WIRELESS 34.219950 20040729
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.461349 20040729
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.451507 20040729
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.757729 20040729
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.336179 20040729
3555 USFASTD_WIRELESS USFASTD_WIRELESS 217.209408 20040729
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.619165 20040729
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.256669 20040729
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -9.237629 20040729
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.792177 20040729
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 98.020393 20040729
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 62.094942 20040729
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 65.435395 20040729
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.204468 20040729
3564 USFASTD_GASUTIL USFASTD_GASUTIL 87.857789 20040729
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 56.123886 20040729
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.098175 20040729
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 225.510129 20040729
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.236560 20040729
3569 USFASTD_COUNTRY USFASTD_COUNTRY 137.116186 20040729
[3570 rows x 4 columns],
'20040730': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.092677 20040730
1 USFASTD_1DREVRSL USFASTD_BETA 1.354866 20040730
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.057260 20040730
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.017436 20040730
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.072441 20040730
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.069089 20040730
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.183420 20040730
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.020448 20040730
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.010786 20040730
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.122834 20040730
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.142117 20040730
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031053 20040730
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.209856 20040730
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.274702 20040730
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.186234 20040730
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.078581 20040730
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.210871 20040730
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.019881 20040730
18 USFASTD_1DREVRSL USFASTD_SEASON 0.063390 20040730
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.063990 20040730
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.777153 20040730
21 USFASTD_1DREVRSL USFASTD_SIZE 0.146119 20040730
22 USFASTD_1DREVRSL USFASTD_VALUE -0.003460 20040730
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.445835 20040730
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.693961 20040730
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.161590 20040730
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.438344 20040730
27 USFASTD_1DREVRSL USFASTD_CHEM 1.405573 20040730
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.660526 20040730
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.491839 20040730
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.446892 20040730
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.816795 20040730
3542 USFASTD_COMPELEC USFASTD_COMPELEC 104.966195 20040730
3543 USFASTD_COMPELEC USFASTD_TELECOM -19.552876 20040730
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.533004 20040730
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.218377 20040730
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.150723 20040730
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.605149 20040730
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.556529 20040730
3549 USFASTD_TELECOM USFASTD_TELECOM 246.624644 20040730
3550 USFASTD_TELECOM USFASTD_WIRELESS 32.840564 20040730
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.280139 20040730
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.422551 20040730
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.475697 20040730
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.069892 20040730
3555 USFASTD_WIRELESS USFASTD_WIRELESS 202.211414 20040730
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -8.005144 20040730
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.235094 20040730
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.456255 20040730
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.677195 20040730
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.424914 20040730
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 56.571346 20040730
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 59.633056 20040730
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.778548 20040730
3564 USFASTD_GASUTIL USFASTD_GASUTIL 79.938527 20040730
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 51.093874 20040730
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.860926 20040730
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 205.387773 20040730
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.096612 20040730
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.895928 20040730
[3570 rows x 4 columns],
'20040802': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.033576 20040802
1 USFASTD_1DREVRSL USFASTD_BETA 1.351441 20040802
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.058281 20040802
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.015891 20040802
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.068761 20040802
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.069559 20040802
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.181394 20040802
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016266 20040802
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.016293 20040802
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.118944 20040802
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.136008 20040802
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034020 20040802
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.199004 20040802
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.267513 20040802
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.182024 20040802
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.078416 20040802
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.217781 20040802
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.028154 20040802
18 USFASTD_1DREVRSL USFASTD_SEASON 0.062787 20040802
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.069605 20040802
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.759308 20040802
21 USFASTD_1DREVRSL USFASTD_SIZE 0.142376 20040802
22 USFASTD_1DREVRSL USFASTD_VALUE -0.006399 20040802
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.463609 20040802
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.667688 20040802
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.211132 20040802
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.377285 20040802
27 USFASTD_1DREVRSL USFASTD_CHEM 1.403673 20040802
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.654197 20040802
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.459514 20040802
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.036397 20040802
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.065213 20040802
3542 USFASTD_COMPELEC USFASTD_COMPELEC 102.244043 20040802
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.908048 20040802
3544 USFASTD_COMPELEC USFASTD_WIRELESS 14.081286 20040802
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.040846 20040802
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.846935 20040802
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.294505 20040802
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.671370 20040802
3549 USFASTD_TELECOM USFASTD_TELECOM 238.246779 20040802
3550 USFASTD_TELECOM USFASTD_WIRELESS 31.727876 20040802
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.246326 20040802
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.394100 20040802
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.365967 20040802
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.965022 20040802
3555 USFASTD_WIRELESS USFASTD_WIRELESS 195.283353 20040802
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.765901 20040802
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.221783 20040802
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -8.159858 20040802
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.687073 20040802
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 87.473202 20040802
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.065357 20040802
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.920081 20040802
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.928262 20040802
3564 USFASTD_GASUTIL USFASTD_GASUTIL 77.396044 20040802
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.391940 20040802
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.915091 20040802
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 198.351516 20040802
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.124420 20040802
3569 USFASTD_COUNTRY USFASTD_COUNTRY 131.652630 20040802
[3570 rows x 4 columns],
'20040803': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.860538 20040803
1 USFASTD_1DREVRSL USFASTD_BETA 1.450225 20040803
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.065815 20040803
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008277 20040803
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.064377 20040803
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.065428 20040803
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.166237 20040803
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.013512 20040803
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.007499 20040803
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.120423 20040803
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.126096 20040803
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031144 20040803
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.181234 20040803
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.250856 20040803
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.164649 20040803
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.073966 20040803
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.202530 20040803
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.004891 20040803
18 USFASTD_1DREVRSL USFASTD_SEASON 0.058209 20040803
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.064684 20040803
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.725396 20040803
21 USFASTD_1DREVRSL USFASTD_SIZE 0.125148 20040803
22 USFASTD_1DREVRSL USFASTD_VALUE -0.002719 20040803
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.399318 20040803
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.567859 20040803
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.123587 20040803
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.369956 20040803
27 USFASTD_1DREVRSL USFASTD_CHEM 1.348399 20040803
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.668087 20040803
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.430151 20040803
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.154610 20040803
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.420694 20040803
3542 USFASTD_COMPELEC USFASTD_COMPELEC 96.851710 20040803
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.663821 20040803
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.278553 20040803
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.402789 20040803
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.171796 20040803
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.940670 20040803
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.382115 20040803
3549 USFASTD_TELECOM USFASTD_TELECOM 228.389944 20040803
3550 USFASTD_TELECOM USFASTD_WIRELESS 30.161463 20040803
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.364630 20040803
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.396388 20040803
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.456998 20040803
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.421940 20040803
3555 USFASTD_WIRELESS USFASTD_WIRELESS 182.660973 20040803
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.206613 20040803
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.188825 20040803
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.671032 20040803
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.980033 20040803
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 81.769032 20040803
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.453385 20040803
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.242928 20040803
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.608942 20040803
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.267407 20040803
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.257889 20040803
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.320164 20040803
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 186.230129 20040803
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.745714 20040803
3569 USFASTD_COUNTRY USFASTD_COUNTRY 143.208635 20040803
[3570 rows x 4 columns],
'20040804': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.837159 20040804
1 USFASTD_1DREVRSL USFASTD_BETA 1.492572 20040804
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.062655 20040804
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.010257 20040804
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060392 20040804
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.055785 20040804
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.165031 20040804
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011422 20040804
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.005341 20040804
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.125428 20040804
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.127614 20040804
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032264 20040804
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.171454 20040804
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.262341 20040804
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.159380 20040804
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.071551 20040804
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.202771 20040804
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.034255 20040804
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056772 20040804
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.058062 20040804
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.720046 20040804
21 USFASTD_1DREVRSL USFASTD_SIZE 0.122160 20040804
22 USFASTD_1DREVRSL USFASTD_VALUE -0.003152 20040804
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.311214 20040804
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.499575 20040804
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.995343 20040804
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.488024 20040804
27 USFASTD_1DREVRSL USFASTD_CHEM 1.305087 20040804
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.671118 20040804
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.450842 20040804
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.772282 20040804
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.477961 20040804
3542 USFASTD_COMPELEC USFASTD_COMPELEC 100.197651 20040804
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.782440 20040804
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.511493 20040804
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.209469 20040804
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.951655 20040804
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.560552 20040804
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.537306 20040804
3549 USFASTD_TELECOM USFASTD_TELECOM 223.551569 20040804
3550 USFASTD_TELECOM USFASTD_WIRELESS 29.561098 20040804
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.367972 20040804
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.381961 20040804
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.440025 20040804
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.615713 20040804
3555 USFASTD_WIRELESS USFASTD_WIRELESS 179.323386 20040804
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -7.025081 20040804
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.087592 20040804
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.445649 20040804
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.120587 20040804
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 81.456984 20040804
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.421008 20040804
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.101373 20040804
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.935192 20040804
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.308973 20040804
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.278940 20040804
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.539253 20040804
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 185.187561 20040804
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.973396 20040804
3569 USFASTD_COUNTRY USFASTD_COUNTRY 146.095284 20040804
[3570 rows x 4 columns],
'20040805': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.739813 20040805
1 USFASTD_1DREVRSL USFASTD_BETA 1.784329 20040805
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.069392 20040805
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.006231 20040805
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.057027 20040805
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.045058 20040805
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.160105 20040805
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006812 20040805
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003841 20040805
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.145418 20040805
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.119626 20040805
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030390 20040805
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.151430 20040805
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.249628 20040805
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.145239 20040805
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067331 20040805
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.188151 20040805
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.097186 20040805
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055719 20040805
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.056061 20040805
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.715080 20040805
21 USFASTD_1DREVRSL USFASTD_SIZE 0.094202 20040805
22 USFASTD_1DREVRSL USFASTD_VALUE -0.007159 20040805
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.398901 20040805
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.533683 20040805
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.023499 20040805
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.449861 20040805
27 USFASTD_1DREVRSL USFASTD_CHEM 1.304873 20040805
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.722143 20040805
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.429673 20040805
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.812352 20040805
3541 USFASTD_COMMEQP USFASTD_COUNTRY 6.328677 20040805
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.867634 20040805
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.520588 20040805
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.207422 20040805
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.937565 20040805
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.662887 20040805
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.831628 20040805
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.510363 20040805
3549 USFASTD_TELECOM USFASTD_TELECOM 215.899809 20040805
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.525125 20040805
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.525879 20040805
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.489273 20040805
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.057772 20040805
3554 USFASTD_TELECOM USFASTD_COUNTRY -14.993282 20040805
3555 USFASTD_WIRELESS USFASTD_WIRELESS 173.388360 20040805
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.656516 20040805
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.052352 20040805
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.477430 20040805
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.682596 20040805
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.274559 20040805
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.395526 20040805
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.937662 20040805
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.325219 20040805
3564 USFASTD_GASUTIL USFASTD_GASUTIL 69.392882 20040805
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.327855 20040805
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.762328 20040805
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 185.117754 20040805
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.561504 20040805
3569 USFASTD_COUNTRY USFASTD_COUNTRY 186.067346 20040805
[3570 rows x 4 columns],
'20040806': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.736749 20040806
1 USFASTD_1DREVRSL USFASTD_BETA 1.880853 20040806
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.073659 20040806
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.011942 20040806
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056454 20040806
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.044501 20040806
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.157158 20040806
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005366 20040806
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003094 20040806
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.150444 20040806
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.120257 20040806
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030793 20040806
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.146369 20040806
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.248370 20040806
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.141926 20040806
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.068168 20040806
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.186136 20040806
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.117081 20040806
18 USFASTD_1DREVRSL USFASTD_SEASON 0.055701 20040806
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.055161 20040806
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.717170 20040806
21 USFASTD_1DREVRSL USFASTD_SIZE 0.090424 20040806
22 USFASTD_1DREVRSL USFASTD_VALUE -0.007198 20040806
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.435352 20040806
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.580769 20040806
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.078831 20040806
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.441340 20040806
27 USFASTD_1DREVRSL USFASTD_CHEM 1.310860 20040806
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.736437 20040806
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.416835 20040806
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.014289 20040806
3541 USFASTD_COMMEQP USFASTD_COUNTRY 6.824972 20040806
3542 USFASTD_COMPELEC USFASTD_COMPELEC 99.746683 20040806
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.555813 20040806
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.116078 20040806
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.429415 20040806
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.592887 20040806
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.607089 20040806
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.841293 20040806
3549 USFASTD_TELECOM USFASTD_TELECOM 215.141376 20040806
3550 USFASTD_TELECOM USFASTD_WIRELESS 28.460211 20040806
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.427053 20040806
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.403344 20040806
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.205877 20040806
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.985327 20040806
3555 USFASTD_WIRELESS USFASTD_WIRELESS 173.592260 20040806
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.786267 20040806
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.193575 20040806
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.342929 20040806
3559 USFASTD_WIRELESS USFASTD_COUNTRY -7.529633 20040806
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 91.119653 20040806
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.544894 20040806
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 58.728759 20040806
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -15.262272 20040806
3564 USFASTD_GASUTIL USFASTD_GASUTIL 74.613172 20040806
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.347080 20040806
3566 USFASTD_GASUTIL USFASTD_COUNTRY -8.359632 20040806
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.589984 20040806
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.076792 20040806
3569 USFASTD_COUNTRY USFASTD_COUNTRY 205.901310 20040806
[3570 rows x 4 columns],
'20040809': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.544185 20040809
1 USFASTD_1DREVRSL USFASTD_BETA 1.785578 20040809
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.070394 20040809
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.013160 20040809
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054714 20040809
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.040893 20040809
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.145643 20040809
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004530 20040809
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004275 20040809
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.143185 20040809
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.113923 20040809
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.028518 20040809
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.135181 20040809
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.231685 20040809
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.133778 20040809
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.063163 20040809
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.172725 20040809
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.115393 20040809
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051865 20040809
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.051796 20040809
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.668553 20040809
21 USFASTD_1DREVRSL USFASTD_SIZE 0.081533 20040809
22 USFASTD_1DREVRSL USFASTD_VALUE -0.006580 20040809
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.347579 20040809
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.485104 20040809
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.015383 20040809
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.418957 20040809
27 USFASTD_1DREVRSL USFASTD_CHEM 1.239830 20040809
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.691483 20040809
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.386089 20040809
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.082423 20040809
3541 USFASTD_COMMEQP USFASTD_COUNTRY 6.482972 20040809
3542 USFASTD_COMPELEC USFASTD_COMPELEC 92.878553 20040809
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.385628 20040809
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.225795 20040809
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.654121 20040809
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.780296 20040809
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.920589 20040809
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.398454 20040809
3549 USFASTD_TELECOM USFASTD_TELECOM 200.023606 20040809
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.451867 20040809
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.357895 20040809
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.330426 20040809
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.084196 20040809
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.191697 20040809
3555 USFASTD_WIRELESS USFASTD_WIRELESS 161.572021 20040809
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.303764 20040809
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.222222 20040809
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.812573 20040809
3559 USFASTD_WIRELESS USFASTD_COUNTRY -7.154106 20040809
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.930350 20040809
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.277694 20040809
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.117238 20040809
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.565261 20040809
3564 USFASTD_GASUTIL USFASTD_GASUTIL 70.006872 20040809
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 45.264147 20040809
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.963700 20040809
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 179.717628 20040809
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.721835 20040809
3569 USFASTD_COUNTRY USFASTD_COUNTRY 195.384790 20040809
[3570 rows x 4 columns],
'20040810': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.417048 20040810
1 USFASTD_1DREVRSL USFASTD_BETA 1.461226 20040810
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.059103 20040810
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000973 20040810
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052608 20040810
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.046443 20040810
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.143050 20040810
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006700 20040810
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002405 20040810
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.125607 20040810
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.111326 20040810
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.027823 20040810
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.142286 20040810
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.224355 20040810
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.137894 20040810
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.062822 20040810
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.171198 20040810
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.058870 20040810
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048268 20040810
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.048834 20040810
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.623613 20040810
21 USFASTD_1DREVRSL USFASTD_SIZE 0.096384 20040810
22 USFASTD_1DREVRSL USFASTD_VALUE -0.005609 20040810
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.190882 20040810
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.362505 20040810
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.922177 20040810
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.443679 20040810
27 USFASTD_1DREVRSL USFASTD_CHEM 1.145336 20040810
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.607610 20040810
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.362243 20040810
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.498157 20040810
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.265637 20040810
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.302985 20040810
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.600566 20040810
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.799556 20040810
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.178814 20040810
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.258566 20040810
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.494690 20040810
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.222016 20040810
3549 USFASTD_TELECOM USFASTD_TELECOM 190.832549 20040810
3550 USFASTD_TELECOM USFASTD_WIRELESS 25.185045 20040810
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.181498 20040810
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.224900 20040810
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.075447 20040810
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.468965 20040810
3555 USFASTD_WIRELESS USFASTD_WIRELESS 154.395710 20040810
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.121796 20040810
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.181564 20040810
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.543513 20040810
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.826628 20040810
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 82.233779 20040810
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.932204 20040810
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.651846 20040810
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.336960 20040810
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.833569 20040810
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.190297 20040810
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.593132 20040810
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 171.571104 20040810
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.484116 20040810
3569 USFASTD_COUNTRY USFASTD_COUNTRY 166.190419 20040810
[3570 rows x 4 columns],
'20040811': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.651594 20040811
1 USFASTD_1DREVRSL USFASTD_BETA 1.580221 20040811
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.058708 20040811
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002250 20040811
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058490 20040811
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.059108 20040811
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.152714 20040811
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006214 20040811
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.003700 20040811
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.134043 20040811
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.119877 20040811
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.029381 20040811
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.154088 20040811
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.241376 20040811
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.152648 20040811
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.067304 20040811
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.190555 20040811
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.058733 20040811
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052463 20040811
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.056450 20040811
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.679647 20040811
21 USFASTD_1DREVRSL USFASTD_SIZE 0.106885 20040811
22 USFASTD_1DREVRSL USFASTD_VALUE -0.002853 20040811
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.266511 20040811
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.448095 20040811
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.946324 20040811
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.542901 20040811
27 USFASTD_1DREVRSL USFASTD_CHEM 1.238766 20040811
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.635233 20040811
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.404110 20040811
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -19.796543 20040811
3541 USFASTD_COMMEQP USFASTD_COUNTRY 7.183909 20040811
3542 USFASTD_COMPELEC USFASTD_COMPELEC 114.144517 20040811
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.943416 20040811
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.841070 20040811
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.029385 20040811
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.900713 20040811
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.617107 20040811
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.580839 20040811
3549 USFASTD_TELECOM USFASTD_TELECOM 208.530043 20040811
3550 USFASTD_TELECOM USFASTD_WIRELESS 27.399947 20040811
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.228792 20040811
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.226136 20040811
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.775799 20040811
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.386279 20040811
3555 USFASTD_WIRELESS USFASTD_WIRELESS 167.839731 20040811
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.671653 20040811
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.193151 20040811
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.529017 20040811
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.189496 20040811
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 89.406702 20040811
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.260542 20040811
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.041148 20040811
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.185129 20040811
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.613388 20040811
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 49.089774 20040811
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.021289 20040811
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 206.005259 20040811
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.381396 20040811
3569 USFASTD_COUNTRY USFASTD_COUNTRY 177.113341 20040811
[3570 rows x 4 columns],
'20040812': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.705355 20040812
1 USFASTD_1DREVRSL USFASTD_BETA 1.841906 20040812
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.061809 20040812
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.012414 20040812
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048091 20040812
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050860 20040812
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.163154 20040812
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008425 20040812
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008910 20040812
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.147455 20040812
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104133 20040812
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.033791 20040812
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.147505 20040812
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.223553 20040812
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.155695 20040812
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055676 20040812
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.160301 20040812
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.099064 20040812
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052803 20040812
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.055531 20040812
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.675513 20040812
21 USFASTD_1DREVRSL USFASTD_SIZE 0.086197 20040812
22 USFASTD_1DREVRSL USFASTD_VALUE 0.000891 20040812
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.276653 20040812
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.409679 20040812
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.910524 20040812
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.447221 20040812
27 USFASTD_1DREVRSL USFASTD_CHEM 1.222547 20040812
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.672892 20040812
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.330472 20040812
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -18.794461 20040812
3541 USFASTD_COMMEQP USFASTD_COUNTRY 7.740179 20040812
3542 USFASTD_COMPELEC USFASTD_COMPELEC 115.103084 20040812
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.884453 20040812
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.069396 20040812
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.036352 20040812
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.019769 20040812
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.434163 20040812
3548 USFASTD_COMPELEC USFASTD_COUNTRY 10.464830 20040812
3549 USFASTD_TELECOM USFASTD_TELECOM 198.389188 20040812
3550 USFASTD_TELECOM USFASTD_WIRELESS 26.372560 20040812
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.425786 20040812
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.390574 20040812
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.579036 20040812
3554 USFASTD_TELECOM USFASTD_COUNTRY -15.126011 20040812
3555 USFASTD_WIRELESS USFASTD_WIRELESS 161.410854 20040812
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.233958 20040812
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.339337 20040812
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -7.109179 20040812
3559 USFASTD_WIRELESS USFASTD_COUNTRY -7.187210 20040812
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 85.270431 20040812
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.953058 20040812
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.121503 20040812
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -14.593016 20040812
3564 USFASTD_GASUTIL USFASTD_GASUTIL 69.710764 20040812
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.856932 20040812
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.971665 20040812
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 195.347023 20040812
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.082612 20040812
3569 USFASTD_COUNTRY USFASTD_COUNTRY 197.764474 20040812
[3570 rows x 4 columns],
'20040813': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.533324 20040813
1 USFASTD_1DREVRSL USFASTD_BETA 1.629062 20040813
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.056648 20040813
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.007197 20040813
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046383 20040813
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050475 20040813
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.154446 20040813
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008854 20040813
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005816 20040813
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.134369 20040813
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.099078 20040813
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031930 20040813
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.145254 20040813
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.210949 20040813
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.148697 20040813
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.052792 20040813
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.154035 20040813
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.074721 20040813
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049350 20040813
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.052309 20040813
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.630403 20040813
21 USFASTD_1DREVRSL USFASTD_SIZE 0.087620 20040813
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001311 20040813
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.164275 20040813
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.294856 20040813
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.847083 20040813
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.431781 20040813
27 USFASTD_1DREVRSL USFASTD_CHEM 1.152914 20040813
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.633928 20040813
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.307397 20040813
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.667690 20040813
3541 USFASTD_COMMEQP USFASTD_COUNTRY 6.884846 20040813
3542 USFASTD_COMPELEC USFASTD_COMPELEC 110.911548 20040813
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.991587 20040813
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.571026 20040813
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.525171 20040813
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.466554 20040813
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.894245 20040813
3548 USFASTD_COMPELEC USFASTD_COUNTRY 9.485633 20040813
3549 USFASTD_TELECOM USFASTD_TELECOM 186.421149 20040813
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.744526 20040813
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.361476 20040813
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.348000 20040813
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.497278 20040813
3554 USFASTD_TELECOM USFASTD_COUNTRY -13.342384 20040813
3555 USFASTD_WIRELESS USFASTD_WIRELESS 151.921467 20040813
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.931484 20040813
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.284004 20040813
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.731744 20040813
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.358967 20040813
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 80.385641 20040813
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 48.895219 20040813
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.808065 20040813
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.978590 20040813
3564 USFASTD_GASUTIL USFASTD_GASUTIL 65.504070 20040813
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.064980 20040813
3566 USFASTD_GASUTIL USFASTD_COUNTRY -7.080511 20040813
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 183.851173 20040813
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.275731 20040813
3569 USFASTD_COUNTRY USFASTD_COUNTRY 174.891136 20040813
[3570 rows x 4 columns],
'20040816': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.521599 20040816
1 USFASTD_1DREVRSL USFASTD_BETA 1.566980 20040816
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.052761 20040816
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003540 20040816
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048360 20040816
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050173 20040816
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.155803 20040816
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010638 20040816
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005166 20040816
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.135549 20040816
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.100736 20040816
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.027701 20040816
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.148531 20040816
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.203310 20040816
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.144388 20040816
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.051579 20040816
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157041 20040816
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.057351 20040816
18 USFASTD_1DREVRSL USFASTD_SEASON 0.044394 20040816
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.051229 20040816
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.613260 20040816
21 USFASTD_1DREVRSL USFASTD_SIZE 0.091769 20040816
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004474 20040816
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.149728 20040816
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.284371 20040816
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.895939 20040816
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.432368 20040816
27 USFASTD_1DREVRSL USFASTD_CHEM 1.243791 20040816
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.637797 20040816
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.284267 20040816
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.170794 20040816
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.780426 20040816
3542 USFASTD_COMPELEC USFASTD_COMPELEC 109.143674 20040816
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.494095 20040816
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.600472 20040816
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.109666 20040816
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.237760 20040816
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.363390 20040816
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.318011 20040816
3549 USFASTD_TELECOM USFASTD_TELECOM 180.127592 20040816
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.074459 20040816
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.276784 20040816
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.303793 20040816
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.587954 20040816
3554 USFASTD_TELECOM USFASTD_COUNTRY -12.219923 20040816
3555 USFASTD_WIRELESS USFASTD_WIRELESS 149.478225 20040816
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.763981 20040816
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.209748 20040816
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.432496 20040816
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.299615 20040816
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.132712 20040816
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.393895 20040816
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.756211 20040816
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.232057 20040816
3564 USFASTD_GASUTIL USFASTD_GASUTIL 63.441625 20040816
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.437898 20040816
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.435613 20040816
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 195.952813 20040816
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -7.230856 20040816
3569 USFASTD_COUNTRY USFASTD_COUNTRY 166.751003 20040816
[3570 rows x 4 columns],
'20040817': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.519874 20040817
1 USFASTD_1DREVRSL USFASTD_BETA 1.485695 20040817
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.051280 20040817
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002188 20040817
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.047372 20040817
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053604 20040817
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.157082 20040817
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010535 20040817
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002967 20040817
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.133560 20040817
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.102823 20040817
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.027040 20040817
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.150077 20040817
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.202525 20040817
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.145604 20040817
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.051151 20040817
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.158507 20040817
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043328 20040817
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043828 20040817
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.052605 20040817
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.636882 20040817
21 USFASTD_1DREVRSL USFASTD_SIZE 0.099672 20040817
22 USFASTD_1DREVRSL USFASTD_VALUE 0.003874 20040817
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.245976 20040817
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.391633 20040817
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.032183 20040817
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.393362 20040817
27 USFASTD_1DREVRSL USFASTD_CHEM 1.223488 20040817
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.611943 20040817
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.335069 20040817
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -17.002535 20040817
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.738250 20040817
3542 USFASTD_COMPELEC USFASTD_COMPELEC 110.111393 20040817
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.669216 20040817
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.582447 20040817
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.179326 20040817
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.362307 20040817
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.219766 20040817
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.976821 20040817
3549 USFASTD_TELECOM USFASTD_TELECOM 180.362740 20040817
3550 USFASTD_TELECOM USFASTD_WIRELESS 24.073430 20040817
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.261721 20040817
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.333340 20040817
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.721407 20040817
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.462122 20040817
3555 USFASTD_WIRELESS USFASTD_WIRELESS 149.150996 20040817
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.761800 20040817
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.223566 20040817
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.484504 20040817
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.953486 20040817
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.054665 20040817
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.412831 20040817
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.653328 20040817
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.543223 20040817
3564 USFASTD_GASUTIL USFASTD_GASUTIL 63.553740 20040817
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.373995 20040817
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.092205 20040817
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 195.976023 20040817
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.810150 20040817
3569 USFASTD_COUNTRY USFASTD_COUNTRY 156.508201 20040817
[3570 rows x 4 columns],
'20040818': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.406842 20040818
1 USFASTD_1DREVRSL USFASTD_BETA 1.312647 20040818
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.045352 20040818
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.006045 20040818
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046127 20040818
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058832 20040818
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.151311 20040818
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011754 20040818
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.000463 20040818
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.122446 20040818
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.098925 20040818
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025929 20040818
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.148169 20040818
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.196606 20040818
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.142631 20040818
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.048944 20040818
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.153871 20040818
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.015053 20040818
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041169 20040818
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.051183 20040818
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.609156 20040818
21 USFASTD_1DREVRSL USFASTD_SIZE 0.107183 20040818
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005415 20040818
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.149592 20040818
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.290334 20040818
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.973712 20040818
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.391329 20040818
27 USFASTD_1DREVRSL USFASTD_CHEM 1.177323 20040818
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.577245 20040818
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.340134 20040818
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.250062 20040818
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.372767 20040818
3542 USFASTD_COMPELEC USFASTD_COMPELEC 110.102619 20040818
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.389024 20040818
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.088982 20040818
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.750751 20040818
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.184028 20040818
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.891391 20040818
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.103692 20040818
3549 USFASTD_TELECOM USFASTD_TELECOM 172.977345 20040818
3550 USFASTD_TELECOM USFASTD_WIRELESS 23.174881 20040818
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.145898 20040818
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.306275 20040818
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.692424 20040818
3554 USFASTD_TELECOM USFASTD_COUNTRY -10.269889 20040818
3555 USFASTD_WIRELESS USFASTD_WIRELESS 143.911928 20040818
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.600680 20040818
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.233212 20040818
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.249104 20040818
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.578169 20040818
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 74.614661 20040818
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.352421 20040818
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 52.231430 20040818
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.187795 20040818
3564 USFASTD_GASUTIL USFASTD_GASUTIL 60.923970 20040818
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.456780 20040818
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.546608 20040818
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 187.317007 20040818
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.143451 20040818
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.964827 20040818
[3570 rows x 4 columns],
'20040819': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.274125 20040819
1 USFASTD_1DREVRSL USFASTD_BETA 1.434306 20040819
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.047576 20040819
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003007 20040819
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.044080 20040819
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.049274 20040819
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.139326 20040819
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011381 20040819
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.006193 20040819
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.126257 20040819
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.092019 20040819
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.024056 20040819
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.131965 20040819
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.186357 20040819
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.129309 20040819
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.045582 20040819
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.141037 20040819
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.051832 20040819
18 USFASTD_1DREVRSL USFASTD_SEASON 0.040019 20040819
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.048741 20040819
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.582819 20040819
21 USFASTD_1DREVRSL USFASTD_SIZE 0.088454 20040819
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005027 20040819
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.148713 20040819
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.261318 20040819
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.950084 20040819
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.354241 20040819
27 USFASTD_1DREVRSL USFASTD_CHEM 1.139858 20040819
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.581961 20040819
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.328940 20040819
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.337769 20040819
3541 USFASTD_COMMEQP USFASTD_COUNTRY 5.733599 20040819
3542 USFASTD_COMPELEC USFASTD_COMPELEC 103.456758 20040819
3543 USFASTD_COMPELEC USFASTD_TELECOM -16.413402 20040819
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.338999 20040819
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.230560 20040819
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.560963 20040819
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.265549 20040819
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.634430 20040819
3549 USFASTD_TELECOM USFASTD_TELECOM 162.595315 20040819
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.881565 20040819
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.260997 20040819
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.354399 20040819
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.526848 20040819
3554 USFASTD_TELECOM USFASTD_COUNTRY -11.450007 20040819
3555 USFASTD_WIRELESS USFASTD_WIRELESS 135.906351 20040819
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.198291 20040819
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.276160 20040819
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.856262 20040819
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.001517 20040819
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 70.991917 20040819
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.968299 20040819
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.374401 20040819
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -11.128388 20040819
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.419932 20040819
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 39.959633 20040819
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.028518 20040819
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 175.974011 20040819
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.555342 20040819
3569 USFASTD_COUNTRY USFASTD_COUNTRY 156.874107 20040819
[3570 rows x 4 columns],
'20040820': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.165615 20040820
1 USFASTD_1DREVRSL USFASTD_BETA 1.262186 20040820
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.042026 20040820
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002036 20040820
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042994 20040820
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050707 20040820
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.133895 20040820
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012615 20040820
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002234 20040820
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.115771 20040820
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.088342 20040820
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022847 20040820
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.130028 20040820
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.180171 20040820
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.127887 20040820
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.044109 20040820
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.147053 20040820
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.028248 20040820
18 USFASTD_1DREVRSL USFASTD_SEASON 0.037375 20040820
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049275 20040820
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.552981 20040820
21 USFASTD_1DREVRSL USFASTD_SIZE 0.099906 20040820
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006383 20040820
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.079125 20040820
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.182195 20040820
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.884096 20040820
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.363100 20040820
27 USFASTD_1DREVRSL USFASTD_CHEM 1.076881 20040820
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.532807 20040820
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.301301 20040820
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.620418 20040820
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.969309 20040820
3542 USFASTD_COMPELEC USFASTD_COMPELEC 99.171704 20040820
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.651821 20040820
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.814722 20040820
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.715617 20040820
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.044596 20040820
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.806515 20040820
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.560767 20040820
3549 USFASTD_TELECOM USFASTD_TELECOM 154.931768 20040820
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.868558 20040820
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.174875 20040820
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.295800 20040820
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.488585 20040820
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.986286 20040820
3555 USFASTD_WIRELESS USFASTD_WIRELESS 130.030462 20040820
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.016442 20040820
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.229330 20040820
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.599204 20040820
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.237377 20040820
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 67.765627 20040820
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.017001 20040820
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.084037 20040820
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.883733 20040820
3564 USFASTD_GASUTIL USFASTD_GASUTIL 54.828291 20040820
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 38.106607 20040820
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.382931 20040820
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 167.751405 20040820
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.837116 20040820
3569 USFASTD_COUNTRY USFASTD_COUNTRY 140.013290 20040820
[3570 rows x 4 columns],
'20040823': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.127273 20040823
1 USFASTD_1DREVRSL USFASTD_BETA 1.256788 20040823
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.042002 20040823
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002814 20040823
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.035544 20040823
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.043068 20040823
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.122999 20040823
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008051 20040823
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007991 20040823
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.117062 20040823
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083767 20040823
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.021718 20040823
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.116210 20040823
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.167796 20040823
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.121886 20040823
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041918 20040823
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.139635 20040823
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.046162 20040823
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036575 20040823
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.044610 20040823
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.547216 20040823
21 USFASTD_1DREVRSL USFASTD_SIZE 0.097252 20040823
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005941 20040823
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.163243 20040823
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.276663 20040823
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.037378 20040823
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.299358 20040823
27 USFASTD_1DREVRSL USFASTD_CHEM 1.062731 20040823
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.504919 20040823
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.364604 20040823
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.937109 20040823
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.771811 20040823
3542 USFASTD_COMPELEC USFASTD_COMPELEC 93.549094 20040823
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.721330 20040823
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.168455 20040823
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.172782 20040823
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.484056 20040823
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.218026 20040823
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.382033 20040823
3549 USFASTD_TELECOM USFASTD_TELECOM 145.109789 20040823
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.564791 20040823
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.203082 20040823
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.297374 20040823
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.373107 20040823
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.930361 20040823
3555 USFASTD_WIRELESS USFASTD_WIRELESS 121.807145 20040823
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.685964 20040823
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.218614 20040823
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.233417 20040823
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.181356 20040823
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.558633 20040823
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.480117 20040823
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.128566 20040823
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.763726 20040823
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.434216 20040823
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.716863 20040823
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.305623 20040823
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 157.089491 20040823
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.731046 20040823
3569 USFASTD_COUNTRY USFASTD_COUNTRY 138.524963 20040823
[3570 rows x 4 columns],
'20040824': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.033119 20040824
1 USFASTD_1DREVRSL USFASTD_BETA 1.177658 20040824
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.042405 20040824
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003688 20040824
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.031861 20040824
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038031 20040824
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.118191 20040824
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008559 20040824
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007652 20040824
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.110476 20040824
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.079804 20040824
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020592 20040824
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.116107 20040824
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.158561 20040824
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.116006 20040824
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.039084 20040824
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.133431 20040824
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.035687 20040824
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035521 20040824
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039545 20040824
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.519728 20040824
21 USFASTD_1DREVRSL USFASTD_SIZE 0.093149 20040824
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004861 20040824
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.101679 20040824
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.230194 20040824
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.014836 20040824
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.270539 20040824
27 USFASTD_1DREVRSL USFASTD_CHEM 1.057623 20040824
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.488233 20040824
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.364925 20040824
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.177847 20040824
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.461427 20040824
3542 USFASTD_COMPELEC USFASTD_COMPELEC 88.667081 20040824
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.018339 20040824
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.663559 20040824
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.689399 20040824
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.025752 20040824
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.770893 20040824
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.922126 20040824
3549 USFASTD_TELECOM USFASTD_TELECOM 139.285158 20040824
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.744339 20040824
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.181932 20040824
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.371037 20040824
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.201273 20040824
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.348573 20040824
3555 USFASTD_WIRELESS USFASTD_WIRELESS 115.925389 20040824
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.455315 20040824
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.242908 20040824
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.949679 20040824
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.868156 20040824
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.237914 20040824
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.651951 20040824
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.033712 20040824
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.140996 20040824
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.296979 20040824
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.266389 20040824
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.999560 20040824
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 150.499584 20040824
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.412556 20040824
3569 USFASTD_COUNTRY USFASTD_COUNTRY 129.709500 20040824
[3570 rows x 4 columns],
'20040825': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.928364 20040825
1 USFASTD_1DREVRSL USFASTD_BETA 1.111093 20040825
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.040329 20040825
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005879 20040825
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.029758 20040825
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.039474 20040825
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.113149 20040825
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009223 20040825
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007580 20040825
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.104461 20040825
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.075664 20040825
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.019172 20040825
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.111863 20040825
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.152626 20040825
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.110050 20040825
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.038093 20040825
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.125371 20040825
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.031279 20040825
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033330 20040825
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037134 20040825
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.493892 20040825
21 USFASTD_1DREVRSL USFASTD_SIZE 0.087599 20040825
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004583 20040825
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.044415 20040825
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.166952 20040825
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.956086 20040825
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.257077 20040825
27 USFASTD_1DREVRSL USFASTD_CHEM 0.993578 20040825
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.455762 20040825
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.369879 20040825
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.433190 20040825
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.331360 20040825
3542 USFASTD_COMPELEC USFASTD_COMPELEC 83.918434 20040825
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.328416 20040825
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.151274 20040825
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.225230 20040825
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.533982 20040825
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.278379 20040825
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.632753 20040825
3549 USFASTD_TELECOM USFASTD_TELECOM 132.535787 20040825
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.756513 20040825
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.181668 20040825
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.315988 20040825
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.222128 20040825
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.021182 20040825
3555 USFASTD_WIRELESS USFASTD_WIRELESS 109.642318 20040825
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.218861 20040825
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.238469 20040825
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.670211 20040825
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.586585 20040825
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 56.985899 20040825
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.708079 20040825
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.822987 20040825
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.698191 20040825
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.764535 20040825
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 32.552624 20040825
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.688439 20040825
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 142.984398 20040825
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.007747 20040825
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.303229 20040825
[3570 rows x 4 columns],
'20040826': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.862476 20040826
1 USFASTD_1DREVRSL USFASTD_BETA 1.126145 20040826
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.043091 20040826
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003620 20040826
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030292 20040826
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.034191 20040826
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107748 20040826
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007485 20040826
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008813 20040826
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.098410 20040826
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.072547 20040826
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.017878 20040826
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.106419 20040826
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.143529 20040826
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.101931 20040826
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034451 20040826
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.116712 20040826
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.041776 20040826
18 USFASTD_1DREVRSL USFASTD_SEASON 0.032898 20040826
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.035014 20040826
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.472206 20040826
21 USFASTD_1DREVRSL USFASTD_SIZE 0.073606 20040826
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005541 20040826
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.095495 20040826
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.212906 20040826
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.959069 20040826
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.228796 20040826
27 USFASTD_1DREVRSL USFASTD_CHEM 0.915668 20040826
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.431721 20040826
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.357350 20040826
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.724547 20040826
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.306615 20040826
3542 USFASTD_COMPELEC USFASTD_COMPELEC 79.130074 20040826
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.578684 20040826
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.702305 20040826
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.752398 20040826
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.028568 20040826
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.812876 20040826
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.553633 20040826
3549 USFASTD_TELECOM USFASTD_TELECOM 124.433673 20040826
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.746934 20040826
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.203936 20040826
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.312925 20040826
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.122777 20040826
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.953700 20040826
3555 USFASTD_WIRELESS USFASTD_WIRELESS 104.030443 20040826
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.959735 20040826
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.241100 20040826
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.413453 20040826
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.555199 20040826
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 53.521850 20040826
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.595382 20040826
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.390791 20040826
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.616969 20040826
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.902674 20040826
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.557712 20040826
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.645932 20040826
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 134.191230 20040826
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.938551 20040826
3569 USFASTD_COUNTRY USFASTD_COUNTRY 122.999669 20040826
[3570 rows x 4 columns],
'20040827': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.724151 20040827
1 USFASTD_1DREVRSL USFASTD_BETA 1.091299 20040827
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.040638 20040827
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.000920 20040827
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.027582 20040827
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.030448 20040827
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.098383 20040827
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005985 20040827
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009215 20040827
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.093261 20040827
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.066206 20040827
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015756 20040827
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.096131 20040827
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.131940 20040827
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.094524 20040827
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031670 20040827
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.106317 20040827
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.047509 20040827
18 USFASTD_1DREVRSL USFASTD_SEASON 0.030366 20040827
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032732 20040827
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.439487 20040827
21 USFASTD_1DREVRSL USFASTD_SIZE 0.065948 20040827
22 USFASTD_1DREVRSL USFASTD_VALUE 0.005341 20040827
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.039774 20040827
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.140258 20040827
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.919048 20040827
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.200442 20040827
27 USFASTD_1DREVRSL USFASTD_CHEM 0.871654 20040827
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.406479 20040827
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.334038 20040827
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.826199 20040827
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.174807 20040827
3542 USFASTD_COMPELEC USFASTD_COMPELEC 73.453876 20040827
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.641237 20040827
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.116692 20040827
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.232654 20040827
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.444464 20040827
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.244609 20040827
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.394318 20040827
3549 USFASTD_TELECOM USFASTD_TELECOM 114.833069 20040827
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.530686 20040827
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.213289 20040827
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.304118 20040827
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.020567 20040827
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.696620 20040827
3555 USFASTD_WIRELESS USFASTD_WIRELESS 96.676041 20040827
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.679491 20040827
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.226067 20040827
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.082567 20040827
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.407469 20040827
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 49.608199 20040827
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 30.150028 20040827
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 34.588054 20040827
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.404335 20040827
3564 USFASTD_GASUTIL USFASTD_GASUTIL 40.518044 20040827
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.209465 20040827
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.520586 20040827
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 123.869186 20040827
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.787554 20040827
3569 USFASTD_COUNTRY USFASTD_COUNTRY 119.518349 20040827
[3570 rows x 4 columns],
'20040830': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.673030 20040830
1 USFASTD_1DREVRSL USFASTD_BETA 1.180962 20040830
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.042860 20040830
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003744 20040830
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.025873 20040830
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.025723 20040830
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.095630 20040830
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005620 20040830
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012868 20040830
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.095170 20040830
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.063152 20040830
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015149 20040830
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.088942 20040830
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.126429 20040830
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.087949 20040830
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030568 20040830
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.101566 20040830
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.065878 20040830
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029981 20040830
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031738 20040830
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.430129 20040830
21 USFASTD_1DREVRSL USFASTD_SIZE 0.055953 20040830
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002683 20040830
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.048469 20040830
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.139370 20040830
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.913488 20040830
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.177939 20040830
27 USFASTD_1DREVRSL USFASTD_CHEM 0.859542 20040830
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.417730 20040830
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.322510 20040830
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.451119 20040830
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.492731 20040830
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.851898 20040830
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.321555 20040830
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.815070 20040830
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.093420 20040830
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.241934 20040830
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.032263 20040830
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.930707 20040830
3549 USFASTD_TELECOM USFASTD_TELECOM 111.677818 20040830
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.160277 20040830
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.381117 20040830
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.403741 20040830
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.858790 20040830
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.680637 20040830
3555 USFASTD_WIRELESS USFASTD_WIRELESS 93.715133 20040830
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.502068 20040830
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.273954 20040830
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.888480 20040830
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.891155 20040830
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 48.868822 20040830
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 29.568758 20040830
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.843017 20040830
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.375266 20040830
3564 USFASTD_GASUTIL USFASTD_GASUTIL 39.489257 20040830
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.457103 20040830
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.049264 20040830
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 120.038889 20040830
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.328534 20040830
3569 USFASTD_COUNTRY USFASTD_COUNTRY 131.203137 20040830
[3570 rows x 4 columns],
'20040831': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.660587 20040831
1 USFASTD_1DREVRSL USFASTD_BETA 1.151425 20040831
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.043044 20040831
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003454 20040831
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.025215 20040831
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.029580 20040831
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.094667 20040831
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005712 20040831
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.015119 20040831
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.095185 20040831
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.061252 20040831
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013435 20040831
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.085341 20040831
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.122141 20040831
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.087761 20040831
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030784 20040831
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.099768 20040831
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.066647 20040831
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029544 20040831
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037768 20040831
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.437304 20040831
21 USFASTD_1DREVRSL USFASTD_SIZE 0.054733 20040831
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001754 20040831
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.122534 20040831
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.167246 20040831
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.945730 20040831
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.134815 20040831
27 USFASTD_1DREVRSL USFASTD_CHEM 0.827921 20040831
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.396746 20040831
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.298495 20040831
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.296527 20040831
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.349233 20040831
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.114341 20040831
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.200997 20040831
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.711787 20040831
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.140154 20040831
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.144771 20040831
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.095183 20040831
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.694165 20040831
3549 USFASTD_TELECOM USFASTD_TELECOM 109.295282 20040831
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.813934 20040831
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.424796 20040831
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.406433 20040831
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.773731 20040831
3554 USFASTD_TELECOM USFASTD_COUNTRY -9.372278 20040831
3555 USFASTD_WIRELESS USFASTD_WIRELESS 91.670783 20040831
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.477104 20040831
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.261558 20040831
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.850878 20040831
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.791280 20040831
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 48.655937 20040831
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 29.173427 20040831
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.632749 20040831
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.132433 20040831
3564 USFASTD_GASUTIL USFASTD_GASUTIL 38.624251 20040831
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.005845 20040831
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.904817 20040831
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 118.645110 20040831
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.130253 20040831
3569 USFASTD_COUNTRY USFASTD_COUNTRY 128.187352 20040831
[3570 rows x 4 columns],
'20040901': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.660389 20040901
1 USFASTD_1DREVRSL USFASTD_BETA 1.093678 20040901
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.041382 20040901
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001626 20040901
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.024855 20040901
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.031030 20040901
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.095605 20040901
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005620 20040901
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013934 20040901
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.092529 20040901
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.067352 20040901
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014109 20040901
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.087033 20040901
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.122674 20040901
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.089313 20040901
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031851 20040901
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.098376 20040901
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.056861 20040901
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029104 20040901
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.036878 20040901
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.434317 20040901
21 USFASTD_1DREVRSL USFASTD_SIZE 0.058053 20040901
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001583 20040901
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.090169 20040901
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.149635 20040901
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.919470 20040901
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.148747 20040901
27 USFASTD_1DREVRSL USFASTD_CHEM 0.819438 20040901
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.383172 20040901
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.309381 20040901
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.462388 20040901
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.182196 20040901
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.670563 20040901
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.157451 20040901
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.741364 20040901
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.149776 20040901
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.126271 20040901
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.216122 20040901
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.433808 20040901
3549 USFASTD_TELECOM USFASTD_TELECOM 111.956880 20040901
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.936171 20040901
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.373161 20040901
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.490034 20040901
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.955631 20040901
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.859624 20040901
3555 USFASTD_WIRELESS USFASTD_WIRELESS 91.599157 20040901
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.492320 20040901
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.249093 20040901
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.870786 20040901
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.552762 20040901
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 48.615694 20040901
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 29.232596 20040901
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.772093 20040901
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.666938 20040901
3564 USFASTD_GASUTIL USFASTD_GASUTIL 38.868822 20040901
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.153989 20040901
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.634705 20040901
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 119.775786 20040901
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.941510 20040901
3569 USFASTD_COUNTRY USFASTD_COUNTRY 121.708921 20040901
[3570 rows x 4 columns],
'20040902': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.708068 20040902
1 USFASTD_1DREVRSL USFASTD_BETA 0.977748 20040902
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.038797 20040902
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005262 20040902
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.026858 20040902
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.035855 20040902
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.099947 20040902
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008373 20040902
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009392 20040902
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.089484 20040902
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071254 20040902
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014932 20040902
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.094664 20040902
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.129851 20040902
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.097776 20040902
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034943 20040902
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.108672 20040902
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.030536 20040902
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029555 20040902
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038279 20040902
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.442946 20040902
21 USFASTD_1DREVRSL USFASTD_SIZE 0.070167 20040902
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004435 20040902
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.058253 20040902
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.138672 20040902
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.908557 20040902
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.179396 20040902
27 USFASTD_1DREVRSL USFASTD_CHEM 0.823457 20040902
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.361647 20040902
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.311913 20040902
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.783516 20040902
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.376859 20040902
3542 USFASTD_COMPELEC USFASTD_COMPELEC 73.623365 20040902
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.550249 20040902
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.100475 20040902
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.351348 20040902
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.322308 20040902
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.408375 20040902
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.604348 20040902
3549 USFASTD_TELECOM USFASTD_TELECOM 115.483754 20040902
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.365206 20040902
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.294259 20040902
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.441934 20040902
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.055497 20040902
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.854627 20040902
3555 USFASTD_WIRELESS USFASTD_WIRELESS 94.682434 20040902
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.656700 20040902
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.240744 20040902
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.016923 20040902
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.169759 20040902
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 50.057289 20040902
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 30.134058 20040902
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 34.832973 20040902
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.761353 20040902
3564 USFASTD_GASUTIL USFASTD_GASUTIL 40.160050 20040902
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.062228 20040902
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.213998 20040902
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 123.884888 20040902
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.555425 20040902
3569 USFASTD_COUNTRY USFASTD_COUNTRY 111.572250 20040902
[3570 rows x 4 columns],
'20040903': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.740816 20040903
1 USFASTD_1DREVRSL USFASTD_BETA 0.928755 20040903
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.038694 20040903
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008441 20040903
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028269 20040903
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038736 20040903
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.103574 20040903
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010041 20040903
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007917 20040903
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.088087 20040903
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.073959 20040903
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016084 20040903
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.099112 20040903
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.135059 20040903
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.101190 20040903
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035836 20040903
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.111966 20040903
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.020435 20040903
18 USFASTD_1DREVRSL USFASTD_SEASON 0.029929 20040903
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038247 20040903
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.448471 20040903
21 USFASTD_1DREVRSL USFASTD_SIZE 0.076260 20040903
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004695 20040903
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.043844 20040903
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.135521 20040903
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.906992 20040903
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.191428 20040903
27 USFASTD_1DREVRSL USFASTD_CHEM 0.843231 20040903
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.361757 20040903
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.330606 20040903
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.992409 20040903
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.435495 20040903
3542 USFASTD_COMPELEC USFASTD_COMPELEC 81.319401 20040903
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.272485 20040903
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.489243 20040903
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.542051 20040903
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.567745 20040903
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.619329 20040903
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.758213 20040903
3549 USFASTD_TELECOM USFASTD_TELECOM 117.657662 20040903
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.645089 20040903
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.234773 20040903
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.411861 20040903
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.122833 20040903
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.477578 20040903
3555 USFASTD_WIRELESS USFASTD_WIRELESS 96.493423 20040903
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.782067 20040903
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.226627 20040903
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.125168 20040903
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.980641 20040903
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.633770 20040903
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 30.971615 20040903
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.810793 20040903
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.358965 20040903
3564 USFASTD_GASUTIL USFASTD_GASUTIL 41.119183 20040903
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.742489 20040903
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.975242 20040903
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 126.864175 20040903
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.309053 20040903
3569 USFASTD_COUNTRY USFASTD_COUNTRY 106.349631 20040903
[3570 rows x 4 columns],
'20040907': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.757916 20040907
1 USFASTD_1DREVRSL USFASTD_BETA 0.956497 20040907
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.039837 20040907
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.007823 20040907
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028486 20040907
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.039341 20040907
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.104379 20040907
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009802 20040907
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008846 20040907
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.089259 20040907
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.074999 20040907
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016711 20040907
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.099646 20040907
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.136695 20040907
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.101934 20040907
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.036202 20040907
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.112730 20040907
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.022300 20040907
18 USFASTD_1DREVRSL USFASTD_SEASON 0.030881 20040907
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038655 20040907
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.452884 20040907
21 USFASTD_1DREVRSL USFASTD_SIZE 0.076318 20040907
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004941 20040907
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.086855 20040907
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.186072 20040907
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.930456 20040907
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.189747 20040907
27 USFASTD_1DREVRSL USFASTD_CHEM 0.851977 20040907
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.367153 20040907
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.356099 20040907
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.089429 20040907
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.403835 20040907
3542 USFASTD_COMPELEC USFASTD_COMPELEC 82.044551 20040907
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.440654 20040907
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.588799 20040907
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.610176 20040907
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.696905 20040907
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.686388 20040907
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.843902 20040907
3549 USFASTD_TELECOM USFASTD_TELECOM 119.358802 20040907
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.807743 20040907
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.233618 20040907
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.490262 20040907
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.153926 20040907
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.538855 20040907
3555 USFASTD_WIRELESS USFASTD_WIRELESS 97.690595 20040907
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.817109 20040907
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.202630 20040907
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.161496 20040907
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.125185 20040907
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 52.111555 20040907
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.416073 20040907
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.156559 20040907
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.533780 20040907
3564 USFASTD_GASUTIL USFASTD_GASUTIL 41.982060 20040907
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.156494 20040907
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.000521 20040907
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 128.130598 20040907
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.427966 20040907
3569 USFASTD_COUNTRY USFASTD_COUNTRY 109.447097 20040907
[3570 rows x 4 columns],
'20040908': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.809133 20040908
1 USFASTD_1DREVRSL USFASTD_BETA 0.954226 20040908
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.039995 20040908
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.009682 20040908
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030056 20040908
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.041377 20040908
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107838 20040908
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010290 20040908
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008445 20040908
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.090880 20040908
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.077583 20040908
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.017214 20040908
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.103654 20040908
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.141790 20040908
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.108624 20040908
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.037297 20040908
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.118654 20040908
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.016939 20040908
18 USFASTD_1DREVRSL USFASTD_SEASON 0.032505 20040908
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.039688 20040908
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.464682 20040908
21 USFASTD_1DREVRSL USFASTD_SIZE 0.080452 20040908
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006495 20040908
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.115499 20040908
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.219695 20040908
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.952232 20040908
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.199470 20040908
27 USFASTD_1DREVRSL USFASTD_CHEM 0.909728 20040908
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.387683 20040908
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.431664 20040908
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.426353 20040908
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.349006 20040908
3542 USFASTD_COMPELEC USFASTD_COMPELEC 85.812728 20040908
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.014753 20040908
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.884180 20040908
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.150899 20040908
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.033203 20040908
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.844320 20040908
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.712636 20040908
3549 USFASTD_TELECOM USFASTD_TELECOM 123.613891 20040908
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.333440 20040908
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.302082 20040908
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.520830 20040908
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.276810 20040908
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.443495 20040908
3555 USFASTD_WIRELESS USFASTD_WIRELESS 100.672543 20040908
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.978057 20040908
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.211179 20040908
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.328748 20040908
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.086965 20040908
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.415514 20040908
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.921639 20040908
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.794471 20040908
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.500413 20040908
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.365323 20040908
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.118892 20040908
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.945612 20040908
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 132.852666 20040908
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.525951 20040908
3569 USFASTD_COUNTRY USFASTD_COUNTRY 109.523141 20040908
[3570 rows x 4 columns],
'20040909': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.094873 20040909
1 USFASTD_1DREVRSL USFASTD_BETA 0.997678 20040909
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.040719 20040909
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.016482 20040909
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034240 20040909
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058432 20040909
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.130293 20040909
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012363 20040909
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003462 20040909
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.103226 20040909
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.089485 20040909
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020716 20040909
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.124020 20040909
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.163899 20040909
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.130510 20040909
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043144 20040909
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.136766 20040909
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.005752 20040909
18 USFASTD_1DREVRSL USFASTD_SEASON 0.037771 20040909
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.047873 20040909
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.529924 20040909
21 USFASTD_1DREVRSL USFASTD_SIZE 0.098455 20040909
22 USFASTD_1DREVRSL USFASTD_VALUE 0.008363 20040909
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.194808 20040909
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.331927 20040909
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.022730 20040909
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.318037 20040909
27 USFASTD_1DREVRSL USFASTD_CHEM 1.022328 20040909
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.412686 20040909
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.499768 20040909
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.304989 20040909
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.553853 20040909
3542 USFASTD_COMPELEC USFASTD_COMPELEC 100.394751 20040909
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.075476 20040909
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.604435 20040909
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.320317 20040909
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.234371 20040909
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.009140 20040909
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.787782 20040909
3549 USFASTD_TELECOM USFASTD_TELECOM 142.405331 20040909
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.911075 20040909
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.246413 20040909
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.544311 20040909
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.529750 20040909
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.357480 20040909
3555 USFASTD_WIRELESS USFASTD_WIRELESS 118.127232 20040909
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.616623 20040909
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.258757 20040909
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.021728 20040909
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.052716 20040909
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 64.037788 20040909
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.998294 20040909
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 43.577456 20040909
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.414892 20040909
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.008188 20040909
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.690640 20040909
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.877294 20040909
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 152.919520 20040909
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.491748 20040909
3569 USFASTD_COUNTRY USFASTD_COUNTRY 109.059478 20040909
[3570 rows x 4 columns],
'20040910': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.114218 20040910
1 USFASTD_1DREVRSL USFASTD_BETA 0.963359 20040910
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.040815 20040910
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.021088 20040910
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033114 20040910
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.063335 20040910
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.131367 20040910
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011416 20040910
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002492 20040910
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.100726 20040910
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.087841 20040910
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022279 20040910
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.131452 20040910
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.174070 20040910
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.133498 20040910
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.043550 20040910
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.137208 20040910
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.015542 20040910
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038298 20040910
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.045238 20040910
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.531319 20040910
21 USFASTD_1DREVRSL USFASTD_SIZE 0.097735 20040910
22 USFASTD_1DREVRSL USFASTD_VALUE 0.009090 20040910
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.144551 20040910
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.291492 20040910
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.970826 20040910
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.354392 20040910
27 USFASTD_1DREVRSL USFASTD_CHEM 1.077806 20040910
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.440540 20040910
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.545826 20040910
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.311988 20040910
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.445027 20040910
3542 USFASTD_COMPELEC USFASTD_COMPELEC 103.686939 20040910
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.226843 20040910
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.754567 20040910
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.368485 20040910
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.226652 20040910
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.081172 20040910
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.924894 20040910
3549 USFASTD_TELECOM USFASTD_TELECOM 142.554693 20040910
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.921253 20040910
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.233036 20040910
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.589876 20040910
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.540301 20040910
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.060204 20040910
3555 USFASTD_WIRELESS USFASTD_WIRELESS 118.273653 20040910
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.639693 20040910
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.252067 20040910
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.036345 20040910
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.910738 20040910
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 64.209691 20040910
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.192625 20040910
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 43.658709 20040910
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.114711 20040910
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.215242 20040910
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.735702 20040910
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.678858 20040910
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 153.095056 20040910
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.300246 20040910
3569 USFASTD_COUNTRY USFASTD_COUNTRY 105.781119 20040910
[3570 rows x 4 columns],
'20040913': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.961049 20040913
1 USFASTD_1DREVRSL USFASTD_BETA 0.893872 20040913
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.038471 20040913
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.019483 20040913
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030905 20040913
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.059347 20040913
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.122628 20040913
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010431 20040913
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002547 20040913
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.093119 20040913
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.081714 20040913
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020695 20040913
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.122334 20040913
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161538 20040913
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.124146 20040913
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040418 20040913
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.128895 20040913
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.014981 20040913
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036227 20040913
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.042288 20040913
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.498285 20040913
21 USFASTD_1DREVRSL USFASTD_SIZE 0.090990 20040913
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007952 20040913
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.055763 20040913
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.195028 20040913
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.898192 20040913
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.335633 20040913
27 USFASTD_1DREVRSL USFASTD_CHEM 1.006233 20040913
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.407318 20040913
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.512280 20040913
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.432014 20040913
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.180391 20040913
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.062748 20040913
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.090838 20040913
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.010713 20040913
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.022807 20040913
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.867366 20040913
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.641042 20040913
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.552519 20040913
3549 USFASTD_TELECOM USFASTD_TELECOM 132.644314 20040913
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.565959 20040913
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.112605 20040913
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.450779 20040913
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.533921 20040913
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.463919 20040913
3555 USFASTD_WIRELESS USFASTD_WIRELESS 109.659226 20040913
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.373695 20040913
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.239599 20040913
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.700931 20040913
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.596898 20040913
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 61.756187 20040913
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.673719 20040913
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.594055 20040913
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.773608 20040913
3564 USFASTD_GASUTIL USFASTD_GASUTIL 50.986358 20040913
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.996087 20040913
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.529392 20040913
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 144.034350 20040913
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.046745 20040913
3569 USFASTD_COUNTRY USFASTD_COUNTRY 97.473086 20040913
[3570 rows x 4 columns],
'20040914': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.840751 20040914
1 USFASTD_1DREVRSL USFASTD_BETA 0.946749 20040914
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.040982 20040914
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.012675 20040914
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028898 20040914
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.051131 20040914
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.115436 20040914
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009221 20040914
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005060 20040914
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.092074 20040914
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.075229 20040914
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.018884 20040914
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.112049 20040914
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.149054 20040914
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.113042 20040914
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.037699 20040914
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.117648 20040914
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.002779 20040914
18 USFASTD_1DREVRSL USFASTD_SEASON 0.033715 20040914
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.040761 20040914
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.471515 20040914
21 USFASTD_1DREVRSL USFASTD_SIZE 0.075078 20040914
22 USFASTD_1DREVRSL USFASTD_VALUE 0.006939 20040914
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.038558 20040914
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.147815 20040914
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.862920 20040914
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.285654 20040914
27 USFASTD_1DREVRSL USFASTD_CHEM 0.969341 20040914
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.411346 20040914
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.484688 20040914
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.772513 20040914
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.387234 20040914
3542 USFASTD_COMPELEC USFASTD_COMPELEC 91.588931 20040914
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.694505 20040914
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.329523 20040914
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.572643 20040914
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.424898 20040914
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.274793 20040914
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.864579 20040914
3549 USFASTD_TELECOM USFASTD_TELECOM 127.424219 20040914
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.696290 20040914
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.257125 20040914
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.567447 20040914
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.223053 20040914
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.004853 20040914
3555 USFASTD_WIRELESS USFASTD_WIRELESS 102.474367 20040914
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.045281 20040914
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.255560 20040914
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.358653 20040914
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.842856 20040914
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 57.888882 20040914
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.351849 20040914
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.066040 20040914
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.245524 20040914
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.856140 20040914
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.964140 20040914
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.783136 20040914
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 135.318216 20040914
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.305204 20040914
3569 USFASTD_COUNTRY USFASTD_COUNTRY 104.119749 20040914
[3570 rows x 4 columns],
'20040915': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.782363 20040915
1 USFASTD_1DREVRSL USFASTD_BETA 1.102276 20040915
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.043617 20040915
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.004914 20040915
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.027096 20040915
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.042913 20040915
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.108917 20040915
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007656 20040915
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010826 20040915
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.095737 20040915
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070343 20040915
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.017374 20040915
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.101084 20040915
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.140839 20040915
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.107029 20040915
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035270 20040915
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.107452 20040915
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.034216 20040915
18 USFASTD_1DREVRSL USFASTD_SEASON 0.034061 20040915
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.041793 20040915
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.462605 20040915
21 USFASTD_1DREVRSL USFASTD_SIZE 0.063169 20040915
22 USFASTD_1DREVRSL USFASTD_VALUE 0.007444 20040915
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.097983 20040915
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.173855 20040915
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.865046 20040915
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.249728 20040915
27 USFASTD_1DREVRSL USFASTD_CHEM 0.952426 20040915
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.426368 20040915
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.465288 20040915
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.314914 20040915
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.124962 20040915
3542 USFASTD_COMPELEC USFASTD_COMPELEC 90.154561 20040915
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.195285 20040915
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.218027 20040915
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.398342 20040915
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.133825 20040915
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.977243 20040915
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.080942 20040915
3549 USFASTD_TELECOM USFASTD_TELECOM 126.188096 20040915
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.546744 20040915
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.343662 20040915
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.696619 20040915
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.034911 20040915
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.090014 20040915
3555 USFASTD_WIRELESS USFASTD_WIRELESS 99.699677 20040915
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.857985 20040915
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.315838 20040915
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.145498 20040915
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.397760 20040915
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.670095 20040915
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.085850 20040915
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.655696 20040915
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.430073 20040915
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.261482 20040915
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.913944 20040915
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.364498 20040915
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 130.647417 20040915
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.935274 20040915
3569 USFASTD_COUNTRY USFASTD_COUNTRY 121.792265 20040915
[3570 rows x 4 columns],
'20040916': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.721075 20040916
1 USFASTD_1DREVRSL USFASTD_BETA 1.062341 20040916
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.034483 20040916
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.001078 20040916
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.020722 20040916
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038270 20040916
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.103738 20040916
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006760 20040916
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.015119 20040916
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.092335 20040916
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.065278 20040916
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016240 20040916
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.096025 20040916
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.132865 20040916
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.107829 20040916
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031802 20040916
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.096189 20040916
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.031733 20040916
18 USFASTD_1DREVRSL USFASTD_SEASON 0.032119 20040916
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038802 20040916
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.441357 20040916
21 USFASTD_1DREVRSL USFASTD_SIZE 0.065907 20040916
22 USFASTD_1DREVRSL USFASTD_VALUE 0.002131 20040916
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.064153 20040916
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.102173 20040916
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.839878 20040916
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.255797 20040916
27 USFASTD_1DREVRSL USFASTD_CHEM 0.890272 20040916
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.384667 20040916
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.430836 20040916
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.575518 20040916
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.999079 20040916
3542 USFASTD_COMPELEC USFASTD_COMPELEC 84.226615 20040916
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.357648 20040916
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.600486 20040916
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.858175 20040916
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.598494 20040916
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.461580 20040916
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.835081 20040916
3549 USFASTD_TELECOM USFASTD_TELECOM 119.155025 20040916
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.505011 20040916
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.328753 20040916
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.684380 20040916
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.975720 20040916
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.750089 20040916
3555 USFASTD_WIRELESS USFASTD_WIRELESS 93.279385 20040916
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.593873 20040916
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.294763 20040916
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.866029 20040916
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.269885 20040916
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.992741 20040916
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.832834 20040916
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.173332 20040916
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.134591 20040916
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.202825 20040916
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.872106 20040916
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.200391 20040916
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 122.025479 20040916
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.767750 20040916
3569 USFASTD_COUNTRY USFASTD_COUNTRY 117.673378 20040916
[3570 rows x 4 columns],
'20040917': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.811818 20040917
1 USFASTD_1DREVRSL USFASTD_BETA 1.038507 20040917
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.033567 20040917
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005426 20040917
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.022722 20040917
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.044513 20040917
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.109388 20040917
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008872 20040917
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008267 20040917
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.083834 20040917
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071033 20040917
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016353 20040917
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.100934 20040917
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.139727 20040917
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.108895 20040917
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031310 20040917
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.101557 20040917
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.023731 20040917
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035164 20040917
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034312 20040917
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.458718 20040917
21 USFASTD_1DREVRSL USFASTD_SIZE 0.057872 20040917
22 USFASTD_1DREVRSL USFASTD_VALUE -0.002292 20040917
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.115753 20040917
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.182286 20040917
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.938414 20040917
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.197566 20040917
27 USFASTD_1DREVRSL USFASTD_CHEM 0.955446 20040917
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.373816 20040917
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.415489 20040917
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.845522 20040917
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.665785 20040917
3542 USFASTD_COMPELEC USFASTD_COMPELEC 83.568916 20040917
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.207836 20040917
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.539548 20040917
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.762136 20040917
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.593276 20040917
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.363850 20040917
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.535052 20040917
3549 USFASTD_TELECOM USFASTD_TELECOM 118.435486 20040917
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.374555 20040917
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.318535 20040917
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.790848 20040917
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.933275 20040917
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.284965 20040917
3555 USFASTD_WIRELESS USFASTD_WIRELESS 93.143234 20040917
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.600185 20040917
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.210050 20040917
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.891434 20040917
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.095412 20040917
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.498174 20040917
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.114850 20040917
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 34.874857 20040917
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.698700 20040917
3564 USFASTD_GASUTIL USFASTD_GASUTIL 44.505742 20040917
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.205555 20040917
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.965470 20040917
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 121.111237 20040917
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.487468 20040917
3569 USFASTD_COUNTRY USFASTD_COUNTRY 111.747747 20040917
[3570 rows x 4 columns],
'20040920': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.857230 20040920
1 USFASTD_1DREVRSL USFASTD_BETA 1.094978 20040920
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.039138 20040920
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003089 20040920
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.023951 20040920
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.041129 20040920
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.109126 20040920
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008665 20040920
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.011894 20040920
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.088661 20040920
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070189 20040920
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015383 20040920
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.102359 20040920
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.138064 20040920
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.110297 20040920
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030559 20040920
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.102492 20040920
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.029367 20040920
18 USFASTD_1DREVRSL USFASTD_SEASON 0.035311 20040920
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033298 20040920
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.468789 20040920
21 USFASTD_1DREVRSL USFASTD_SIZE 0.056732 20040920
22 USFASTD_1DREVRSL USFASTD_VALUE -0.001404 20040920
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.166096 20040920
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.217292 20040920
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.990919 20040920
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.180798 20040920
27 USFASTD_1DREVRSL USFASTD_CHEM 0.956859 20040920
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.398580 20040920
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.436611 20040920
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.027187 20040920
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.701652 20040920
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.128329 20040920
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.661174 20040920
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.663421 20040920
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.019619 20040920
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.849488 20040920
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.586704 20040920
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.737149 20040920
3549 USFASTD_TELECOM USFASTD_TELECOM 119.951444 20040920
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.681390 20040920
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.341694 20040920
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.810810 20040920
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.934035 20040920
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.681071 20040920
3555 USFASTD_WIRELESS USFASTD_WIRELESS 95.583667 20040920
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.665070 20040920
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.215425 20040920
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.970138 20040920
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.259586 20040920
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 52.147673 20040920
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.516818 20040920
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.312181 20040920
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.115329 20040920
3564 USFASTD_GASUTIL USFASTD_GASUTIL 45.051862 20040920
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.566777 20040920
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.184249 20040920
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 122.588657 20040920
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.739886 20040920
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.143235 20040920
[3570 rows x 4 columns],
'20040921': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.951688 20040921
1 USFASTD_1DREVRSL USFASTD_BETA 0.979003 20040921
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.044603 20040921
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.005720 20040921
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.030103 20040921
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.041862 20040921
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.110456 20040921
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017210 20040921
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005361 20040921
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.085475 20040921
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071284 20040921
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016750 20040921
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.107639 20040921
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.141691 20040921
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.117248 20040921
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032137 20040921
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.121974 20040921
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.007186 20040921
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036291 20040921
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037645 20040921
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.482820 20040921
21 USFASTD_1DREVRSL USFASTD_SIZE 0.072822 20040921
22 USFASTD_1DREVRSL USFASTD_VALUE 0.001458 20040921
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.192411 20040921
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.255634 20040921
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.094689 20040921
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.129070 20040921
27 USFASTD_1DREVRSL USFASTD_CHEM 1.014311 20040921
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.413593 20040921
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.401704 20040921
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.417893 20040921
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.365360 20040921
3542 USFASTD_COMPELEC USFASTD_COMPELEC 93.097913 20040921
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.234127 20040921
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.086507 20040921
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.266037 20040921
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.080638 20040921
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.825395 20040921
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.899904 20040921
3549 USFASTD_TELECOM USFASTD_TELECOM 124.595240 20040921
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.195910 20040921
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.269659 20040921
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.704401 20040921
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.034307 20040921
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.652561 20040921
3555 USFASTD_WIRELESS USFASTD_WIRELESS 99.064639 20040921
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.841988 20040921
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.235530 20040921
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.135384 20040921
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.816257 20040921
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 53.867837 20040921
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.013841 20040921
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.503350 20040921
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.201870 20040921
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.869678 20040921
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.977601 20040921
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.882612 20040921
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 126.938341 20040921
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.228173 20040921
3569 USFASTD_COUNTRY USFASTD_COUNTRY 105.961470 20040921
[3570 rows x 4 columns],
'20040922': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.906901 20040922
1 USFASTD_1DREVRSL USFASTD_BETA 1.121235 20040922
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.044839 20040922
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002029 20040922
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.029105 20040922
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.039848 20040922
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107595 20040922
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.015957 20040922
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.006061 20040922
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.087800 20040922
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070695 20040922
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014633 20040922
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.114070 20040922
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.132784 20040922
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.111290 20040922
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.029478 20040922
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.123053 20040922
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.028081 20040922
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038348 20040922
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031073 20040922
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.475618 20040922
21 USFASTD_1DREVRSL USFASTD_SIZE 0.059651 20040922
22 USFASTD_1DREVRSL USFASTD_VALUE 0.000066 20040922
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.220468 20040922
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.289062 20040922
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.121218 20040922
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.070705 20040922
27 USFASTD_1DREVRSL USFASTD_CHEM 0.980039 20040922
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.423110 20040922
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.404939 20040922
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.100907 20040922
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.157448 20040922
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.431348 20040922
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.723845 20040922
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.739284 20040922
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.979632 20040922
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.825821 20040922
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.514582 20040922
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.515746 20040922
3549 USFASTD_TELECOM USFASTD_TELECOM 119.812253 20040922
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.668709 20040922
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.370956 20040922
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.819922 20040922
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.891991 20040922
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.829749 20040922
3555 USFASTD_WIRELESS USFASTD_WIRELESS 95.571730 20040922
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.636013 20040922
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.317586 20040922
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.918418 20040922
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.485929 20040922
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.974132 20040922
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.231802 20040922
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.218074 20040922
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.309933 20040922
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.334656 20040922
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.276708 20040922
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.773466 20040922
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 122.216220 20040922
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.000634 20040922
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.450054 20040922
[3570 rows x 4 columns],
'20040923': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.870087 20040923
1 USFASTD_1DREVRSL USFASTD_BETA 1.122000 20040923
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.046645 20040923
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002829 20040923
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028673 20040923
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.037711 20040923
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.104341 20040923
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014478 20040923
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005453 20040923
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.089814 20040923
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.069150 20040923
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012249 20040923
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.110254 20040923
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.127555 20040923
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.110673 20040923
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.027626 20040923
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.118125 20040923
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.034396 20040923
18 USFASTD_1DREVRSL USFASTD_SEASON 0.037214 20040923
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027952 20040923
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.468167 20040923
21 USFASTD_1DREVRSL USFASTD_SIZE 0.058636 20040923
22 USFASTD_1DREVRSL USFASTD_VALUE -0.000982 20040923
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.210233 20040923
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.273852 20040923
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.094113 20040923
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.080628 20040923
27 USFASTD_1DREVRSL USFASTD_CHEM 0.983625 20040923
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.423924 20040923
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.432072 20040923
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.987653 20040923
3541 USFASTD_COMMEQP USFASTD_COUNTRY 4.080176 20040923
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.550163 20040923
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.417077 20040923
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.986920 20040923
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.856040 20040923
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.057952 20040923
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.422233 20040923
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.491399 20040923
3549 USFASTD_TELECOM USFASTD_TELECOM 116.801536 20040923
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.887051 20040923
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.367143 20040923
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.786849 20040923
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.880506 20040923
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.881948 20040923
3555 USFASTD_WIRELESS USFASTD_WIRELESS 100.472369 20040923
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.755984 20040923
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.035883 20040923
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.097972 20040923
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.801782 20040923
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 50.969189 20040923
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.698811 20040923
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 34.587552 20040923
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.326790 20040923
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.778757 20040923
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.785976 20040923
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.792260 20040923
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 120.078000 20040923
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.981662 20040923
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.056386 20040923
[3570 rows x 4 columns],
'20040924': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.894920 20040924
1 USFASTD_1DREVRSL USFASTD_BETA 1.066847 20040924
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.046997 20040924
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002071 20040924
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.024948 20040924
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.037693 20040924
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.103689 20040924
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016250 20040924
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003419 20040924
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.083759 20040924
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.066505 20040924
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.008500 20040924
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.110684 20040924
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.121670 20040924
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.109944 20040924
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.026582 20040924
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.110005 20040924
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.029185 20040924
18 USFASTD_1DREVRSL USFASTD_SEASON 0.036200 20040924
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031103 20040924
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.470506 20040924
21 USFASTD_1DREVRSL USFASTD_SIZE 0.060420 20040924
22 USFASTD_1DREVRSL USFASTD_VALUE -0.000783 20040924
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.353076 20040924
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.381454 20040924
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.182007 20040924
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.030246 20040924
27 USFASTD_1DREVRSL USFASTD_CHEM 0.917630 20040924
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.379277 20040924
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.411560 20040924
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.647295 20040924
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.763861 20040924
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.625596 20040924
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.360861 20040924
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.889376 20040924
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.723066 20040924
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.854999 20040924
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.138792 20040924
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.061261 20040924
3549 USFASTD_TELECOM USFASTD_TELECOM 114.171844 20040924
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.529637 20040924
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.329819 20040924
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.755325 20040924
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.890855 20040924
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.295755 20040924
3555 USFASTD_WIRELESS USFASTD_WIRELESS 98.369461 20040924
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.709826 20040924
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.067813 20040924
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.096641 20040924
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.467731 20040924
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 50.031454 20040924
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.206746 20040924
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 34.257812 20040924
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.752732 20040924
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.238938 20040924
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.647110 20040924
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.508557 20040924
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 119.914459 20040924
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.705335 20040924
3569 USFASTD_COUNTRY USFASTD_COUNTRY 115.337326 20040924
[3570 rows x 4 columns],
'20040927': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.889120 20040927
1 USFASTD_1DREVRSL USFASTD_BETA 1.153119 20040927
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.045570 20040927
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000657 20040927
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.028362 20040927
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.036497 20040927
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100600 20040927
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012749 20040927
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009045 20040927
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.084403 20040927
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.063809 20040927
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.008668 20040927
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.104510 20040927
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.115206 20040927
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.104276 20040927
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.026664 20040927
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.104331 20040927
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042537 20040927
18 USFASTD_1DREVRSL USFASTD_SEASON 0.037052 20040927
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026337 20040927
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.466252 20040927
21 USFASTD_1DREVRSL USFASTD_SIZE 0.047776 20040927
22 USFASTD_1DREVRSL USFASTD_VALUE -0.004330 20040927
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.412129 20040927
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.389441 20040927
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.227196 20040927
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.032285 20040927
27 USFASTD_1DREVRSL USFASTD_CHEM 0.873276 20040927
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.389750 20040927
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.316724 20040927
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.421779 20040927
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.807596 20040927
3542 USFASTD_COMPELEC USFASTD_COMPELEC 88.325644 20040927
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.272996 20040927
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.684369 20040927
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.562716 20040927
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.667884 20040927
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.010579 20040927
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.189958 20040927
3549 USFASTD_TELECOM USFASTD_TELECOM 112.482397 20040927
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.520565 20040927
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.319974 20040927
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.695424 20040927
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.856666 20040927
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.541821 20040927
3555 USFASTD_WIRELESS USFASTD_WIRELESS 98.635453 20040927
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.712743 20040927
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.158538 20040927
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.042902 20040927
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.539196 20040927
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 49.150865 20040927
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.787285 20040927
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.556589 20040927
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.156262 20040927
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.830794 20040927
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.145056 20040927
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.825871 20040927
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 117.118548 20040927
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.896365 20040927
3569 USFASTD_COUNTRY USFASTD_COUNTRY 120.903649 20040927
[3570 rows x 4 columns],
'20040928': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.014302 20040928
1 USFASTD_1DREVRSL USFASTD_BETA 1.036875 20040928
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.043424 20040928
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008647 20040928
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.031929 20040928
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.047274 20040928
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.107067 20040928
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.013341 20040928
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004846 20040928
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.082267 20040928
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070704 20040928
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.009117 20040928
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.113792 20040928
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.122480 20040928
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.118151 20040928
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030009 20040928
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.112442 20040928
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.015208 20040928
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041605 20040928
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031856 20040928
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.488532 20040928
21 USFASTD_1DREVRSL USFASTD_SIZE 0.068949 20040928
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004277 20040928
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.486873 20040928
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.481234 20040928
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.296383 20040928
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.014991 20040928
27 USFASTD_1DREVRSL USFASTD_CHEM 0.883827 20040928
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.352983 20040928
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.400132 20040928
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.018044 20040928
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.058058 20040928
3542 USFASTD_COMPELEC USFASTD_COMPELEC 94.381282 20040928
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.974306 20040928
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.355786 20040928
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.028339 20040928
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.187334 20040928
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.379578 20040928
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.328904 20040928
3549 USFASTD_TELECOM USFASTD_TELECOM 120.499086 20040928
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.572134 20040928
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.212140 20040928
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.653546 20040928
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.918451 20040928
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.723630 20040928
3555 USFASTD_WIRELESS USFASTD_WIRELESS 105.204896 20040928
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.031686 20040928
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.218561 20040928
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.325654 20040928
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.099197 20040928
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 52.329242 20040928
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.933675 20040928
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.802403 20040928
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.184703 20040928
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.083284 20040928
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 32.179952 20040928
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.300733 20040928
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 125.665120 20040928
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.460988 20040928
3569 USFASTD_COUNTRY USFASTD_COUNTRY 108.236880 20040928
[3570 rows x 4 columns],
'20040929': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.999840 20040929
1 USFASTD_1DREVRSL USFASTD_BETA 0.955518 20040929
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.041175 20040929
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.012103 20040929
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033276 20040929
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.049527 20040929
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.108216 20040929
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014338 20040929
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002592 20040929
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.078070 20040929
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.071022 20040929
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.009244 20040929
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.115676 20040929
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.124751 20040929
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.120678 20040929
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030840 20040929
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.114713 20040929
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.001120 20040929
18 USFASTD_1DREVRSL USFASTD_SEASON 0.041178 20040929
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031582 20040929
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.481968 20040929
21 USFASTD_1DREVRSL USFASTD_SIZE 0.074690 20040929
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004968 20040929
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.486103 20040929
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.479394 20040929
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.286462 20040929
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.028913 20040929
27 USFASTD_1DREVRSL USFASTD_CHEM 0.869208 20040929
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.334140 20040929
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.395867 20040929
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.975059 20040929
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.717489 20040929
3542 USFASTD_COMPELEC USFASTD_COMPELEC 96.216420 20040929
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.039291 20040929
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.794511 20040929
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.182969 20040929
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.057112 20040929
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.608694 20040929
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.036758 20040929
3549 USFASTD_TELECOM USFASTD_TELECOM 119.873847 20040929
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.662207 20040929
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.177686 20040929
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.616013 20040929
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.930923 20040929
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.092646 20040929
3555 USFASTD_WIRELESS USFASTD_WIRELESS 107.555543 20040929
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.176224 20040929
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.052274 20040929
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.506440 20040929
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.679520 20040929
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 52.519876 20040929
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.385698 20040929
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.985195 20040929
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.598694 20040929
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.756031 20040929
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 32.570191 20040929
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.880193 20040929
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 126.360705 20040929
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.161900 20040929
3569 USFASTD_COUNTRY USFASTD_COUNTRY 98.778429 20040929
[3570 rows x 4 columns],
'20040930': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.044479 20040930
1 USFASTD_1DREVRSL USFASTD_BETA 0.974754 20040930
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.042975 20040930
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.012525 20040930
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.034517 20040930
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.051860 20040930
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.110722 20040930
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014669 20040930
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002682 20040930
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.079722 20040930
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.072879 20040930
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.009386 20040930
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.127538 20040930
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.128490 20040930
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.126648 20040930
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031567 20040930
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.117226 20040930
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.000946 20040930
18 USFASTD_1DREVRSL USFASTD_SEASON 0.043630 20040930
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032607 20040930
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.495128 20040930
21 USFASTD_1DREVRSL USFASTD_SIZE 0.076620 20040930
22 USFASTD_1DREVRSL USFASTD_VALUE 0.004807 20040930
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.519391 20040930
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.511634 20040930
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.314603 20040930
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.027027 20040930
27 USFASTD_1DREVRSL USFASTD_CHEM 0.888355 20040930
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.340767 20040930
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.403655 20040930
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.255286 20040930
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.782682 20040930
3542 USFASTD_COMPELEC USFASTD_COMPELEC 99.381270 20040930
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.378893 20040930
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.026722 20040930
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.463035 20040930
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.327180 20040930
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.889426 20040930
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.184649 20040930
3549 USFASTD_TELECOM USFASTD_TELECOM 122.539468 20040930
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.042761 20040930
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.180062 20040930
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.628101 20040930
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.956582 20040930
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.225982 20040930
3555 USFASTD_WIRELESS USFASTD_WIRELESS 110.108862 20040930
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.270582 20040930
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.044070 20040930
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.604943 20040930
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.761279 20040930
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 53.903792 20040930
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.296057 20040930
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.939288 20040930
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.756877 20040930
3564 USFASTD_GASUTIL USFASTD_GASUTIL 55.093572 20040930
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.411504 20040930
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.968401 20040930
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 129.665963 20040930
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.261263 20040930
3569 USFASTD_COUNTRY USFASTD_COUNTRY 100.786528 20040930
[3570 rows x 4 columns],
'20041001': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.120053 20041001
1 USFASTD_1DREVRSL USFASTD_BETA 0.906031 20041001
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.041757 20041001
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.018076 20041001
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.049092 20041001
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.063588 20041001
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.113890 20041001
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014944 20041001
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.000821 20041001
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.072921 20041001
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.072931 20041001
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011816 20041001
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.135669 20041001
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.130386 20041001
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.137646 20041001
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032664 20041001
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.133682 20041001
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.021391 20041001
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045341 20041001
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033278 20041001
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.504052 20041001
21 USFASTD_1DREVRSL USFASTD_SIZE 0.090625 20041001
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016478 20041001
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.450929 20041001
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.467301 20041001
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.309035 20041001
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.070586 20041001
27 USFASTD_1DREVRSL USFASTD_CHEM 0.862453 20041001
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.297120 20041001
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.450126 20041001
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.397659 20041001
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.645006 20041001
3542 USFASTD_COMPELEC USFASTD_COMPELEC 102.676950 20041001
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.556211 20041001
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.215133 20041001
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.767414 20041001
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.456420 20041001
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.995985 20041001
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.046618 20041001
3549 USFASTD_TELECOM USFASTD_TELECOM 124.195073 20041001
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.264653 20041001
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.081217 20041001
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.594583 20041001
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.015077 20041001
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.250413 20041001
3555 USFASTD_WIRELESS USFASTD_WIRELESS 112.214144 20041001
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.380288 20041001
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.075901 20041001
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.717479 20041001
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.435205 20041001
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 55.359572 20041001
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.998718 20041001
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.647066 20041001
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.104863 20041001
3564 USFASTD_GASUTIL USFASTD_GASUTIL 55.842437 20041001
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.853550 20041001
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.444473 20041001
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 131.456737 20041001
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.671783 20041001
3569 USFASTD_COUNTRY USFASTD_COUNTRY 92.193658 20041001
[3570 rows x 4 columns],
'20041004': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.178751 20041004
1 USFASTD_1DREVRSL USFASTD_BETA 0.994862 20041004
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.043844 20041004
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.014327 20041004
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.050779 20041004
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.062752 20041004
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.118452 20041004
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014082 20041004
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.000665 20041004
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.078439 20041004
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.074145 20041004
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014052 20041004
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.137469 20041004
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.133212 20041004
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.145249 20041004
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.033588 20041004
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.140631 20041004
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.012634 20041004
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048347 20041004
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034786 20041004
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.522730 20041004
21 USFASTD_1DREVRSL USFASTD_SIZE 0.090313 20041004
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016718 20041004
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.515334 20041004
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.527937 20041004
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.353747 20041004
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.070120 20041004
27 USFASTD_1DREVRSL USFASTD_CHEM 0.900438 20041004
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.337766 20041004
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.509667 20041004
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.800588 20041004
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.025559 20041004
3542 USFASTD_COMPELEC USFASTD_COMPELEC 105.969564 20041004
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.060250 20041004
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.512543 20041004
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.044257 20041004
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.710710 20041004
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.318283 20041004
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.676577 20041004
3549 USFASTD_TELECOM USFASTD_TELECOM 135.110656 20041004
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.261427 20041004
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.129007 20041004
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.654903 20041004
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.212021 20041004
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.901643 20041004
3555 USFASTD_WIRELESS USFASTD_WIRELESS 115.233431 20041004
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.477603 20041004
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.067287 20041004
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.853386 20041004
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.793621 20041004
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 56.851972 20041004
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.991817 20041004
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 38.750746 20041004
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.781955 20041004
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.323210 20041004
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.837902 20041004
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.814016 20041004
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 135.610283 20041004
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.131432 20041004
3569 USFASTD_COUNTRY USFASTD_COUNTRY 102.416399 20041004
[3570 rows x 4 columns],
'20041005': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.094991 20041005
1 USFASTD_1DREVRSL USFASTD_BETA 1.071154 20041005
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.045039 20041005
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.008636 20041005
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.047923 20041005
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058155 20041005
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.112824 20041005
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011605 20041005
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003856 20041005
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.080205 20041005
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070575 20041005
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012861 20041005
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.127921 20041005
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.125974 20041005
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138336 20041005
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031409 20041005
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.135764 20041005
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.006579 20041005
18 USFASTD_1DREVRSL USFASTD_SEASON 0.048234 20041005
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033447 20041005
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.506945 20041005
21 USFASTD_1DREVRSL USFASTD_SIZE 0.078173 20041005
22 USFASTD_1DREVRSL USFASTD_VALUE 0.014169 20041005
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.502044 20041005
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.507774 20041005
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.371732 20041005
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.021470 20041005
27 USFASTD_1DREVRSL USFASTD_CHEM 0.873958 20041005
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.346823 20041005
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.506092 20041005
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.302091 20041005
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.285279 20041005
3542 USFASTD_COMPELEC USFASTD_COMPELEC 101.903086 20041005
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.512902 20041005
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.090599 20041005
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.720043 20041005
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.550769 20041005
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.987253 20041005
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.132602 20041005
3549 USFASTD_TELECOM USFASTD_TELECOM 130.548263 20041005
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.642390 20041005
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.215455 20041005
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.543690 20041005
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.028148 20041005
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.571039 20041005
3555 USFASTD_WIRELESS USFASTD_WIRELESS 110.689376 20041005
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.260116 20041005
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.078872 20041005
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.630592 20041005
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.134175 20041005
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 54.702081 20041005
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 36.867759 20041005
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.426060 20041005
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.409287 20041005
3564 USFASTD_GASUTIL USFASTD_GASUTIL 56.315615 20041005
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.830990 20041005
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.155902 20041005
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 131.294722 20041005
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.547338 20041005
3569 USFASTD_COUNTRY USFASTD_COUNTRY 111.293724 20041005
[3570 rows x 4 columns],
'20041006': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.312236 20041006
1 USFASTD_1DREVRSL USFASTD_BETA 1.008177 20041006
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.049502 20041006
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.015989 20041006
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056097 20041006
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.057913 20041006
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.136902 20041006
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011046 20041006
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.008303 20041006
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.072045 20041006
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104031 20041006
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016161 20041006
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.122729 20041006
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.135301 20041006
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.165818 20041006
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.037243 20041006
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.137564 20041006
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.003224 20041006
18 USFASTD_1DREVRSL USFASTD_SEASON 0.053077 20041006
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032210 20041006
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.534096 20041006
21 USFASTD_1DREVRSL USFASTD_SIZE 0.091855 20041006
22 USFASTD_1DREVRSL USFASTD_VALUE 0.032478 20041006
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.763730 20041006
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.686643 20041006
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.571283 20041006
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.129034 20041006
27 USFASTD_1DREVRSL USFASTD_CHEM 0.847469 20041006
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.245002 20041006
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.417854 20041006
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.243989 20041006
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.974089 20041006
3542 USFASTD_COMPELEC USFASTD_COMPELEC 101.638797 20041006
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.408178 20041006
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.093854 20041006
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.652386 20041006
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.599143 20041006
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.925800 20041006
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.593203 20041006
3549 USFASTD_TELECOM USFASTD_TELECOM 130.465696 20041006
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.597596 20041006
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.210798 20041006
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.445081 20041006
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.034392 20041006
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.760586 20041006
3555 USFASTD_WIRELESS USFASTD_WIRELESS 111.353703 20041006
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.343736 20041006
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.032637 20041006
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.671209 20041006
3559 USFASTD_WIRELESS USFASTD_COUNTRY -3.840813 20041006
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 54.824795 20041006
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.011027 20041006
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.395885 20041006
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -6.608694 20041006
3564 USFASTD_GASUTIL USFASTD_GASUTIL 56.887888 20041006
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.888897 20041006
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.888184 20041006
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 130.846972 20041006
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.058463 20041006
3569 USFASTD_COUNTRY USFASTD_COUNTRY 101.073381 20041006
[3570 rows x 4 columns],
'20041007': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.184402 20041007
1 USFASTD_1DREVRSL USFASTD_BETA 1.147704 20041007
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.051299 20041007
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.007553 20041007
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.053140 20041007
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048241 20041007
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.128284 20041007
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.007539 20041007
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.003086 20041007
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.075671 20041007
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.096774 20041007
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015118 20041007
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.112246 20041007
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.124448 20041007
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.152468 20041007
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034380 20041007
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.129571 20041007
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.026519 20041007
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051028 20041007
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.029689 20041007
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.511367 20041007
21 USFASTD_1DREVRSL USFASTD_SIZE 0.072905 20041007
22 USFASTD_1DREVRSL USFASTD_VALUE 0.029443 20041007
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.732132 20041007
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.639116 20041007
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.518388 20041007
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.136389 20041007
27 USFASTD_1DREVRSL USFASTD_CHEM 0.834633 20041007
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.277242 20041007
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.411109 20041007
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.619014 20041007
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.433502 20041007
3542 USFASTD_COMPELEC USFASTD_COMPELEC 95.717149 20041007
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.693251 20041007
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.504662 20041007
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.219150 20041007
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.135025 20041007
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.509128 20041007
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.475505 20041007
3549 USFASTD_TELECOM USFASTD_TELECOM 123.412005 20041007
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.760487 20041007
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.313941 20041007
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.467496 20041007
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.931107 20041007
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.115654 20041007
3555 USFASTD_WIRELESS USFASTD_WIRELESS 105.602899 20041007
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.035262 20041007
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.003164 20041007
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.387385 20041007
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.636718 20041007
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.757474 20041007
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.900095 20041007
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.273585 20041007
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.849499 20041007
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.556099 20041007
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.926507 20041007
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.520299 20041007
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 123.211259 20041007
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.738401 20041007
3569 USFASTD_COUNTRY USFASTD_COUNTRY 121.009990 20041007
[3570 rows x 4 columns],
'20041008': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.086007 20041008
1 USFASTD_1DREVRSL USFASTD_BETA 1.227526 20041008
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.049470 20041008
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000550 20041008
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052108 20041008
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.043587 20041008
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.120445 20041008
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006560 20041008
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003419 20041008
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.079272 20041008
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.089933 20041008
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014335 20041008
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.103562 20041008
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.113741 20041008
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.143402 20041008
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.030717 20041008
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.120962 20041008
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.048835 20041008
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049385 20041008
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028589 20041008
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.492747 20041008
21 USFASTD_1DREVRSL USFASTD_SIZE 0.058512 20041008
22 USFASTD_1DREVRSL USFASTD_VALUE 0.027065 20041008
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.722675 20041008
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.645923 20041008
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.486733 20041008
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.175554 20041008
27 USFASTD_1DREVRSL USFASTD_CHEM 0.810240 20041008
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.282927 20041008
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.401617 20041008
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.153005 20041008
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.820430 20041008
3542 USFASTD_COMPELEC USFASTD_COMPELEC 92.599347 20041008
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.161363 20041008
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.972107 20041008
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.141986 20041008
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.107594 20041008
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.349763 20041008
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.275343 20041008
3549 USFASTD_TELECOM USFASTD_TELECOM 116.977822 20041008
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.956005 20041008
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.351145 20041008
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.470524 20041008
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.855399 20041008
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.642859 20041008
3555 USFASTD_WIRELESS USFASTD_WIRELESS 100.741931 20041008
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.783960 20041008
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.092166 20041008
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.112511 20041008
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.054438 20041008
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 50.187210 20041008
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.945193 20041008
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.937058 20041008
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.648701 20041008
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.125291 20041008
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.784898 20041008
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.082919 20041008
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 117.318212 20041008
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.209989 20041008
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.573929 20041008
[3570 rows x 4 columns],
'20041011': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.947228 20041011
1 USFASTD_1DREVRSL USFASTD_BETA 1.177383 20041011
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.046211 20041011
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001498 20041011
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048477 20041011
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038141 20041011
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.111852 20041011
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005282 20041011
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005261 20041011
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.074369 20041011
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.084379 20041011
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012964 20041011
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.095686 20041011
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.104676 20041011
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.132108 20041011
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.029019 20041011
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.112028 20041011
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.049303 20041011
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045695 20041011
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.027086 20041011
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.459070 20041011
21 USFASTD_1DREVRSL USFASTD_SIZE 0.052497 20041011
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023242 20041011
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.692395 20041011
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.689470 20041011
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.408875 20041011
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.186240 20041011
27 USFASTD_1DREVRSL USFASTD_CHEM 0.754367 20041011
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.262698 20041011
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.388376 20041011
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.411433 20041011
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.659936 20041011
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.740263 20041011
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.576660 20041011
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.350451 20041011
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.713324 20041011
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.761592 20041011
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.870005 20041011
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.939263 20041011
3549 USFASTD_TELECOM USFASTD_TELECOM 110.015645 20041011
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.884119 20041011
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.435206 20041011
3552 USFASTD_TELECOM USFASTD_GASUTIL 0.603784 20041011
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.765365 20041011
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.316438 20041011
3555 USFASTD_WIRELESS USFASTD_WIRELESS 93.372360 20041011
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.520550 20041011
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.086298 20041011
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.806804 20041011
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.818741 20041011
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 47.089690 20041011
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.029514 20041011
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 31.647556 20041011
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.283876 20041011
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.399439 20041011
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.838841 20041011
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.867743 20041011
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 108.735424 20041011
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.968811 20041011
3569 USFASTD_COUNTRY USFASTD_COUNTRY 124.596157 20041011
[3570 rows x 4 columns],
'20041012': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.933914 20041012
1 USFASTD_1DREVRSL USFASTD_BETA 1.224950 20041012
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.047237 20041012
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003782 20041012
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.047996 20041012
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.036313 20041012
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.111631 20041012
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004540 20041012
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.006748 20041012
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.076289 20041012
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083217 20041012
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.012753 20041012
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.093445 20041012
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.103749 20041012
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.130243 20041012
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.028491 20041012
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.111640 20041012
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.058097 20041012
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045600 20041012
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026855 20041012
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.457760 20041012
21 USFASTD_1DREVRSL USFASTD_SIZE 0.048476 20041012
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022869 20041012
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.715056 20041012
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.703976 20041012
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.420909 20041012
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.192666 20041012
27 USFASTD_1DREVRSL USFASTD_CHEM 0.761879 20041012
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.273020 20041012
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.395332 20041012
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.344042 20041012
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.874234 20041012
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.779425 20041012
3543 USFASTD_COMPELEC USFASTD_TELECOM -12.070415 20041012
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.302121 20041012
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.911076 20041012
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.165916 20041012
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.841078 20041012
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.316924 20041012
3549 USFASTD_TELECOM USFASTD_TELECOM 114.547960 20041012
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.084992 20041012
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.716783 20041012
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.107838 20041012
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.784867 20041012
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.933928 20041012
3555 USFASTD_WIRELESS USFASTD_WIRELESS 92.594016 20041012
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.525532 20041012
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.088569 20041012
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.765513 20041012
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.017675 20041012
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 48.058245 20041012
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.290029 20041012
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 31.808493 20041012
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.802413 20041012
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.154502 20041012
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.401467 20041012
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.304064 20041012
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 107.876324 20041012
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.182435 20041012
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.138305 20041012
[3570 rows x 4 columns],
'20041013': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.098071 20041013
1 USFASTD_1DREVRSL USFASTD_BETA 1.273981 20041013
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.046188 20041013
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001806 20041013
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046876 20041013
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.043890 20041013
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.131722 20041013
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005108 20041013
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005597 20041013
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.075458 20041013
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.091941 20041013
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011794 20041013
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.105031 20041013
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.121719 20041013
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.139203 20041013
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.033096 20041013
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.127728 20041013
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.048612 20041013
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049579 20041013
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.025432 20041013
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.492517 20041013
21 USFASTD_1DREVRSL USFASTD_SIZE 0.053324 20041013
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022382 20041013
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.783877 20041013
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.766792 20041013
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.437770 20041013
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.086526 20041013
27 USFASTD_1DREVRSL USFASTD_CHEM 0.850225 20041013
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.338040 20041013
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.425709 20041013
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.219479 20041013
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.674570 20041013
3542 USFASTD_COMPELEC USFASTD_COMPELEC 98.607020 20041013
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.249603 20041013
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.246216 20041013
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.657613 20041013
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.246324 20041013
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.712107 20041013
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.254471 20041013
3549 USFASTD_TELECOM USFASTD_TELECOM 122.783760 20041013
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.167759 20041013
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.743038 20041013
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.182646 20041013
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.888268 20041013
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.189713 20041013
3555 USFASTD_WIRELESS USFASTD_WIRELESS 99.400979 20041013
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.794951 20041013
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.059544 20041013
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.340405 20041013
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.255734 20041013
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 51.455336 20041013
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.842284 20041013
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.707258 20041013
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.103389 20041013
3564 USFASTD_GASUTIL USFASTD_GASUTIL 56.543549 20041013
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.416595 20041013
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.403583 20041013
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 127.815332 20041013
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.153283 20041013
3569 USFASTD_COUNTRY USFASTD_COUNTRY 135.853546 20041013
[3570 rows x 4 columns],
'20041014': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.457174 20041014
1 USFASTD_1DREVRSL USFASTD_BETA 1.433757 20041014
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.057168 20041014
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.004044 20041014
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.049018 20041014
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.057706 20041014
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.149474 20041014
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.009358 20041014
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004287 20041014
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.088298 20041014
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.106594 20041014
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014920 20041014
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.134492 20041014
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.133216 20041014
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.159411 20041014
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.037465 20041014
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.135665 20041014
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.044345 20041014
18 USFASTD_1DREVRSL USFASTD_SEASON 0.059923 20041014
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.037111 20041014
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.577130 20041014
21 USFASTD_1DREVRSL USFASTD_SIZE 0.063571 20041014
22 USFASTD_1DREVRSL USFASTD_VALUE 0.031489 20041014
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.288102 20041014
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.267419 20041014
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.845123 20041014
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.259362 20041014
27 USFASTD_1DREVRSL USFASTD_CHEM 0.930554 20041014
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.323918 20041014
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.514067 20041014
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.840630 20041014
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.646969 20041014
3542 USFASTD_COMPELEC USFASTD_COMPELEC 113.811371 20041014
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.386583 20041014
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.689428 20041014
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.053139 20041014
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.668131 20041014
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.160252 20041014
3548 USFASTD_COMPELEC USFASTD_COUNTRY 8.160191 20041014
3549 USFASTD_TELECOM USFASTD_TELECOM 144.800177 20041014
3550 USFASTD_TELECOM USFASTD_WIRELESS 18.798882 20041014
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.732227 20041014
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.325481 20041014
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.253062 20041014
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.962502 20041014
3555 USFASTD_WIRELESS USFASTD_WIRELESS 115.133874 20041014
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.391579 20041014
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.072985 20041014
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.000338 20041014
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.988834 20041014
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.147314 20041014
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.629414 20041014
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.879816 20041014
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.390744 20041014
3564 USFASTD_GASUTIL USFASTD_GASUTIL 65.272816 20041014
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 38.902787 20041014
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.105302 20041014
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 150.024799 20041014
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.054984 20041014
3569 USFASTD_COUNTRY USFASTD_COUNTRY 153.762325 20041014
[3570 rows x 4 columns],
'20041015': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.761941 20041015
1 USFASTD_1DREVRSL USFASTD_BETA 1.269631 20041015
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.079608 20041015
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.010416 20041015
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.043767 20041015
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.065850 20041015
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.150412 20041015
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012820 20041015
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.001115 20041015
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.134445 20041015
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.117689 20041015
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030247 20041015
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.144884 20041015
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.134399 20041015
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.179912 20041015
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.045145 20041015
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.099009 20041015
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.040163 20041015
18 USFASTD_1DREVRSL USFASTD_SEASON 0.076117 20041015
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030362 20041015
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.610222 20041015
21 USFASTD_1DREVRSL USFASTD_SIZE 0.078943 20041015
22 USFASTD_1DREVRSL USFASTD_VALUE 0.034933 20041015
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.411460 20041015
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.418265 20041015
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.871657 20041015
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.155465 20041015
27 USFASTD_1DREVRSL USFASTD_CHEM 0.842942 20041015
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.235684 20041015
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.635094 20041015
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.468904 20041015
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.861418 20041015
3542 USFASTD_COMPELEC USFASTD_COMPELEC 117.739572 20041015
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.753388 20041015
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.102779 20041015
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.250676 20041015
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.994122 20041015
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.452565 20041015
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.861626 20041015
3549 USFASTD_TELECOM USFASTD_TELECOM 149.256906 20041015
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.316280 20041015
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.641122 20041015
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.280652 20041015
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.295184 20041015
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.318294 20041015
3555 USFASTD_WIRELESS USFASTD_WIRELESS 118.712458 20041015
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.612778 20041015
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.030968 20041015
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.328544 20041015
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.016600 20041015
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 61.973014 20041015
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 42.910537 20041015
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.157788 20041015
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.625044 20041015
3564 USFASTD_GASUTIL USFASTD_GASUTIL 67.415102 20041015
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 40.923783 20041015
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.147119 20041015
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 162.124133 20041015
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.897512 20041015
3569 USFASTD_COUNTRY USFASTD_COUNTRY 128.373539 20041015
[3570 rows x 4 columns],
'20041018': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.782270 20041018
1 USFASTD_1DREVRSL USFASTD_BETA 1.213134 20041018
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.077665 20041018
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.011767 20041018
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042374 20041018
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.071877 20041018
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.158415 20041018
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014376 20041018
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.001818 20041018
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.131748 20041018
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.118276 20041018
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.031671 20041018
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.152949 20041018
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.133087 20041018
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.185382 20041018
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.049196 20041018
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.119417 20041018
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.028353 20041018
18 USFASTD_1DREVRSL USFASTD_SEASON 0.079001 20041018
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030425 20041018
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.645588 20041018
21 USFASTD_1DREVRSL USFASTD_SIZE 0.081417 20041018
22 USFASTD_1DREVRSL USFASTD_VALUE 0.034975 20041018
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.365547 20041018
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.379672 20041018
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.813730 20041018
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.093094 20041018
27 USFASTD_1DREVRSL USFASTD_CHEM 0.866439 20041018
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.231730 20041018
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.647061 20041018
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.299887 20041018
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.853224 20041018
3542 USFASTD_COMPELEC USFASTD_COMPELEC 119.534195 20041018
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.806077 20041018
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.179809 20041018
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.511847 20041018
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.949297 20041018
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.165111 20041018
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.728504 20041018
3549 USFASTD_TELECOM USFASTD_TELECOM 150.011698 20041018
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.405903 20041018
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.586534 20041018
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.196050 20041018
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.470787 20041018
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.926012 20041018
3555 USFASTD_WIRELESS USFASTD_WIRELESS 119.640197 20041018
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.667862 20041018
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.124094 20041018
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.418458 20041018
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.836922 20041018
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.288726 20041018
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.504147 20041018
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.042278 20041018
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.389650 20041018
3564 USFASTD_GASUTIL USFASTD_GASUTIL 74.375817 20041018
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.633453 20041018
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.432611 20041018
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 172.021523 20041018
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.048610 20041018
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.055690 20041018
[3570 rows x 4 columns],
'20041019': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.008013 20041019
1 USFASTD_1DREVRSL USFASTD_BETA 1.256557 20041019
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.088103 20041019
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.018426 20041019
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.041475 20041019
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.079492 20041019
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.171585 20041019
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014587 20041019
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.002644 20041019
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.141243 20041019
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.128435 20041019
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.035301 20041019
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.171517 20041019
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.146060 20041019
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.201569 20041019
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.056001 20041019
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.132966 20041019
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.025046 20041019
18 USFASTD_1DREVRSL USFASTD_SEASON 0.084192 20041019
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.033969 20041019
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.709613 20041019
21 USFASTD_1DREVRSL USFASTD_SIZE 0.097581 20041019
22 USFASTD_1DREVRSL USFASTD_VALUE 0.040219 20041019
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.542911 20041019
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.564627 20041019
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.986188 20041019
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.125081 20041019
27 USFASTD_1DREVRSL USFASTD_CHEM 0.977164 20041019
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.280756 20041019
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.710896 20041019
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.644331 20041019
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.696358 20041019
3542 USFASTD_COMPELEC USFASTD_COMPELEC 132.408784 20041019
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.245469 20041019
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.437081 20041019
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.395523 20041019
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.873098 20041019
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.469787 20041019
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.543875 20041019
3549 USFASTD_TELECOM USFASTD_TELECOM 162.146044 20041019
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.032737 20041019
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.604378 20041019
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.276657 20041019
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.610455 20041019
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.164274 20041019
3555 USFASTD_WIRELESS USFASTD_WIRELESS 130.274197 20041019
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.064905 20041019
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.182492 20041019
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.985504 20041019
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.207069 20041019
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 68.382294 20041019
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.324987 20041019
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.924054 20041019
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.767802 20041019
3564 USFASTD_GASUTIL USFASTD_GASUTIL 80.904683 20041019
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.481038 20041019
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.864073 20041019
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 187.533110 20041019
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.040069 20041019
3569 USFASTD_COUNTRY USFASTD_COUNTRY 130.251600 20041019
[3570 rows x 4 columns],
'20041020': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.048133 20041020
1 USFASTD_1DREVRSL USFASTD_BETA 1.238103 20041020
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.086704 20041020
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.017148 20041020
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.039077 20041020
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.072447 20041020
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.179274 20041020
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017117 20041020
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002273 20041020
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.139483 20041020
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.135475 20041020
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.032103 20041020
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.172856 20041020
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.144240 20041020
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.205610 20041020
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.055835 20041020
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.140037 20041020
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.020386 20041020
18 USFASTD_1DREVRSL USFASTD_SEASON 0.085288 20041020
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030562 20041020
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.717569 20041020
21 USFASTD_1DREVRSL USFASTD_SIZE 0.096436 20041020
22 USFASTD_1DREVRSL USFASTD_VALUE 0.035586 20041020
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.471505 20041020
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.486606 20041020
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.885004 20041020
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.014819 20041020
27 USFASTD_1DREVRSL USFASTD_CHEM 0.963994 20041020
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.273021 20041020
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.724618 20041020
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.777197 20041020
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.588339 20041020
3542 USFASTD_COMPELEC USFASTD_COMPELEC 132.605875 20041020
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.217968 20041020
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.668453 20041020
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.545202 20041020
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.839640 20041020
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.530475 20041020
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.320785 20041020
3549 USFASTD_TELECOM USFASTD_TELECOM 164.500691 20041020
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.495970 20041020
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.475506 20041020
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.279765 20041020
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.721754 20041020
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.033944 20041020
3555 USFASTD_WIRELESS USFASTD_WIRELESS 132.594035 20041020
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.246188 20041020
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.182232 20041020
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.114528 20041020
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.125650 20041020
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.199252 20041020
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.479719 20041020
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.216740 20041020
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.548157 20041020
3564 USFASTD_GASUTIL USFASTD_GASUTIL 80.571744 20041020
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.341279 20041020
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.680405 20041020
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 187.320943 20041020
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.867056 20041020
3569 USFASTD_COUNTRY USFASTD_COUNTRY 125.960764 20041020
[3570 rows x 4 columns],
'20041021': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.104258 20041021
1 USFASTD_1DREVRSL USFASTD_BETA 1.181070 20041021
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.093669 20041021
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.029857 20041021
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.038003 20041021
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.083670 20041021
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.186700 20041021
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.014123 20041021
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.000866 20041021
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.128984 20041021
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.145255 20041021
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.036353 20041021
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.189579 20041021
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.146131 20041021
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.225325 20041021
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.056416 20041021
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.151003 20041021
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.021629 20041021
18 USFASTD_1DREVRSL USFASTD_SEASON 0.081259 20041021
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.032016 20041021
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.747554 20041021
21 USFASTD_1DREVRSL USFASTD_SIZE 0.121607 20041021
22 USFASTD_1DREVRSL USFASTD_VALUE 0.034692 20041021
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.465097 20041021
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.496366 20041021
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.937890 20041021
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.023473 20041021
27 USFASTD_1DREVRSL USFASTD_CHEM 0.998328 20041021
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.358720 20041021
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.765767 20041021
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.554033 20041021
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.736014 20041021
3542 USFASTD_COMPELEC USFASTD_COMPELEC 133.715875 20041021
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.173836 20041021
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.068634 20041021
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.532110 20041021
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.828064 20041021
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.418781 20041021
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.930510 20041021
3549 USFASTD_TELECOM USFASTD_TELECOM 167.819728 20041021
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.146292 20041021
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.480514 20041021
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.301675 20041021
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.459129 20041021
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.991217 20041021
3555 USFASTD_WIRELESS USFASTD_WIRELESS 135.849155 20041021
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.297151 20041021
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.195373 20041021
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.017430 20041021
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.132777 20041021
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.008696 20041021
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.330250 20041021
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.786709 20041021
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.202852 20041021
3564 USFASTD_GASUTIL USFASTD_GASUTIL 80.316614 20041021
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.883860 20041021
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.468946 20041021
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 192.345037 20041021
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.935250 20041021
3569 USFASTD_COUNTRY USFASTD_COUNTRY 121.117728 20041021
[3570 rows x 4 columns],
'20041022': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.053055 20041022
1 USFASTD_1DREVRSL USFASTD_BETA 1.271659 20041022
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.094345 20041022
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.024030 20041022
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.036054 20041022
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.079085 20041022
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.189392 20041022
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.011566 20041022
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002499 20041022
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.134592 20041022
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.141804 20041022
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.034965 20041022
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.182682 20041022
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.141575 20041022
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.223572 20041022
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.054872 20041022
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.161933 20041022
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.038896 20041022
18 USFASTD_1DREVRSL USFASTD_SEASON 0.088157 20041022
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.030534 20041022
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.738443 20041022
21 USFASTD_1DREVRSL USFASTD_SIZE 0.113882 20041022
22 USFASTD_1DREVRSL USFASTD_VALUE 0.032400 20041022
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.456642 20041022
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.478304 20041022
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.912299 20041022
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.021731 20041022
27 USFASTD_1DREVRSL USFASTD_CHEM 1.019820 20041022
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.390357 20041022
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.761140 20041022
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.250675 20041022
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.230084 20041022
3542 USFASTD_COMPELEC USFASTD_COMPELEC 130.899524 20041022
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.521987 20041022
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.806483 20041022
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.520578 20041022
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.610441 20041022
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.180096 20041022
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.500076 20041022
3549 USFASTD_TELECOM USFASTD_TELECOM 179.381285 20041022
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.436398 20041022
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.077772 20041022
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.615560 20041022
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.549736 20041022
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.176035 20041022
3555 USFASTD_WIRELESS USFASTD_WIRELESS 133.880939 20041022
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.169605 20041022
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.161187 20041022
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.875617 20041022
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.700306 20041022
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 70.014259 20041022
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 49.154395 20041022
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.595760 20041022
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.400820 20041022
3564 USFASTD_GASUTIL USFASTD_GASUTIL 79.140344 20041022
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 47.988741 20041022
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.714499 20041022
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 188.322260 20041022
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.411371 20041022
3569 USFASTD_COUNTRY USFASTD_COUNTRY 134.348241 20041022
[3570 rows x 4 columns],
'20041025': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.047338 20041025
1 USFASTD_1DREVRSL USFASTD_BETA 1.485219 20041025
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.111235 20041025
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.016489 20041025
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.033259 20041025
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.070489 20041025
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.184867 20041025
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008506 20041025
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007855 20041025
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.149265 20041025
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.148330 20041025
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.030852 20041025
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.173855 20041025
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.143595 20041025
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.218501 20041025
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.052100 20041025
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.150682 20041025
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.077032 20041025
18 USFASTD_1DREVRSL USFASTD_SEASON 0.088796 20041025
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.034039 20041025
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.753120 20041025
21 USFASTD_1DREVRSL USFASTD_SIZE 0.106904 20041025
22 USFASTD_1DREVRSL USFASTD_VALUE 0.037424 20041025
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.528396 20041025
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.540348 20041025
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.964427 20041025
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.008051 20041025
27 USFASTD_1DREVRSL USFASTD_CHEM 1.031700 20041025
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.426516 20041025
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.758703 20041025
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.171295 20041025
3541 USFASTD_COMMEQP USFASTD_COUNTRY 3.924339 20041025
3542 USFASTD_COMPELEC USFASTD_COMPELEC 131.272603 20041025
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.529564 20041025
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.717343 20041025
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -13.887947 20041025
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.601271 20041025
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.189609 20041025
3548 USFASTD_COMPELEC USFASTD_COUNTRY 7.887144 20041025
3549 USFASTD_TELECOM USFASTD_TELECOM 178.455608 20041025
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.355151 20041025
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.106509 20041025
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.672010 20041025
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.477655 20041025
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.640890 20041025
3555 USFASTD_WIRELESS USFASTD_WIRELESS 133.014468 20041025
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.804131 20041025
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.199389 20041025
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.796979 20041025
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.642285 20041025
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.551273 20041025
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.934205 20041025
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 57.629820 20041025
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.953806 20041025
3564 USFASTD_GASUTIL USFASTD_GASUTIL 78.706881 20041025
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 47.726717 20041025
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.689092 20041025
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 187.114284 20041025
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.395176 20041025
3569 USFASTD_COUNTRY USFASTD_COUNTRY 158.983285 20041025
[3570 rows x 4 columns],
'20041026': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.052997 20041026
1 USFASTD_1DREVRSL USFASTD_BETA 1.354970 20041026
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.121056 20041026
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.016929 20041026
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.032851 20041026
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053578 20041026
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.170728 20041026
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.013012 20041026
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012201 20041026
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.141060 20041026
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.151548 20041026
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023899 20041026
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.178120 20041026
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.149530 20041026
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.232443 20041026
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.047333 20041026
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.175838 20041026
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.052992 20041026
18 USFASTD_1DREVRSL USFASTD_SEASON 0.091442 20041026
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.043180 20041026
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.748653 20041026
21 USFASTD_1DREVRSL USFASTD_SIZE 0.090775 20041026
22 USFASTD_1DREVRSL USFASTD_VALUE 0.034792 20041026
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.446839 20041026
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.466931 20041026
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.870219 20041026
26 USFASTD_1DREVRSL USFASTD_OILGSCON 0.054224 20041026
27 USFASTD_1DREVRSL USFASTD_CHEM 1.083872 20041026
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.449066 20041026
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.707369 20041026
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.965125 20041026
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.895924 20041026
3542 USFASTD_COMPELEC USFASTD_COMPELEC 145.246307 20041026
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.189794 20041026
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.693503 20041026
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.389307 20041026
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.268862 20041026
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.049673 20041026
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.951840 20041026
3549 USFASTD_TELECOM USFASTD_TELECOM 175.130574 20041026
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.703195 20041026
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.010852 20041026
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.513184 20041026
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.355216 20041026
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.647424 20041026
3555 USFASTD_WIRELESS USFASTD_WIRELESS 129.219203 20041026
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.622034 20041026
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.220658 20041026
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.686042 20041026
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.070246 20041026
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 90.337338 20041026
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.140835 20041026
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 55.728708 20041026
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.137136 20041026
3564 USFASTD_GASUTIL USFASTD_GASUTIL 76.367685 20041026
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.228467 20041026
3566 USFASTD_GASUTIL USFASTD_COUNTRY -6.089258 20041026
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 181.527560 20041026
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.268639 20041026
3569 USFASTD_COUNTRY USFASTD_COUNTRY 155.362316 20041026
[3570 rows x 4 columns],
'20041027': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.232893 20041027
1 USFASTD_1DREVRSL USFASTD_BETA 1.235436 20041027
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.133219 20041027
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.032386 20041027
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052594 20041027
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.060150 20041027
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.179159 20041027
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017739 20041027
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010265 20041027
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.134608 20041027
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.181646 20041027
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.029553 20041027
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.188342 20041027
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.157984 20041027
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.252375 20041027
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.050504 20041027
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.181729 20041027
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.027394 20041027
18 USFASTD_1DREVRSL USFASTD_SEASON 0.100736 20041027
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.061819 20041027
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.784774 20041027
21 USFASTD_1DREVRSL USFASTD_SIZE 0.113480 20041027
22 USFASTD_1DREVRSL USFASTD_VALUE 0.040042 20041027
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.975462 20041027
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.962431 20041027
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.386891 20041027
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.120391 20041027
27 USFASTD_1DREVRSL USFASTD_CHEM 1.056859 20041027
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.435190 20041027
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.777335 20041027
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.850415 20041027
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.297811 20041027
3542 USFASTD_COMPELEC USFASTD_COMPELEC 151.952086 20041027
3543 USFASTD_COMPELEC USFASTD_TELECOM -18.033752 20041027
3544 USFASTD_COMPELEC USFASTD_WIRELESS 13.175767 20041027
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -16.035506 20041027
3546 USFASTD_COMPELEC USFASTD_GASUTIL -13.627983 20041027
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.609392 20041027
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.538125 20041027
3549 USFASTD_TELECOM USFASTD_TELECOM 182.452732 20041027
3550 USFASTD_TELECOM USFASTD_WIRELESS 22.592015 20041027
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.185940 20041027
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.338118 20041027
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.403018 20041027
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.950554 20041027
3555 USFASTD_WIRELESS USFASTD_WIRELESS 134.405037 20041027
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.003424 20041027
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.073477 20041027
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.908569 20041027
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.581917 20041027
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 102.803884 20041027
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 58.954399 20041027
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 60.484026 20041027
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.559978 20041027
3564 USFASTD_GASUTIL USFASTD_GASUTIL 81.928284 20041027
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 48.510073 20041027
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.801706 20041027
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 188.334686 20041027
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.784173 20041027
3569 USFASTD_COUNTRY USFASTD_COUNTRY 142.926317 20041027
[3570 rows x 4 columns],
'20041028': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 3.047339 20041028
1 USFASTD_1DREVRSL USFASTD_BETA 1.194420 20041028
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.125571 20041028
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.030152 20041028
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048585 20041028
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.058859 20041028
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.168000 20041028
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016405 20041028
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009426 20041028
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.127759 20041028
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.171218 20041028
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.026864 20041028
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.176206 20041028
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.154697 20041028
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.237832 20041028
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.047805 20041028
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.172997 20041028
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.030828 20041028
18 USFASTD_1DREVRSL USFASTD_SEASON 0.096444 20041028
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.060701 20041028
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.740762 20041028
21 USFASTD_1DREVRSL USFASTD_SIZE 0.104213 20041028
22 USFASTD_1DREVRSL USFASTD_VALUE 0.036290 20041028
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.824175 20041028
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.803359 20041028
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.255656 20041028
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.081667 20041028
27 USFASTD_1DREVRSL USFASTD_CHEM 1.024815 20041028
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.445243 20041028
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.727506 20041028
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.317236 20041028
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.334289 20041028
3542 USFASTD_COMPELEC USFASTD_COMPELEC 143.633028 20041028
3543 USFASTD_COMPELEC USFASTD_TELECOM -17.064029 20041028
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.442211 20041028
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -15.525953 20041028
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.905706 20041028
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -12.051663 20041028
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.402626 20041028
3549 USFASTD_TELECOM USFASTD_TELECOM 172.173680 20041028
3550 USFASTD_TELECOM USFASTD_WIRELESS 21.307053 20041028
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.242939 20041028
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.281125 20041028
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.287152 20041028
3554 USFASTD_TELECOM USFASTD_COUNTRY -7.666765 20041028
3555 USFASTD_WIRELESS USFASTD_WIRELESS 126.702790 20041028
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.769939 20041028
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.067606 20041028
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.608452 20041028
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.349720 20041028
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 100.315345 20041028
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 56.566622 20041028
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 58.370936 20041028
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -12.255829 20041028
3564 USFASTD_GASUTIL USFASTD_GASUTIL 77.351661 20041028
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 46.006706 20041028
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.646996 20041028
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 179.252292 20041028
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -5.615047 20041028
3569 USFASTD_COUNTRY USFASTD_COUNTRY 137.195502 20041028
[3570 rows x 4 columns],
'20041029': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.836885 20041029
1 USFASTD_1DREVRSL USFASTD_BETA 1.341922 20041029
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.125925 20041029
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.016370 20041029
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048219 20041029
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.048327 20041029
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.153327 20041029
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012305 20041029
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013281 20041029
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.128386 20041029
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.154669 20041029
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023605 20041029
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.167990 20041029
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.144947 20041029
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.219590 20041029
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041847 20041029
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.158139 20041029
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.065385 20041029
18 USFASTD_1DREVRSL USFASTD_SEASON 0.089287 20041029
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.054423 20041029
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.699408 20041029
21 USFASTD_1DREVRSL USFASTD_SIZE 0.076852 20041029
22 USFASTD_1DREVRSL USFASTD_VALUE 0.032606 20041029
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.768565 20041029
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.755392 20041029
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.192639 20041029
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.165231 20041029
27 USFASTD_1DREVRSL USFASTD_CHEM 0.957974 20041029
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.432106 20041029
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.670572 20041029
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -15.227204 20041029
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.842120 20041029
3542 USFASTD_COMPELEC USFASTD_COMPELEC 133.178769 20041029
3543 USFASTD_COMPELEC USFASTD_TELECOM -15.874565 20041029
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.954236 20041029
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.468390 20041029
3546 USFASTD_COMPELEC USFASTD_GASUTIL -12.003080 20041029
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.237121 20041029
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.399524 20041029
3549 USFASTD_TELECOM USFASTD_TELECOM 159.623712 20041029
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.581847 20041029
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.348671 20041029
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.263143 20041029
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.087197 20041029
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.626496 20041029
3555 USFASTD_WIRELESS USFASTD_WIRELESS 126.219787 20041029
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.374181 20041029
3557 USFASTD_WIRELESS USFASTD_GASUTIL 0.180369 20041029
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.117877 20041029
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.154004 20041029
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.121665 20041029
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.522600 20041029
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.507588 20041029
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.178726 20041029
3564 USFASTD_GASUTIL USFASTD_GASUTIL 71.765028 20041029
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.954316 20041029
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.349433 20041029
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 168.073449 20041029
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.256813 20041029
3569 USFASTD_COUNTRY USFASTD_COUNTRY 153.635766 20041029
[3570 rows x 4 columns],
'20041101': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.687106 20041101
1 USFASTD_1DREVRSL USFASTD_BETA 1.346953 20041101
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.122929 20041101
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.014313 20041101
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046316 20041101
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.043277 20041101
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.143253 20041101
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008899 20041101
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013879 20041101
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.123759 20041101
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.145430 20041101
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.023043 20041101
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.162790 20041101
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.138279 20041101
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.204315 20041101
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.038692 20041101
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.153805 20041101
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.072401 20041101
18 USFASTD_1DREVRSL USFASTD_SEASON 0.085694 20041101
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.050691 20041101
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.662666 20041101
21 USFASTD_1DREVRSL USFASTD_SIZE 0.066176 20041101
22 USFASTD_1DREVRSL USFASTD_VALUE 0.029918 20041101
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.678428 20041101
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.667345 20041101
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.103130 20041101
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.186885 20041101
27 USFASTD_1DREVRSL USFASTD_CHEM 0.915561 20041101
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.415393 20041101
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.685309 20041101
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.362519 20041101
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.900038 20041101
3542 USFASTD_COMPELEC USFASTD_COMPELEC 126.510338 20041101
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.945812 20041101
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.267783 20041101
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -13.654763 20041101
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.492458 20041101
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.555772 20041101
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.539709 20041101
3549 USFASTD_TELECOM USFASTD_TELECOM 158.720440 20041101
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.805247 20041101
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.452609 20041101
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.270471 20041101
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.855858 20041101
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.831999 20041101
3555 USFASTD_WIRELESS USFASTD_WIRELESS 123.896277 20041101
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.171481 20041101
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.298654 20041101
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.990803 20041101
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.298749 20041101
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 87.602646 20041101
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 52.177253 20041101
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.347277 20041101
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.027362 20041101
3564 USFASTD_GASUTIL USFASTD_GASUTIL 76.049363 20041101
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.828971 20041101
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.662008 20041101
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 158.436771 20041101
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.248342 20041101
3569 USFASTD_COUNTRY USFASTD_COUNTRY 153.609364 20041101
[3570 rows x 4 columns],
'20041102': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.676449 20041102
1 USFASTD_1DREVRSL USFASTD_BETA 1.334030 20041102
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.129970 20041102
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.016885 20041102
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.050244 20041102
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.042941 20041102
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.144020 20041102
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008726 20041102
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.015667 20041102
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.122425 20041102
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.144721 20041102
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.021347 20041102
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.161533 20041102
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.137273 20041102
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.206001 20041102
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.038461 20041102
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157611 20041102
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.074005 20041102
18 USFASTD_1DREVRSL USFASTD_SEASON 0.085828 20041102
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.049234 20041102
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.660609 20041102
21 USFASTD_1DREVRSL USFASTD_SIZE 0.064935 20041102
22 USFASTD_1DREVRSL USFASTD_VALUE 0.028785 20041102
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.661305 20041102
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.643996 20041102
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.073285 20041102
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.159991 20041102
27 USFASTD_1DREVRSL USFASTD_CHEM 0.906876 20041102
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.415909 20041102
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.667074 20041102
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.339764 20041102
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.860637 20041102
3542 USFASTD_COMPELEC USFASTD_COMPELEC 128.180593 20041102
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.794632 20041102
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.664587 20041102
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.715210 20041102
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.703184 20041102
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.654850 20041102
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.482724 20041102
3549 USFASTD_TELECOM USFASTD_TELECOM 159.283016 20041102
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.156464 20041102
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.151905 20041102
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.186166 20041102
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.897434 20041102
3554 USFASTD_TELECOM USFASTD_COUNTRY -8.797846 20041102
3555 USFASTD_WIRELESS USFASTD_WIRELESS 126.262156 20041102
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.714463 20041102
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.388694 20041102
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.067980 20041102
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.330065 20041102
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 94.710359 20041102
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.318008 20041102
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 53.212025 20041102
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -13.370804 20041102
3564 USFASTD_GASUTIL USFASTD_GASUTIL 76.297509 20041102
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 42.844539 20041102
3566 USFASTD_GASUTIL USFASTD_COUNTRY -5.608026 20041102
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 157.990590 20041102
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -6.183141 20041102
3569 USFASTD_COUNTRY USFASTD_COUNTRY 152.067612 20041102
[3570 rows x 4 columns],
'20041103': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.743865 20041103
1 USFASTD_1DREVRSL USFASTD_BETA 0.982821 20041103
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.130799 20041103
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.032476 20041103
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.059043 20041103
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053006 20041103
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.155691 20041103
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016253 20041103
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010436 20041103
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.104292 20041103
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.155966 20041103
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.022642 20041103
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.180615 20041103
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.152648 20041103
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.224009 20041103
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.042922 20041103
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.187856 20041103
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.016179 20041103
18 USFASTD_1DREVRSL USFASTD_SEASON 0.083863 20041103
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.052690 20041103
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.658735 20041103
21 USFASTD_1DREVRSL USFASTD_SIZE 0.088516 20041103
22 USFASTD_1DREVRSL USFASTD_VALUE 0.033767 20041103
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.454455 20041103
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.475022 20041103
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.939487 20041103
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.079937 20041103
27 USFASTD_1DREVRSL USFASTD_CHEM 0.910737 20041103
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.327122 20041103
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.646363 20041103
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.789642 20041103
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.475349 20041103
3542 USFASTD_COMPELEC USFASTD_COMPELEC 130.137383 20041103
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.852252 20041103
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.104150 20041103
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.985909 20041103
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.843964 20041103
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.869969 20041103
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.216762 20041103
3549 USFASTD_TELECOM USFASTD_TELECOM 163.462788 20041103
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.739436 20041103
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.211425 20041103
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.050323 20041103
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.170381 20041103
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.863982 20041103
3555 USFASTD_WIRELESS USFASTD_WIRELESS 129.929343 20041103
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.141556 20041103
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.527458 20041103
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.382387 20041103
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.035462 20041103
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 97.211978 20041103
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 55.392919 20041103
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.544358 20041103
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.174279 20041103
3564 USFASTD_GASUTIL USFASTD_GASUTIL 77.364841 20041103
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 43.627277 20041103
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.836540 20041103
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 161.578781 20041103
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.296662 20041103
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.711667 20041103
[3570 rows x 4 columns],
'20041104': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.777216 20041104
1 USFASTD_1DREVRSL USFASTD_BETA 0.893889 20041104
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.121447 20041104
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.021938 20041104
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054761 20041104
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.050990 20041104
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.150188 20041104
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.016475 20041104
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.017934 20041104
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.103244 20041104
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.154008 20041104
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016584 20041104
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.187592 20041104
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.156368 20041104
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.229685 20041104
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.045302 20041104
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.198902 20041104
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.015193 20041104
18 USFASTD_1DREVRSL USFASTD_SEASON 0.087149 20041104
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.055307 20041104
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.654654 20041104
21 USFASTD_1DREVRSL USFASTD_SIZE 0.079838 20041104
22 USFASTD_1DREVRSL USFASTD_VALUE 0.034723 20041104
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.275649 20041104
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.379071 20041104
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.922800 20041104
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.024949 20041104
27 USFASTD_1DREVRSL USFASTD_CHEM 0.862873 20041104
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.296041 20041104
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.755005 20041104
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.564049 20041104
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.011093 20041104
3542 USFASTD_COMPELEC USFASTD_COMPELEC 129.263879 20041104
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.691215 20041104
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.465844 20041104
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.926962 20041104
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.695476 20041104
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.431333 20041104
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.557879 20041104
3549 USFASTD_TELECOM USFASTD_TELECOM 161.577663 20041104
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.951480 20041104
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.252060 20041104
3552 USFASTD_TELECOM USFASTD_GASUTIL 2.005113 20041104
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.205650 20041104
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.488164 20041104
3555 USFASTD_WIRELESS USFASTD_WIRELESS 134.769801 20041104
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.398790 20041104
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.499153 20041104
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.172022 20041104
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.591749 20041104
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 96.555427 20041104
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.873941 20041104
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 56.139977 20041104
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.414480 20041104
3564 USFASTD_GASUTIL USFASTD_GASUTIL 76.580449 20041104
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.565106 20041104
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.682189 20041104
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 171.902720 20041104
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.181956 20041104
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.738427 20041104
[3570 rows x 4 columns],
'20041105': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.766710 20041105
1 USFASTD_1DREVRSL USFASTD_BETA 0.898851 20041105
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.146295 20041105
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.013687 20041105
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.081475 20041105
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.056409 20041105
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.137284 20041105
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.020952 20041105
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009253 20041105
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.097157 20041105
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.152935 20041105
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020092 20041105
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.183878 20041105
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.169688 20041105
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.220669 20041105
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.046697 20041105
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.204849 20041105
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.020853 20041105
18 USFASTD_1DREVRSL USFASTD_SEASON 0.083607 20041105
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.040588 20041105
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.659937 20041105
21 USFASTD_1DREVRSL USFASTD_SIZE 0.077027 20041105
22 USFASTD_1DREVRSL USFASTD_VALUE 0.041001 20041105
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.144511 20041105
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.317284 20041105
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.853542 20041105
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.011159 20041105
27 USFASTD_1DREVRSL USFASTD_CHEM 0.899052 20041105
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.275902 20041105
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.747167 20041105
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -16.114057 20041105
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.155095 20041105
3542 USFASTD_COMPELEC USFASTD_COMPELEC 126.887633 20041105
3543 USFASTD_COMPELEC USFASTD_TELECOM -14.246541 20041105
3544 USFASTD_COMPELEC USFASTD_WIRELESS 12.126949 20041105
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -14.606430 20041105
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.995199 20041105
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -11.120673 20041105
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.748529 20041105
3549 USFASTD_TELECOM USFASTD_TELECOM 157.897582 20041105
3550 USFASTD_TELECOM USFASTD_WIRELESS 20.409686 20041105
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.250372 20041105
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.806458 20041105
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.132419 20041105
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.383649 20041105
3555 USFASTD_WIRELESS USFASTD_WIRELESS 131.383501 20041105
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -6.225780 20041105
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.415399 20041105
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.022867 20041105
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.541044 20041105
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 93.997685 20041105
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 54.718244 20041105
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 54.652034 20041105
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.290951 20041105
3564 USFASTD_GASUTIL USFASTD_GASUTIL 78.571185 20041105
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 44.339859 20041105
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.980559 20041105
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 167.365046 20041105
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.175726 20041105
3569 USFASTD_COUNTRY USFASTD_COUNTRY 113.977176 20041105
[3570 rows x 4 columns],
'20041108': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.596109 20041108
1 USFASTD_1DREVRSL USFASTD_BETA 0.919219 20041108
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.140874 20041108
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.013227 20041108
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.077787 20041108
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.053015 20041108
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.125876 20041108
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.018559 20041108
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009438 20041108
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.094527 20041108
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.144237 20041108
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.017414 20041108
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.168118 20041108
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.161155 20041108
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.200083 20041108
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.042783 20041108
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.189237 20041108
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043509 20041108
18 USFASTD_1DREVRSL USFASTD_SEASON 0.079443 20041108
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.041766 20041108
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.621718 20041108
21 USFASTD_1DREVRSL USFASTD_SIZE 0.069686 20041108
22 USFASTD_1DREVRSL USFASTD_VALUE 0.036967 20041108
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.219798 20041108
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.390899 20041108
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.936273 20041108
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.086205 20041108
27 USFASTD_1DREVRSL USFASTD_CHEM 0.843550 20041108
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.291648 20041108
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.686922 20041108
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.981792 20041108
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.375149 20041108
3542 USFASTD_COMPELEC USFASTD_COMPELEC 117.066724 20041108
3543 USFASTD_COMPELEC USFASTD_TELECOM -13.124273 20041108
3544 USFASTD_COMPELEC USFASTD_WIRELESS 11.483645 20041108
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -13.557141 20041108
3546 USFASTD_COMPELEC USFASTD_GASUTIL -11.052394 20041108
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.291545 20041108
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.926533 20041108
3549 USFASTD_TELECOM USFASTD_TELECOM 146.462247 20041108
3550 USFASTD_TELECOM USFASTD_WIRELESS 19.449567 20041108
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.008026 20041108
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.748301 20041108
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.816079 20041108
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.516472 20041108
3555 USFASTD_WIRELESS USFASTD_WIRELESS 126.232388 20041108
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.626526 20041108
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.294697 20041108
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.406355 20041108
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.699678 20041108
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 88.924478 20041108
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 51.133893 20041108
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.960138 20041108
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.468914 20041108
3564 USFASTD_GASUTIL USFASTD_GASUTIL 72.518129 20041108
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 41.541212 20041108
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.076544 20041108
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 158.800635 20041108
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.474677 20041108
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.748730 20041108
[3570 rows x 4 columns],
'20041109': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.373004 20041109
1 USFASTD_1DREVRSL USFASTD_BETA 0.910763 20041109
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.131156 20041109
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.006438 20041109
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.072250 20041109
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.045442 20041109
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.116149 20041109
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017629 20041109
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012147 20041109
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.086682 20041109
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.132945 20041109
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015450 20041109
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.148411 20041109
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.142925 20041109
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.189851 20041109
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.038265 20041109
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.169347 20041109
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.052786 20041109
18 USFASTD_1DREVRSL USFASTD_SEASON 0.074634 20041109
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.038195 20041109
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.569862 20041109
21 USFASTD_1DREVRSL USFASTD_SIZE 0.068579 20041109
22 USFASTD_1DREVRSL USFASTD_VALUE 0.035448 20041109
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.055274 20041109
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.181228 20041109
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.739110 20041109
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.066487 20041109
27 USFASTD_1DREVRSL USFASTD_CHEM 0.755131 20041109
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.265767 20041109
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.649879 20041109
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.669686 20041109
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.542334 20041109
3542 USFASTD_COMPELEC USFASTD_COMPELEC 106.648793 20041109
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.984245 20041109
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.440900 20041109
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.423460 20041109
3546 USFASTD_COMPELEC USFASTD_GASUTIL -10.086258 20041109
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.398307 20041109
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.987060 20041109
3549 USFASTD_TELECOM USFASTD_TELECOM 133.347770 20041109
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.769674 20041109
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.001999 20041109
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.593832 20041109
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.755371 20041109
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.404279 20041109
3555 USFASTD_WIRELESS USFASTD_WIRELESS 115.346710 20041109
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.185658 20041109
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.288595 20041109
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.981734 20041109
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.519844 20041109
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 82.131867 20041109
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 47.065500 20041109
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.919090 20041109
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.281874 20041109
3564 USFASTD_GASUTIL USFASTD_GASUTIL 66.441541 20041109
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 38.156978 20041109
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.047548 20041109
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 145.909690 20041109
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.505808 20041109
3569 USFASTD_COUNTRY USFASTD_COUNTRY 112.561010 20041109
[3570 rows x 4 columns],
'20041110': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.377115 20041110
1 USFASTD_1DREVRSL USFASTD_BETA 0.874204 20041110
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.129974 20041110
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.006771 20041110
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.063162 20041110
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.038271 20041110
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.105280 20041110
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.024185 20041110
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004623 20041110
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.079708 20041110
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.122344 20041110
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.018409 20041110
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.139936 20041110
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.133605 20041110
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.212516 20041110
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.038648 20041110
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.173648 20041110
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.035870 20041110
18 USFASTD_1DREVRSL USFASTD_SEASON 0.086352 20041110
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.031354 20041110
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.559476 20041110
21 USFASTD_1DREVRSL USFASTD_SIZE 0.086893 20041110
22 USFASTD_1DREVRSL USFASTD_VALUE 0.042364 20041110
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.310219 20041110
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.335698 20041110
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.804441 20041110
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.176625 20041110
27 USFASTD_1DREVRSL USFASTD_CHEM 0.771859 20041110
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.259655 20041110
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.596115 20041110
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.344271 20041110
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.508059 20041110
3542 USFASTD_COMPELEC USFASTD_COMPELEC 109.175269 20041110
3543 USFASTD_COMPELEC USFASTD_TELECOM -11.820794 20041110
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.780270 20041110
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -12.046854 20041110
3546 USFASTD_COMPELEC USFASTD_GASUTIL -9.707588 20041110
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.237730 20041110
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.839383 20041110
3549 USFASTD_TELECOM USFASTD_TELECOM 128.340923 20041110
3550 USFASTD_TELECOM USFASTD_WIRELESS 17.268391 20041110
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.015402 20041110
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.538082 20041110
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.733836 20041110
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.964856 20041110
3555 USFASTD_WIRELESS USFASTD_WIRELESS 113.352112 20041110
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.988719 20041110
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.188081 20041110
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.834955 20041110
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.214104 20041110
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.967619 20041110
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 45.864645 20041110
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 46.377813 20041110
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.695687 20041110
3564 USFASTD_GASUTIL USFASTD_GASUTIL 64.731076 20041110
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 36.936468 20041110
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.790357 20041110
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 140.454580 20041110
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.245995 20041110
3569 USFASTD_COUNTRY USFASTD_COUNTRY 104.720571 20041110
[3570 rows x 4 columns],
'20041111': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.144244 20041111
1 USFASTD_1DREVRSL USFASTD_BETA 0.855557 20041111
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.118603 20041111
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003316 20041111
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.056300 20041111
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.033778 20041111
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.094203 20041111
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.020823 20041111
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.007097 20041111
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.074821 20041111
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.109386 20041111
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016175 20041111
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.124417 20041111
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.118849 20041111
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.190073 20041111
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034308 20041111
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.155973 20041111
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042861 20041111
18 USFASTD_1DREVRSL USFASTD_SEASON 0.078090 20041111
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.028069 20041111
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.507258 20041111
21 USFASTD_1DREVRSL USFASTD_SIZE 0.074035 20041111
22 USFASTD_1DREVRSL USFASTD_VALUE 0.037527 20041111
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.110222 20041111
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.127256 20041111
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.637201 20041111
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.165796 20041111
27 USFASTD_1DREVRSL USFASTD_CHEM 0.707418 20041111
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.247602 20041111
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.554666 20041111
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.113682 20041111
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.093957 20041111
3542 USFASTD_COMPELEC USFASTD_COMPELEC 98.901421 20041111
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.635791 20041111
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.692466 20041111
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.874796 20041111
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.772780 20041111
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.331352 20041111
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.068668 20041111
3549 USFASTD_TELECOM USFASTD_TELECOM 116.125347 20041111
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.598053 20041111
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.053132 20041111
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.412194 20041111
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.622031 20041111
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.767873 20041111
3555 USFASTD_WIRELESS USFASTD_WIRELESS 102.633674 20041111
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.501944 20041111
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.160502 20041111
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.366986 20041111
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.187458 20041111
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.176903 20041111
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.364903 20041111
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.841742 20041111
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.471688 20041111
3564 USFASTD_GASUTIL USFASTD_GASUTIL 58.322966 20041111
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.292191 20041111
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.762151 20041111
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 126.582250 20041111
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.232124 20041111
3569 USFASTD_COUNTRY USFASTD_COUNTRY 105.148998 20041111
[3570 rows x 4 columns],
'20041112': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.136027 20041112
1 USFASTD_1DREVRSL USFASTD_BETA 0.882747 20041112
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.115367 20041112
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.004419 20041112
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061802 20041112
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.034355 20041112
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.093459 20041112
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.017518 20041112
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004967 20041112
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.070465 20041112
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.112854 20041112
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013325 20041112
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.121622 20041112
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.118611 20041112
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.183262 20041112
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034934 20041112
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.160463 20041112
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043482 20041112
18 USFASTD_1DREVRSL USFASTD_SEASON 0.082067 20041112
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026941 20041112
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.506016 20041112
21 USFASTD_1DREVRSL USFASTD_SIZE 0.070029 20041112
22 USFASTD_1DREVRSL USFASTD_VALUE 0.037076 20041112
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.183470 20041112
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.209023 20041112
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.722368 20041112
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.205072 20041112
27 USFASTD_1DREVRSL USFASTD_CHEM 0.712267 20041112
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.275368 20041112
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.583521 20041112
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.225841 20041112
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.261164 20041112
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.369975 20041112
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.489853 20041112
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.518486 20041112
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.756951 20041112
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.627142 20041112
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.365152 20041112
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.362525 20041112
3549 USFASTD_TELECOM USFASTD_TELECOM 116.449780 20041112
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.439534 20041112
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.284679 20041112
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.501257 20041112
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.185892 20041112
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.793109 20041112
3555 USFASTD_WIRELESS USFASTD_WIRELESS 101.201432 20041112
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.510643 20041112
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.171574 20041112
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.551173 20041112
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.428551 20041112
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.554161 20041112
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.221247 20041112
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 43.395453 20041112
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.656550 20041112
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.573339 20041112
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.114336 20041112
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.844042 20041112
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 134.251460 20041112
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.068822 20041112
3569 USFASTD_COUNTRY USFASTD_COUNTRY 110.775902 20041112
[3570 rows x 4 columns],
'20041115': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 2.105337 20041115
1 USFASTD_1DREVRSL USFASTD_BETA 0.895436 20041115
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.115004 20041115
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.002736 20041115
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.065997 20041115
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.033054 20041115
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.091331 20041115
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.015703 20041115
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005354 20041115
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.070546 20041115
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.110271 20041115
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014049 20041115
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.118910 20041115
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.128352 20041115
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.185184 20041115
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.034156 20041115
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.157630 20041115
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.045245 20041115
18 USFASTD_1DREVRSL USFASTD_SEASON 0.080688 20041115
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.026383 20041115
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.506624 20041115
21 USFASTD_1DREVRSL USFASTD_SIZE 0.068405 20041115
22 USFASTD_1DREVRSL USFASTD_VALUE 0.038319 20041115
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.166260 20041115
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.189655 20041115
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.683057 20041115
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.168881 20041115
27 USFASTD_1DREVRSL USFASTD_CHEM 0.714269 20041115
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.278574 20041115
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.564291 20041115
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.497327 20041115
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.291115 20041115
3542 USFASTD_COMPELEC USFASTD_COMPELEC 97.016201 20041115
3543 USFASTD_COMPELEC USFASTD_TELECOM -10.616615 20041115
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.403306 20041115
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.854392 20041115
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.707663 20041115
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.442772 20041115
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.452485 20041115
3549 USFASTD_TELECOM USFASTD_TELECOM 116.530695 20041115
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.831446 20041115
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.396787 20041115
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.598017 20041115
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.083553 20041115
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.923670 20041115
3555 USFASTD_WIRELESS USFASTD_WIRELESS 104.307717 20041115
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.419772 20041115
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.035269 20041115
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.461311 20041115
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.587359 20041115
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 72.560316 20041115
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 41.196413 20041115
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 43.333664 20041115
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.822459 20041115
3564 USFASTD_GASUTIL USFASTD_GASUTIL 57.414871 20041115
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.027694 20041115
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.927200 20041115
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 133.581369 20041115
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.156191 20041115
3569 USFASTD_COUNTRY USFASTD_COUNTRY 112.301119 20041115
[3570 rows x 4 columns],
'20041116': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.927319 20041116
1 USFASTD_1DREVRSL USFASTD_BETA 0.872032 20041116
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.105320 20041116
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.003184 20041116
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061282 20041116
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.030568 20041116
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.082560 20041116
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.013995 20041116
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004760 20041116
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.065413 20041116
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.098507 20041116
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014143 20041116
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.108560 20041116
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.116433 20041116
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.167553 20041116
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032356 20041116
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.140280 20041116
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.045725 20041116
18 USFASTD_1DREVRSL USFASTD_SEASON 0.075312 20041116
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.023357 20041116
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.464559 20041116
21 USFASTD_1DREVRSL USFASTD_SIZE 0.058017 20041116
22 USFASTD_1DREVRSL USFASTD_VALUE 0.030975 20041116
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.041301 20041116
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.047933 20041116
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.558543 20041116
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.176593 20041116
27 USFASTD_1DREVRSL USFASTD_CHEM 0.641865 20041116
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.260260 20041116
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.532540 20041116
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.422737 20041116
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.317202 20041116
3542 USFASTD_COMPELEC USFASTD_COMPELEC 88.391631 20041116
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.706656 20041116
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.708569 20041116
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.909477 20041116
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.000827 20041116
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.715147 20041116
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.342041 20041116
3549 USFASTD_TELECOM USFASTD_TELECOM 106.736789 20041116
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.665774 20041116
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.372884 20041116
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.537834 20041116
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.099882 20041116
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.694459 20041116
3555 USFASTD_WIRELESS USFASTD_WIRELESS 98.808859 20041116
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.048300 20041116
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.163927 20041116
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.046670 20041116
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.681598 20041116
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 66.160724 20041116
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.828930 20041116
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.574527 20041116
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.576500 20041116
3564 USFASTD_GASUTIL USFASTD_GASUTIL 53.258890 20041116
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.239119 20041116
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.710658 20041116
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 122.110665 20041116
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.208143 20041116
3569 USFASTD_COUNTRY USFASTD_COUNTRY 109.991332 20041116
[3570 rows x 4 columns],
'20041117': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.868112 20041117
1 USFASTD_1DREVRSL USFASTD_BETA 0.866125 20041117
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.104293 20041117
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001971 20041117
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058848 20041117
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.026950 20041117
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.078406 20041117
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.012507 20041117
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.004849 20041117
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.068223 20041117
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.094760 20041117
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015364 20041117
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.104684 20041117
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.114604 20041117
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.162224 20041117
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032182 20041117
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.136706 20041117
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042613 20041117
18 USFASTD_1DREVRSL USFASTD_SEASON 0.072935 20041117
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020409 20041117
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.450173 20041117
21 USFASTD_1DREVRSL USFASTD_SIZE 0.054090 20041117
22 USFASTD_1DREVRSL USFASTD_VALUE 0.026920 20041117
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.034729 20041117
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.030270 20041117
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.571360 20041117
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.225006 20041117
27 USFASTD_1DREVRSL USFASTD_CHEM 0.601345 20041117
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.250003 20041117
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.493385 20041117
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.337782 20041117
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.462320 20041117
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.884656 20041117
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.636285 20041117
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.665328 20041117
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.250574 20041117
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.794136 20041117
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.927431 20041117
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.640215 20041117
3549 USFASTD_TELECOM USFASTD_TELECOM 103.437380 20041117
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.191820 20041117
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.479817 20041117
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.487452 20041117
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.009036 20041117
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.779110 20041117
3555 USFASTD_WIRELESS USFASTD_WIRELESS 95.963012 20041117
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.093454 20041117
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.146818 20041117
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.044102 20041117
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.592578 20041117
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 66.866061 20041117
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.240086 20041117
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.674185 20041117
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.933594 20041117
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.307535 20041117
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 30.450784 20041117
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.708245 20041117
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 120.710159 20041117
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.419119 20041117
3569 USFASTD_COUNTRY USFASTD_COUNTRY 110.254727 20041117
[3570 rows x 4 columns],
'20041118': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.738614 20041118
1 USFASTD_1DREVRSL USFASTD_BETA 0.839422 20041118
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.098086 20041118
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002927 20041118
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.054865 20041118
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.025562 20041118
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.071797 20041118
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010461 20041118
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.005590 20041118
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.063952 20041118
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.088911 20041118
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.014161 20041118
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.096730 20041118
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.107974 20041118
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.150226 20041118
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.029953 20041118
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.125293 20041118
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.044848 20041118
18 USFASTD_1DREVRSL USFASTD_SEASON 0.069570 20041118
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.019334 20041118
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.421391 20041118
21 USFASTD_1DREVRSL USFASTD_SIZE 0.046769 20041118
22 USFASTD_1DREVRSL USFASTD_VALUE 0.026008 20041118
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.024674 20041118
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.960997 20041118
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.485263 20041118
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.236244 20041118
27 USFASTD_1DREVRSL USFASTD_CHEM 0.555083 20041118
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.230555 20041118
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.463686 20041118
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.513966 20041118
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.438076 20041118
3542 USFASTD_COMPELEC USFASTD_COMPELEC 81.767225 20041118
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.019379 20041118
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.052772 20041118
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.563619 20041118
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.313988 20041118
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.371263 20041118
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.502907 20041118
3549 USFASTD_TELECOM USFASTD_TELECOM 96.781138 20041118
3550 USFASTD_TELECOM USFASTD_WIRELESS 13.239522 20041118
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.482443 20041118
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.445163 20041118
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.048904 20041118
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.641064 20041118
3555 USFASTD_WIRELESS USFASTD_WIRELESS 89.227688 20041118
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.794983 20041118
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.135332 20041118
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.758172 20041118
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.394402 20041118
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 62.296327 20041118
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.837304 20041118
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.020843 20041118
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.666455 20041118
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.192207 20041118
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.473168 20041118
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.632742 20041118
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 113.002136 20041118
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.342343 20041118
3569 USFASTD_COUNTRY USFASTD_COUNTRY 106.923031 20041118
[3570 rows x 4 columns],
'20041119': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.712759 20041119
1 USFASTD_1DREVRSL USFASTD_BETA 0.885420 20041119
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.100371 20041119
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.006639 20041119
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.053492 20041119
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.021675 20041119
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.069836 20041119
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008937 20041119
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008237 20041119
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.069833 20041119
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.085766 20041119
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016236 20041119
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.092746 20041119
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.103352 20041119
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.147384 20041119
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.029845 20041119
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.119463 20041119
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.052242 20041119
18 USFASTD_1DREVRSL USFASTD_SEASON 0.068207 20041119
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020045 20041119
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.417996 20041119
21 USFASTD_1DREVRSL USFASTD_SIZE 0.041684 20041119
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023810 20041119
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.171782 20041119
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.067127 20041119
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.603533 20041119
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.287189 20041119
27 USFASTD_1DREVRSL USFASTD_CHEM 0.533922 20041119
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.230744 20041119
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.473237 20041119
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.422704 20041119
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.925970 20041119
3542 USFASTD_COMPELEC USFASTD_COMPELEC 80.450919 20041119
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.980453 20041119
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.077567 20041119
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.428924 20041119
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.216758 20041119
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.259231 20041119
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.869433 20041119
3549 USFASTD_TELECOM USFASTD_TELECOM 96.228310 20041119
3550 USFASTD_TELECOM USFASTD_WIRELESS 13.138977 20041119
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.528074 20041119
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.476190 20041119
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.018346 20041119
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.277927 20041119
3555 USFASTD_WIRELESS USFASTD_WIRELESS 90.380574 20041119
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.787148 20041119
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.163983 20041119
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.754747 20041119
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.476865 20041119
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 61.222370 20041119
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.259934 20041119
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.370991 20041119
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.217044 20041119
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.410103 20041119
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.989413 20041119
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.930033 20041119
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 110.948452 20041119
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.593379 20041119
3569 USFASTD_COUNTRY USFASTD_COUNTRY 115.930455 20041119
[3570 rows x 4 columns],
'20041122': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.724589 20041122
1 USFASTD_1DREVRSL USFASTD_BETA 0.811090 20041122
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.098591 20041122
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.004245 20041122
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.048863 20041122
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.019601 20041122
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.068727 20041122
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.010497 20041122
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.002185 20041122
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.065582 20041122
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.098297 20041122
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013200 20041122
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.091332 20041122
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.099862 20041122
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.149901 20041122
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.028898 20041122
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.124254 20041122
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.043057 20041122
18 USFASTD_1DREVRSL USFASTD_SEASON 0.067652 20041122
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.021811 20041122
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.418647 20041122
21 USFASTD_1DREVRSL USFASTD_SIZE 0.054125 20041122
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023862 20041122
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.137684 20041122
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.049691 20041122
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.661844 20041122
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.346210 20041122
27 USFASTD_1DREVRSL USFASTD_CHEM 0.546584 20041122
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.210799 20041122
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.525839 20041122
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.675336 20041122
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.799304 20041122
3542 USFASTD_COMPELEC USFASTD_COMPELEC 80.557674 20041122
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.149185 20041122
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.206390 20041122
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.538102 20041122
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.283636 20041122
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.373100 20041122
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.520492 20041122
3549 USFASTD_TELECOM USFASTD_TELECOM 99.586031 20041122
3550 USFASTD_TELECOM USFASTD_WIRELESS 13.307333 20041122
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.251709 20041122
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.629480 20041122
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.375673 20041122
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.042263 20041122
3555 USFASTD_WIRELESS USFASTD_WIRELESS 92.252755 20041122
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.778460 20041122
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.268830 20041122
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.691400 20041122
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.987936 20041122
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.712146 20041122
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.988767 20041122
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 38.267195 20041122
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.426326 20041122
3564 USFASTD_GASUTIL USFASTD_GASUTIL 48.187146 20041122
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.683138 20041122
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.727764 20041122
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 116.878316 20041122
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.087862 20041122
3569 USFASTD_COUNTRY USFASTD_COUNTRY 107.259704 20041122
[3570 rows x 4 columns],
'20041123': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.670442 20041123
1 USFASTD_1DREVRSL USFASTD_BETA 0.777929 20041123
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.094098 20041123
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.005929 20041123
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046254 20041123
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.018062 20041123
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.070545 20041123
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.008488 20041123
8 USFASTD_1DREVRSL USFASTD_LEVERAGE 0.001898 20041123
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.067094 20041123
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.095091 20041123
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011972 20041123
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.088717 20041123
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.090466 20041123
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.147730 20041123
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.028466 20041123
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.122271 20041123
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.037724 20041123
18 USFASTD_1DREVRSL USFASTD_SEASON 0.066306 20041123
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020612 20041123
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.404548 20041123
21 USFASTD_1DREVRSL USFASTD_SIZE 0.055829 20041123
22 USFASTD_1DREVRSL USFASTD_VALUE 0.021669 20041123
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.071993 20041123
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.015629 20041123
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.641321 20041123
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.324545 20041123
27 USFASTD_1DREVRSL USFASTD_CHEM 0.516667 20041123
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.207049 20041123
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.469426 20041123
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.867961 20041123
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.725255 20041123
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.602712 20041123
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.818267 20041123
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.191578 20041123
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.328460 20041123
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.297161 20041123
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.608220 20041123
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.352943 20041123
3549 USFASTD_TELECOM USFASTD_TELECOM 95.820147 20041123
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.983328 20041123
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.224909 20041123
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.554886 20041123
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.428345 20041123
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.792594 20041123
3555 USFASTD_WIRELESS USFASTD_WIRELESS 90.997175 20041123
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.756145 20041123
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.402530 20041123
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.933884 20041123
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.843550 20041123
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 61.513531 20041123
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.190434 20041123
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 37.870083 20041123
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.084365 20041123
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.623086 20041123
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 28.848183 20041123
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.613065 20041123
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 118.254499 20041123
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.023214 20041123
3569 USFASTD_COUNTRY USFASTD_COUNTRY 102.716955 20041123
[3570 rows x 4 columns],
'20041124': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.605392 20041124
1 USFASTD_1DREVRSL USFASTD_BETA 0.778438 20041124
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.090858 20041124
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.006017 20041124
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042333 20041124
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.017648 20041124
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.068847 20041124
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005933 20041124
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.001277 20041124
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.065891 20041124
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.089814 20041124
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011236 20041124
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.090963 20041124
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.090634 20041124
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.138412 20041124
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.026008 20041124
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.112853 20041124
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.038480 20041124
18 USFASTD_1DREVRSL USFASTD_SEASON 0.064064 20041124
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.018257 20041124
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.388789 20041124
21 USFASTD_1DREVRSL USFASTD_SIZE 0.050926 20041124
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017197 20041124
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.042355 20041124
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.979308 20041124
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.624321 20041124
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.358031 20041124
27 USFASTD_1DREVRSL USFASTD_CHEM 0.465397 20041124
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.189533 20041124
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.449769 20041124
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.488918 20041124
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.722054 20041124
3542 USFASTD_COMPELEC USFASTD_COMPELEC 74.950337 20041124
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.586146 20041124
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.828739 20041124
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.936287 20041124
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.952235 20041124
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.274921 20041124
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.420409 20041124
3549 USFASTD_TELECOM USFASTD_TELECOM 93.869540 20041124
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.502234 20041124
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.293937 20041124
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.477524 20041124
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.654099 20041124
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.035465 20041124
3555 USFASTD_WIRELESS USFASTD_WIRELESS 87.029438 20041124
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.585208 20041124
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.364586 20041124
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.717478 20041124
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.848577 20041124
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 58.820797 20041124
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.631888 20041124
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.547119 20041124
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.210269 20041124
3564 USFASTD_GASUTIL USFASTD_GASUTIL 45.397149 20041124
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.889703 20041124
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.625932 20041124
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 115.883415 20041124
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -2.963346 20041124
3569 USFASTD_COUNTRY USFASTD_COUNTRY 103.891388 20041124
[3570 rows x 4 columns],
'20041126': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.495995 20041126
1 USFASTD_1DREVRSL USFASTD_BETA 0.785016 20041126
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.084219 20041126
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.009933 20041126
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.041298 20041126
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.014884 20041126
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.061702 20041126
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.002852 20041126
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.003127 20041126
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.065683 20041126
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.083762 20041126
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.008258 20041126
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.082209 20041126
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.078887 20041126
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.128126 20041126
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.024089 20041126
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.097957 20041126
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.042053 20041126
18 USFASTD_1DREVRSL USFASTD_SEASON 0.061357 20041126
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.016655 20041126
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.366999 20041126
21 USFASTD_1DREVRSL USFASTD_SIZE 0.041873 20041126
22 USFASTD_1DREVRSL USFASTD_VALUE 0.015562 20041126
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.922216 20041126
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.868211 20041126
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.540444 20041126
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.372173 20041126
27 USFASTD_1DREVRSL USFASTD_CHEM 0.419967 20041126
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.190896 20041126
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.450413 20041126
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.844593 20041126
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.704600 20041126
3542 USFASTD_COMPELEC USFASTD_COMPELEC 69.090329 20041126
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.930445 20041126
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.318699 20041126
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.265262 20041126
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.413410 20041126
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.797186 20041126
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.457151 20041126
3549 USFASTD_TELECOM USFASTD_TELECOM 86.435480 20041126
3550 USFASTD_TELECOM USFASTD_WIRELESS 11.673314 20041126
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.313257 20041126
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.379978 20041126
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.584706 20041126
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.092402 20041126
3555 USFASTD_WIRELESS USFASTD_WIRELESS 82.258306 20041126
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.269477 20041126
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.283452 20041126
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.606701 20041126
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.984583 20041126
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 54.445505 20041126
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 30.186519 20041126
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.900051 20041126
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.355140 20041126
3564 USFASTD_GASUTIL USFASTD_GASUTIL 41.938866 20041126
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 25.837184 20041126
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.689777 20041126
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 108.183772 20041126
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.036896 20041126
3569 USFASTD_COUNTRY USFASTD_COUNTRY 105.255707 20041126
[3570 rows x 4 columns],
'20041129': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.556021 20041129
1 USFASTD_1DREVRSL USFASTD_BETA 0.860481 20041129
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.088998 20041129
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014085 20041129
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.042869 20041129
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.011496 20041129
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.061959 20041129
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.000520 20041129
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008421 20041129
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.066499 20041129
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.084147 20041129
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.008381 20041129
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.089582 20041129
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.078755 20041129
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.129488 20041129
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.025916 20041129
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.104926 20041129
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.054422 20041129
18 USFASTD_1DREVRSL USFASTD_SEASON 0.061213 20041129
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.014750 20041129
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.391162 20041129
21 USFASTD_1DREVRSL USFASTD_SIZE 0.033462 20041129
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016882 20041129
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.001551 20041129
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.961063 20041129
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.612855 20041129
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.409320 20041129
27 USFASTD_1DREVRSL USFASTD_CHEM 0.450188 20041129
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.225955 20041129
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.491173 20041129
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.184017 20041129
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.824051 20041129
3542 USFASTD_COMPELEC USFASTD_COMPELEC 70.924200 20041129
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.016129 20041129
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.711687 20041129
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.743513 20041129
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.677018 20041129
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.402756 20041129
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.779234 20041129
3549 USFASTD_TELECOM USFASTD_TELECOM 87.092399 20041129
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.000515 20041129
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.311598 20041129
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.386713 20041129
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.662266 20041129
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.612831 20041129
3555 USFASTD_WIRELESS USFASTD_WIRELESS 85.573165 20041129
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.524209 20041129
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.373738 20041129
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.026106 20041129
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.540128 20041129
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 56.822264 20041129
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 31.191371 20041129
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.892104 20041129
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.129011 20041129
3564 USFASTD_GASUTIL USFASTD_GASUTIL 42.800220 20041129
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.035080 20041129
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.986224 20041129
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 115.234330 20041129
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.282899 20041129
3569 USFASTD_COUNTRY USFASTD_COUNTRY 114.345613 20041129
[3570 rows x 4 columns],
'20041130': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.631487 20041130
1 USFASTD_1DREVRSL USFASTD_BETA 0.852945 20041130
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.093706 20041130
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.018782 20041130
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.046631 20041130
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.002327 20041130
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.065812 20041130
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001548 20041130
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.016479 20041130
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.068398 20041130
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.089216 20041130
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.007446 20041130
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.101929 20041130
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.075863 20041130
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.141472 20041130
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.029759 20041130
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.110140 20041130
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.045202 20041130
18 USFASTD_1DREVRSL USFASTD_SEASON 0.065269 20041130
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.014544 20041130
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.402296 20041130
21 USFASTD_1DREVRSL USFASTD_SIZE 0.036814 20041130
22 USFASTD_1DREVRSL USFASTD_VALUE 0.015711 20041130
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.045765 20041130
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.031086 20041130
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.688626 20041130
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.396506 20041130
27 USFASTD_1DREVRSL USFASTD_CHEM 0.431517 20041130
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.223475 20041130
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.434228 20041130
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.542917 20041130
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.922777 20041130
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.438154 20041130
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.300740 20041130
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.984568 20041130
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.223878 20041130
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.828354 20041130
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.583825 20041130
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.763390 20041130
3549 USFASTD_TELECOM USFASTD_TELECOM 91.019017 20041130
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.342809 20041130
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.017651 20041130
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.474910 20041130
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.583092 20041130
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.744359 20041130
3555 USFASTD_WIRELESS USFASTD_WIRELESS 89.174655 20041130
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.568231 20041130
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.427237 20041130
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.238628 20041130
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.469038 20041130
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 63.361520 20041130
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 33.097421 20041130
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 38.026805 20041130
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.188241 20041130
3564 USFASTD_GASUTIL USFASTD_GASUTIL 43.792319 20041130
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.690656 20041130
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.980176 20041130
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 118.042959 20041130
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.297727 20041130
3569 USFASTD_COUNTRY USFASTD_COUNTRY 113.772850 20041130
[3570 rows x 4 columns],
'20041201': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.797073 20041201
1 USFASTD_1DREVRSL USFASTD_BETA 0.810843 20041201
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.098161 20041201
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014530 20041201
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.052496 20041201
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.008528 20041201
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.072738 20041201
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.002488 20041201
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.014156 20041201
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.067853 20041201
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.099419 20041201
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.008655 20041201
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.115506 20041201
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.084867 20041201
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.159350 20041201
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.033341 20041201
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.124769 20041201
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.025195 20041201
18 USFASTD_1DREVRSL USFASTD_SEASON 0.071286 20041201
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.014448 20041201
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.447155 20041201
21 USFASTD_1DREVRSL USFASTD_SIZE 0.052754 20041201
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017411 20041201
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.384824 20041201
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.436389 20041201
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.987073 20041201
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.526665 20041201
27 USFASTD_1DREVRSL USFASTD_CHEM 0.459921 20041201
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.210480 20041201
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.488775 20041201
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.093666 20041201
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.982627 20041201
3542 USFASTD_COMPELEC USFASTD_COMPELEC 82.903427 20041201
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.921409 20041201
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.595720 20041201
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.215719 20041201
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.551297 20041201
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.456867 20041201
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.241939 20041201
3549 USFASTD_TELECOM USFASTD_TELECOM 101.807621 20041201
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.189785 20041201
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.501309 20041201
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.608720 20041201
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.144402 20041201
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.985602 20041201
3555 USFASTD_WIRELESS USFASTD_WIRELESS 102.757224 20041201
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.666319 20041201
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.492478 20041201
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.459170 20041201
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.755999 20041201
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.139035 20041201
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.496128 20041201
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 45.487244 20041201
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.596560 20041201
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.914790 20041201
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.406198 20041201
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.660550 20041201
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 140.054551 20041201
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.937043 20041201
3569 USFASTD_COUNTRY USFASTD_COUNTRY 109.685906 20041201
[3570 rows x 4 columns],
'20041202': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.878028 20041202
1 USFASTD_1DREVRSL USFASTD_BETA 0.822328 20041202
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.100892 20041202
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014969 20041202
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.057571 20041202
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.015007 20041202
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.084361 20041202
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.002798 20041202
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013498 20041202
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.069804 20041202
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.103858 20041202
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011123 20041202
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.120232 20041202
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.090508 20041202
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.167045 20041202
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035541 20041202
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.131739 20041202
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.021480 20041202
18 USFASTD_1DREVRSL USFASTD_SEASON 0.074031 20041202
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.017114 20041202
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.472008 20041202
21 USFASTD_1DREVRSL USFASTD_SIZE 0.056655 20041202
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017919 20041202
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.441837 20041202
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.506222 20041202
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.040600 20041202
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.487171 20041202
27 USFASTD_1DREVRSL USFASTD_CHEM 0.502751 20041202
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.230046 20041202
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.518578 20041202
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.581556 20041202
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.985751 20041202
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.450729 20041202
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.286544 20041202
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.205549 20041202
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.989166 20041202
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.107633 20041202
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.675511 20041202
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.291167 20041202
3549 USFASTD_TELECOM USFASTD_TELECOM 113.000240 20041202
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.479621 20041202
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.873804 20041202
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.471780 20041202
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.104409 20041202
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.288425 20041202
3555 USFASTD_WIRELESS USFASTD_WIRELESS 108.296874 20041202
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.037341 20041202
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.601884 20041202
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.180407 20041202
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.818325 20041202
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 79.840590 20041202
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.932424 20041202
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.066120 20041202
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.740000 20041202
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.035243 20041202
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.660109 20041202
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.685168 20041202
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 158.559660 20041202
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.050763 20041202
3569 USFASTD_COUNTRY USFASTD_COUNTRY 110.601695 20041202
[3570 rows x 4 columns],
'20041203': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.836028 20041203
1 USFASTD_1DREVRSL USFASTD_BETA 0.823078 20041203
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.100400 20041203
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.016976 20041203
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060415 20041203
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.011670 20041203
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.081509 20041203
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.001141 20041203
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.016449 20041203
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.068147 20041203
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.101013 20041203
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013144 20041203
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.119910 20041203
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.086102 20041203
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.164905 20041203
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035300 20041203
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.128929 20041203
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.023302 20041203
18 USFASTD_1DREVRSL USFASTD_SEASON 0.072089 20041203
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.017751 20041203
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.463505 20041203
21 USFASTD_1DREVRSL USFASTD_SIZE 0.053012 20041203
22 USFASTD_1DREVRSL USFASTD_VALUE 0.017772 20041203
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.439490 20041203
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.501453 20041203
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -2.030145 20041203
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.499201 20041203
27 USFASTD_1DREVRSL USFASTD_CHEM 0.496986 20041203
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.237250 20041203
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.516776 20041203
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.281566 20041203
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.974253 20041203
3542 USFASTD_COMPELEC USFASTD_COMPELEC 85.446257 20041203
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.100769 20041203
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.073948 20041203
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.735360 20041203
3546 USFASTD_COMPELEC USFASTD_GASUTIL -8.074277 20041203
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.436708 20041203
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.277917 20041203
3549 USFASTD_TELECOM USFASTD_TELECOM 111.120839 20041203
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.399474 20041203
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.870151 20041203
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.581557 20041203
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.035700 20041203
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.321531 20041203
3555 USFASTD_WIRELESS USFASTD_WIRELESS 108.033167 20041203
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.007750 20041203
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.419600 20041203
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.056954 20041203
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.897577 20041203
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 78.163742 20041203
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.796864 20041203
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.977579 20041203
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.737965 20041203
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.202175 20041203
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.644058 20041203
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.790363 20041203
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 155.122353 20041203
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.046372 20041203
3569 USFASTD_COUNTRY USFASTD_COUNTRY 110.777698 20041203
[3570 rows x 4 columns],
'20041206': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.817207 20041206
1 USFASTD_1DREVRSL USFASTD_BETA 0.859029 20041206
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.096960 20041206
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.019789 20041206
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.062018 20041206
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.003424 20041206
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.089498 20041206
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.000333 20041206
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.016061 20041206
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.066604 20041206
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.101617 20041206
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.016246 20041206
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.119007 20041206
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.081349 20041206
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.167044 20041206
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.033451 20041206
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.120689 20041206
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.029739 20041206
18 USFASTD_1DREVRSL USFASTD_SEASON 0.069278 20041206
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.017777 20041206
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.458850 20041206
21 USFASTD_1DREVRSL USFASTD_SIZE 0.038407 20041206
22 USFASTD_1DREVRSL USFASTD_VALUE 0.019976 20041206
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.388759 20041206
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.457776 20041206
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.940818 20041206
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.480246 20041206
27 USFASTD_1DREVRSL USFASTD_CHEM 0.515458 20041206
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.244352 20041206
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.447735 20041206
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.012682 20041206
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.002673 20041206
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.419395 20041206
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.001333 20041206
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.742589 20041206
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.280674 20041206
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.671473 20041206
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.587470 20041206
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.488244 20041206
3549 USFASTD_TELECOM USFASTD_TELECOM 106.598636 20041206
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.834505 20041206
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.811120 20041206
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.549376 20041206
3553 USFASTD_TELECOM USFASTD_MULTUTIL -2.024880 20041206
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.552522 20041206
3555 USFASTD_WIRELESS USFASTD_WIRELESS 104.216824 20041206
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.920112 20041206
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.475572 20041206
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.231483 20041206
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.110604 20041206
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.875497 20041206
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.363856 20041206
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.705425 20041206
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.199990 20041206
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.729268 20041206
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.393752 20041206
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.036536 20041206
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 160.866287 20041206
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.399635 20041206
3569 USFASTD_COUNTRY USFASTD_COUNTRY 115.096774 20041206
[3570 rows x 4 columns],
'20041207': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.837038 20041207
1 USFASTD_1DREVRSL USFASTD_BETA 0.919103 20041207
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.096110 20041207
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.022437 20041207
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.074355 20041207
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.001890 20041207
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.094369 20041207
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003433 20041207
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.015424 20041207
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.065750 20041207
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.105710 20041207
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.020838 20041207
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.124849 20041207
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.091441 20041207
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.170072 20041207
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035578 20041207
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.119449 20041207
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.038627 20041207
18 USFASTD_1DREVRSL USFASTD_SEASON 0.067511 20041207
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.021228 20041207
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.460344 20041207
21 USFASTD_1DREVRSL USFASTD_SIZE 0.026480 20041207
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022951 20041207
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.300233 20041207
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.351310 20041207
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.790597 20041207
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.385007 20041207
27 USFASTD_1DREVRSL USFASTD_CHEM 0.643057 20041207
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.280250 20041207
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.477717 20041207
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.856959 20041207
3541 USFASTD_COMMEQP USFASTD_COUNTRY 2.008705 20041207
3542 USFASTD_COMPELEC USFASTD_COMPELEC 87.098568 20041207
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.944364 20041207
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.686428 20041207
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.221584 20041207
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.563454 20041207
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.460479 20041207
3548 USFASTD_COMPELEC USFASTD_COUNTRY 6.027065 20041207
3549 USFASTD_TELECOM USFASTD_TELECOM 105.071767 20041207
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.636920 20041207
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.775598 20041207
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.528174 20041207
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.999202 20041207
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.894178 20041207
3555 USFASTD_WIRELESS USFASTD_WIRELESS 102.919140 20041207
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.850334 20041207
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.447423 20041207
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.132348 20041207
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.267495 20041207
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.868018 20041207
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.870806 20041207
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 49.059630 20041207
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.713530 20041207
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.165646 20041207
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.998401 20041207
3566 USFASTD_GASUTIL USFASTD_COUNTRY -4.107970 20041207
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 158.906828 20041207
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.466632 20041207
3569 USFASTD_COUNTRY USFASTD_COUNTRY 123.860763 20041207
[3570 rows x 4 columns],
'20041208': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.897490 20041208
1 USFASTD_1DREVRSL USFASTD_BETA 0.869044 20041208
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.094969 20041208
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.018379 20041208
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.081947 20041208
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.000179 20041208
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100874 20041208
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004730 20041208
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013940 20041208
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.062383 20041208
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.110351 20041208
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.026175 20041208
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.143876 20041208
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.094879 20041208
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.181230 20041208
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040981 20041208
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.126946 20041208
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.021299 20041208
18 USFASTD_1DREVRSL USFASTD_SEASON 0.068975 20041208
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.020047 20041208
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.469847 20041208
21 USFASTD_1DREVRSL USFASTD_SIZE 0.031085 20041208
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022006 20041208
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.292564 20041208
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.370712 20041208
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.790132 20041208
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.336019 20041208
27 USFASTD_1DREVRSL USFASTD_CHEM 0.641651 20041208
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.273445 20041208
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.508091 20041208
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.303149 20041208
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.873775 20041208
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.160238 20041208
3543 USFASTD_COMPELEC USFASTD_TELECOM -9.089963 20041208
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.287991 20041208
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.403937 20041208
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.685182 20041208
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.646246 20041208
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.615822 20041208
3549 USFASTD_TELECOM USFASTD_TELECOM 107.438597 20041208
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.356886 20041208
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.808277 20041208
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.559072 20041208
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.994164 20041208
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.455721 20041208
3555 USFASTD_WIRELESS USFASTD_WIRELESS 110.344055 20041208
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.971290 20041208
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.409006 20041208
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.113683 20041208
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.121058 20041208
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 77.954895 20041208
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.829069 20041208
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.239041 20041208
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -10.125495 20041208
3564 USFASTD_GASUTIL USFASTD_GASUTIL 52.273084 20041208
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 36.412440 20041208
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.841040 20041208
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 168.107488 20041208
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.467531 20041208
3569 USFASTD_COUNTRY USFASTD_COUNTRY 115.402208 20041208
[3570 rows x 4 columns],
'20041209': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.865620 20041209
1 USFASTD_1DREVRSL USFASTD_BETA 0.826743 20041209
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.093238 20041209
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.016579 20041209
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.080002 20041209
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.001849 20041209
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.100899 20041209
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004610 20041209
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.013489 20041209
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.059792 20041209
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.110109 20041209
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.025284 20041209
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.142878 20041209
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.095415 20041209
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.180414 20041209
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040319 20041209
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.126033 20041209
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.015731 20041209
18 USFASTD_1DREVRSL USFASTD_SEASON 0.068371 20041209
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.019017 20041209
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.460778 20041209
21 USFASTD_1DREVRSL USFASTD_SIZE 0.030662 20041209
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023202 20041209
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.266789 20041209
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.337680 20041209
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.756810 20041209
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.319448 20041209
27 USFASTD_1DREVRSL USFASTD_CHEM 0.623178 20041209
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.265100 20041209
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.492786 20041209
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.052808 20041209
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.641602 20041209
3542 USFASTD_COMPELEC USFASTD_COMPELEC 90.013338 20041209
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.933745 20041209
3544 USFASTD_COMPELEC USFASTD_WIRELESS 10.350197 20041209
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.281047 20041209
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.669152 20041209
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.423299 20041209
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.232917 20041209
3549 USFASTD_TELECOM USFASTD_TELECOM 106.533089 20041209
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.988003 20041209
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.797561 20041209
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.520742 20041209
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.904293 20041209
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.228134 20041209
3555 USFASTD_WIRELESS USFASTD_WIRELESS 125.557728 20041209
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.349701 20041209
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.385375 20041209
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.855422 20041209
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.895056 20041209
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 76.740329 20041209
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 39.194995 20041209
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 50.683353 20041209
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.670759 20041209
3564 USFASTD_GASUTIL USFASTD_GASUTIL 51.449889 20041209
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.972994 20041209
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.629372 20041209
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 167.024556 20041209
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.402271 20041209
3569 USFASTD_COUNTRY USFASTD_COUNTRY 110.026019 20041209
[3570 rows x 4 columns],
'20041210': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.843613 20041210
1 USFASTD_1DREVRSL USFASTD_BETA 0.820689 20041210
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.086076 20041210
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.012781 20041210
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.077597 20041210
5 USFASTD_1DREVRSL USFASTD_EARNYILD 0.000935 20041210
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.104003 20041210
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004991 20041210
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.018509 20041210
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.059584 20041210
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104393 20041210
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.026311 20041210
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.136849 20041210
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.090483 20041210
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.183976 20041210
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.039164 20041210
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.115901 20041210
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.008165 20041210
18 USFASTD_1DREVRSL USFASTD_SEASON 0.069623 20041210
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.013631 20041210
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.453639 20041210
21 USFASTD_1DREVRSL USFASTD_SIZE 0.040220 20041210
22 USFASTD_1DREVRSL USFASTD_VALUE 0.019557 20041210
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.114507 20041210
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.186483 20041210
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.559486 20041210
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.230534 20041210
27 USFASTD_1DREVRSL USFASTD_CHEM 0.642402 20041210
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.262578 20041210
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.314779 20041210
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.488873 20041210
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.612120 20041210
3542 USFASTD_COMPELEC USFASTD_COMPELEC 86.557789 20041210
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.573353 20041210
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.899532 20041210
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.793053 20041210
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.338738 20041210
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.117154 20041210
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.146035 20041210
3549 USFASTD_TELECOM USFASTD_TELECOM 101.710891 20041210
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.271626 20041210
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.751791 20041210
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.456097 20041210
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.805768 20041210
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.108141 20041210
3555 USFASTD_WIRELESS USFASTD_WIRELESS 119.876655 20041210
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.099910 20041210
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.363944 20041210
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.545039 20041210
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.810721 20041210
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 73.344566 20041210
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 37.445858 20041210
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 48.465498 20041210
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.470500 20041210
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.127665 20041210
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 34.391433 20041210
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.564764 20041210
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 160.013023 20041210
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.309255 20041210
3569 USFASTD_COUNTRY USFASTD_COUNTRY 107.957555 20041210
[3570 rows x 4 columns],
'20041213': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.932082 20041213
1 USFASTD_1DREVRSL USFASTD_BETA 0.783325 20041213
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.082820 20041213
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.003819 20041213
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.084012 20041213
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.004779 20041213
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.097562 20041213
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006556 20041213
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009754 20041213
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.054959 20041213
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.113932 20041213
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.017393 20041213
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.138010 20041213
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.083250 20041213
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.191513 20041213
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.044975 20041213
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.140710 20041213
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.009767 20041213
18 USFASTD_1DREVRSL USFASTD_SEASON 0.070092 20041213
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.017090 20041213
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.461343 20041213
21 USFASTD_1DREVRSL USFASTD_SIZE 0.047538 20041213
22 USFASTD_1DREVRSL USFASTD_VALUE 0.029298 20041213
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.179663 20041213
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.212843 20041213
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.712256 20041213
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.345610 20041213
27 USFASTD_1DREVRSL USFASTD_CHEM 0.603840 20041213
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.247945 20041213
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.565052 20041213
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -14.004196 20041213
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.123766 20041213
3542 USFASTD_COMPELEC USFASTD_COMPELEC 89.055047 20041213
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.863996 20041213
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.973269 20041213
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -11.330736 20041213
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.574271 20041213
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -10.074834 20041213
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.684916 20041213
3549 USFASTD_TELECOM USFASTD_TELECOM 102.968468 20041213
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.517974 20041213
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.674811 20041213
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.512717 20041213
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.607623 20041213
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.695886 20041213
3555 USFASTD_WIRELESS USFASTD_WIRELESS 121.589647 20041213
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.128052 20041213
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.332498 20041213
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.552420 20041213
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.457388 20041213
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 75.866537 20041213
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 38.364270 20041213
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 51.249510 20041213
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.932469 20041213
3564 USFASTD_GASUTIL USFASTD_GASUTIL 49.813002 20041213
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 35.901241 20041213
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.301544 20041213
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 171.330670 20041213
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.730368 20041213
3569 USFASTD_COUNTRY USFASTD_COUNTRY 104.173348 20041213
[3570 rows x 4 columns],
'20041214': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.805352 20041214
1 USFASTD_1DREVRSL USFASTD_BETA 0.797593 20041214
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.079343 20041214
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.000251 20041214
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.078804 20041214
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.006045 20041214
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.092686 20041214
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005723 20041214
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010928 20041214
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.054480 20041214
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.106287 20041214
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015866 20041214
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.127610 20041214
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.081385 20041214
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.176929 20041214
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041584 20041214
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.128727 20041214
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.002750 20041214
18 USFASTD_1DREVRSL USFASTD_SEASON 0.066207 20041214
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.015553 20041214
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.434300 20041214
21 USFASTD_1DREVRSL USFASTD_SIZE 0.041481 20041214
22 USFASTD_1DREVRSL USFASTD_VALUE 0.027073 20041214
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.109532 20041214
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.115819 20041214
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.631980 20041214
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.331717 20041214
27 USFASTD_1DREVRSL USFASTD_CHEM 0.570064 20041214
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.245472 20041214
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.528531 20041214
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -13.192191 20041214
3541 USFASTD_COMMEQP USFASTD_COUNTRY 1.035783 20041214
3542 USFASTD_COMPELEC USFASTD_COMPELEC 83.692142 20041214
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.392400 20041214
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.265146 20041214
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.600566 20041214
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.215076 20041214
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.491838 20041214
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.914878 20041214
3549 USFASTD_TELECOM USFASTD_TELECOM 96.559788 20041214
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.608828 20041214
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.608709 20041214
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.479937 20041214
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.463694 20041214
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.935084 20041214
3555 USFASTD_WIRELESS USFASTD_WIRELESS 114.092655 20041214
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.792286 20041214
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.246791 20041214
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.090006 20041214
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.692884 20041214
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 71.003369 20041214
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.991190 20041214
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.899956 20041214
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.153517 20041214
3564 USFASTD_GASUTIL USFASTD_GASUTIL 46.986113 20041214
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.720218 20041214
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.500126 20041214
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 160.092951 20041214
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.850527 20041214
3569 USFASTD_COUNTRY USFASTD_COUNTRY 107.569656 20041214
[3570 rows x 4 columns],
'20041215': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.774786 20041215
1 USFASTD_1DREVRSL USFASTD_BETA 0.762075 20041215
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.077890 20041215
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.001359 20041215
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.077135 20041215
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.004953 20041215
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.091409 20041215
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006302 20041215
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009706 20041215
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.052113 20041215
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104607 20041215
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.015365 20041215
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.125991 20041215
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.080516 20041215
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.175891 20041215
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.041548 20041215
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.127729 20041215
17 USFASTD_1DREVRSL USFASTD_RESVOL -0.000645 20041215
18 USFASTD_1DREVRSL USFASTD_SEASON 0.067082 20041215
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.015382 20041215
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.425222 20041215
21 USFASTD_1DREVRSL USFASTD_SIZE 0.042345 20041215
22 USFASTD_1DREVRSL USFASTD_VALUE 0.028421 20041215
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -2.052360 20041215
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -2.063425 20041215
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.590606 20041215
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.315619 20041215
27 USFASTD_1DREVRSL USFASTD_CHEM 0.568322 20041215
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.237851 20041215
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.531317 20041215
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.915277 20041215
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.925235 20041215
3542 USFASTD_COMPELEC USFASTD_COMPELEC 81.979334 20041215
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.324554 20041215
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.731261 20041215
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -10.394609 20041215
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.129524 20041215
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.311686 20041215
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.644021 20041215
3549 USFASTD_TELECOM USFASTD_TELECOM 97.181887 20041215
3550 USFASTD_TELECOM USFASTD_WIRELESS 16.061445 20041215
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.717759 20041215
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.333702 20041215
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.379851 20041215
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.742177 20041215
3555 USFASTD_WIRELESS USFASTD_WIRELESS 130.264799 20041215
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.324248 20041215
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.653728 20041215
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -6.201381 20041215
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.955860 20041215
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 69.968323 20041215
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 35.787958 20041215
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 47.081802 20041215
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.633541 20041215
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.102585 20041215
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.367853 20041215
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.281065 20041215
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 157.381546 20041215
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.678719 20041215
3569 USFASTD_COUNTRY USFASTD_COUNTRY 101.603279 20041215
[3570 rows x 4 columns],
'20041216': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.719135 20041216
1 USFASTD_1DREVRSL USFASTD_BETA 0.784881 20041216
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.076249 20041216
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.002103 20041216
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.079336 20041216
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.008330 20041216
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.086773 20041216
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005672 20041216
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010234 20041216
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.050580 20041216
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.104128 20041216
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013168 20041216
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.117713 20041216
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.079377 20041216
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.166797 20041216
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040803 20041216
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.120749 20041216
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.006106 20041216
18 USFASTD_1DREVRSL USFASTD_SEASON 0.065066 20041216
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.015159 20041216
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.409704 20041216
21 USFASTD_1DREVRSL USFASTD_SIZE 0.036087 20041216
22 USFASTD_1DREVRSL USFASTD_VALUE 0.025215 20041216
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.969116 20041216
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.967148 20041216
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.476840 20041216
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.229044 20041216
27 USFASTD_1DREVRSL USFASTD_CHEM 0.574009 20041216
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.237398 20041216
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.513248 20041216
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.314779 20041216
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.833193 20041216
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.361420 20041216
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.981587 20041216
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.784923 20041216
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.952764 20041216
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.843543 20041216
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.865552 20041216
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.554254 20041216
3549 USFASTD_TELECOM USFASTD_TELECOM 92.942142 20041216
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.840771 20041216
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.663468 20041216
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.294932 20041216
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.340948 20041216
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.658228 20041216
3555 USFASTD_WIRELESS USFASTD_WIRELESS 134.697467 20041216
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.326389 20041216
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.758018 20041216
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.908556 20041216
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.275312 20041216
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 66.840865 20041216
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.229239 20041216
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 45.001540 20041216
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.517011 20041216
3564 USFASTD_GASUTIL USFASTD_GASUTIL 45.095367 20041216
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.904479 20041216
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.225014 20041216
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 150.713686 20041216
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.691822 20041216
3569 USFASTD_COUNTRY USFASTD_COUNTRY 100.767211 20041216
[3570 rows x 4 columns],
'20041217': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.676348 20041217
1 USFASTD_1DREVRSL USFASTD_BETA 0.746166 20041217
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.075979 20041217
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000601 20041217
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.077655 20041217
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.007096 20041217
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.084979 20041217
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.006249 20041217
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010278 20041217
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.047917 20041217
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.106701 20041217
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.013267 20041217
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.115075 20041217
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.076976 20041217
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.163989 20041217
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.040691 20041217
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.118665 20041217
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.001309 20041217
18 USFASTD_1DREVRSL USFASTD_SEASON 0.063381 20041217
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.015437 20041217
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.399959 20041217
21 USFASTD_1DREVRSL USFASTD_SIZE 0.038183 20041217
22 USFASTD_1DREVRSL USFASTD_VALUE 0.026604 20041217
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.925113 20041217
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.909913 20041217
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.449079 20041217
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.218429 20041217
27 USFASTD_1DREVRSL USFASTD_CHEM 0.593178 20041217
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.224801 20041217
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.524069 20041217
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -12.390875 20041217
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.865266 20041217
3542 USFASTD_COMPELEC USFASTD_COMPELEC 78.031627 20041217
3543 USFASTD_COMPELEC USFASTD_TELECOM -8.104497 20041217
3544 USFASTD_COMPELEC USFASTD_WIRELESS 9.609123 20041217
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.866390 20041217
3546 USFASTD_COMPELEC USFASTD_GASUTIL -7.312767 20041217
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -9.125649 20041217
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.490526 20041217
3549 USFASTD_TELECOM USFASTD_TELECOM 92.264169 20041217
3550 USFASTD_TELECOM USFASTD_WIRELESS 15.595267 20041217
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.610700 20041217
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.580714 20041217
3553 USFASTD_TELECOM USFASTD_MULTUTIL -1.085212 20041217
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.514806 20041217
3555 USFASTD_WIRELESS USFASTD_WIRELESS 131.456246 20041217
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -5.208453 20041217
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.733316 20041217
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.796372 20041217
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.032550 20041217
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 65.380193 20041217
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 34.833365 20041217
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 44.536747 20041217
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.116167 20041217
3564 USFASTD_GASUTIL USFASTD_GASUTIL 47.933110 20041217
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 33.118060 20041217
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.362373 20041217
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 150.746612 20041217
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.725790 20041217
3569 USFASTD_COUNTRY USFASTD_COUNTRY 95.918008 20041217
[3570 rows x 4 columns],
'20041220': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.568347 20041220
1 USFASTD_1DREVRSL USFASTD_BETA 0.731770 20041220
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.071137 20041220
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000524 20041220
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.071328 20041220
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.008505 20041220
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.079345 20041220
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004482 20041220
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.011900 20041220
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.046300 20041220
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.100184 20041220
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011738 20041220
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.107439 20041220
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.071037 20041220
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.150368 20041220
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.037427 20041220
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.108074 20041220
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.006534 20041220
18 USFASTD_1DREVRSL USFASTD_SEASON 0.059840 20041220
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.013855 20041220
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.373199 20041220
21 USFASTD_1DREVRSL USFASTD_SIZE 0.036626 20041220
22 USFASTD_1DREVRSL USFASTD_VALUE 0.023224 20041220
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.799325 20041220
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.786347 20041220
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.350327 20041220
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.194740 20041220
27 USFASTD_1DREVRSL USFASTD_CHEM 0.561090 20041220
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.228766 20041220
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.503631 20041220
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.672242 20041220
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.892570 20041220
3542 USFASTD_COMPELEC USFASTD_COMPELEC 72.664665 20041220
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.650135 20041220
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.844571 20041220
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.414229 20041220
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.794416 20041220
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.819542 20041220
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.451808 20041220
3549 USFASTD_TELECOM USFASTD_TELECOM 85.968838 20041220
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.539478 20041220
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.414359 20041220
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.487833 20041220
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.788243 20041220
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.468495 20041220
3555 USFASTD_WIRELESS USFASTD_WIRELESS 121.671221 20041220
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.775778 20041220
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.661472 20041220
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.299675 20041220
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.936731 20041220
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 62.106938 20041220
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.584167 20041220
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 42.576602 20041220
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.119012 20041220
3564 USFASTD_GASUTIL USFASTD_GASUTIL 44.231630 20041220
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.052605 20041220
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.305045 20041220
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 143.855254 20041220
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.749984 20041220
3569 USFASTD_COUNTRY USFASTD_COUNTRY 94.449916 20041220
[3570 rows x 4 columns],
'20041221': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.526334 20041221
1 USFASTD_1DREVRSL USFASTD_BETA 0.698777 20041221
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.067935 20041221
3 USFASTD_1DREVRSL USFASTD_DWNRISK 0.000402 20041221
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.069298 20041221
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.009202 20041221
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.080185 20041221
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005175 20041221
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.010047 20041221
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.043344 20041221
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.097454 20041221
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011485 20041221
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.105256 20041221
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.069502 20041221
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.154701 20041221
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.036596 20041221
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.105873 20041221
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.002840 20041221
18 USFASTD_1DREVRSL USFASTD_SEASON 0.057853 20041221
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.012886 20041221
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.364038 20041221
21 USFASTD_1DREVRSL USFASTD_SIZE 0.037298 20041221
22 USFASTD_1DREVRSL USFASTD_VALUE 0.022778 20041221
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.717697 20041221
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.713196 20041221
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.298877 20041221
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.184086 20041221
27 USFASTD_1DREVRSL USFASTD_CHEM 0.549240 20041221
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.214025 20041221
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.494165 20041221
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -11.555751 20041221
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.695035 20041221
3542 USFASTD_COMPELEC USFASTD_COMPELEC 71.644613 20041221
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.424251 20041221
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.897191 20041221
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -9.250300 20041221
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.917879 20041221
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.961183 20041221
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.988667 20041221
3549 USFASTD_TELECOM USFASTD_TELECOM 83.111439 20041221
3550 USFASTD_TELECOM USFASTD_WIRELESS 14.183950 20041221
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.425321 20041221
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.432314 20041221
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.807114 20041221
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.178692 20041221
3555 USFASTD_WIRELESS USFASTD_WIRELESS 119.714759 20041221
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.738902 20041221
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.832044 20041221
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.468814 20041221
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.915590 20041221
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 60.171587 20041221
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 32.070369 20041221
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 41.675635 20041221
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.575546 20041221
3564 USFASTD_GASUTIL USFASTD_GASUTIL 44.239601 20041221
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 31.007818 20041221
3566 USFASTD_GASUTIL USFASTD_COUNTRY -2.952605 20041221
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 142.038625 20041221
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.272976 20041221
3569 USFASTD_COUNTRY USFASTD_COUNTRY 90.133926 20041221
[3570 rows x 4 columns],
'20041222': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.476005 20041222
1 USFASTD_1DREVRSL USFASTD_BETA 0.687643 20041222
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.064024 20041222
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.000328 20041222
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.066218 20041222
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.006674 20041222
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.073665 20041222
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.005341 20041222
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.009305 20041222
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.042534 20041222
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.089006 20041222
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010431 20041222
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.097829 20041222
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.069703 20041222
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.145670 20041222
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.035625 20041222
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.099581 20041222
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.004401 20041222
18 USFASTD_1DREVRSL USFASTD_SEASON 0.056344 20041222
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.014691 20041222
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.349644 20041222
21 USFASTD_1DREVRSL USFASTD_SIZE 0.032218 20041222
22 USFASTD_1DREVRSL USFASTD_VALUE 0.021107 20041222
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.567159 20041222
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.573615 20041222
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.133362 20041222
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.089780 20041222
27 USFASTD_1DREVRSL USFASTD_CHEM 0.522446 20041222
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.208895 20041222
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.469385 20041222
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.961584 20041222
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.778428 20041222
3542 USFASTD_COMPELEC USFASTD_COMPELEC 68.854239 20041222
3543 USFASTD_COMPELEC USFASTD_TELECOM -7.049894 20041222
3544 USFASTD_COMPELEC USFASTD_WIRELESS 8.465844 20041222
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.823175 20041222
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.553743 20041222
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -8.628369 20041222
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.890458 20041222
3549 USFASTD_TELECOM USFASTD_TELECOM 79.219023 20041222
3550 USFASTD_TELECOM USFASTD_WIRELESS 13.487487 20041222
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.383903 20041222
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.403030 20041222
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.788969 20041222
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.138734 20041222
3555 USFASTD_WIRELESS USFASTD_WIRELESS 113.550845 20041222
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.483201 20041222
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.793814 20041222
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -5.177755 20041222
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.814032 20041222
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 57.107675 20041222
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 30.566120 20041222
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 39.553915 20041222
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.474666 20041222
3564 USFASTD_GASUTIL USFASTD_GASUTIL 42.361546 20041222
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 29.513378 20041222
3566 USFASTD_GASUTIL USFASTD_COUNTRY -2.960892 20041222
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 134.883808 20041222
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.189742 20041222
3569 USFASTD_COUNTRY USFASTD_COUNTRY 88.941135 20041222
[3570 rows x 4 columns],
'20041223': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.359754 20041223
1 USFASTD_1DREVRSL USFASTD_BETA 0.661860 20041223
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.060141 20041223
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.001317 20041223
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.061472 20041223
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.003767 20041223
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.066930 20041223
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.004982 20041223
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.008239 20041223
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.040590 20041223
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.081206 20041223
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.009979 20041223
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.088783 20041223
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.064330 20041223
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.133416 20041223
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032874 20041223
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.095671 20041223
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.008530 20041223
18 USFASTD_1DREVRSL USFASTD_SEASON 0.052341 20041223
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.013502 20041223
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.323530 20041223
21 USFASTD_1DREVRSL USFASTD_SIZE 0.028384 20041223
22 USFASTD_1DREVRSL USFASTD_VALUE 0.018143 20041223
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.465330 20041223
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.471668 20041223
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.064835 20041223
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.101838 20041223
27 USFASTD_1DREVRSL USFASTD_CHEM 0.480542 20041223
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.194959 20041223
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.414759 20041223
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -10.082182 20041223
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.769382 20041223
3542 USFASTD_COMPELEC USFASTD_COMPELEC 63.422234 20041223
3543 USFASTD_COMPELEC USFASTD_TELECOM -6.495786 20041223
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.803313 20041223
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -8.133229 20041223
3546 USFASTD_COMPELEC USFASTD_GASUTIL -6.042062 20041223
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.964874 20041223
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.769519 20041223
3549 USFASTD_TELECOM USFASTD_TELECOM 72.986729 20041223
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.443755 20041223
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.331321 20041223
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.297162 20041223
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.726565 20041223
3554 USFASTD_TELECOM USFASTD_COUNTRY -4.961129 20041223
3555 USFASTD_WIRELESS USFASTD_WIRELESS 104.642716 20041223
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -4.106801 20041223
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.728518 20041223
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.777276 20041223
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.624150 20041223
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 52.584807 20041223
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 28.133971 20041223
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 36.404377 20041223
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.224192 20041223
3564 USFASTD_GASUTIL USFASTD_GASUTIL 38.975242 20041223
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 27.162643 20041223
3566 USFASTD_GASUTIL USFASTD_COUNTRY -2.861389 20041223
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 124.134051 20041223
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.083336 20041223
3569 USFASTD_COUNTRY USFASTD_COUNTRY 85.905257 20041223
[3570 rows x 4 columns],
'20041227': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.315009 20041227
1 USFASTD_1DREVRSL USFASTD_BETA 0.751109 20041227
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.061302 20041227
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.006896 20041227
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.060691 20041227
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.006357 20041227
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.064425 20041227
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003322 20041227
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.011821 20041227
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.044991 20041227
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.077442 20041227
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010103 20041227
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.082495 20041227
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.059861 20041227
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.125360 20041227
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.032076 20041227
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.088524 20041227
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.028845 20041227
18 USFASTD_1DREVRSL USFASTD_SEASON 0.051634 20041227
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.013127 20041227
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.318620 20041227
21 USFASTD_1DREVRSL USFASTD_SIZE 0.018560 20041227
22 USFASTD_1DREVRSL USFASTD_VALUE 0.016432 20041227
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.491083 20041227
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.482095 20041227
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.068113 20041227
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.118025 20041227
27 USFASTD_1DREVRSL USFASTD_CHEM 0.478219 20041227
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.212376 20041227
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.410121 20041227
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.774521 20041227
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.999528 20041227
3542 USFASTD_COMPELEC USFASTD_COMPELEC 61.102122 20041227
3543 USFASTD_COMPELEC USFASTD_TELECOM -6.303440 20041227
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.479177 20041227
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.912279 20041227
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.848930 20041227
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.715172 20041227
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.431710 20041227
3549 USFASTD_TELECOM USFASTD_TELECOM 70.464382 20041227
3550 USFASTD_TELECOM USFASTD_WIRELESS 12.039059 20041227
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.227390 20041227
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.290814 20041227
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.687071 20041227
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.751113 20041227
3555 USFASTD_WIRELESS USFASTD_WIRELESS 100.924272 20041227
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.908115 20041227
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.684163 20041227
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.555310 20041227
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.319852 20041227
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 50.988379 20041227
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 27.238198 20041227
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 35.204693 20041227
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.419966 20041227
3564 USFASTD_GASUTIL USFASTD_GASUTIL 37.640035 20041227
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 26.225262 20041227
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.315285 20041227
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 120.057490 20041227
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.682630 20041227
3569 USFASTD_COUNTRY USFASTD_COUNTRY 100.640657 20041227
[3570 rows x 4 columns],
'20041228': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.292687 20041228
1 USFASTD_1DREVRSL USFASTD_BETA 0.737830 20041228
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.057952 20041228
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.008019 20041228
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.063131 20041228
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.003295 20041228
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.060899 20041228
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003659 20041228
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.012207 20041228
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.044775 20041228
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.076004 20041228
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.011450 20041228
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.082815 20041228
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.061139 20041228
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.124394 20041228
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.031110 20041228
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.085737 20041228
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.027757 20041228
18 USFASTD_1DREVRSL USFASTD_SEASON 0.049101 20041228
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.012855 20041228
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.308671 20041228
21 USFASTD_1DREVRSL USFASTD_SIZE 0.013825 20041228
22 USFASTD_1DREVRSL USFASTD_VALUE 0.015539 20041228
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.449076 20041228
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.434258 20041228
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -1.027282 20041228
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.116526 20041228
27 USFASTD_1DREVRSL USFASTD_CHEM 0.460095 20041228
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.212412 20041228
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.421317 20041228
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -9.524874 20041228
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.709028 20041228
3542 USFASTD_COMPELEC USFASTD_COMPELEC 58.715029 20041228
3543 USFASTD_COMPELEC USFASTD_TELECOM -6.055588 20041228
3544 USFASTD_COMPELEC USFASTD_WIRELESS 7.262710 20041228
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.574479 20041228
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.633577 20041228
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -7.408870 20041228
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.200942 20041228
3549 USFASTD_TELECOM USFASTD_TELECOM 67.286308 20041228
3550 USFASTD_TELECOM USFASTD_WIRELESS 11.529810 20041228
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.213799 20041228
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.243308 20041228
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.646985 20041228
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.540527 20041228
3555 USFASTD_WIRELESS USFASTD_WIRELESS 97.353615 20041228
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.742332 20041228
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.686181 20041228
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.392248 20041228
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.295895 20041228
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 48.676876 20041228
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 26.031772 20041228
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 33.605595 20041228
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.168192 20041228
3564 USFASTD_GASUTIL USFASTD_GASUTIL 36.026276 20041228
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 25.072546 20041228
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.168477 20041228
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 114.601071 20041228
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.540213 20041228
3569 USFASTD_COUNTRY USFASTD_COUNTRY 98.368225 20041228
[3570 rows x 4 columns],
'20041229': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.197430 20041229
1 USFASTD_1DREVRSL USFASTD_BETA 0.689762 20041229
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053539 20041229
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.007674 20041229
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.058962 20041229
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.004029 20041229
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.057234 20041229
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.003090 20041229
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.011527 20041229
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.041775 20041229
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.070560 20041229
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010731 20041229
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.079227 20041229
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.058191 20041229
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.114989 20041229
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.028716 20041229
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.078870 20041229
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.026142 20041229
18 USFASTD_1DREVRSL USFASTD_SEASON 0.045404 20041229
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.012178 20041229
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.286228 20041229
21 USFASTD_1DREVRSL USFASTD_SIZE 0.012050 20041229
22 USFASTD_1DREVRSL USFASTD_VALUE 0.013829 20041229
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.371458 20041229
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.347339 20041229
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.957791 20041229
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.111955 20041229
27 USFASTD_1DREVRSL USFASTD_CHEM 0.426912 20041229
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.204826 20041229
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.393113 20041229
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.856635 20041229
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.653089 20041229
3542 USFASTD_COMPELEC USFASTD_COMPELEC 55.352162 20041229
3543 USFASTD_COMPELEC USFASTD_TELECOM -5.741901 20041229
3544 USFASTD_COMPELEC USFASTD_WIRELESS 6.834714 20041229
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -7.083110 20041229
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.474410 20041229
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.908552 20041229
3548 USFASTD_COMPELEC USFASTD_COUNTRY 3.947505 20041229
3549 USFASTD_TELECOM USFASTD_TELECOM 62.842176 20041229
3550 USFASTD_TELECOM USFASTD_WIRELESS 10.713561 20041229
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.190187 20041229
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.237449 20041229
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.603027 20041229
3554 USFASTD_TELECOM USFASTD_COUNTRY -5.189881 20041229
3555 USFASTD_WIRELESS USFASTD_WIRELESS 90.424974 20041229
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.470802 20041229
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.692088 20041229
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -4.068959 20041229
3559 USFASTD_WIRELESS USFASTD_COUNTRY -4.960880 20041229
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 45.102671 20041229
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 24.504674 20041229
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 31.132889 20041229
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -7.640324 20041229
3564 USFASTD_GASUTIL USFASTD_GASUTIL 34.551090 20041229
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 23.582586 20041229
3566 USFASTD_GASUTIL USFASTD_COUNTRY -2.991423 20041229
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 106.151202 20041229
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.318019 20041229
3569 USFASTD_COUNTRY USFASTD_COUNTRY 91.969597 20041229
[3570 rows x 4 columns],
'20041230': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.109771 20041230
1 USFASTD_1DREVRSL USFASTD_BETA 0.785777 20041230
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053824 20041230
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.014490 20041230
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.055513 20041230
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.008606 20041230
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.051522 20041230
7 USFASTD_1DREVRSL USFASTD_INDMOM 0.000798 20041230
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.015224 20041230
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.046102 20041230
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.062934 20041230
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010615 20041230
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.068589 20041230
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.050172 20041230
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.101386 20041230
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.025846 20041230
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.067342 20041230
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.052176 20041230
18 USFASTD_1DREVRSL USFASTD_SEASON 0.042479 20041230
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.011426 20041230
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.275891 20041230
21 USFASTD_1DREVRSL USFASTD_SIZE -0.000374 20041230
22 USFASTD_1DREVRSL USFASTD_VALUE 0.012035 20041230
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.376914 20041230
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.327615 20041230
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.941655 20041230
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.145159 20041230
27 USFASTD_1DREVRSL USFASTD_CHEM 0.414390 20041230
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.222799 20041230
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.368114 20041230
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -8.113183 20041230
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.842736 20041230
3542 USFASTD_COMPELEC USFASTD_COMPELEC 50.779576 20041230
3543 USFASTD_COMPELEC USFASTD_TELECOM -5.350265 20041230
3544 USFASTD_COMPELEC USFASTD_WIRELESS 6.245994 20041230
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.577475 20041230
3546 USFASTD_COMPELEC USFASTD_GASUTIL -5.060025 20041230
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -6.379516 20041230
3548 USFASTD_COMPELEC USFASTD_COUNTRY 4.645963 20041230
3549 USFASTD_TELECOM USFASTD_TELECOM 58.170923 20041230
3550 USFASTD_TELECOM USFASTD_WIRELESS 9.919774 20041230
3551 USFASTD_TELECOM USFASTD_ELECUTIL -0.076405 20041230
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.155683 20041230
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.572140 20041230
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.058457 20041230
3555 USFASTD_WIRELESS USFASTD_WIRELESS 83.586921 20041230
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -3.084741 20041230
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.566136 20041230
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.640937 20041230
3559 USFASTD_WIRELESS USFASTD_COUNTRY -5.686539 20041230
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 41.516286 20041230
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 22.607300 20041230
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 28.744818 20041230
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -8.932207 20041230
3564 USFASTD_GASUTIL USFASTD_GASUTIL 31.921310 20041230
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 21.855109 20041230
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.498537 20041230
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 98.231491 20041230
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -3.887274 20041230
3569 USFASTD_COUNTRY USFASTD_COUNTRY 106.957488 20041230
[3570 rows x 4 columns],
'20041231': Factor1 Factor2 VarCovar DataDate
0 USFASTD_1DREVRSL USFASTD_1DREVRSL 1.011809 20041231
1 USFASTD_1DREVRSL USFASTD_BETA 0.858210 20041231
2 USFASTD_1DREVRSL USFASTD_DIVYILD 0.053842 20041231
3 USFASTD_1DREVRSL USFASTD_DWNRISK -0.020195 20041231
4 USFASTD_1DREVRSL USFASTD_EARNQLTY 0.051827 20041231
5 USFASTD_1DREVRSL USFASTD_EARNYILD -0.011921 20041231
6 USFASTD_1DREVRSL USFASTD_GROWTH -0.045675 20041231
7 USFASTD_1DREVRSL USFASTD_INDMOM -0.000923 20041231
8 USFASTD_1DREVRSL USFASTD_LEVERAGE -0.018603 20041231
9 USFASTD_1DREVRSL USFASTD_LIQUIDTY 0.049009 20041231
10 USFASTD_1DREVRSL USFASTD_LTREVRSL -0.055151 20041231
11 USFASTD_1DREVRSL USFASTD_MGMTQLTY -0.010404 20041231
12 USFASTD_1DREVRSL USFASTD_MIDCAP -0.058705 20041231
13 USFASTD_1DREVRSL USFASTD_MOMENTUM 0.042345 20041231
14 USFASTD_1DREVRSL USFASTD_PROFIT 0.088464 20041231
15 USFASTD_1DREVRSL USFASTD_PROSPECT 0.023386 20041231
16 USFASTD_1DREVRSL USFASTD_REGMOM -0.056673 20041231
17 USFASTD_1DREVRSL USFASTD_RESVOL 0.073846 20041231
18 USFASTD_1DREVRSL USFASTD_SEASON 0.038963 20041231
19 USFASTD_1DREVRSL USFASTD_SENTMT 0.010774 20041231
20 USFASTD_1DREVRSL USFASTD_STREVRSL 0.258269 20041231
21 USFASTD_1DREVRSL USFASTD_SIZE -0.011476 20041231
22 USFASTD_1DREVRSL USFASTD_VALUE 0.009771 20041231
23 USFASTD_1DREVRSL USFASTD_OILGSDRL -1.348533 20041231
24 USFASTD_1DREVRSL USFASTD_OILGSEQP -1.279285 20041231
25 USFASTD_1DREVRSL USFASTD_OILGSEXP -0.912057 20041231
26 USFASTD_1DREVRSL USFASTD_OILGSCON -0.173756 20041231
27 USFASTD_1DREVRSL USFASTD_CHEM 0.401082 20041231
28 USFASTD_1DREVRSL USFASTD_SPTYCHEM 0.235190 20041231
29 USFASTD_1DREVRSL USFASTD_CNSTMATL 0.338830 20041231
... ... ... ... ...
3540 USFASTD_COMMEQP USFASTD_MULTUTIL -7.379142 20041231
3541 USFASTD_COMMEQP USFASTD_COUNTRY 0.974713 20041231
3542 USFASTD_COMPELEC USFASTD_COMPELEC 46.167084 20041231
3543 USFASTD_COMPELEC USFASTD_TELECOM -4.935846 20041231
3544 USFASTD_COMPELEC USFASTD_WIRELESS 5.637980 20041231
3545 USFASTD_COMPELEC USFASTD_ELECUTIL -6.141579 20041231
3546 USFASTD_COMPELEC USFASTD_GASUTIL -4.641862 20041231
3547 USFASTD_COMPELEC USFASTD_MULTUTIL -5.870470 20041231
3548 USFASTD_COMPELEC USFASTD_COUNTRY 5.167856 20041231
3549 USFASTD_TELECOM USFASTD_TELECOM 53.049444 20041231
3550 USFASTD_TELECOM USFASTD_WIRELESS 9.066919 20041231
3551 USFASTD_TELECOM USFASTD_ELECUTIL 0.065423 20041231
3552 USFASTD_TELECOM USFASTD_GASUTIL 1.104379 20041231
3553 USFASTD_TELECOM USFASTD_MULTUTIL -0.451225 20041231
3554 USFASTD_TELECOM USFASTD_COUNTRY -6.709131 20041231
3555 USFASTD_WIRELESS USFASTD_WIRELESS 75.975906 20041231
3556 USFASTD_WIRELESS USFASTD_ELECUTIL -2.766656 20041231
3557 USFASTD_WIRELESS USFASTD_GASUTIL -0.490197 20041231
3558 USFASTD_WIRELESS USFASTD_MULTUTIL -3.298762 20041231
3559 USFASTD_WIRELESS USFASTD_COUNTRY -6.269902 20041231
3560 USFASTD_ELECUTIL USFASTD_ELECUTIL 38.600168 20041231
3561 USFASTD_ELECUTIL USFASTD_GASUTIL 20.809014 20041231
3562 USFASTD_ELECUTIL USFASTD_MULTUTIL 26.528375 20041231
3563 USFASTD_ELECUTIL USFASTD_COUNTRY -9.945270 20041231
3564 USFASTD_GASUTIL USFASTD_GASUTIL 29.047145 20041231
3565 USFASTD_GASUTIL USFASTD_MULTUTIL 19.955917 20041231
3566 USFASTD_GASUTIL USFASTD_COUNTRY -3.876080 20041231
3567 USFASTD_MULTUTIL USFASTD_MULTUTIL 89.758745 20041231
3568 USFASTD_MULTUTIL USFASTD_COUNTRY -4.307214 20041231
3569 USFASTD_COUNTRY USFASTD_COUNTRY 118.647135 20041231
[3570 rows x 4 columns]}
In [9]:
covariance.keys()
Out[9]:
dict_keys(['20040102', '20040105', '20040106', '20040107', '20040108', '20040109', '20040112', '20040113', '20040114', '20040115', '20040116', '20040120', '20040121', '20040122', '20040123', '20040126', '20040127', '20040128', '20040129', '20040130', '20040202', '20040203', '20040204', '20040205', '20040206', '20040209', '20040210', '20040211', '20040212', '20040213', '20040217', '20040218', '20040219', '20040220', '20040223', '20040224', '20040225', '20040226', '20040227', '20040301', '20040302', '20040303', '20040304', '20040305', '20040308', '20040309', '20040310', '20040311', '20040312', '20040315', '20040316', '20040317', '20040318', '20040319', '20040322', '20040323', '20040324', '20040325', '20040326', '20040329', '20040330', '20040331', '20040401', '20040402', '20040405', '20040406', '20040407', '20040408', '20040412', '20040413', '20040414', '20040415', '20040416', '20040419', '20040420', '20040421', '20040422', '20040423', '20040426', '20040427', '20040428', '20040429', '20040430', '20040503', '20040504', '20040505', '20040506', '20040507', '20040510', '20040511', '20040512', '20040513', '20040514', '20040517', '20040518', '20040519', '20040520', '20040521', '20040524', '20040525', '20040526', '20040527', '20040528', '20040601', '20040602', '20040603', '20040604', '20040607', '20040608', '20040609', '20040610', '20040614', '20040615', '20040616', '20040617', '20040618', '20040621', '20040622', '20040623', '20040624', '20040625', '20040628', '20040629', '20040630', '20040701', '20040702', '20040706', '20040707', '20040708', '20040709', '20040712', '20040713', '20040714', '20040715', '20040716', '20040719', '20040720', '20040721', '20040722', '20040723', '20040726', '20040727', '20040728', '20040729', '20040730', '20040802', '20040803', '20040804', '20040805', '20040806', '20040809', '20040810', '20040811', '20040812', '20040813', '20040816', '20040817', '20040818', '20040819', '20040820', '20040823', '20040824', '20040825', '20040826', '20040827', '20040830', '20040831', '20040901', '20040902', '20040903', '20040907', '20040908', '20040909', '20040910', '20040913', '20040914', '20040915', '20040916', '20040917', '20040920', '20040921', '20040922', '20040923', '20040924', '20040927', '20040928', '20040929', '20040930', '20041001', '20041004', '20041005', '20041006', '20041007', '20041008', '20041011', '20041012', '20041013', '20041014', '20041015', '20041018', '20041019', '20041020', '20041021', '20041022', '20041025', '20041026', '20041027', '20041028', '20041029', '20041101', '20041102', '20041103', '20041104', '20041105', '20041108', '20041109', '20041110', '20041111', '20041112', '20041115', '20041116', '20041117', '20041118', '20041119', '20041122', '20041123', '20041124', '20041126', '20041129', '20041130', '20041201', '20041202', '20041203', '20041206', '20041207', '20041208', '20041209', '20041210', '20041213', '20041214', '20041215', '20041216', '20041217', '20041220', '20041221', '20041222', '20041223', '20041227', '20041228', '20041229', '20041230', '20041231'])
In [10]:
covariance['20040102'].head()
Out[10]:
| Factor1 | Factor2 | VarCovar | DataDate | |
|---|---|---|---|---|
| 0 | USFASTD_1DREVRSL | USFASTD_1DREVRSL | 1.958869 | 20040102 |
| 1 | USFASTD_1DREVRSL | USFASTD_BETA | 1.602458 | 20040102 |
| 2 | USFASTD_1DREVRSL | USFASTD_DIVYILD | -0.012642 | 20040102 |
| 3 | USFASTD_1DREVRSL | USFASTD_DWNRISK | -0.064387 | 20040102 |
| 4 | USFASTD_1DREVRSL | USFASTD_EARNQLTY | 0.046573 | 20040102 |
In [11]:
covariance['20040102'].shape
Out[11]:
(3570, 4)
In [12]:
daily_return
Out[12]:
{'20040102': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.009555
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 0.000000
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 0.083078
104 USA02H1 0.000000
105 USA02P1 0.000000
... ... ...
12488 USAZY41 0.000000
12489 USAZY51 0.000000
12490 USAZY61 0.000000
12491 USAZY71 0.000000
12492 USAZYI1 -0.142857
12493 USAZYJ1 0.320755
12494 USAZYK1 0.000000
12495 USAZYM1 -0.062500
12496 USAZYR1 0.166667
12497 USAZYS1 0.000000
12498 USAZYT1 0.056604
12499 USAZYV1 0.045455
12500 USAZYX1 -0.002445
12501 USAZZ41 -0.045455
12502 USAZZ51 0.000000
12503 USAZZ61 0.000000
12504 USAZZ71 0.000000
12505 USAZZ81 0.002891
12506 USAZZ91 0.000000
12507 USAZZA1 0.000000
12508 USAZZB1 0.000000
12509 USAZZD1 0.250000
12510 USAZZF1 0.000000
12511 USAZZI1 0.000000
12512 USAZZJ1 -0.026964
12513 USAZZL1 0.000000
12514 USAZZP1 0.000000
12515 USAZZR1 0.000000
12516 USAZZX1 0.111111
12517 USAZZY1 0.008149
[12442 rows x 2 columns], '20040105': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.021579
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 0.002424
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 -0.036235
104 USA02H1 0.000000
105 USA02P1 -0.024064
... ... ...
12488 USAZY41 0.000000
12489 USAZY51 0.130435
12490 USAZY61 0.000000
12491 USAZY71 0.500000
12492 USAZYI1 0.000000
12493 USAZYJ1 0.000000
12494 USAZYK1 0.000000
12495 USAZYM1 0.000000
12496 USAZYR1 0.000000
12497 USAZYS1 0.000000
12498 USAZYT1 -0.089286
12499 USAZYV1 -0.086957
12500 USAZYX1 0.004902
12501 USAZZ41 -0.047619
12502 USAZZ51 0.000000
12503 USAZZ61 0.000000
12504 USAZZ71 -0.044444
12505 USAZZ81 0.001081
12506 USAZZ91 0.000000
12507 USAZZA1 0.000000
12508 USAZZB1 0.000000
12509 USAZZD1 -0.200000
12510 USAZZF1 0.000000
12511 USAZZI1 0.000000
12512 USAZZJ1 0.013423
12513 USAZZL1 0.035714
12514 USAZZP1 0.000000
12515 USAZZR1 0.000000
12516 USAZZX1 -0.150000
12517 USAZZY1 0.041186
[12442 rows x 2 columns], '20040106': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 0.000259
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 -0.026300
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 -0.008790
104 USA02H1 0.000000
105 USA02P1 0.000000
... ... ...
12484 USAZY41 0.000000
12485 USAZY51 0.000000
12486 USAZY61 0.000000
12487 USAZY71 0.000000
12488 USAZYI1 0.166667
12489 USAZYJ1 0.142857
12490 USAZYK1 0.000000
12491 USAZYM1 0.000000
12492 USAZYR1 -0.035714
12493 USAZYS1 0.000000
12494 USAZYT1 -0.019608
12495 USAZYV1 0.000000
12496 USAZYX1 0.000000
12497 USAZZ41 -0.100000
12498 USAZZ51 0.000000
12499 USAZZ61 -0.250000
12500 USAZZ71 0.000000
12501 USAZZ81 0.004320
12502 USAZZ91 0.000000
12503 USAZZA1 0.000000
12504 USAZZB1 0.000000
12505 USAZZD1 0.000000
12506 USAZZF1 0.022222
12507 USAZZI1 0.022222
12508 USAZZJ1 0.069643
12509 USAZZL1 0.068966
12510 USAZZP1 0.000000
12511 USAZZR1 0.000000
12512 USAZZX1 0.058824
12513 USAZZY1 0.010721
[12438 rows x 2 columns], '20040107': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.005188
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 0.002794
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 0.000000
104 USA02H1 0.000000
105 USA02P1 0.000000
... ... ...
12481 USAZY41 0.000000
12482 USAZY51 0.000000
12483 USAZY61 0.000000
12484 USAZY71 0.000000
12485 USAZYI1 -0.171429
12486 USAZYJ1 0.000000
12487 USAZYK1 0.000000
12488 USAZYM1 0.000000
12489 USAZYR1 -0.018519
12490 USAZYS1 0.000000
12491 USAZYT1 0.000000
12492 USAZYV1 -0.047619
12493 USAZYX1 0.013415
12494 USAZZ41 0.000000
12495 USAZZ51 0.000000
12496 USAZZ61 0.333333
12497 USAZZ71 -0.395349
12498 USAZZ81 -0.021505
12499 USAZZ91 0.000000
12500 USAZZA1 0.000000
12501 USAZZB1 0.000000
12502 USAZZD1 0.000000
12503 USAZZF1 0.630435
12504 USAZZI1 -0.043478
12505 USAZZJ1 -0.032155
12506 USAZZL1 0.000000
12507 USAZZP1 0.000000
12508 USAZZR1 0.000000
12509 USAZZX1 0.055556
12510 USAZZY1 -0.023775
[12435 rows x 2 columns], '20040108': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.001304
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 0.020124
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 0.000000
104 USA02H1 0.000000
105 USA02P1 0.000000
... ... ...
12482 USAZY41 0.000000
12483 USAZY51 -0.188462
12484 USAZY61 0.000000
12485 USAZY71 0.000000
12486 USAZYI1 0.086207
12487 USAZYJ1 0.000000
12488 USAZYK1 0.000000
12489 USAZYM1 0.000000
12490 USAZYR1 0.018868
12491 USAZYS1 0.000000
12492 USAZYT1 0.020000
12493 USAZYV1 0.150000
12494 USAZYX1 0.004813
12495 USAZZ41 0.166667
12496 USAZZ51 0.000000
12497 USAZZ61 0.000000
12498 USAZZ71 0.000000
12499 USAZZ81 0.014652
12500 USAZZ91 0.000000
12501 USAZZA1 0.000000
12502 USAZZB1 0.000000
12503 USAZZD1 0.000000
12504 USAZZF1 0.000000
12505 USAZZI1 -0.204545
12506 USAZZJ1 -0.026001
12507 USAZZL1 0.021505
12508 USAZZP1 -0.125000
12509 USAZZR1 0.000000
12510 USAZZX1 0.000000
12511 USAZZY1 -0.087673
[12436 rows x 2 columns], '20040109': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.134059
81 USA00F1 0.000000
82 USA00G2 0.000000
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 -0.046452
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.002611
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 0.010926
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.005111
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 0.000000
104 USA02H1 0.000000
105 USA02P1 0.027397
... ... ...
12482 USAZY41 0.000000
12483 USAZY51 0.000000
12484 USAZY61 0.000000
12485 USAZY71 0.000000
12486 USAZYI1 0.000000
12487 USAZYJ1 0.000000
12488 USAZYK1 0.000000
12489 USAZYM1 0.000000
12490 USAZYR1 -0.037037
12491 USAZYS1 0.000000
12492 USAZYT1 -0.019608
12493 USAZYV1 0.000000
12494 USAZYX1 0.000000
12495 USAZZ41 -0.047619
12496 USAZZ51 0.000000
12497 USAZZ61 0.250000
12498 USAZZ71 0.000000
12499 USAZZ81 0.003971
12500 USAZZ91 0.000000
12501 USAZZA1 0.000000
12502 USAZZB1 0.000000
12503 USAZZD1 0.000000
12504 USAZZF1 -0.133333
12505 USAZZI1 -0.085714
12506 USAZZJ1 -0.011229
12507 USAZZL1 0.021053
12508 USAZZP1 0.000000
12509 USAZZR1 0.000000
12510 USAZZX1 0.052632
12511 USAZZY1 0.059548
[12436 rows x 2 columns], '20040112': Barrid DlyReturn
76 USA0001 0.000000
77 USA0011 0.000000
78 USA0031 0.000000
79 USA0062 0.000000
80 USA00E2 0.000000
81 USA00F1 0.000000
82 USA00G2 0.020847
83 USA00H1 0.000000
84 USA00I1 0.000000
85 USA00J1 0.000000
86 USA00K1 0.000000
87 USA00P1 0.000000
88 USA00R1 0.000000
89 USA00S1 -0.004188
90 USA00V1 0.000000
91 USA0131 0.000000
92 USA0161 -0.024317
93 USA01I1 0.000000
94 USA01J2 0.000000
95 USA01L1 0.000000
96 USA01P1 0.000000
97 USA01Q1 0.000000
98 USA0202 0.000000
99 USA0231 0.000000
100 USA0281 0.000000
101 USA0291 0.000000
102 USA02A1 0.000000
103 USA02B1 0.010345
104 USA02H1 0.000000
105 USA02P1 0.000000
... ... ...
12482 USAZY41 0.000000
12483 USAZY51 0.000000
12484 USAZY61 0.000000
12485 USAZY71 0.000000
12486 USAZYI1 0.000000
12487 USAZYJ1 0.000000
12488 USAZYK1 0.000000
12489 USAZYM1 0.000000
12490 USAZYR1 0.096154
12491 USAZYS1 0.000000
12492 USAZYT1 0.020000
12493 USAZYV1 -0.043478
12494 USAZYX1 -0.005988
12495 USAZZ41 0.000000
12496 USAZZ51 0.000000
12497 USAZZ61 -0.200000
12498 USAZZ71 0.000000
12499 USAZZ81 -0.000719
12500 USAZZ91 0.000000
12501 USAZZA1 0.000000
12502 USAZZB1 0.000000
12503 USAZZD1 0.000000
12504 USAZZF1 0.000000
12505 USAZZI1 0.000000
12506 USAZZJ1 -0.000857
12507 USAZZL1 0.030928
12508 USAZZP1 0.000000
12509 USAZZR1 0.000000
12510 USAZZX1 0.000000
12511 USAZZY1 0.023256
[12436 rows x 2 columns], '20040113': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 -0.013933
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 0.003077
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 -0.000487
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12480 USAZY41 0.000000
12481 USAZY51 0.000000
12482 USAZY61 0.000000
12483 USAZY71 0.000000
12484 USAZYI1 0.269841
12485 USAZYJ1 0.000000
12486 USAZYK1 0.000000
12487 USAZYM1 -0.133333
12488 USAZYR1 -0.017544
12489 USAZYS1 0.000000
12490 USAZYT1 0.058824
12491 USAZYV1 0.045455
12492 USAZYX1 -0.001205
12493 USAZZ41 -0.050000
12494 USAZZ51 0.000000
12495 USAZZ61 0.000000
12496 USAZZ71 0.000000
12497 USAZZ81 0.003239
12498 USAZZ91 0.000000
12499 USAZZA1 0.000000
12500 USAZZB1 0.000000
12501 USAZZD1 0.000000
12502 USAZZF1 0.000000
12503 USAZZI1 0.000000
12504 USAZZJ1 0.052166
12505 USAZZL1 -0.060000
12506 USAZZP1 0.000000
12507 USAZZR1 0.000000
12508 USAZZX1 0.100000
12509 USAZZY1 -0.005682
[12435 rows x 2 columns], '20040114': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.600786
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 0.023727
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 0.018405
92 USA01I1 0.000000
93 USA01J2 -0.007179
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.000000
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12480 USAZY41 0.000000
12481 USAZY51 0.000000
12482 USAZY61 0.000000
12483 USAZY71 0.000000
12484 USAZYI1 0.062500
12485 USAZYJ1 0.000000
12486 USAZYK1 0.000000
12487 USAZYM1 0.000000
12488 USAZYR1 -0.035714
12489 USAZYS1 0.000000
12490 USAZYT1 -0.074074
12491 USAZYV1 0.043478
12492 USAZYX1 0.000000
12493 USAZZ41 0.052632
12494 USAZZ51 0.000000
12495 USAZZ61 0.250000
12496 USAZZ71 0.000000
12497 USAZZ81 -0.002869
12498 USAZZ91 0.000000
12499 USAZZA1 0.000000
12500 USAZZB1 0.000000
12501 USAZZD1 0.000000
12502 USAZZF1 0.000000
12503 USAZZI1 0.000000
12504 USAZZJ1 0.124204
12505 USAZZL1 0.000000
12506 USAZZP1 0.000000
12507 USAZZR1 0.000000
12508 USAZZX1 0.000000
12509 USAZZY1 -0.011429
[12435 rows x 2 columns], '20040115': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 -0.001563
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 0.016566
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.000000
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12480 USAZY41 0.000000
12481 USAZY51 0.000000
12482 USAZY61 0.000000
12483 USAZY71 0.000000
12484 USAZYI1 -0.035294
12485 USAZYJ1 0.000000
12486 USAZYK1 0.000000
12487 USAZYM1 0.000000
12488 USAZYR1 0.018519
12489 USAZYS1 0.000000
12490 USAZYT1 0.040000
12491 USAZYV1 -0.166667
12492 USAZYX1 -0.008444
12493 USAZZ41 -0.050000
12494 USAZZ51 0.000000
12495 USAZZ61 0.200000
12496 USAZZ71 0.000000
12497 USAZZ81 -0.010791
12498 USAZZ91 0.000000
12499 USAZZA1 0.000000
12500 USAZZB1 0.000000
12501 USAZZD1 0.000000
12502 USAZZF1 0.000000
12503 USAZZI1 0.093750
12504 USAZZJ1 -0.065020
12505 USAZZL1 0.000000
12506 USAZZP1 0.428571
12507 USAZZR1 293.333332
12508 USAZZX1 -0.090909
12509 USAZZY1 0.030829
[12435 rows x 2 columns], '20040116': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 0.000000
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 0.023704
92 USA01I1 0.000000
93 USA01J2 0.020263
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 -0.006780
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.000000
103 USA02H1 0.000000
104 USA02P1 0.013333
... ... ...
12477 USAZY41 0.000000
12478 USAZY51 0.000000
12479 USAZY61 0.000000
12480 USAZY71 0.000000
12481 USAZYI1 0.060976
12482 USAZYJ1 0.000000
12483 USAZYK1 0.000000
12484 USAZYM1 0.000000
12485 USAZYR1 -0.018182
12486 USAZYS1 0.000000
12487 USAZYT1 -0.057692
12488 USAZYV1 -0.100000
12489 USAZYX1 0.007299
12490 USAZZ41 -0.026316
12491 USAZZ51 0.000000
12492 USAZZ61 0.333333
12493 USAZZ71 0.000000
12494 USAZZ81 -0.018909
12495 USAZZ91 0.000000
12496 USAZZA1 0.000000
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12498 USAZZD1 0.000000
12499 USAZZF1 0.230769
12500 USAZZI1 -0.114286
12501 USAZZJ1 0.144076
12502 USAZZL1 0.000000
12503 USAZZP1 0.000000
12504 USAZZR1 0.000000
12505 USAZZX1 0.050000
12506 USAZZY1 -0.003738
[12432 rows x 2 columns], '20040120': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 -0.014345
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 0.000000
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.164912
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 -0.054487
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 -0.012646
103 USA02H1 0.000000
104 USA02P1 0.034211
... ... ...
12477 USAZY41 0.000000
12478 USAZY51 0.000000
12479 USAZY61 0.000000
12480 USAZY71 0.000000
12481 USAZYI1 0.000000
12482 USAZYJ1 0.000000
12483 USAZYK1 0.000000
12484 USAZYM1 0.000000
12485 USAZYR1 0.037037
12486 USAZYS1 0.000000
12487 USAZYT1 0.142857
12488 USAZYV1 0.055556
12489 USAZYX1 0.008454
12490 USAZZ41 0.054054
12491 USAZZ51 0.000000
12492 USAZZ61 0.500000
12493 USAZZ71 0.000000
12494 USAZZ81 0.015938
12495 USAZZ91 0.000000
12496 USAZZA1 0.000000
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12499 USAZZF1 0.000000
12500 USAZZI1 -0.354839
12501 USAZZJ1 -0.050508
12502 USAZZL1 0.063830
12503 USAZZP1 0.000000
12504 USAZZR1 0.000000
12505 USAZZX1 0.000000
12506 USAZZY1 -0.035272
[12432 rows x 2 columns], '20040121': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 0.002646
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 -0.036827
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.000000
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12475 USAZY41 0.000000
12476 USAZY51 0.000000
12477 USAZY61 0.000000
12478 USAZY71 0.000000
12479 USAZYI1 -0.126437
12480 USAZYJ1 -0.250000
12481 USAZYK1 0.000000
12482 USAZYM1 0.000000
12483 USAZYR1 0.071429
12484 USAZYS1 0.000000
12485 USAZYT1 0.000000
12486 USAZYV1 -0.052632
12487 USAZYX1 -0.001198
12488 USAZZ41 -0.051282
12489 USAZZ51 0.000000
12490 USAZZ61 -0.166667
12491 USAZZ71 0.000000
12492 USAZZ81 0.023714
12493 USAZZ91 0.000000
12494 USAZZA1 0.000000
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12498 USAZZI1 0.000000
12499 USAZZJ1 0.063549
12500 USAZZL1 -0.060000
12501 USAZZP1 0.200000
12502 USAZZR1 0.000000
12503 USAZZX1 -0.047619
12504 USAZZY1 0.022948
[12430 rows x 2 columns], '20040122': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 0.007654
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 -0.008824
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.130542
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12475 USAZY41 0.000000
12476 USAZY51 0.000000
12477 USAZY61 0.000000
12478 USAZY71 0.000000
12479 USAZYI1 0.223684
12480 USAZYJ1 0.000000
12481 USAZYK1 0.000000
12482 USAZYM1 0.000000
12483 USAZYR1 0.300000
12484 USAZYS1 0.000000
12485 USAZYT1 0.000000
12486 USAZYV1 0.000000
12487 USAZYX1 0.001199
12488 USAZZ41 0.081081
12489 USAZZ51 0.000000
12490 USAZZ61 0.100000
12491 USAZZ71 0.000000
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12494 USAZZA1 0.000000
12495 USAZZB1 0.000000
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12497 USAZZF1 -0.062500
12498 USAZZI1 1.000000
12499 USAZZJ1 0.031554
12500 USAZZL1 0.000000
12501 USAZZP1 0.000000
12502 USAZZR1 0.000000
12503 USAZZX1 -0.100000
12504 USAZZY1 0.018631
[12430 rows x 2 columns], '20040123': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 -0.012572
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 -0.016320
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.009150
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12477 USAZY41 0.000000
12478 USAZY51 0.000000
12479 USAZY61 0.000000
12480 USAZY71 0.000000
12481 USAZYI1 -0.118280
12482 USAZYJ1 0.000000
12483 USAZYK1 0.000000
12484 USAZYM1 0.000000
12485 USAZYR1 0.102564
12486 USAZYS1 0.000000
12487 USAZYT1 -0.035714
12488 USAZYV1 -0.055556
12489 USAZYX1 -0.015569
12490 USAZZ41 -0.075000
12491 USAZZ51 0.000000
12492 USAZZ61 0.090909
12493 USAZZ71 0.000000
12494 USAZZ81 -0.000706
12495 USAZZ91 0.000000
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12498 USAZZD1 0.000000
12499 USAZZF1 -0.133333
12500 USAZZI1 0.000000
12501 USAZZJ1 -0.014481
12502 USAZZL1 -0.053191
12503 USAZZP1 0.000000
12504 USAZZR1 0.000000
12505 USAZZX1 0.000000
12506 USAZZY1 0.026502
[12432 rows x 2 columns], '20040126': Barrid DlyReturn
75 USA0001 0.000000
76 USA0011 0.000000
77 USA0031 0.000000
78 USA0062 0.000000
79 USA00E2 0.000000
80 USA00F1 0.000000
81 USA00G2 0.000000
82 USA00H1 0.000000
83 USA00I1 0.000000
84 USA00J1 0.000000
85 USA00K1 0.000000
86 USA00P1 0.000000
87 USA00R1 0.000000
88 USA00S1 -0.011936
89 USA00V1 0.000000
90 USA0131 0.000000
91 USA0161 -0.001508
92 USA01I1 0.000000
93 USA01J2 0.000000
94 USA01L1 0.000000
95 USA01P1 0.000000
96 USA01Q1 0.000000
97 USA0202 0.000000
98 USA0231 0.000000
99 USA0281 0.000000
100 USA0291 0.000000
101 USA02A1 0.000000
102 USA02B1 0.014681
103 USA02H1 0.000000
104 USA02P1 0.000000
... ... ...
12475 USAZY41 0.000000
12476 USAZY51 0.000000
12477 USAZY61 0.000000
12478 USAZY71 0.333333
12479 USAZYI1 0.012195
12480 USAZYJ1 0.000000
12481 USAZYK1 0.000000
12482 USAZYM1 -0.307692
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[12461 rows x 2 columns], '20041015': Barrid DlyReturn
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... ... ...
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[12458 rows x 2 columns], '20041019': Barrid DlyReturn
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... ... ...
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[12458 rows x 2 columns], '20041020': Barrid DlyReturn
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... ... ...
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[12460 rows x 2 columns], '20041021': Barrid DlyReturn
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... ... ...
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[12462 rows x 2 columns], '20041022': Barrid DlyReturn
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[12463 rows x 2 columns], '20041025': Barrid DlyReturn
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... ... ...
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[12465 rows x 2 columns], '20041027': Barrid DlyReturn
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... ... ...
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[12464 rows x 2 columns], '20041028': Barrid DlyReturn
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... ... ...
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[12470 rows x 2 columns], '20041029': Barrid DlyReturn
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... ... ...
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[12475 rows x 2 columns], '20041101': Barrid DlyReturn
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... ... ...
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[12458 rows x 2 columns], '20041102': Barrid DlyReturn
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... ... ...
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[12456 rows x 2 columns], '20041103': Barrid DlyReturn
140 USA0001 0.000000
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... ... ...
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[12456 rows x 2 columns], '20041104': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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148 USA00G2 0.000000
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... ... ...
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12594 USAZZX1 0.150000
12595 USAZZY1 0.016816
12596 USAZZZ1 -0.002132
[12455 rows x 2 columns], '20041105': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
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156 USA00V1 0.000000
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168 USA02A1 0.000000
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170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
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12569 USAZY71 0.000000
12570 USAZYI1 0.000000
12571 USAZYJ1 0.038462
12572 USAZYK1 0.000000
12573 USAZYM1 0.000000
12574 USAZYO1 0.275000
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12597 USAZZZ1 0.002137
[12456 rows x 2 columns], '20041108': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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145 USA0062 0.000000
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171 USA02P1 0.000000
... ... ...
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12596 USAZZX1 -0.100000
12597 USAZZY1 -0.004880
12598 USAZZZ1 -0.008955
[12457 rows x 2 columns], '20041109': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.099018
145 USA0062 0.036122
146 USA00E2 0.094791
147 USA00F1 0.022378
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167 USA0291 0.000000
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169 USA02B1 0.012998
170 USA02H1 0.051493
171 USA02P1 0.016827
... ... ...
12570 USAZY61 0.000000
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[12458 rows x 2 columns], '20041110': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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168 USA02A1 0.000000
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171 USA02P1 0.000000
... ... ...
12571 USAZY61 0.000000
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[12459 rows x 2 columns], '20041111': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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145 USA0062 0.000000
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168 USA02A1 0.000000
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171 USA02P1 0.000000
... ... ...
12569 USAZY61 0.000000
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12598 USAZZZ1 0.004255
[12457 rows x 2 columns], '20041112': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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145 USA0062 0.000000
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163 USA01Q1 -0.040568
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170 USA02H1 0.000000
171 USA02P1 0.011820
... ... ...
12563 USAZY61 0.000000
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[12451 rows x 2 columns], '20041115': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
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168 USA02A1 0.000000
169 USA02B1 -0.002045
170 USA02H1 0.000000
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... ... ...
12562 USAZY61 0.000000
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[12450 rows x 2 columns], '20041116': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
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147 USA00F1 0.000000
148 USA00G2 0.000000
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... ... ...
12563 USAZY61 0.000000
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12592 USAZZZ1 -0.009342
[12451 rows x 2 columns], '20041117': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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145 USA0062 0.000000
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... ... ...
12565 USAZY61 0.000000
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[12453 rows x 2 columns], '20041118': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
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145 USA0062 0.000000
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157 USA0131 0.000000
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166 USA0281 0.000000
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171 USA02P1 0.000000
... ... ...
12570 USAZY61 0.000000
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12574 USAZYK1 0.000000
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12590 USAZZD1 0.000000
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12592 USAZZI1 0.000000
12593 USAZZJ1 0.031786
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12596 USAZZR1 0.000000
12597 USAZZX1 0.363636
12598 USAZZY1 0.014826
12599 USAZZZ1 0.010331
[12458 rows x 2 columns], '20041119': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
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151 USA00J1 0.000000
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153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.017857
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.022523
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.020790
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12572 USAZY61 0.000000
12573 USAZY71 0.000000
12574 USAZYI1 -0.176471
12575 USAZYJ1 0.000000
12576 USAZYK1 0.000000
12577 USAZYM1 0.000000
12578 USAZYO1 0.085106
12579 USAZYR1 0.031250
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12581 USAZYT1 0.021277
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12583 USAZYX1 0.004065
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12585 USAZZ51 0.000000
12586 USAZZ61 0.000000
12587 USAZZ71 0.000000
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12590 USAZZA1 0.000000
12591 USAZZB1 0.000000
12592 USAZZD1 0.666667
12593 USAZZF1 -0.045161
12594 USAZZI1 0.000000
12595 USAZZJ1 -0.003749
12596 USAZZL1 0.000000
12597 USAZZP1 0.136364
12598 USAZZR1 0.000000
12599 USAZZX1 0.266667
12600 USAZZY1 -0.013677
12601 USAZZZ1 0.006135
[12460 rows x 2 columns], '20041122': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
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151 USA00J1 0.000000
152 USA00K1 0.009901
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.012121
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 -0.040733
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12570 USAZY61 0.000000
12571 USAZY71 -0.250000
12572 USAZYI1 0.000000
12573 USAZYJ1 0.000000
12574 USAZYK1 0.000000
12575 USAZYM1 0.000000
12576 USAZYO1 -0.019608
12577 USAZYR1 -0.242424
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12579 USAZYT1 0.000000
12580 USAZYV1 0.000000
12581 USAZYX1 0.008097
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12583 USAZZ51 0.000000
12584 USAZZ61 0.000000
12585 USAZZ71 0.000000
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12589 USAZZB1 0.000000
12590 USAZZD1 -0.200000
12591 USAZZF1 0.000000
12592 USAZZI1 0.000000
12593 USAZZJ1 -0.011453
12594 USAZZL1 -0.004762
12595 USAZZP1 0.120000
12596 USAZZR1 0.000000
12597 USAZZX1 -0.315789
12598 USAZZY1 0.001261
12599 USAZZZ1 -0.006098
[12458 rows x 2 columns], '20041123': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.020859
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 -0.004405
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.048889
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12573 USAZY61 0.000000
12574 USAZY71 0.333333
12575 USAZYI1 0.000000
12576 USAZYJ1 0.034483
12577 USAZYK1 0.000000
12578 USAZYM1 0.000000
12579 USAZYO1 0.000000
12580 USAZYR1 0.040000
12581 USAZYS1 0.000000
12582 USAZYT1 -0.020833
12583 USAZYV1 0.000000
12584 USAZYX1 0.008032
12585 USAZZ41 -0.023256
12586 USAZZ51 0.000000
12587 USAZZ61 0.000000
12588 USAZZ71 0.000000
12589 USAZZ81 0.008491
12590 USAZZ91 0.000000
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12592 USAZZB1 0.000000
12593 USAZZD1 0.000000
12594 USAZZF1 0.000000
12595 USAZZI1 0.000000
12596 USAZZJ1 0.014234
12597 USAZZL1 -0.019139
12598 USAZZP1 0.000000
12599 USAZZR1 0.000000
12600 USAZZX1 0.730769
12601 USAZZY1 -0.011331
12602 USAZZZ1 -0.002045
[12461 rows x 2 columns], '20041124': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.003606
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.023779
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12572 USAZY61 0.000000
12573 USAZY71 0.083333
12574 USAZYI1 0.000000
12575 USAZYJ1 0.333333
12576 USAZYK1 0.000000
12577 USAZYM1 0.000000
12578 USAZYO1 0.000000
12579 USAZYR1 0.000000
12580 USAZYS1 0.000000
12581 USAZYT1 0.063830
12582 USAZYV1 0.000000
12583 USAZYX1 0.000000
12584 USAZZ41 -0.047619
12585 USAZZ51 0.000000
12586 USAZZ61 0.000000
12587 USAZZ71 0.000000
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12595 USAZZJ1 0.003101
12596 USAZZL1 0.000000
12597 USAZZP1 0.000000
12598 USAZZR1 0.000000
12599 USAZZX1 -0.066667
12600 USAZZY1 0.023559
12601 USAZZZ1 0.034836
[12460 rows x 2 columns], '20041126': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 -0.033333
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.010856
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 -0.004425
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.012579
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12572 USAZY61 0.000000
12573 USAZY71 -0.230769
12574 USAZYI1 0.000000
12575 USAZYJ1 0.000000
12576 USAZYK1 0.000000
12577 USAZYM1 0.000000
12578 USAZYO1 0.020000
12579 USAZYR1 -0.019231
12580 USAZYS1 0.000000
12581 USAZYT1 -0.040000
12582 USAZYV1 -0.166667
12583 USAZYX1 -0.008032
12584 USAZZ41 0.025000
12585 USAZZ51 0.000000
12586 USAZZ61 0.000000
12587 USAZZ71 0.000000
12588 USAZZ81 0.035448
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12590 USAZZA1 0.000000
12591 USAZZB1 0.000000
12592 USAZZD1 -0.250000
12593 USAZZF1 0.114865
12594 USAZZI1 0.000000
12595 USAZZJ1 0.026192
12596 USAZZL1 0.000000
12597 USAZZP1 0.000000
12598 USAZZR1 0.000000
12599 USAZZX1 0.071429
12600 USAZZY1 -0.018663
12601 USAZZZ1 0.002376
[12460 rows x 2 columns], '20041129': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 -0.005071
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.000244
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 -0.014493
170 USA02H1 0.000000
171 USA02P1 -0.050808
... ... ...
12572 USAZY61 -0.230769
12573 USAZY71 0.000000
12574 USAZYI1 0.000000
12575 USAZYJ1 0.000000
12576 USAZYK1 0.000000
12577 USAZYM1 0.000000
12578 USAZYO1 -0.019608
12579 USAZYR1 -0.039216
12580 USAZYS1 0.000000
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12582 USAZYV1 0.000000
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12595 USAZZJ1 0.057685
12596 USAZZL1 0.097561
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12599 USAZZX1 0.000000
12600 USAZZY1 0.000634
12601 USAZZZ1 -0.012248
[12460 rows x 2 columns], '20041130': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.003115
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.002197
156 USA00V1 0.000000
157 USA0131 0.002443
158 USA0161 -0.029031
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.004556
162 USA01P1 0.000000
163 USA01Q1 0.003837
164 USA0202 0.000000
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166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.010504
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12582 USAZY61 0.000000
12583 USAZY71 0.300000
12584 USAZYI1 0.285714
12585 USAZYJ1 0.000000
12586 USAZYK1 -0.857143
12587 USAZYM1 0.000000
12588 USAZYO1 0.020000
12589 USAZYR1 -0.020408
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12598 USAZZ81 -0.000599
12599 USAZZ91 0.000000
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12603 USAZZF1 -0.042424
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12605 USAZZJ1 -0.057986
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12609 USAZZX1 -0.066667
12610 USAZZY1 -0.018055
12611 USAZZZ1 -0.002000
[12470 rows x 2 columns], '20041201': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000744
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.004774
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.002506
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12555 USAZY61 0.500000
12556 USAZY71 -0.230769
12557 USAZYI1 0.000000
12558 USAZYJ1 -0.200000
12559 USAZYK1 1.000000
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12561 USAZYO1 -0.019608
12562 USAZYR1 -0.020833
12563 USAZYS1 0.000000
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12565 USAZYV1 0.000000
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12567 USAZZ41 0.024390
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12572 USAZZ91 0.000000
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12577 USAZZI1 0.000000
12578 USAZZJ1 0.024662
12579 USAZZL1 0.069767
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12581 USAZZR1 0.000000
12582 USAZZX1 0.190476
12583 USAZZY1 0.016452
12584 USAZZZ1 -0.012024
[12443 rows x 2 columns], '20041202': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
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151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.010351
159 USA01I1 0.000000
160 USA01J2 0.000000
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162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.017032
... ... ...
12551 USAZY61 0.000000
12552 USAZY71 0.000000
12553 USAZYI1 0.000000
12554 USAZYJ1 0.000000
12555 USAZYK1 48.999990
12556 USAZYM1 0.000000
12557 USAZYO1 0.000000
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12559 USAZYS1 0.000000
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12561 USAZYV1 -0.160000
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12572 USAZZF1 -0.014634
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12578 USAZZX1 -0.080000
12579 USAZZY1 0.011742
12580 USAZZZ1 -0.016227
[12439 rows x 2 columns], '20041203': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.085627
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.013243
159 USA01I1 0.000000
160 USA01J2 0.000000
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162 USA01P1 0.017778
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 -0.002079
170 USA02H1 0.000000
171 USA02P1 0.009569
... ... ...
12554 USAZY61 0.333333
12555 USAZY71 0.000000
12556 USAZYI1 0.000000
12557 USAZYJ1 0.250000
12558 USAZYK1 0.000000
12559 USAZYM1 0.000000
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12562 USAZYS1 0.000000
12563 USAZYT1 -0.069767
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12565 USAZYX1 0.000000
12566 USAZZ41 -0.023810
12567 USAZZ51 0.000000
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12569 USAZZ71 0.000000
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12577 USAZZJ1 -0.060958
12578 USAZZL1 -0.043478
12579 USAZZP1 -0.043478
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12581 USAZZX1 -0.173913
12582 USAZZY1 -0.020075
12583 USAZZZ1 0.008660
[12442 rows x 2 columns], '20041206': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
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150 USA00I1 0.000000
151 USA00J1 0.000000
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154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
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160 USA01J2 0.000000
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162 USA01P1 0.000000
163 USA01Q1 0.000000
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166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 -0.006250
170 USA02H1 0.000000
171 USA02P1 0.014218
... ... ...
12552 USAZY61 0.000000
12553 USAZY71 0.000000
12554 USAZYI1 0.000000
12555 USAZYJ1 -0.125000
12556 USAZYK1 0.000000
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12558 USAZYO1 0.000000
12559 USAZYR1 0.037736
12560 USAZYS1 0.000000
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12563 USAZYX1 -0.003234
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12567 USAZZ71 0.000000
12568 USAZZ81 -0.002616
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12572 USAZZD1 0.333333
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12574 USAZZI1 0.000000
12575 USAZZJ1 0.038314
12576 USAZZL1 -0.090909
12577 USAZZP1 0.045455
12578 USAZZR1 0.000000
12579 USAZZX1 0.052632
12580 USAZZY1 0.004161
12581 USAZZZ1 0.007768
[12440 rows x 2 columns], '20041207': Barrid DlyReturn
142 USA0001 0.000447
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 -0.008258
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
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151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.007398
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.026201
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 -0.014904
171 USA02P1 -0.023364
... ... ...
12552 USAZY61 0.000000
12553 USAZY71 0.400000
12554 USAZYI1 0.000000
12555 USAZYJ1 0.000000
12556 USAZYK1 0.000000
12557 USAZYM1 0.000000
12558 USAZYO1 -0.160000
12559 USAZYR1 -0.054545
12560 USAZYS1 0.000000
12561 USAZYT1 0.100000
12562 USAZYV1 0.000000
12563 USAZYX1 -0.006488
12564 USAZZ41 0.046512
12565 USAZZ51 0.000000
12566 USAZZ61 0.000000
12567 USAZZ71 0.000000
12568 USAZZ81 -0.007869
12569 USAZZ91 0.000000
12570 USAZZA1 0.000000
12571 USAZZB1 0.000000
12572 USAZZD1 -0.250000
12573 USAZZF1 0.000000
12574 USAZZI1 0.000000
12575 USAZZJ1 -0.026265
12576 USAZZL1 0.000000
12577 USAZZP1 0.000000
12578 USAZZR1 0.000000
12579 USAZZX1 -0.025000
12580 USAZZY1 -0.040485
12581 USAZZZ1 -0.002028
[12440 rows x 2 columns], '20041208': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 -0.011180
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12552 USAZY61 0.000000
12553 USAZY71 -0.285714
12554 USAZYI1 0.000000
12555 USAZYJ1 0.000000
12556 USAZYK1 0.000000
12557 USAZYM1 0.000000
12558 USAZYO1 0.166667
12559 USAZYR1 0.019231
12560 USAZYS1 0.000000
12561 USAZYT1 -0.090909
12562 USAZYV1 0.000000
12563 USAZYX1 0.000000
12564 USAZZ41 0.777778
12565 USAZZ51 0.000000
12566 USAZZ61 0.000000
12567 USAZZ71 0.000000
12568 USAZZ81 -0.005288
12569 USAZZ91 99.000000
12570 USAZZA1 0.041667
12571 USAZZB1 0.000000
12572 USAZZD1 0.000000
12573 USAZZF1 0.027778
12574 USAZZI1 -0.060606
12575 USAZZJ1 -0.077279
12576 USAZZL1 0.000000
12577 USAZZP1 -0.043478
12578 USAZZR1 0.000000
12579 USAZZX1 0.076923
12580 USAZZY1 0.017940
12581 USAZZZ1 0.029675
[12440 rows x 2 columns], '20041209': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.022613
160 USA01I1 0.000000
161 USA01J2 0.058939
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12553 USAZY61 0.000000
12554 USAZY71 0.000000
12555 USAZYI1 0.000000
12556 USAZYJ1 0.000000
12557 USAZYK1 0.000000
12558 USAZYM1 0.000000
12559 USAZYO1 0.000000
12560 USAZYR1 -0.094340
12561 USAZYS1 0.000000
12562 USAZYT1 0.100000
12563 USAZYV1 0.000000
12564 USAZYX1 -0.001633
12565 USAZZ41 -0.225000
12566 USAZZ51 0.000000
12567 USAZZ61 0.000000
12568 USAZZ71 0.000000
12569 USAZZ81 -0.003249
12570 USAZZ91 0.000000
12571 USAZZA1 0.000000
12572 USAZZB1 0.000000
12573 USAZZD1 0.000000
12574 USAZZF1 -0.027027
12575 USAZZI1 0.000000
12576 USAZZJ1 0.010581
12577 USAZZL1 -0.025000
12578 USAZZP1 0.000000
12579 USAZZR1 0.000000
12580 USAZZX1 -0.142857
12581 USAZZY1 0.015339
12582 USAZZZ1 0.025266
[12440 rows x 2 columns], '20041210': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.005141
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.031100
... ... ...
12555 USAZY61 0.000000
12556 USAZY71 0.000000
12557 USAZYI1 0.000000
12558 USAZYJ1 0.000000
12559 USAZYK1 0.000000
12560 USAZYM1 0.000000
12561 USAZYO1 0.000000
12562 USAZYR1 0.020833
12563 USAZYS1 0.000000
12564 USAZYT1 -0.090909
12565 USAZYV1 0.000000
12566 USAZYX1 0.000818
12567 USAZZ41 0.177419
12568 USAZZ51 0.000000
12569 USAZZ61 0.000000
12570 USAZZ71 0.000000
12571 USAZZ81 0.016000
12572 USAZZ91 0.000000
12573 USAZZA1 0.000000
12574 USAZZB1 0.000000
12575 USAZZD1 0.000000
12576 USAZZF1 -0.011111
12577 USAZZI1 0.000000
12578 USAZZJ1 -0.093878
12579 USAZZL1 0.000000
12580 USAZZP1 0.045455
12581 USAZZR1 0.000000
12582 USAZZX1 -0.027778
12583 USAZZY1 0.044359
12584 USAZZZ1 0.001155
[12442 rows x 2 columns], '20041213': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.001279
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 -0.008511
164 USA01Q1 0.000000
165 USA0202 0.006196
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.014675
171 USA02H1 0.025216
172 USA02P1 0.000000
... ... ...
12554 USAZY61 -0.400000
12555 USAZY71 -0.200000
12556 USAZYI1 0.000000
12557 USAZYJ1 -0.057143
12558 USAZYK1 0.000000
12559 USAZYM1 0.000000
12560 USAZYO1 -0.040816
12561 USAZYR1 0.061224
12562 USAZYS1 0.000000
12563 USAZYT1 0.050000
12564 USAZYV1 0.500000
12565 USAZYX1 -0.006536
12566 USAZZ41 -0.041096
12567 USAZZ51 0.000000
12568 USAZZ61 -0.333333
12569 USAZZ71 0.000000
12570 USAZZ81 0.000000
12571 USAZZ91 0.000000
12572 USAZZA1 0.000000
12573 USAZZB1 0.000000
12574 USAZZD1 0.000000
12575 USAZZF1 -0.044944
12576 USAZZI1 0.000000
12577 USAZZJ1 -0.049941
12578 USAZZL1 -0.005128
12579 USAZZP1 0.130435
12580 USAZZR1 0.000000
12581 USAZZX1 0.114286
12582 USAZZY1 0.016313
12583 USAZZZ1 0.000769
[12441 rows x 2 columns], '20041214': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.002554
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.020851
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12540 USAZY61 0.000000
12541 USAZY71 0.000000
12542 USAZYI1 0.000000
12543 USAZYJ1 0.000000
12544 USAZYK1 -0.600000
12545 USAZYM1 0.142857
12546 USAZYO1 0.000000
12547 USAZYR1 0.269231
12548 USAZYS1 0.000000
12549 USAZYT1 0.000000
12550 USAZYV1 0.000000
12551 USAZYX1 0.002467
12552 USAZZ41 -0.071429
12553 USAZZ51 0.000000
12554 USAZZ61 0.000000
12555 USAZZ71 0.000000
12556 USAZZ81 0.004666
12557 USAZZ91 0.000000
12558 USAZZA1 0.000000
12559 USAZZB1 0.000000
12560 USAZZD1 0.000000
12561 USAZZF1 0.029412
12562 USAZZI1 0.000000
12563 USAZZJ1 0.015255
12564 USAZZL1 -0.020619
12565 USAZZP1 0.000000
12566 USAZZR1 0.000000
12567 USAZZX1 -0.076923
12568 USAZZY1 -0.014876
12569 USAZZZ1 0.001153
[12427 rows x 2 columns], '20041215': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.014085
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 -0.004292
164 USA01Q1 0.038055
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.079965
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12544 USAZY61 -0.166667
12545 USAZY71 0.250000
12546 USAZYI1 -0.111111
12547 USAZYJ1 0.000000
12548 USAZYK1 0.000000
12549 USAZYM1 0.000000
12550 USAZYO1 0.000000
12551 USAZYR1 0.007576
12552 USAZYS1 0.000000
12553 USAZYT1 0.000000
12554 USAZYV1 0.166667
12555 USAZYX1 0.010664
12556 USAZZ41 -0.076923
12557 USAZZ51 0.000000
12558 USAZZ61 0.000000
12559 USAZZ71 0.000000
12560 USAZZ81 0.006676
12561 USAZZ91 0.000000
12562 USAZZA1 0.000000
12563 USAZZB1 0.000000
12564 USAZZD1 0.000000
12565 USAZZF1 -0.028571
12566 USAZZI1 0.032258
12567 USAZZJ1 0.071675
12568 USAZZL1 0.000000
12569 USAZZP1 0.000000
12570 USAZZR1 0.000000
12571 USAZZX1 0.111111
12572 USAZZY1 0.033898
12573 USAZZZ1 -0.005758
[12431 rows x 2 columns], '20041216': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.131343
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.004935
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12550 USAZY61 0.000000
12551 USAZY71 0.000000
12552 USAZYI1 0.125000
12553 USAZYJ1 0.000000
12554 USAZYK1 0.000000
12555 USAZYM1 0.000000
12556 USAZYO1 0.000000
12557 USAZYR1 -0.037594
12558 USAZYS1 0.000000
12559 USAZYT1 0.000000
12560 USAZYV1 -0.142857
12561 USAZYX1 -0.005682
12562 USAZZ41 0.000000
12563 USAZZ51 0.000000
12564 USAZZ61 0.500000
12565 USAZZ71 0.000000
12566 USAZZ81 -0.006920
12567 USAZZ91 0.000000
12568 USAZZA1 0.240000
12569 USAZZB1 0.000000
12570 USAZZD1 0.000000
12571 USAZZF1 0.023529
12572 USAZZI1 0.062500
12573 USAZZJ1 -0.025199
12574 USAZZL1 0.026316
12575 USAZZP1 0.000000
12576 USAZZR1 0.000000
12577 USAZZX1 -0.150000
12578 USAZZY1 0.001192
12579 USAZZZ1 -0.013514
[12437 rows x 2 columns], '20041217': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.006265
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12552 USAZY61 0.000000
12553 USAZY71 -0.200000
12554 USAZYI1 0.000000
12555 USAZYJ1 0.000000
12556 USAZYK1 0.000000
12557 USAZYM1 0.000000
12558 USAZYO1 -0.042553
12559 USAZYR1 -0.046875
12560 USAZYS1 0.000000
12561 USAZYT1 0.071429
12562 USAZYV1 0.000000
12563 USAZYX1 0.004082
12564 USAZZ41 -0.083333
12565 USAZZ51 0.000000
12566 USAZZ61 0.000000
12567 USAZZ71 0.000000
12568 USAZZ81 -0.003775
12569 USAZZ91 0.000000
12570 USAZZA1 0.000000
12571 USAZZB1 0.000000
12572 USAZZD1 0.000000
12573 USAZZF1 -0.022989
12574 USAZZI1 0.000000
12575 USAZZJ1 -0.056754
12576 USAZZL1 0.000000
12577 USAZZP1 0.000000
12578 USAZZR1 0.000000
12579 USAZZX1 -0.176471
12580 USAZZY1 0.006550
12581 USAZZZ1 0.015656
[12439 rows x 2 columns], '20041220': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.011673
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.013921
... ... ...
12553 USAZY61 0.000000
12554 USAZY71 0.000000
12555 USAZYI1 0.111111
12556 USAZYJ1 0.000000
12557 USAZYK1 0.000000
12558 USAZYM1 0.000000
12559 USAZYO1 -0.177778
12560 USAZYR1 0.032787
12561 USAZYS1 0.000000
12562 USAZYT1 -0.022222
12563 USAZYV1 0.000000
12564 USAZYX1 -0.012195
12565 USAZZ41 0.000000
12566 USAZZ51 0.333333
12567 USAZZ61 0.000000
12568 USAZZ71 0.000000
12569 USAZZ81 0.011950
12570 USAZZ91 0.000000
12571 USAZZA1 0.000000
12572 USAZZB1 0.000000
12573 USAZZD1 0.000000
12574 USAZZF1 0.000000
12575 USAZZI1 0.000000
12576 USAZZJ1 0.009273
12577 USAZZL1 0.000000
12578 USAZZP1 0.000000
12579 USAZZR1 0.000000
12580 USAZZX1 -0.107143
12581 USAZZY1 -0.005915
12582 USAZZZ1 0.021195
[12440 rows x 2 columns], '20041221': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.050616
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.037962
159 USA0161 0.000000
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.061914
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.062374
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12550 USAZY61 0.000000
12551 USAZY71 0.000000
12552 USAZYI1 -0.100000
12553 USAZYJ1 0.000000
12554 USAZYK1 -0.500000
12555 USAZYM1 0.000000
12556 USAZYO1 0.189189
12557 USAZYR1 -0.031746
12558 USAZYS1 0.000000
12559 USAZYT1 0.136364
12560 USAZYV1 0.333333
12561 USAZYX1 0.000000
12562 USAZZ41 0.000000
12563 USAZZ51 0.000000
12564 USAZZ61 0.000000
12565 USAZZ71 0.000000
12566 USAZZ81 -0.019297
12567 USAZZ91 0.000000
12568 USAZZA1 0.000000
12569 USAZZB1 0.000000
12570 USAZZD1 0.333333
12571 USAZZF1 -0.029412
12572 USAZZI1 -0.088235
12573 USAZZJ1 0.015517
12574 USAZZL1 -0.025641
12575 USAZZP1 -0.115385
12576 USAZZR1 0.000000
12577 USAZZX1 0.000000
12578 USAZZY1 0.014579
12579 USAZZZ1 0.007170
[12437 rows x 2 columns], '20041222': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.007692
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.009442
171 USA02H1 0.000000
172 USA02P1 0.003676
... ... ...
12549 USAZY61 0.000000
12550 USAZY71 0.000000
12551 USAZYI1 0.000000
12552 USAZYJ1 0.212121
12553 USAZYK1 -0.500000
12554 USAZYM1 0.000000
12555 USAZYO1 0.000000
12556 USAZYR1 -0.049180
12557 USAZYS1 0.000000
12558 USAZYT1 -0.020000
12559 USAZYV1 -0.250000
12560 USAZYX1 0.004115
12561 USAZZ41 -0.018182
12562 USAZZ51 0.000000
12563 USAZZ61 -0.333333
12564 USAZZ71 0.000000
12565 USAZZ81 0.004405
12566 USAZZ91 0.000000
12567 USAZZA1 0.000000
12568 USAZZB1 0.500000
12569 USAZZD1 -0.250000
12570 USAZZF1 0.024242
12571 USAZZI1 0.000000
12572 USAZZJ1 0.000603
12573 USAZZL1 0.231579
12574 USAZZP1 0.000000
12575 USAZZR1 0.000000
12576 USAZZX1 0.160000
12577 USAZZY1 0.001466
12578 USAZZZ1 0.000375
[12436 rows x 2 columns], '20041223': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.001781
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12550 USAZY61 0.000000
12551 USAZY71 0.750000
12552 USAZYI1 -0.111111
12553 USAZYJ1 0.000000
12554 USAZYK1 4.000000
12555 USAZYM1 0.000000
12556 USAZYO1 0.000000
12557 USAZYR1 0.120690
12558 USAZYS1 99.000000
12559 USAZYT1 -0.102041
12560 USAZYV1 0.166667
12561 USAZYX1 -0.008197
12562 USAZZ41 0.018519
12563 USAZZ51 -0.250000
12564 USAZZ61 0.000000
12565 USAZZ71 0.000000
12566 USAZZ81 0.005263
12567 USAZZ91 0.000000
12568 USAZZA1 -0.225806
12569 USAZZB1 0.000000
12570 USAZZD1 0.000000
12571 USAZZF1 0.029586
12572 USAZZI1 0.000000
12573 USAZZJ1 -0.014065
12574 USAZZL1 -0.038462
12575 USAZZP1 0.000000
12576 USAZZR1 0.000000
12577 USAZZX1 0.000000
12578 USAZZY1 -0.016398
12579 USAZZZ1 0.003371
[12437 rows x 2 columns], '20041227': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.014892
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 -0.019355
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.006443
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 -0.017241
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.132479
169 USA02A1 0.000000
170 USA02B1 -0.000850
171 USA02H1 0.000000
172 USA02P1 -0.009153
... ... ...
12549 USAZY61 0.000000
12550 USAZY71 -0.571429
12551 USAZYI1 0.000000
12552 USAZYJ1 -0.050000
12553 USAZYK1 -0.800000
12554 USAZYM1 0.000000
12555 USAZYO1 0.022727
12556 USAZYR1 -0.076923
12557 USAZYS1 -0.990000
12558 USAZYT1 0.045455
12559 USAZYV1 -0.142857
12560 USAZYX1 0.000000
12561 USAZZ41 -0.181818
12562 USAZZ51 0.000000
12563 USAZZ61 0.000000
12564 USAZZ71 0.363636
12565 USAZZ81 0.002036
12566 USAZZ91 0.000000
12567 USAZZA1 -0.166667
12568 USAZZB1 0.000000
12569 USAZZD1 0.000000
12570 USAZZF1 -0.005747
12571 USAZZI1 0.000000
12572 USAZZJ1 0.012431
12573 USAZZL1 -0.080000
12574 USAZZP1 0.000000
12575 USAZZR1 0.000000
12576 USAZZX1 -0.172414
12577 USAZZY1 -0.015779
12578 USAZZZ1 -0.020157
[12436 rows x 2 columns], '20041228': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.000778
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12548 USAZY61 0.000000
12549 USAZY71 0.000000
12550 USAZYI1 0.187500
12551 USAZYJ1 -0.052632
12552 USAZYK1 0.000000
12553 USAZYM1 0.000000
12554 USAZYO1 -0.111111
12555 USAZYR1 0.000000
12556 USAZYS1 0.000000
12557 USAZYT1 0.000000
12558 USAZYV1 0.000000
12559 USAZYX1 0.000000
12560 USAZZ41 0.000000
12561 USAZZ51 0.000000
12562 USAZZ61 0.000000
12563 USAZZ71 0.000000
12564 USAZZ81 0.008418
12565 USAZZ91 0.000000
12566 USAZZA1 0.100000
12567 USAZZB1 0.000000
12568 USAZZD1 0.000000
12569 USAZZF1 0.000000
12570 USAZZI1 0.000000
12571 USAZZJ1 0.000604
12572 USAZZL1 -0.009662
12573 USAZZP1 0.000000
12574 USAZZR1 0.000000
12575 USAZZX1 0.166667
12576 USAZZY1 0.013309
12577 USAZZZ1 0.028571
[12435 rows x 2 columns], '20041229': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 -0.089295
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.005702
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.013499
160 USA01I1 0.000388
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.013158
164 USA01Q1 0.010183
165 USA0202 0.000000
166 USA0231 0.065678
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12545 USAZY61 -0.200000
12546 USAZY71 0.000000
12547 USAZYI1 0.000000
12548 USAZYJ1 0.000000
12549 USAZYK1 0.000000
12550 USAZYM1 0.000000
12551 USAZYO1 -0.100000
12552 USAZYR1 -0.066667
12553 USAZYS1 0.000000
12554 USAZYT1 0.043478
12555 USAZYV1 0.000000
12556 USAZYX1 0.004132
12557 USAZZ41 -0.111111
12558 USAZZ51 0.000000
12559 USAZZ61 0.000000
12560 USAZZ71 0.000000
12561 USAZZ81 -0.004606
12562 USAZZ91 0.000000
12563 USAZZA1 0.181818
12564 USAZZB1 0.000000
12565 USAZZD1 0.000000
12566 USAZZF1 0.040462
12567 USAZZI1 0.000000
12568 USAZZJ1 0.027560
12569 USAZZL1 -0.024390
12570 USAZZP1 0.130435
12571 USAZZR1 0.000000
12572 USAZZX1 0.035714
12573 USAZZY1 -0.011642
12574 USAZZZ1 -0.012222
[12432 rows x 2 columns], '20041230': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.005263
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 -0.017316
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.012341
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12544 USAZY61 0.250000
12545 USAZY71 0.000000
12546 USAZYI1 -0.105263
12547 USAZYJ1 0.111111
12548 USAZYK1 0.000000
12549 USAZYM1 0.000000
12550 USAZYO1 0.000000
12551 USAZYR1 0.035714
12552 USAZYS1 0.000000
12553 USAZYT1 0.020833
12554 USAZYV1 0.000000
12555 USAZYX1 0.000000
12556 USAZZ41 0.000000
12557 USAZZ51 0.000000
12558 USAZZ61 0.000000
12559 USAZZ71 0.000000
12560 USAZZ81 0.003759
12561 USAZZ91 0.000000
12562 USAZZA1 -0.038462
12563 USAZZB1 0.000000
12564 USAZZD1 0.000000
12565 USAZZF1 0.000000
12566 USAZZI1 0.000000
12567 USAZZJ1 -0.041308
12568 USAZZL1 0.000000
12569 USAZZP1 -0.115385
12570 USAZZR1 0.000000
12571 USAZZX1 0.034483
12572 USAZZY1 0.007249
12573 USAZZZ1 0.012373
[12431 rows x 2 columns], '20041231': Barrid DlyReturn
143 USA0001 0.003554
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.021077
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.000000
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.006894
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12560 USAZY61 0.000000
12561 USAZY71 0.000000
12562 USAZYI1 -0.117647
12563 USAZYJ1 0.000000
12564 USAZYK1 4.000000
12565 USAZYM1 0.000000
12566 USAZYO1 -0.083333
12567 USAZYR1 -0.017241
12568 USAZYS1 0.000000
12569 USAZYT1 -0.061224
12570 USAZYV1 0.000000
12571 USAZYX1 0.000000
12572 USAZZ41 0.375000
12573 USAZZ51 0.000000
12574 USAZZ61 0.000000
12575 USAZZ71 0.000000
12576 USAZZ81 -0.001729
12577 USAZZ91 -0.990000
12578 USAZZA1 0.200000
12579 USAZZB1 0.000000
12580 USAZZD1 0.000000
12581 USAZZF1 -0.027778
12582 USAZZI1 0.048387
12583 USAZZJ1 -0.007556
12584 USAZZL1 0.037500
12585 USAZZP1 0.086957
12586 USAZZR1 0.000000
12587 USAZZX1 0.100000
12588 USAZZY1 0.016492
12589 USAZZZ1 0.011111
[12447 rows x 2 columns], '20050103': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.000000
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.023861
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12532 USAZY61 0.000000
12533 USAZY71 0.000000
12534 USAZYI1 0.000000
12535 USAZYJ1 -0.025000
12536 USAZYK1 0.000000
12537 USAZYM1 0.000000
12538 USAZYO1 -0.212121
12539 USAZYR1 0.052632
12540 USAZYS1 0.000000
12541 USAZYT1 -0.043478
12542 USAZYV1 0.166667
12543 USAZYX1 0.011523
12544 USAZZ41 -0.090909
12545 USAZZ51 0.000000
12546 USAZZ61 0.000000
12547 USAZZ71 0.000000
12548 USAZZ81 -0.012121
12549 USAZZ91 0.000000
12550 USAZZA1 -0.066667
12551 USAZZB1 0.000000
12552 USAZZD1 0.000000
12553 USAZZF1 -0.028571
12554 USAZZI1 0.000000
12555 USAZZJ1 -0.009053
12556 USAZZL1 -0.036145
12557 USAZZP1 0.000000
12558 USAZZR1 0.000000
12559 USAZZX1 -0.090909
12560 USAZZY1 -0.002950
12561 USAZZZ1 -0.046886
[12419 rows x 2 columns], '20050104': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.006614
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12531 USAZY61 0.000000
12532 USAZY71 0.000000
12533 USAZYI1 0.006667
12534 USAZYJ1 0.000000
12535 USAZYK1 0.000000
12536 USAZYM1 0.000000
12537 USAZYO1 0.153846
12538 USAZYR1 -0.016667
12539 USAZYS1 0.000000
12540 USAZYT1 0.068182
12541 USAZYV1 0.000000
12542 USAZYX1 -0.013832
12543 USAZZ41 -0.100000
12544 USAZZ51 0.000000
12545 USAZZ61 0.000000
12546 USAZZ71 0.000000
12547 USAZZ81 -0.000876
12548 USAZZ91 0.000000
12549 USAZZA1 -0.107143
12550 USAZZB1 0.000000
12551 USAZZD1 0.000000
12552 USAZZF1 -0.023529
12553 USAZZI1 0.000000
12554 USAZZJ1 0.005399
12555 USAZZL1 0.000000
12556 USAZZP1 0.000000
12557 USAZZR1 0.000000
12558 USAZZX1 0.000000
12559 USAZZY1 -0.026627
12560 USAZZZ1 -0.003075
[12418 rows x 2 columns], '20050105': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.008788
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.009434
169 USA02A1 0.000000
170 USA02B1 0.017797
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12531 USAZY61 0.000000
12532 USAZY71 1.666667
12533 USAZYI1 0.059603
12534 USAZYJ1 0.000000
12535 USAZYK1 0.000000
12536 USAZYM1 0.000000
12537 USAZYO1 0.000000
12538 USAZYR1 0.000000
12539 USAZYS1 0.000000
12540 USAZYT1 -0.021277
12541 USAZYV1 -0.142857
12542 USAZYX1 -0.000825
12543 USAZZ41 0.000000
12544 USAZZ51 0.000000
12545 USAZZ61 0.000000
12546 USAZZ71 0.000000
12547 USAZZ81 -0.004971
12548 USAZZ91 0.000000
12549 USAZZA1 0.000000
12550 USAZZB1 0.000000
12551 USAZZD1 0.333333
12552 USAZZF1 0.054217
12553 USAZZI1 0.000000
12554 USAZZJ1 -0.002478
12555 USAZZL1 0.125000
12556 USAZZP1 0.000000
12557 USAZZR1 0.000000
12558 USAZZX1 0.066667
12559 USAZZY1 -0.027356
12560 USAZZZ1 -0.005397
[12418 rows x 2 columns], '20050106': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.008060
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 -0.026210
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.019984
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12531 USAZY61 0.000000
12532 USAZY71 -0.375000
12533 USAZYI1 -0.062500
12534 USAZYJ1 0.000000
12535 USAZYK1 0.000000
12536 USAZYM1 0.000000
12537 USAZYO1 0.333333
12538 USAZYR1 -0.067797
12539 USAZYS1 0.000000
12540 USAZYT1 -0.043478
12541 USAZYV1 0.000000
12542 USAZYX1 0.003303
12543 USAZZ41 0.000000
12544 USAZZ51 0.000000
12545 USAZZ61 0.000000
12546 USAZZ71 0.000000
12547 USAZZ81 -0.008522
12548 USAZZ91 0.000000
12549 USAZZA1 0.000000
12550 USAZZB1 -0.333333
12551 USAZZD1 -0.250000
12552 USAZZF1 -0.028571
12553 USAZZI1 0.000000
12554 USAZZJ1 0.008489
12555 USAZZL1 -0.111111
12556 USAZZP1 0.000000
12557 USAZZR1 0.000000
12558 USAZZX1 -0.062500
12559 USAZZY1 0.037500
12560 USAZZZ1 0.006977
[12418 rows x 2 columns], '20050107': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.021277
146 USA0062 -0.052933
147 USA00E2 0.000000
148 USA00F1 0.049479
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 -0.035611
159 USA0161 0.000000
160 USA01I1 0.000000
161 USA01J2 0.038961
162 USA01L1 0.000000
163 USA01P1 -0.013216
164 USA01Q1 0.016563
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 -0.001767
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.019592
171 USA02H1 0.000000
172 USA02P1 -0.009238
... ... ...
12529 USAZY61 0.000000
12530 USAZY71 0.000000
12531 USAZYI1 0.000000
12532 USAZYJ1 0.000000
12533 USAZYK1 -0.600000
12534 USAZYM1 0.000000
12535 USAZYO1 0.000000
12536 USAZYR1 -0.036364
12537 USAZYS1 0.000000
12538 USAZYT1 0.000000
12539 USAZYV1 0.000000
12540 USAZYX1 0.008230
12541 USAZZ41 -0.066667
12542 USAZZ51 0.000000
12543 USAZZ61 0.000000
12544 USAZZ71 0.000000
12545 USAZZ81 0.004742
12546 USAZZ91 0.000000
12547 USAZZA1 0.000000
12548 USAZZB1 0.000000
12549 USAZZD1 0.333333
12550 USAZZF1 0.000000
12551 USAZZI1 0.000000
12552 USAZZJ1 -0.019914
12553 USAZZL1 0.125000
12554 USAZZP1 0.000000
12555 USAZZR1 0.000000
12556 USAZZX1 0.100000
12557 USAZZY1 -0.009337
12558 USAZZZ1 0.001925
[12416 rows x 2 columns], '20050110': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.006397
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.014257
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.017485
171 USA02H1 0.000000
172 USA02P1 -0.011655
... ... ...
12526 USAZY61 0.000000
12527 USAZY71 0.000000
12528 USAZYI1 0.000000
12529 USAZYJ1 0.025641
12530 USAZYK1 0.000000
12531 USAZYM1 0.000000
12532 USAZYO1 0.000000
12533 USAZYR1 0.075472
12534 USAZYS1 0.000000
12535 USAZYT1 0.022727
12536 USAZYV1 0.000000
12537 USAZYX1 -0.011429
12538 USAZZ41 -0.047619
12539 USAZZ51 0.000000
12540 USAZZ61 0.000000
12541 USAZZ71 0.000000
12542 USAZZ81 -0.002655
12543 USAZZ91 0.000000
12544 USAZZA1 0.000000
12545 USAZZB1 0.000000
12546 USAZZD1 -0.250000
12547 USAZZF1 -0.029412
12548 USAZZI1 -0.046154
12549 USAZZJ1 0.017386
12550 USAZZL1 0.057778
12551 USAZZP1 0.000000
12552 USAZZR1 0.000000
12553 USAZZX1 0.000000
12554 USAZZY1 0.015810
12555 USAZZZ1 0.018824
[12413 rows x 2 columns], '20050111': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.003972
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 -0.004464
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12525 USAZY61 0.000000
12526 USAZY71 0.000000
12527 USAZYI1 0.000000
12528 USAZYJ1 -0.050000
12529 USAZYK1 1.500000
12530 USAZYM1 0.000000
12531 USAZYO1 -0.250000
12532 USAZYR1 0.035088
12533 USAZYS1 0.000000
12534 USAZYT1 0.000000
12535 USAZYV1 0.000000
12536 USAZYX1 0.006606
12537 USAZZ41 0.025000
12538 USAZZ51 0.000000
12539 USAZZ61 0.000000
12540 USAZZ71 0.000000
12541 USAZZ81 -0.008873
12542 USAZZ91 0.000000
12543 USAZZA1 0.120000
12544 USAZZB1 0.000000
12545 USAZZD1 0.000000
12546 USAZZF1 -0.066667
12547 USAZZI1 0.000000
12548 USAZZJ1 0.005353
12549 USAZZL1 0.000000
12550 USAZZP1 0.000000
12551 USAZZR1 0.000000
12552 USAZZX1 -0.030303
12553 USAZZY1 -0.012272
12554 USAZZZ1 0.002640
[12413 rows x 2 columns], '20050112': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.003409
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 -0.077934
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.002374
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 -0.013453
163 USA01Q1 -0.016064
164 USA0202 0.000000
165 USA0231 -0.049702
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 -0.018868
... ... ...
12526 USAZY61 0.000000
12527 USAZY71 0.000000
12528 USAZYI1 0.066667
12529 USAZYJ1 0.000000
12530 USAZYK1 -0.400000
12531 USAZYM1 0.000000
12532 USAZYO1 0.000000
12533 USAZYR1 -0.067797
12534 USAZYS1 0.000000
12535 USAZYT1 0.111111
12536 USAZYV1 0.000000
12537 USAZYX1 -0.005742
12538 USAZZ41 -0.024390
12539 USAZZ51 0.000000
12540 USAZZ61 0.000000
12541 USAZZ71 0.000000
12542 USAZZ81 0.002089
12543 USAZZ91 0.000000
12544 USAZZA1 0.071429
12545 USAZZB1 0.000000
12546 USAZZD1 0.000000
12547 USAZZF1 0.071429
12548 USAZZI1 0.000000
12549 USAZZJ1 0.070448
12550 USAZZL1 0.000000
12551 USAZZP1 0.000000
12552 USAZZR1 0.000000
12553 USAZZX1 -0.062500
12554 USAZZY1 0.005152
12555 USAZZZ1 -0.002633
[12414 rows x 2 columns], '20050113': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.000000
146 USA00E2 0.000000
147 USA00F1 0.000000
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 0.000000
158 USA0161 0.013684
159 USA01I1 0.000000
160 USA01J2 0.000000
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 0.000000
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 0.000000
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.000000
... ... ...
12526 USAZY61 0.000000
12527 USAZY71 -0.200000
12528 USAZYI1 0.125000
12529 USAZYJ1 0.000000
12530 USAZYK1 -0.933333
12531 USAZYM1 0.000000
12532 USAZYO1 0.000000
12533 USAZYR1 0.000000
12534 USAZYS1 0.000000
12535 USAZYT1 0.060000
12536 USAZYV1 0.000000
12537 USAZYX1 0.000000
12538 USAZZ41 0.025000
12539 USAZZ51 0.000000
12540 USAZZ61 0.000000
12541 USAZZ71 -0.633333
12542 USAZZ81 -0.000893
12543 USAZZ91 0.000000
12544 USAZZA1 0.000000
12545 USAZZB1 0.000000
12546 USAZZD1 0.000000
12547 USAZZF1 0.000000
12548 USAZZI1 0.000000
12549 USAZZJ1 -0.004018
12550 USAZZL1 -0.096639
12551 USAZZP1 0.000000
12552 USAZZR1 0.000000
12553 USAZZX1 0.000000
12554 USAZZY1 0.010552
12555 USAZZZ1 -0.004525
[12414 rows x 2 columns], '20050114': Barrid DlyReturn
142 USA0001 0.000000
143 USA0011 0.000000
144 USA0031 0.000000
145 USA0062 0.033663
146 USA00E2 0.000000
147 USA00F1 -0.031017
148 USA00G2 0.000000
149 USA00H1 0.000000
150 USA00I1 0.000000
151 USA00J1 0.000000
152 USA00K1 0.000000
153 USA00P1 0.000000
154 USA00R1 0.000000
155 USA00S1 0.000000
156 USA00V1 0.000000
157 USA0131 -0.007984
158 USA0161 -0.018692
159 USA01I1 0.000000
160 USA01J2 -0.014286
161 USA01L1 0.000000
162 USA01P1 0.000000
163 USA01Q1 -0.016327
164 USA0202 0.000000
165 USA0231 0.000000
166 USA0281 -0.017699
167 USA0291 0.000000
168 USA02A1 0.000000
169 USA02B1 0.000000
170 USA02H1 0.000000
171 USA02P1 0.009615
... ... ...
12515 USAZY61 0.000000
12516 USAZY71 0.000000
12517 USAZYI1 0.000000
12518 USAZYJ1 0.000000
12519 USAZYK1 0.000000
12520 USAZYM1 0.000000
12521 USAZYO1 0.000000
12522 USAZYR1 0.000000
12523 USAZYS1 0.000000
12524 USAZYT1 0.028302
12525 USAZYV1 0.333333
12526 USAZYX1 0.010726
12527 USAZZ41 0.097561
12528 USAZZ51 0.000000
12529 USAZZ61 0.000000
12530 USAZZ71 0.000000
12531 USAZZ81 0.003577
12532 USAZZ91 0.000000
12533 USAZZA1 0.000000
12534 USAZZB1 0.000000
12535 USAZZD1 0.000000
12536 USAZZF1 0.060606
12537 USAZZI1 0.000000
12538 USAZZJ1 -0.007683
12539 USAZZL1 0.106977
12540 USAZZP1 0.120000
12541 USAZZR1 0.000000
12542 USAZZX1 0.000000
12543 USAZZY1 0.055489
12544 USAZZZ1 0.015152
[12403 rows x 2 columns], '20050118': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 -0.106117
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.050589
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.006833
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.003333
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12514 USAZY61 0.000000
12515 USAZY71 0.250000
12516 USAZYI1 -0.111111
12517 USAZYJ1 0.052632
12518 USAZYK1 0.000000
12519 USAZYM1 0.000000
12520 USAZYO1 0.066667
12521 USAZYR1 0.000000
12522 USAZYS1 0.000000
12523 USAZYT1 0.027523
12524 USAZYV1 0.000000
12525 USAZYX1 0.000000
12526 USAZZ41 -0.088889
12527 USAZZ51 0.000000
12528 USAZZ61 0.000000
12529 USAZZ71 1.000000
12530 USAZZ81 0.029997
12531 USAZZ91 0.000000
12532 USAZZA1 -0.133333
12533 USAZZB1 0.000000
12534 USAZZD1 0.000000
12535 USAZZF1 -0.028571
12536 USAZZI1 0.000000
12537 USAZZJ1 -0.048974
12538 USAZZL1 -0.096639
12539 USAZZP1 0.000000
12540 USAZZR1 0.000000
12541 USAZZX1 0.000000
12542 USAZZY1 0.007349
12543 USAZZZ1 -0.009328
[12401 rows x 2 columns], '20050119': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 0.018272
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 -0.012448
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12517 USAZY61 0.000000
12518 USAZY71 -0.200000
12519 USAZYI1 0.000000
12520 USAZYJ1 0.000000
12521 USAZYK1 0.000000
12522 USAZYM1 0.000000
12523 USAZYO1 -0.187500
12524 USAZYR1 -0.036364
12525 USAZYS1 599.000000
12526 USAZYT1 0.000000
12527 USAZYV1 1.125000
12528 USAZYX1 -0.004082
12529 USAZZ41 -0.024390
12530 USAZZ51 0.000000
12531 USAZZ61 0.000000
12532 USAZZ71 0.000000
12533 USAZZ81 0.002595
12534 USAZZ91 0.000000
12535 USAZZA1 0.000000
12536 USAZZB1 0.000000
12537 USAZZD1 0.000000
12538 USAZZF1 -0.029412
12539 USAZZI1 0.000000
12540 USAZZJ1 0.005903
12541 USAZZL1 0.000000
12542 USAZZP1 0.000000
12543 USAZZR1 0.000000
12544 USAZZX1 0.000000
12545 USAZZY1 0.003928
12546 USAZZZ1 0.000753
[12404 rows x 2 columns], '20050120': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.006665
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 0.000000
... ... ...
12518 USAZY61 0.000000
12519 USAZY71 0.000000
12520 USAZYI1 0.000000
12521 USAZYJ1 0.000000
12522 USAZYK1 0.000000
12523 USAZYM1 0.000000
12524 USAZYO1 0.000000
12525 USAZYR1 0.000000
12526 USAZYS1 0.000000
12527 USAZYT1 -0.017857
12528 USAZYV1 0.294118
12529 USAZYX1 0.037705
12530 USAZZ41 -0.100000
12531 USAZZ51 0.000000
12532 USAZZ61 0.000000
12533 USAZZ71 0.000000
12534 USAZZ81 -0.007478
12535 USAZZ91 0.000000
12536 USAZZA1 0.000000
12537 USAZZB1 0.000000
12538 USAZZD1 -0.333333
12539 USAZZF1 0.000000
12540 USAZZI1 -0.032258
12541 USAZZJ1 0.015783
12542 USAZZL1 0.000000
12543 USAZZP1 0.000000
12544 USAZZR1 0.000000
12545 USAZZX1 0.066667
12546 USAZZY1 -0.031302
12547 USAZZZ1 0.001129
[12405 rows x 2 columns], '20050121': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.007226
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 -0.019103
171 USA02H1 0.000000
172 USA02P1 0.007143
... ... ...
12520 USAZY61 0.000000
12521 USAZY71 0.000000
12522 USAZYI1 0.000000
12523 USAZYJ1 0.000000
12524 USAZYK1 0.000000
12525 USAZYM1 0.000000
12526 USAZYO1 0.153846
12527 USAZYR1 -0.094340
12528 USAZYS1 0.000000
12529 USAZYT1 0.072727
12530 USAZYV1 -0.181818
12531 USAZYX1 0.003160
12532 USAZZ41 -0.111111
12533 USAZZ51 0.000000
12534 USAZZ61 0.000000
12535 USAZZ71 0.000000
12536 USAZZ81 0.004057
12537 USAZZ91 0.000000
12538 USAZZA1 0.153846
12539 USAZZB1 0.000000
12540 USAZZD1 0.000000
12541 USAZZF1 0.000000
12542 USAZZI1 0.000000
12543 USAZZJ1 0.039044
12544 USAZZL1 0.000000
12545 USAZZP1 0.000000
12546 USAZZR1 0.000000
12547 USAZZX1 -0.031250
12548 USAZZY1 0.002885
12549 USAZZZ1 0.003008
[12407 rows x 2 columns], '20050124': Barrid DlyReturn
143 USA0001 0.000000
144 USA0011 0.000000
145 USA0031 0.000000
146 USA0062 0.000000
147 USA00E2 0.000000
148 USA00F1 0.000000
149 USA00G2 0.000000
150 USA00H1 0.000000
151 USA00I1 0.000000
152 USA00J1 0.000000
153 USA00K1 0.000000
154 USA00P1 0.000000
155 USA00R1 0.000000
156 USA00S1 0.000000
157 USA00V1 0.000000
158 USA0131 0.000000
159 USA0161 -0.021315
160 USA01I1 0.000000
161 USA01J2 0.000000
162 USA01L1 0.000000
163 USA01P1 0.000000
164 USA01Q1 0.000000
165 USA0202 0.000000
166 USA0231 0.000000
167 USA0281 0.000000
168 USA0291 0.000000
169 USA02A1 0.000000
170 USA02B1 0.000000
171 USA02H1 0.000000
172 USA02P1 -0.007092
... ... ...
12518 USAZY61 0.000000
12519 USAZY71 0.000000
12520 USAZYI1 0.000000
12521 USAZYJ1 0.000000
12522 USAZYK1 0.000000
12523 USAZYM1 0.000000
12524 USAZYO1 0.133333
12525 USAZYR1 0.020833
12526 USAZYS1 0.000000
12527 USAZYT1 -0.016949
12528 USAZYV1 -0.333333
12529 USAZYX1 0.018110
12530 USAZZ41 0.250000
12531 USAZZ51 0.000000
12532 USAZZ61 0.000000
12533 USAZZ71 0.000000
12534 USAZZ81 0.010101
12535 USAZZ91 0.000000
12536 USAZZA1 0.033333
12537 USAZZB1 0.000000
12538 USAZZD1 0.000000
12539 USAZZF1 0.060606
12540 USAZZI1 0.000000
12541 USAZZJ1 -0.041794
12542 USAZZL1 0.000000
12543 USAZZP1 -0.107143
12544 USAZZR1 0.000000
12545 USAZZX1 -0.032258
12546 USAZZY1 -0.014384
12547 USAZZZ1 0.010120
[12405 rows x 2 columns], '20050125': Barrid DlyReturn
144 USA0001 0.000000
145 USA0011 0.000000
146 USA0031 0.000000
147 USA0062 0.000000
148 USA00E2 0.000000
149 USA00F1 0.000000
150 USA00G2 0.000000
151 USA00H1 0.000000
152 USA00I1 0.000000
153 USA00J1 0.000000
154 USA00K1 0.000000
155 USA00P1 0.000000
156 USA00R1 0.000000
157 USA00S1 0.000000
158 USA00V1 0.000000
159 USA0131 0.000000
160 USA0161 -0.002656
161 USA01I1 0.000000
162 USA01J2 0.000000
163 USA01L1 0.000000
164 USA01P1 0.000000
165 USA01Q1 0.000000
166 USA0202 0.000000
167 USA0231 0.000000
168 USA0281 0.000000
169 USA0291 0.000000
170 USA02A1 0.000000
171 USA02B1 0.009737
172 USA02H1 0.000000
173 USA02P1 0.000000
... ... ...
12519 USAZY61 0.000000
12520 USAZY71 0.000000
12521 USAZYI1 0.000000
12522 USAZYJ1 0.025000
12523 USAZYK1 0.000000
12524 USAZYM1 0.000000
12525 USAZYO1 -0.176471
12526 USAZYR1 -0.020408
12527 USAZYS1 0.000000
12528 USAZYT1 0.000000
12529 USAZYV1 0.350000
12530 USAZYX1 0.023202
12531 USAZZ41 0.200000
12532 USAZZ51 0.000000
12533 USAZZ61 0.000000
12534 USAZZ71 0.000000
12535 USAZZ81 -0.014571
12536 USAZZ91 0.000000
12537 USAZZA1 0.000000
12538 USAZZB1 0.000000
12539 USAZZD1 0.000000
12540 USAZZF1 0.000000
12541 USAZZI1 0.000000
12542 USAZZJ1 -0.005602
12543 USAZZL1 -0.069767
12544 USAZZP1 0.000000
12545 USAZZR1 0.000000
12546 USAZZX1 0.000000
12547 USAZZY1 0.008173
12548 USAZZZ1 -0.014842
[12405 rows x 2 columns], '20050126': Barrid DlyReturn
144 USA0001 0.000000
145 USA0011 0.000000
146 USA0031 0.000000
147 USA0062 0.000000
148 USA00E2 0.000000
149 USA00F1 0.000000
150 USA00G2 0.000000
151 USA00H1 0.000000
152 USA00I1 0.000000
153 USA00J1 0.000000
154 USA00K1 0.000000
155 USA00P1 0.000000
156 USA00R1 0.000000
157 USA00S1 0.000000
158 USA00V1 0.000000
159 USA0131 0.000000
160 USA0161 0.007190
161 USA01I1 0.000000
162 USA01J2 0.000000
163 USA01L1 0.000000
164 USA01P1 0.000000
165 USA01Q1 0.000000
166 USA0202 0.000000
167 USA0231 0.000000
168 USA0281 0.000000
169 USA0291 0.000000
170 USA02A1 0.000000
171 USA02B1 0.000000
172 USA02H1 0.000000
173 USA02P1 0.000000
... ... ...
12522 USAZY61 0.000000
12523 USAZY71 0.000000
12524 USAZYI1 0.000000
12525 USAZYJ1 -0.024390
12526 USAZYK1 0.000000
12527 USAZYM1 0.000000
12528 USAZYO1 -0.107143
12529 USAZYR1 0.020833
12530 USAZYS1 0.000000
12531 USAZYT1 0.068966
12532 USAZYV1 -0.074074
12533 USAZYX1 0.022676
12534 USAZZ41 0.041667
12535 USAZZ51 0.000000
12536 USAZZ61 0.000000
12537 USAZZ71 0.000000
12538 USAZZ81 0.013917
12539 USAZZ91 0.000000
12540 USAZZA1 0.000000
12541 USAZZB1 0.000000
12542 USAZZD1 0.000000
12543 USAZZF1 0.017143
12544 USAZZI1 0.000000
12545 USAZZJ1 0.012877
12546 USAZZL1 0.000000
12547 USAZZP1 0.000000
12548 USAZZR1 0.000000
12549 USAZZX1 -0.066667
12550 USAZZY1 0.019398
12551 USAZZZ1 -0.000753
[12408 rows x 2 columns], '20050127': Barrid DlyReturn
145 USA0001 0.000000
146 USA0011 0.000000
147 USA0031 0.000000
148 USA0062 0.000000
149 USA00E2 0.000000
150 USA00F1 0.000000
151 USA00G2 0.000000
152 USA00H1 0.000000
153 USA00I1 0.000000
154 USA00J1 0.000000
155 USA00K1 0.000000
156 USA00P1 0.000000
157 USA00R1 0.000000
158 USA00S1 0.000000
159 USA00V1 0.000000
160 USA0131 0.000000
161 USA0161 0.000000
162 USA01I1 0.000000
163 USA01J2 0.000000
164 USA01L1 0.000000
165 USA01P1 0.000000
166 USA01Q1 0.000000
167 USA0202 0.000000
168 USA0231 0.000000
169 USA0281 0.000000
170 USA0291 0.000000
171 USA02A1 0.000000
172 USA02B1 -0.009643
173 USA02H1 0.002194
174 USA02P1 0.000000
... ... ...
12525 USAZY61 0.000000
12526 USAZY71 0.000000
12527 USAZYI1 0.000000
12528 USAZYJ1 0.025000
12529 USAZYK1 0.000000
12530 USAZYM1 0.000000
12531 USAZYO1 0.000000
12532 USAZYR1 0.000000
12533 USAZYS1 0.000000
12534 USAZYT1 0.032258
12535 USAZYV1 -0.293333
12536 USAZYX1 0.033999
12537 USAZZ41 0.000000
12538 USAZZ51 0.000000
12539 USAZZ61 0.000000
12540 USAZZ71 0.000000
12541 USAZZ81 -0.004575
12542 USAZZ91 0.000000
12543 USAZZA1 0.000000
12544 USAZZB1 0.000000
12545 USAZZD1 0.000000
12546 USAZZF1 0.011236
12547 USAZZI1 0.000000
12548 USAZZJ1 -0.029599
12549 USAZZL1 0.000000
12550 USAZZP1 0.240000
12551 USAZZR1 0.000000
12552 USAZZX1 0.000000
12553 USAZZY1 -0.011644
12554 USAZZZ1 0.000377
[12410 rows x 2 columns], '20050128': Barrid DlyReturn
145 USA0001 0.000000
146 USA0011 0.000000
147 USA0031 0.000000
148 USA0062 0.000000
149 USA00E2 0.000000
150 USA00F1 0.000000
151 USA00G2 0.000000
152 USA00H1 0.000000
153 USA00I1 0.000000
154 USA00J1 0.000000
155 USA00K1 0.000000
156 USA00P1 0.000000
157 USA00R1 0.000000
158 USA00S1 0.000000
159 USA00V1 0.000000
160 USA0131 0.000000
161 USA0161 0.017980
162 USA01I1 0.000000
163 USA01J2 0.000000
164 USA01L1 0.000000
165 USA01P1 0.000000
166 USA01Q1 0.000000
167 USA0202 0.000000
168 USA0231 0.000000
169 USA0281 0.000000
170 USA0291 0.000000
171 USA02A1 0.000000
172 USA02B1 0.022438
173 USA02H1 0.000000
174 USA02P1 -0.002381
... ... ...
12529 USAZY61 0.000000
12530 USAZY71 0.000000
12531 USAZYI1 0.000000
12532 USAZYJ1 0.000000
12533 USAZYK1 0.000000
12534 USAZYM1 0.000000
12535 USAZYO1 0.080000
12536 USAZYR1 0.000000
12537 USAZYS1 -0.998333
12538 USAZYT1 0.015625
12539 USAZYV1 0.415094
12540 USAZYX1 -0.020729
12541 USAZZ41 0.120000
12542 USAZZ51 0.000000
12543 USAZZ61 0.000000
12544 USAZZ71 0.136364
12545 USAZZ81 0.002585
12546 USAZZ91 0.000000
12547 USAZZA1 -0.064516
12548 USAZZB1 0.000000
12549 USAZZD1 0.000000
12550 USAZZF1 0.044444
12551 USAZZI1 0.000000
12552 USAZZJ1 0.029683
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[12414 rows x 2 columns], '20050131': Barrid DlyReturn
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... ... ...
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[12418 rows x 2 columns], '20050201': Barrid DlyReturn
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... ... ...
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[12387 rows x 2 columns], '20050202': Barrid DlyReturn
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... ... ...
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[12388 rows x 2 columns], '20050203': Barrid DlyReturn
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... ... ...
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[12389 rows x 2 columns], '20050204': Barrid DlyReturn
145 USA0001 0.000000
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... ... ...
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[12390 rows x 2 columns], '20050207': Barrid DlyReturn
145 USA0001 0.000000
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... ... ...
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[12389 rows x 2 columns], '20050208': Barrid DlyReturn
146 USA0001 0.000000
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... ... ...
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[12384 rows x 2 columns], '20050209': Barrid DlyReturn
146 USA0001 0.000000
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... ... ...
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[12384 rows x 2 columns], '20050210': Barrid DlyReturn
147 USA0001 0.000000
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... ... ...
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[12384 rows x 2 columns], '20050211': Barrid DlyReturn
147 USA0001 0.000000
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... ... ...
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[12386 rows x 2 columns], '20050214': Barrid DlyReturn
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... ... ...
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[12385 rows x 2 columns], '20050215': Barrid DlyReturn
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... ... ...
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... ... ...
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[12389 rows x 2 columns], '20050224': Barrid DlyReturn
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... ... ...
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[12390 rows x 2 columns], '20050228': Barrid DlyReturn
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... ... ...
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[12406 rows x 2 columns], '20050301': Barrid DlyReturn
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[12378 rows x 2 columns], '20050302': Barrid DlyReturn
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[12377 rows x 2 columns], '20050303': Barrid DlyReturn
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... ... ...
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[12377 rows x 2 columns], '20050304': Barrid DlyReturn
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[12378 rows x 2 columns], '20050307': Barrid DlyReturn
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... ... ...
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[12378 rows x 2 columns], '20050311': Barrid DlyReturn
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[12377 rows x 2 columns], '20050314': Barrid DlyReturn
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... ... ...
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[12368 rows x 2 columns], '20050315': Barrid DlyReturn
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... ... ...
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[12369 rows x 2 columns], '20050317': Barrid DlyReturn
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... ... ...
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[12372 rows x 2 columns], '20050321': Barrid DlyReturn
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[12373 rows x 2 columns], '20050323': Barrid DlyReturn
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... ... ...
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... ... ...
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[12372 rows x 2 columns], '20050329': Barrid DlyReturn
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... ... ...
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[12372 rows x 2 columns], '20050330': Barrid DlyReturn
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... ... ...
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[12372 rows x 2 columns], '20050331': Barrid DlyReturn
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... ... ...
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[12382 rows x 2 columns], '20050401': Barrid DlyReturn
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... ... ...
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... ... ...
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[12356 rows x 2 columns], '20050405': Barrid DlyReturn
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... ... ...
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... ... ...
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... ... ...
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[12349 rows x 2 columns], '20050408': Barrid DlyReturn
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... ... ...
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[12346 rows x 2 columns], '20050411': Barrid DlyReturn
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... ... ...
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[12345 rows x 2 columns], '20050412': Barrid DlyReturn
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... ... ...
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[12342 rows x 2 columns], '20050413': Barrid DlyReturn
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... ... ...
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[12343 rows x 2 columns], '20050414': Barrid DlyReturn
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... ... ...
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[12334 rows x 2 columns], '20050415': Barrid DlyReturn
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... ... ...
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[12335 rows x 2 columns], '20050418': Barrid DlyReturn
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... ... ...
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[12334 rows x 2 columns], '20050419': Barrid DlyReturn
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... ... ...
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[12336 rows x 2 columns], '20050420': Barrid DlyReturn
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... ... ...
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[12337 rows x 2 columns], '20050421': Barrid DlyReturn
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... ... ...
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[12335 rows x 2 columns], '20050422': Barrid DlyReturn
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... ... ...
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[12335 rows x 2 columns], '20050425': Barrid DlyReturn
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... ... ...
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[12337 rows x 2 columns], '20050426': Barrid DlyReturn
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... ... ...
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[12339 rows x 2 columns], '20050427': Barrid DlyReturn
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... ... ...
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[12339 rows x 2 columns], '20050428': Barrid DlyReturn
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... ... ...
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[12339 rows x 2 columns], '20050429': Barrid DlyReturn
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... ... ...
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[12336 rows x 2 columns], '20050502': Barrid DlyReturn
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... ... ...
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[12013 rows x 2 columns], '20050503': Barrid DlyReturn
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... ... ...
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[12011 rows x 2 columns], '20050504': Barrid DlyReturn
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... ... ...
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[12011 rows x 2 columns], '20050505': Barrid DlyReturn
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... ... ...
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[12012 rows x 2 columns], '20050506': Barrid DlyReturn
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... ... ...
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[12015 rows x 2 columns], '20050509': Barrid DlyReturn
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... ... ...
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[12014 rows x 2 columns], '20050510': Barrid DlyReturn
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... ... ...
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[12012 rows x 2 columns], '20050511': Barrid DlyReturn
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... ... ...
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[12015 rows x 2 columns], '20050512': Barrid DlyReturn
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... ... ...
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[12014 rows x 2 columns], '20050513': Barrid DlyReturn
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177 USA02H1 0.000000
178 USA02P1 0.004785
... ... ...
11828 USAZY41 0.000000
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11844 USAZZ71 0.000000
11845 USAZZ81 -0.002848
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11854 USAZZR1 0.000000
11855 USAZZX1 -0.133333
11856 USAZZY1 -0.026640
11857 USAZZZ1 -0.000241
[11709 rows x 2 columns], '20050516': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 -0.006494
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
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160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.001063
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.263473
172 USA0231 0.106280
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11828 USAZY41 0.000000
11829 USAZY51 -0.010638
11830 USAZY61 0.000000
11831 USAZY71 -0.272727
11832 USAZYI1 0.000000
11833 USAZYJ1 0.000000
11834 USAZYK1 0.000000
11835 USAZYM1 0.000000
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11837 USAZYR1 -0.038462
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11840 USAZYV1 -0.250000
11841 USAZYX1 0.000000
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11851 USAZZI1 0.000000
11852 USAZZL1 -0.030769
11853 USAZZP1 -0.343750
11854 USAZZR1 0.000000
11855 USAZZX1 0.153846
11856 USAZZY1 0.038679
11857 USAZZZ1 -0.010613
[11709 rows x 2 columns], '20050517': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 -0.007561
153 USA00E2 0.000000
154 USA00F1 -0.003268
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.077982
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.004468
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.036762
169 USA01P1 0.013825
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.071851
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11825 USAZY41 0.000000
11826 USAZY51 -0.129032
11827 USAZY61 0.000000
11828 USAZY71 0.000000
11829 USAZYI1 -0.083333
11830 USAZYJ1 -0.004975
11831 USAZYK1 0.000000
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11833 USAZYO1 0.052632
11834 USAZYR1 0.000000
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11836 USAZYT1 0.000000
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11838 USAZYX1 0.012579
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11840 USAZZ51 0.000000
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11843 USAZZ91 0.000000
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11845 USAZZB1 0.000000
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11848 USAZZI1 0.000000
11849 USAZZL1 -0.092063
11850 USAZZP1 0.666667
11851 USAZZR1 0.000000
11852 USAZZX1 0.000000
11853 USAZZY1 0.003920
11854 USAZZZ1 0.007314
[11706 rows x 2 columns], '20050518': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.016734
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.046185
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11826 USAZY41 0.000000
11827 USAZY51 0.111111
11828 USAZY61 0.000000
11829 USAZY71 0.000000
11830 USAZYI1 0.000000
11831 USAZYJ1 0.000000
11832 USAZYK1 1.000000
11833 USAZYM1 -0.250000
11834 USAZYO1 0.000000
11835 USAZYR1 -0.120000
11836 USAZYS1 0.000000
11837 USAZYT1 0.000000
11838 USAZYV1 0.400000
11839 USAZYX1 -0.005590
11840 USAZZ41 -0.310345
11841 USAZZ51 0.000000
11842 USAZZ71 0.200000
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11844 USAZZ91 0.000000
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11847 USAZZD1 0.000000
11848 USAZZF1 -0.050955
11849 USAZZI1 0.000000
11850 USAZZL1 -0.090909
11851 USAZZP1 -0.085714
11852 USAZZR1 0.000000
11853 USAZZX1 0.066667
11854 USAZZY1 0.011497
11855 USAZZZ1 0.004437
[11707 rows x 2 columns], '20050519': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.004375
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.021558
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11827 USAZY41 0.000000
11828 USAZY51 -0.027778
11829 USAZY61 0.000000
11830 USAZY71 -0.312500
11831 USAZYI1 0.000000
11832 USAZYJ1 0.050000
11833 USAZYK1 0.500000
11834 USAZYM1 0.000000
11835 USAZYO1 -0.100000
11836 USAZYR1 0.090909
11837 USAZYS1 0.000000
11838 USAZYT1 -0.028571
11839 USAZYV1 -0.285714
11840 USAZYX1 0.000000
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11843 USAZZ71 0.000000
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11845 USAZZ91 0.000000
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11850 USAZZI1 0.000000
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11853 USAZZR1 0.000000
11854 USAZZX1 0.031250
11855 USAZZY1 -0.003860
11856 USAZZZ1 -0.000402
[11708 rows x 2 columns], '20050520': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.004211
152 USA0062 0.031050
153 USA00E2 -0.023810
154 USA00F1 0.019672
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.009929
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.010164
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.021798
169 USA01P1 0.027273
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.001832
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.025281
178 USA02P1 0.021429
... ... ...
11828 USAZY41 0.000000
11829 USAZY51 -0.017143
11830 USAZY61 0.000000
11831 USAZY71 0.636364
11832 USAZYI1 0.000000
11833 USAZYJ1 0.000000
11834 USAZYK1 0.000000
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11836 USAZYO1 0.111111
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11838 USAZYS1 0.000000
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11841 USAZYX1 -0.000625
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11851 USAZZI1 0.000000
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11855 USAZZX1 0.000000
11856 USAZZY1 -0.008611
11857 USAZZZ1 0.010044
[11709 rows x 2 columns], '20050523': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
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158 USA00J1 0.000000
159 USA00K1 0.000000
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161 USA00R1 0.000000
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163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.002875
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 -0.013274
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11831 USAZY41 0.000000
11832 USAZY51 0.220930
11833 USAZY61 0.000000
11834 USAZY71 0.111111
11835 USAZYI1 0.045455
11836 USAZYJ1 -0.023810
11837 USAZYK1 0.000000
11838 USAZYM1 0.000000
11839 USAZYO1 0.050000
11840 USAZYR1 -0.080000
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11843 USAZYV1 -0.240000
11844 USAZYX1 0.000000
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11846 USAZZ51 0.000000
11847 USAZZ71 -0.444444
11848 USAZZ81 -0.003858
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11855 USAZZL1 -0.054545
11856 USAZZP1 0.250000
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11858 USAZZX1 -0.212121
11859 USAZZY1 0.036916
11860 USAZZZ1 -0.001193
[11712 rows x 2 columns], '20050524': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.000000
157 USA00J1 0.000000
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160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 -0.009473
165 USA01I1 0.000000
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169 USA01Q1 0.000000
170 USA0202 0.000000
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172 USA0281 0.000000
173 USA0291 -0.060748
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11834 USAZY41 0.000000
11835 USAZY51 0.000000
11836 USAZY61 0.000000
11837 USAZY71 0.000000
11838 USAZYI1 -0.130435
11839 USAZYJ1 -0.014634
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11847 USAZYX1 0.006250
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11861 USAZZX1 0.192308
11862 USAZZY1 -0.004188
11863 USAZZZ1 0.015133
[11716 rows x 2 columns], '20050525': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.000000
157 USA00J1 0.000000
158 USA00K1 0.000000
159 USA00P1 0.000000
160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 0.012682
165 USA01I1 0.000000
166 USA01J2 0.000000
167 USA01L1 0.000000
168 USA01P1 0.000000
169 USA01Q1 0.000000
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172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11833 USAZY41 0.000000
11834 USAZY51 0.023810
11835 USAZY61 0.000000
11836 USAZY71 -0.200000
11837 USAZYI1 0.000000
11838 USAZYJ1 -0.009901
11839 USAZYK1 0.000000
11840 USAZYM1 0.000000
11841 USAZYO1 -0.047619
11842 USAZYR1 0.000000
11843 USAZYS1 0.000000
11844 USAZYT1 0.030303
11845 USAZYV1 -0.160000
11846 USAZYX1 0.001875
11847 USAZZ41 -0.130435
11848 USAZZ51 0.000000
11849 USAZZ71 0.000000
11850 USAZZ81 -0.016457
11851 USAZZ91 0.000000
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11853 USAZZB1 0.000000
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11855 USAZZF1 0.025806
11856 USAZZI1 -0.080000
11857 USAZZL1 -0.090909
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11859 USAZZR1 0.000000
11860 USAZZX1 0.000000
11861 USAZZY1 -0.027340
11862 USAZZZ1 -0.002354
[11715 rows x 2 columns], '20050526': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.000000
157 USA00J1 0.000000
158 USA00K1 0.000000
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160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 0.001437
165 USA01I1 0.000000
166 USA01J2 0.000000
167 USA01L1 0.000000
168 USA01P1 0.008929
169 USA01Q1 0.000000
170 USA0202 0.000000
171 USA0231 0.000000
172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11833 USAZY41 0.000000
11834 USAZY51 -0.023256
11835 USAZY61 0.153846
11836 USAZY71 0.250000
11837 USAZYI1 0.150000
11838 USAZYJ1 -0.025000
11839 USAZYK1 0.000000
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11842 USAZYR1 0.000000
11843 USAZYS1 0.000000
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11845 USAZYV1 -0.095238
11846 USAZYX1 -0.004991
11847 USAZZ41 0.250000
11848 USAZZ51 0.000000
11849 USAZZ71 0.000000
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11856 USAZZI1 0.000000
11857 USAZZL1 0.000000
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11860 USAZZX1 0.064516
11861 USAZZY1 0.016432
11862 USAZZZ1 0.002359
[11715 rows x 2 columns], '20050527': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.000000
157 USA00J1 0.000000
158 USA00K1 0.000000
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160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 0.014965
165 USA01I1 0.000000
166 USA01J2 0.000000
167 USA01L1 0.000000
168 USA01P1 0.000000
169 USA01Q1 -0.001919
170 USA0202 0.000000
171 USA0231 0.000000
172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.028540
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 -0.002331
... ... ...
11832 USAZY41 0.000000
11833 USAZY51 0.047619
11834 USAZY61 0.000000
11835 USAZY71 0.000000
11836 USAZYI1 0.000000
11837 USAZYJ1 0.000000
11838 USAZYK1 0.000000
11839 USAZYM1 0.000000
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11845 USAZYX1 -0.002508
11846 USAZZ41 0.040000
11847 USAZZ51 0.000000
11848 USAZZ71 0.000000
11849 USAZZ81 -0.002604
11850 USAZZ91 0.000000
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11855 USAZZI1 0.000000
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11859 USAZZX1 -0.030303
11860 USAZZY1 -0.002340
11861 USAZZZ1 -0.003138
[11714 rows x 2 columns], '20050531': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.004805
157 USA00J1 0.000000
158 USA00K1 0.000000
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160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 0.019329
165 USA01I1 0.000000
166 USA01J2 0.000000
167 USA01L1 0.000000
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169 USA01Q1 0.000000
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171 USA0231 0.000000
172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.014486
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11841 USAZY41 0.000000
11842 USAZY51 -0.018182
11843 USAZY61 0.000000
11844 USAZY71 -0.100000
11845 USAZYI1 -0.130435
11846 USAZYJ1 0.000000
11847 USAZYK1 -0.666667
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11849 USAZYO1 0.181818
11850 USAZYR1 0.045455
11851 USAZYS1 0.000000
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11853 USAZYV1 -0.055555
11854 USAZYX1 0.005657
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11856 USAZZ51 0.000000
11857 USAZZ71 -0.083333
11858 USAZZ81 -0.002872
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11863 USAZZF1 -0.018987
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11865 USAZZL1 0.000000
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11867 USAZZR1 0.000000
11868 USAZZX1 0.031250
11869 USAZZY1 -0.022175
11870 USAZZZ1 0.007477
[11723 rows x 2 columns], '20050601': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.004111
154 USA00G2 0.000000
155 USA00H1 0.000000
156 USA00I1 0.000000
157 USA00J1 0.000000
158 USA00K1 0.000000
159 USA00P1 0.000000
160 USA00R1 0.000000
161 USA00S1 0.000000
162 USA00V1 0.000000
163 USA0131 0.000000
164 USA0161 0.019960
165 USA01I1 0.000000
166 USA01J2 0.000000
167 USA01L1 0.000000
168 USA01P1 0.000000
169 USA01Q1 0.000000
170 USA0202 0.000000
171 USA0231 0.000000
172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 -0.009043
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11833 USAZY41 0.000000
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[11715 rows x 2 columns], '20050602': Barrid DlyReturn
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... ... ...
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[11714 rows x 2 columns], '20050603': Barrid DlyReturn
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... ... ...
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[11713 rows x 2 columns], '20050606': Barrid DlyReturn
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... ... ...
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[11707 rows x 2 columns], '20050607': Barrid DlyReturn
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... ... ...
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[11707 rows x 2 columns], '20050608': Barrid DlyReturn
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... ... ...
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[11703 rows x 2 columns], '20050609': Barrid DlyReturn
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... ... ...
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[11704 rows x 2 columns], '20050610': Barrid DlyReturn
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... ... ...
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[11705 rows x 2 columns], '20050613': Barrid DlyReturn
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... ... ...
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[11705 rows x 2 columns], '20050614': Barrid DlyReturn
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... ... ...
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[11689 rows x 2 columns], '20050615': Barrid DlyReturn
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... ... ...
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[11689 rows x 2 columns], '20050616': Barrid DlyReturn
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... ... ...
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[11690 rows x 2 columns], '20050617': Barrid DlyReturn
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... ... ...
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[11690 rows x 2 columns], '20050620': Barrid DlyReturn
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... ... ...
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[11689 rows x 2 columns], '20050621': Barrid DlyReturn
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... ... ...
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[11690 rows x 2 columns], '20050622': Barrid DlyReturn
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... ... ...
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[11690 rows x 2 columns], '20050623': Barrid DlyReturn
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... ... ...
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[11693 rows x 2 columns], '20050624': Barrid DlyReturn
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... ... ...
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[11694 rows x 2 columns], '20050627': Barrid DlyReturn
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... ... ...
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[11692 rows x 2 columns], '20050628': Barrid DlyReturn
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... ... ...
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[11692 rows x 2 columns], '20050629': Barrid DlyReturn
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... ... ...
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[11696 rows x 2 columns], '20050630': Barrid DlyReturn
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... ... ...
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[11715 rows x 2 columns], '20050701': Barrid DlyReturn
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... ... ...
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[11698 rows x 2 columns], '20050705': Barrid DlyReturn
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... ... ...
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[11694 rows x 2 columns], '20050706': Barrid DlyReturn
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... ... ...
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[11696 rows x 2 columns], '20050707': Barrid DlyReturn
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... ... ...
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[11695 rows x 2 columns], '20050708': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11693 rows x 2 columns], '20050711': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11690 rows x 2 columns], '20050712': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11691 rows x 2 columns], '20050713': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11692 rows x 2 columns], '20050714': Barrid DlyReturn
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... ... ...
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[11689 rows x 2 columns], '20050715': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11673 rows x 2 columns], '20050718': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11672 rows x 2 columns], '20050719': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11670 rows x 2 columns], '20050720': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11669 rows x 2 columns], '20050721': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11670 rows x 2 columns], '20050722': Barrid DlyReturn
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149 USA0011 0.000000
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... ... ...
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[11675 rows x 2 columns], '20050725': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11676 rows x 2 columns], '20050726': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11675 rows x 2 columns], '20050727': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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151 USA0062 0.000000
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177 USA02P1 0.000000
... ... ...
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[11676 rows x 2 columns], '20050728': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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... ... ...
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[11676 rows x 2 columns], '20050729': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11681 rows x 2 columns], '20050801': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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... ... ...
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[11672 rows x 2 columns], '20050802': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11669 rows x 2 columns], '20050803': Barrid DlyReturn
148 USA0001 0.014333
149 USA0011 0.000000
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... ... ...
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[11668 rows x 2 columns], '20050804': Barrid DlyReturn
148 USA0001 0.000000
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... ... ...
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[11669 rows x 2 columns], '20050805': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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... ... ...
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[11670 rows x 2 columns], '20050808': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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... ... ...
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[11668 rows x 2 columns], '20050809': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
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151 USA0062 0.024390
152 USA00E2 -0.011637
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... ... ...
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[11671 rows x 2 columns], '20050810': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.009184
153 USA00F1 0.000000
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177 USA02P1 0.000000
... ... ...
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11821 USAZZY1 0.018823
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[11675 rows x 2 columns], '20050811': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
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163 USA0131 0.000000
164 USA0161 -0.016834
165 USA01I1 0.000000
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168 USA01P1 0.000000
169 USA01Q1 0.000000
170 USA0202 0.000000
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172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11793 USAZY41 0.000000
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11796 USAZY71 -0.230769
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11822 USAZZZ1 0.001550
[11675 rows x 2 columns], '20050812': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
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169 USA01Q1 0.000000
170 USA0202 0.000000
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172 USA0281 0.000000
173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11781 USAZY41 0.000000
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11809 USAZZY1 0.004609
11810 USAZZZ1 -0.008901
[11663 rows x 2 columns], '20050815': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
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169 USA01Q1 0.000000
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173 USA0291 0.000000
174 USA02A1 0.000000
175 USA02B1 0.000000
176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
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11784 USAZYM1 0.000000
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11805 USAZZY1 0.038373
11806 USAZZZ1 -0.004295
[11659 rows x 2 columns], '20050816': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
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174 USA02A1 0.000000
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176 USA02H1 0.000000
177 USA02P1 0.000000
... ... ...
11777 USAZY41 0.000000
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11806 USAZZZ1 -0.017255
[11659 rows x 2 columns], '20050817': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00G2 0.000000
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177 USA02P1 0.000000
... ... ...
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[11660 rows x 2 columns], '20050818': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
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... ... ...
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11807 USAZZY1 -0.006162
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[11661 rows x 2 columns], '20050819': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.015291
152 USA0062 0.013409
153 USA00E2 0.040031
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155 USA00G2 0.000000
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177 USA02H1 -0.057282
178 USA02P1 0.020888
... ... ...
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[11659 rows x 2 columns], '20050822': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
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152 USA0062 0.000000
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154 USA00F1 0.000000
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176 USA02B1 -0.002375
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
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[11660 rows x 2 columns], '20050823': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.009036
152 USA0062 -0.001825
153 USA00E2 -0.013585
154 USA00F1 -0.008547
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178 USA02P1 -0.010230
... ... ...
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[11659 rows x 2 columns], '20050824': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
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... ... ...
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[11659 rows x 2 columns], '20050825': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
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... ... ...
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[11659 rows x 2 columns], '20050826': Barrid DlyReturn
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... ... ...
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[11659 rows x 2 columns], '20050829': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11658 rows x 2 columns], '20050830': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11657 rows x 2 columns], '20050831': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
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... ... ...
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[11672 rows x 2 columns], '20050901': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11659 rows x 2 columns], '20050902': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11656 rows x 2 columns], '20050906': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11654 rows x 2 columns], '20050907': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11653 rows x 2 columns], '20050908': Barrid DlyReturn
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... ... ...
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[11653 rows x 2 columns], '20050909': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11653 rows x 2 columns], '20050912': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11653 rows x 2 columns], '20050913': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11648 rows x 2 columns], '20050914': Barrid DlyReturn
149 USA0001 0.000000
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... ... ...
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[11650 rows x 2 columns], '20050915': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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161 USA00R1 0.000000
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164 USA0131 0.000000
165 USA0161 -0.008629
166 USA01I1 0.000000
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170 USA01Q1 0.000000
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177 USA02H1 0.000000
178 USA02P1 0.015306
... ... ...
11748 USAZY41 0.000000
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11777 USAZZZ1 0.000769
[11629 rows x 2 columns], '20050916': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.032950
152 USA0062 0.008993
153 USA00E2 -0.015129
154 USA00F1 0.012968
155 USA00G2 0.000000
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157 USA00I1 0.000000
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161 USA00R1 0.000000
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163 USA00V1 0.000000
164 USA0131 0.000000
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166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.002212
169 USA01P1 -0.014151
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.021930
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 -0.011790
178 USA02P1 -0.010050
... ... ...
11745 USAZY41 0.000000
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11748 USAZY71 0.000000
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11752 USAZYM1 0.000000
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11773 USAZZY1 -0.024958
11774 USAZZZ1 -0.005378
[11626 rows x 2 columns], '20050919': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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157 USA00I1 0.000000
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159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.007663
166 USA01I1 0.000000
167 USA01J2 0.000000
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169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
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173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.014963
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11742 USAZY41 0.000000
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11744 USAZY61 0.000000
11745 USAZY71 -0.566667
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11747 USAZYJ1 0.000000
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11770 USAZZY1 -0.029035
11771 USAZZZ1 -0.015064
[11623 rows x 2 columns], '20050920': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.003962
152 USA0062 -0.021390
153 USA00E2 0.002304
154 USA00F1 0.009957
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 -0.011004
158 USA00J1 0.000000
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161 USA00R1 0.000000
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163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.003861
166 USA01I1 0.000000
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169 USA01P1 0.004785
170 USA01Q1 0.000000
171 USA0202 0.000000
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174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.007372
177 USA02H1 -0.011931
178 USA02P1 -0.005076
... ... ...
11742 USAZY41 0.000000
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[11623 rows x 2 columns], '20050921': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 -0.041894
153 USA00E2 -0.013027
154 USA00F1 -0.038028
155 USA00G2 0.000000
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157 USA00I1 0.000000
158 USA00J1 -0.085137
159 USA00K1 -0.065366
160 USA00P1 -0.010437
161 USA00R1 -0.043681
162 USA00S1 0.000000
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164 USA0131 -0.040355
165 USA0161 0.000000
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167 USA01J2 -0.039648
168 USA01L1 0.004348
169 USA01P1 -0.033333
170 USA01Q1 -0.052563
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173 USA0281 -0.051502
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 -0.020408
... ... ...
11743 USAZY41 0.000000
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[11624 rows x 2 columns], '20050922': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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175 USA02A1 0.000000
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177 USA02H1 0.000000
178 USA02P1 0.019777
... ... ...
11743 USAZY41 0.000000
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[11624 rows x 2 columns], '20050923': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.013524
152 USA0062 0.022814
153 USA00E2 0.015528
154 USA00F1 0.016105
155 USA00G2 0.000000
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157 USA00I1 -0.048679
158 USA00J1 0.000000
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166 USA01I1 0.000000
167 USA01J2 0.048930
168 USA01L1 -0.017316
169 USA01P1 0.019704
170 USA01Q1 0.016563
171 USA0202 0.000000
172 USA0231 0.000000
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174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.029412
177 USA02H1 -0.030735
178 USA02P1 -0.007752
... ... ...
11743 USAZY41 0.000000
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11772 USAZZZ1 0.022587
[11624 rows x 2 columns], '20050926': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.012968
155 USA00G2 0.000000
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173 USA0281 0.000000
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175 USA02A1 0.000000
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177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11742 USAZY41 0.000000
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11770 USAZZY1 0.030874
11771 USAZZZ1 0.020080
[11623 rows x 2 columns], '20050927': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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164 USA0131 0.000000
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169 USA01P1 0.000000
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173 USA0281 0.000000
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175 USA02A1 0.000000
176 USA02B1 -0.039171
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11742 USAZY41 0.000000
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[11623 rows x 2 columns], '20050928': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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176 USA02B1 -0.023501
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11742 USAZY41 0.000000
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11749 USAZYM1 0.666667
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[11623 rows x 2 columns], '20050929': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
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164 USA0131 0.000000
165 USA0161 -0.008145
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175 USA02A1 0.000000
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178 USA02P1 0.000000
... ... ...
11747 USAZY41 0.000000
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[11628 rows x 2 columns], '20050930': Barrid DlyReturn
149 USA0001 0.014507
150 USA0011 0.000000
151 USA0031 -0.058085
152 USA0062 -0.005576
153 USA00E2 0.009939
154 USA00F1 0.008535
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.042398
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.080232
165 USA0161 0.004562
166 USA01I1 0.000000
167 USA01J2 -0.004373
168 USA01L1 0.033040
169 USA01P1 -0.028986
170 USA01Q1 0.016293
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.004505
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.017191
177 USA02H1 -0.032843
178 USA02P1 -0.002604
... ... ...
11763 USAZY41 0.000000
11764 USAZY51 0.000000
11765 USAZY61 0.000000
11766 USAZY71 0.083333
11767 USAZYI1 0.000000
11768 USAZYJ1 -0.062500
11769 USAZYK1 0.000000
11770 USAZYM1 0.000000
11771 USAZYO1 0.000000
11772 USAZYR1 -0.019231
11773 USAZYS1 0.000000
11774 USAZYT1 -0.014706
11775 USAZYV1 0.000000
11776 USAZYX1 0.010220
11777 USAZZ41 0.000000
11778 USAZZ51 0.000000
11779 USAZZ71 0.000000
11780 USAZZ81 0.003793
11781 USAZZ91 0.000000
11782 USAZZA1 -0.016393
11783 USAZZB1 -0.166667
11784 USAZZD1 0.000000
11785 USAZZF1 0.076596
11786 USAZZI1 0.018519
11787 USAZZL1 0.020833
11788 USAZZP1 0.076389
11789 USAZZR1 0.000000
11790 USAZZX1 0.100000
11791 USAZZY1 0.030050
11792 USAZZZ1 0.010000
[11644 rows x 2 columns], '20051003': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.017257
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000500
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11750 USAZY41 0.000000
11751 USAZY51 0.127273
11752 USAZY61 0.000000
11753 USAZY71 0.000000
11754 USAZYI1 0.000000
11755 USAZYJ1 0.000000
11756 USAZYK1 0.000000
11757 USAZYM1 0.000000
11758 USAZYO1 0.230769
11759 USAZYR1 0.000000
11760 USAZYS1 0.000000
11761 USAZYT1 0.000000
11762 USAZYV1 0.000000
11763 USAZYX1 -0.013619
11764 USAZZ41 0.000000
11765 USAZZ51 0.000000
11766 USAZZ71 0.000000
11767 USAZZ81 -0.004251
11768 USAZZ91 0.000000
11769 USAZZA1 0.083333
11770 USAZZB1 0.000000
11771 USAZZD1 0.000000
11772 USAZZF1 0.047431
11773 USAZZI1 0.000000
11774 USAZZL1 0.020408
11775 USAZZP1 -0.161290
11776 USAZZR1 0.000000
11777 USAZZX1 -0.018182
11778 USAZZY1 0.006483
11779 USAZZZ1 -0.004752
[11631 rows x 2 columns], '20051004': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.053333
152 USA0062 -0.007477
153 USA00E2 0.018925
154 USA00F1 -0.002821
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.007013
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.000000
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.034115
169 USA01P1 0.009950
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.003496
177 USA02H1 -0.030445
178 USA02P1 -0.010444
... ... ...
11746 USAZY41 0.000000
11747 USAZY51 0.000000
11748 USAZY61 0.000000
11749 USAZY71 -0.076923
11750 USAZYI1 0.000000
11751 USAZYJ1 0.066667
11752 USAZYK1 0.000000
11753 USAZYM1 0.000000
11754 USAZYO1 0.109375
11755 USAZYR1 -0.019608
11756 USAZYS1 0.000000
11757 USAZYT1 0.000000
11758 USAZYV1 0.000000
11759 USAZYX1 0.001972
11760 USAZZ41 0.100000
11761 USAZZ51 0.000000
11762 USAZZ71 0.000000
11763 USAZZ81 -0.000712
11764 USAZZ91 -0.900000
11765 USAZZA1 0.000000
11766 USAZZB1 0.000000
11767 USAZZD1 0.000000
11768 USAZZF1 -0.018868
11769 USAZZI1 0.000000
11770 USAZZL1 -0.018000
11771 USAZZP1 -0.038462
11772 USAZZR1 0.000000
11773 USAZZX1 -0.018519
11774 USAZZY1 -0.035785
11775 USAZZZ1 0.010744
[11627 rows x 2 columns], '20051005': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.001786
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11743 USAZY41 0.000000
11744 USAZY51 0.000000
11745 USAZY61 0.000000
11746 USAZY71 0.000000
11747 USAZYI1 0.250000
11748 USAZYJ1 0.000000
11749 USAZYK1 0.000000
11750 USAZYM1 0.000000
11751 USAZYO1 -0.056338
11752 USAZYR1 -0.040000
11753 USAZYS1 0.000000
11754 USAZYT1 -0.014925
11755 USAZYV1 0.000000
11756 USAZYX1 -0.041339
11757 USAZZ41 0.000000
11758 USAZZ51 0.000000
11759 USAZZ71 0.500000
11760 USAZZ81 -0.001187
11761 USAZZ91 0.000000
11762 USAZZA1 -0.015385
11763 USAZZB1 0.000000
11764 USAZZD1 0.000000
11765 USAZZF1 -0.076923
11766 USAZZI1 0.000000
11767 USAZZL1 -0.030550
11768 USAZZP1 -0.160000
11769 USAZZR1 0.000000
11770 USAZZX1 0.113208
11771 USAZZY1 -0.014474
11772 USAZZZ1 -0.013780
[11624 rows x 2 columns], '20051006': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.005650
153 USA00E2 0.000000
154 USA00F1 0.022631
155 USA00G2 0.060668
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.013783
165 USA0161 -0.016100
166 USA01I1 0.000000
167 USA01J2 -0.049780
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 -0.012024
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 -0.002242
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.002506
177 USA02H1 0.000000
178 USA02P1 0.036939
... ... ...
11742 USAZY41 0.000000
11743 USAZY51 0.024194
11744 USAZY61 0.000000
11745 USAZY71 0.000000
11746 USAZYI1 0.000000
11747 USAZYJ1 0.000000
11748 USAZYK1 0.000000
11749 USAZYM1 0.000000
11750 USAZYO1 -0.134328
11751 USAZYR1 0.041667
11752 USAZYS1 0.000000
11753 USAZYT1 0.015152
11754 USAZYV1 0.050000
11755 USAZYX1 -0.004517
11756 USAZZ41 -0.181818
11757 USAZZ51 0.000000
11758 USAZZ71 0.166667
11759 USAZZ81 -0.009268
11760 USAZZ91 0.000000
11761 USAZZA1 0.000000
11762 USAZZB1 0.000000
11763 USAZZD1 0.000000
11764 USAZZF1 0.000000
11765 USAZZI1 0.000000
11766 USAZZL1 0.029412
11767 USAZZP1 0.000000
11768 USAZZR1 0.000000
11769 USAZZX1 -0.118644
11770 USAZZY1 -0.000941
11771 USAZZZ1 -0.013174
[11623 rows x 2 columns], '20051007': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.000000
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11736 USAZY41 0.000000
11737 USAZY51 0.019685
11738 USAZY61 0.000000
11739 USAZY71 0.000000
11740 USAZYI1 0.000000
11741 USAZYJ1 0.000000
11742 USAZYK1 0.000000
11743 USAZYM1 0.000000
11744 USAZYO1 0.068966
11745 USAZYR1 0.080000
11746 USAZYS1 0.000000
11747 USAZYT1 -0.044776
11748 USAZYV1 0.000000
11749 USAZYX1 0.006601
11750 USAZZ41 0.000000
11751 USAZZ51 0.000000
11752 USAZZ71 0.000000
11753 USAZZ81 0.019189
11754 USAZZ91 0.000000
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11758 USAZZF1 0.050000
11759 USAZZI1 0.000000
11760 USAZZL1 0.000000
11761 USAZZP1 0.000000
11762 USAZZR1 0.000000
11763 USAZZX1 0.057692
11764 USAZZY1 0.009423
11765 USAZZZ1 0.007282
[11617 rows x 2 columns], '20051010': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.000000
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11734 USAZY41 0.000000
11735 USAZY51 0.000000
11736 USAZY61 0.000000
11737 USAZY71 0.000000
11738 USAZYI1 0.000000
11739 USAZYJ1 0.000000
11740 USAZYK1 0.000000
11741 USAZYM1 0.000000
11742 USAZYO1 -0.048387
11743 USAZYR1 -0.037037
11744 USAZYS1 0.000000
11745 USAZYT1 0.000000
11746 USAZYV1 -0.047619
11747 USAZYX1 0.023770
11748 USAZZ41 -0.111111
11749 USAZZ51 0.000000
11750 USAZZ71 -0.214286
11751 USAZZ81 -0.032478
11752 USAZZ91 0.000000
11753 USAZZA1 0.000000
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11755 USAZZD1 0.000000
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11757 USAZZI1 0.000000
11758 USAZZL1 -0.071429
11759 USAZZP1 0.000000
11760 USAZZR1 0.000000
11761 USAZZX1 -0.109091
11762 USAZZY1 -0.048544
11763 USAZZZ1 0.000000
[11615 rows x 2 columns], '20051011': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.021361
152 USA0062 -0.014981
153 USA00E2 -0.016345
154 USA00F1 -0.005533
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 -0.128134
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.000909
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.004415
169 USA01P1 -0.019704
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.008989
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11733 USAZY41 0.000000
11734 USAZY51 0.003861
11735 USAZY61 0.000000
11736 USAZY71 0.000000
11737 USAZYI1 0.000000
11738 USAZYJ1 0.000000
11739 USAZYK1 0.000000
11740 USAZYM1 0.000000
11741 USAZYO1 0.000000
11742 USAZYR1 0.076923
11743 USAZYS1 0.000000
11744 USAZYT1 -0.015625
11745 USAZYV1 0.050000
11746 USAZYX1 -0.019215
11747 USAZZ41 0.125000
11748 USAZZ51 0.000000
11749 USAZZ71 0.090909
11750 USAZZ81 0.002189
11751 USAZZ91 0.000000
11752 USAZZA1 -0.046875
11753 USAZZB1 0.000000
11754 USAZZD1 0.000000
11755 USAZZF1 -0.011628
11756 USAZZI1 0.000000
11757 USAZZL1 0.032967
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11759 USAZZR1 0.000000
11760 USAZZX1 0.020408
11761 USAZZY1 0.004121
11762 USAZZZ1 -0.009639
[11614 rows x 2 columns], '20051012': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.012029
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.009083
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11734 USAZY41 0.000000
11735 USAZY51 0.000000
11736 USAZY61 0.000000
11737 USAZY71 0.000000
11738 USAZYI1 -0.200000
11739 USAZYJ1 -0.187500
11740 USAZYK1 0.000000
11741 USAZYM1 0.000000
11742 USAZYO1 0.050847
11743 USAZYR1 -0.035714
11744 USAZYS1 0.000000
11745 USAZYT1 0.015873
11746 USAZYV1 0.190476
11747 USAZYX1 0.000000
11748 USAZZ41 -0.111111
11749 USAZZ51 0.000000
11750 USAZZ71 0.083333
11751 USAZZ81 -0.017476
11752 USAZZ91 0.000000
11753 USAZZA1 0.000000
11754 USAZZB1 0.000000
11755 USAZZD1 0.000000
11756 USAZZF1 -0.019608
11757 USAZZI1 0.000000
11758 USAZZL1 -0.021277
11759 USAZZP1 0.000000
11760 USAZZR1 0.000000
11761 USAZZX1 0.000000
11762 USAZZY1 -0.020520
11763 USAZZZ1 -0.024736
[11615 rows x 2 columns], '20051013': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.015582
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.040000
177 USA02H1 0.037440
178 USA02P1 0.000000
... ... ...
11734 USAZY41 0.000000
11735 USAZY51 0.000000
11736 USAZY61 0.000000
11737 USAZY71 0.000000
11738 USAZYI1 -0.075000
11739 USAZYJ1 0.000000
11740 USAZYK1 0.000000
11741 USAZYM1 0.000000
11742 USAZYO1 0.096774
11743 USAZYR1 -0.037037
11744 USAZYS1 0.000000
11745 USAZYT1 -0.031250
11746 USAZYV1 0.000000
11747 USAZYX1 0.000000
11748 USAZZ41 0.000000
11749 USAZZ51 0.000000
11750 USAZZ71 0.538462
11751 USAZZ81 -0.002964
11752 USAZZ91 0.000000
11753 USAZZA1 0.000000
11754 USAZZB1 0.000000
11755 USAZZD1 0.000000
11756 USAZZF1 0.068000
11757 USAZZI1 0.000000
11758 USAZZL1 0.000000
11759 USAZZP1 0.000000
11760 USAZZR1 0.000000
11761 USAZZX1 0.020000
11762 USAZZY1 -0.003392
11763 USAZZZ1 -0.014553
[11615 rows x 2 columns], '20051014': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.018953
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.010417
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11716 USAZY41 0.000000
11717 USAZY51 0.000000
11718 USAZY61 0.000000
11719 USAZY71 0.000000
11720 USAZYI1 0.081081
11721 USAZYJ1 0.000000
11722 USAZYK1 0.000000
11723 USAZYM1 0.000000
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11725 USAZYR1 0.000000
11726 USAZYS1 0.000000
11727 USAZYT1 -0.032258
11728 USAZYV1 0.000000
11729 USAZYX1 0.000000
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11732 USAZZ71 0.000000
11733 USAZZ81 0.018831
11734 USAZZ91 0.000000
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11739 USAZZI1 0.000000
11740 USAZZL1 0.043478
11741 USAZZP1 -0.047619
11742 USAZZR1 0.000000
11743 USAZZX1 0.058824
11744 USAZZY1 0.019820
11745 USAZZZ1 0.025316
[11597 rows x 2 columns], '20051017': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.008892
152 USA0062 0.007605
153 USA00E2 0.008308
154 USA00F1 0.031989
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.036741
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.010120
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.022173
169 USA01P1 0.015075
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 -0.011136
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.028422
177 USA02H1 0.000000
178 USA02P1 0.033079
... ... ...
11715 USAZY41 0.000000
11716 USAZY51 0.003846
11717 USAZY61 0.000000
11718 USAZY71 0.000000
11719 USAZYI1 0.000000
11720 USAZYJ1 0.000000
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11722 USAZYM1 0.000000
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11727 USAZYV1 0.200000
11728 USAZYX1 0.006122
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11731 USAZZ71 0.000000
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11733 USAZZ91 0.000000
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11735 USAZZB1 0.000000
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11738 USAZZI1 0.000000
11739 USAZZL1 0.010417
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11741 USAZZR1 0.000000
11742 USAZZX1 0.000000
11743 USAZZY1 -0.000982
11744 USAZZZ1 0.016461
[11596 rows x 2 columns], '20051018': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.001821
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.016251
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 0.000000
11716 USAZY61 0.000000
11717 USAZY71 0.000000
11718 USAZYI1 0.000000
11719 USAZYJ1 0.255385
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 0.014085
11723 USAZYR1 -0.016000
11724 USAZYS1 0.000000
11725 USAZYT1 0.000000
11726 USAZYV1 0.000000
11727 USAZYX1 0.000000
11728 USAZZ41 0.000000
11729 USAZZ51 0.000000
11730 USAZZ71 -0.500000
11731 USAZZ81 0.009237
11732 USAZZ91 0.000000
11733 USAZZA1 0.000000
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 -0.003861
11737 USAZZI1 0.000000
11738 USAZZL1 -0.051546
11739 USAZZP1 0.000000
11740 USAZZR1 0.000000
11741 USAZZX1 -0.018519
11742 USAZZY1 -0.021026
11743 USAZZZ1 -0.007692
[11595 rows x 2 columns], '20051019': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.028045
152 USA0062 -0.037736
153 USA00E2 0.032210
154 USA00F1 0.001348
155 USA00G2 0.000000
156 USA00H1 -0.064549
157 USA00I1 -0.012327
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.011818
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.052154
169 USA01P1 -0.012871
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.013514
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 -0.009852
... ... ...
11715 USAZY41 0.000000
11716 USAZY51 0.000000
11717 USAZY61 0.000000
11718 USAZY71 0.000000
11719 USAZYI1 0.250000
11720 USAZYJ1 0.004902
11721 USAZYK1 0.000000
11722 USAZYM1 0.000000
11723 USAZYO1 0.041667
11724 USAZYR1 0.056911
11725 USAZYS1 0.000000
11726 USAZYT1 0.033333
11727 USAZYV1 0.000000
11728 USAZYX1 -0.002028
11729 USAZZ41 0.000000
11730 USAZZ51 0.000000
11731 USAZZ71 0.200000
11732 USAZZ81 0.004335
11733 USAZZ91 0.000000
11734 USAZZA1 0.000000
11735 USAZZB1 0.000000
11736 USAZZD1 0.000000
11737 USAZZF1 -0.038760
11738 USAZZI1 0.000000
11739 USAZZL1 0.086957
11740 USAZZP1 0.000000
11741 USAZZR1 0.000000
11742 USAZZX1 -0.075472
11743 USAZZY1 0.013047
11744 USAZZZ1 -0.008568
[11596 rows x 2 columns], '20051020': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.006289
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.039979
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 0.000000
11716 USAZY61 0.000000
11717 USAZY71 0.000000
11718 USAZYI1 -0.100000
11719 USAZYJ1 0.000000
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 -0.013333
11723 USAZYR1 0.038462
11724 USAZYS1 0.000000
11725 USAZYT1 -0.032258
11726 USAZYV1 0.000000
11727 USAZYX1 0.000000
11728 USAZZ41 -0.125000
11729 USAZZ51 0.000000
11730 USAZZ71 0.083333
11731 USAZZ81 -0.009353
11732 USAZZ91 0.000000
11733 USAZZA1 -0.008130
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 -0.008065
11737 USAZZI1 0.000000
11738 USAZZL1 0.050000
11739 USAZZP1 0.000000
11740 USAZZR1 0.000000
11741 USAZZX1 0.061224
11742 USAZZY1 -0.012483
11743 USAZZZ1 -0.022634
[11595 rows x 2 columns], '20051021': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.017857
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.004997
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 0.000000
11716 USAZY61 0.000000
11717 USAZY71 0.166667
11718 USAZYI1 0.222222
11719 USAZYJ1 0.000000
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 -0.027027
11723 USAZYR1 -0.037037
11724 USAZYS1 0.000000
11725 USAZYT1 0.000000
11726 USAZYV1 0.000000
11727 USAZYX1 -0.004065
11728 USAZZ41 0.000000
11729 USAZZ51 0.000000
11730 USAZZ71 -0.076923
11731 USAZZ81 0.008715
11732 USAZZ91 0.000000
11733 USAZZA1 0.000000
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 0.004065
11737 USAZZI1 0.000000
11738 USAZZL1 -0.032381
11739 USAZZP1 0.000000
11740 USAZZR1 0.000000
11741 USAZZX1 0.000000
11742 USAZZY1 0.020465
11743 USAZZZ1 0.005474
[11595 rows x 2 columns], '20051024': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 -0.003118
152 USA0062 -0.017647
153 USA00E2 -0.024673
154 USA00F1 0.013459
155 USA00G2 0.000000
156 USA00H1 -0.036145
157 USA00I1 0.071763
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.007273
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.009569
169 USA01P1 0.008024
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.037778
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.004975
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 0.003831
11716 USAZY61 0.000000
11717 USAZY71 0.000000
11718 USAZYI1 0.000000
11719 USAZYJ1 -0.268293
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 0.027778
11723 USAZYR1 0.000000
11724 USAZYS1 0.000000
11725 USAZYT1 -0.033333
11726 USAZYV1 0.000000
11727 USAZYX1 -0.004082
11728 USAZZ41 0.142857
11729 USAZZ51 0.000000
11730 USAZZ71 0.166667
11731 USAZZ81 0.012959
11732 USAZZ91 0.000000
11733 USAZZA1 0.000000
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 -0.028340
11737 USAZZI1 0.000000
11738 USAZZL1 0.003937
11739 USAZZP1 0.150000
11740 USAZZR1 0.000000
11741 USAZZX1 -0.076923
11742 USAZZY1 0.032442
11743 USAZZZ1 0.009213
[11595 rows x 2 columns], '20051025': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.003127
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.007326
166 USA01I1 0.339305
167 USA01J2 0.000000
168 USA01L1 0.030806
169 USA01P1 0.000000
170 USA01Q1 0.016227
171 USA0202 0.000000
172 USA0231 -0.023499
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.022100
177 USA02H1 0.000000
178 USA02P1 -0.012376
... ... ...
11711 USAZY41 0.000000
11712 USAZY51 -0.003817
11713 USAZY61 0.000000
11714 USAZY71 0.000000
11715 USAZYI1 0.000000
11716 USAZYJ1 0.000000
11717 USAZYK1 4.000000
11718 USAZYM1 0.000000
11719 USAZYO1 -0.027027
11720 USAZYR1 0.096154
11721 USAZYS1 0.000000
11722 USAZYT1 -0.017241
11723 USAZYV1 0.000000
11724 USAZYX1 0.000000
11725 USAZZ41 0.000000
11726 USAZZ51 0.000000
11727 USAZZ71 0.000000
11728 USAZZ81 0.006633
11729 USAZZ91 0.000000
11730 USAZZA1 0.000000
11731 USAZZB1 0.000000
11732 USAZZD1 0.000000
11733 USAZZF1 -0.029167
11734 USAZZI1 0.000000
11735 USAZZL1 0.009804
11736 USAZZP1 -0.086957
11737 USAZZR1 0.000000
11738 USAZZX1 0.041667
11739 USAZZY1 -0.009903
11740 USAZZZ1 -0.006224
[11592 rows x 2 columns], '20051026': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.017264
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.001845
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.085653
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11710 USAZY41 0.000000
11711 USAZY51 -0.007663
11712 USAZY61 0.000000
11713 USAZY71 -0.142857
11714 USAZYI1 0.000000
11715 USAZYJ1 0.000000
11716 USAZYK1 0.000000
11717 USAZYM1 0.000000
11718 USAZYO1 0.013889
11719 USAZYR1 -0.087719
11720 USAZYS1 0.000000
11721 USAZYT1 -0.035088
11722 USAZYV1 0.000000
11723 USAZYX1 0.000000
11724 USAZZ41 0.000000
11725 USAZZ51 0.000000
11726 USAZZ71 0.000000
11727 USAZZ81 -0.008708
11728 USAZZ91 0.000000
11729 USAZZA1 0.000000
11730 USAZZB1 0.000000
11731 USAZZD1 0.000000
11732 USAZZF1 0.060086
11733 USAZZI1 0.000000
11734 USAZZL1 -0.087379
11735 USAZZP1 -0.142857
11736 USAZZR1 0.000000
11737 USAZZX1 0.040000
11738 USAZZY1 -0.015195
11739 USAZZZ1 -0.012109
[11591 rows x 2 columns], '20051027': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.000000
154 USA00E2 -0.004464
155 USA00F1 -0.003916
156 USA00G2 0.000000
157 USA00H1 0.011364
158 USA00I1 -0.007278
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 -0.036044
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 -0.018391
170 USA01P1 0.014925
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 -0.007890
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 -0.021082
178 USA02H1 0.011327
179 USA02P1 0.007519
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 -0.027027
11716 USAZY61 0.000000
11717 USAZY71 0.000000
11718 USAZYI1 0.090909
11719 USAZYJ1 0.000000
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 0.027397
11723 USAZYR1 -0.019231
11724 USAZYS1 0.000000
11725 USAZYT1 0.018182
11726 USAZYV1 0.000000
11727 USAZYX1 0.000000
11728 USAZZ41 -0.125000
11729 USAZZ51 0.000000
11730 USAZZ71 0.000000
11731 USAZZ81 0.014245
11732 USAZZ91 0.000000
11733 USAZZA1 0.000000
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 -0.056680
11737 USAZZI1 0.000000
11738 USAZZL1 0.063830
11739 USAZZP1 0.000000
11740 USAZZR1 0.000000
11741 USAZZX1 0.153846
11742 USAZZY1 -0.035352
11743 USAZZZ1 -0.006762
[11594 rows x 2 columns], '20051028': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.000000
154 USA00E2 0.000000
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.000000
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 -0.010547
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 0.000000
170 USA01P1 0.000000
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 0.000000
175 USA0291 0.000000
176 USA02A1 0.030973
177 USA02B1 -0.006073
178 USA02H1 0.000000
179 USA02P1 0.000000
... ... ...
11714 USAZY41 0.000000
11715 USAZY51 0.047619
11716 USAZY61 0.000000
11717 USAZY71 0.000000
11718 USAZYI1 0.000000
11719 USAZYJ1 0.000000
11720 USAZYK1 0.000000
11721 USAZYM1 0.000000
11722 USAZYO1 -0.106667
11723 USAZYR1 0.000000
11724 USAZYS1 0.000000
11725 USAZYT1 -0.017857
11726 USAZYV1 0.166667
11727 USAZYX1 -0.014344
11728 USAZZ41 0.000000
11729 USAZZ51 0.000000
11730 USAZZ71 0.000000
11731 USAZZ81 0.021536
11732 USAZZ91 0.000000
11733 USAZZA1 0.000000
11734 USAZZB1 0.000000
11735 USAZZD1 0.000000
11736 USAZZF1 0.008584
11737 USAZZI1 0.000000
11738 USAZZL1 0.030000
11739 USAZZP1 0.000000
11740 USAZZR1 0.000000
11741 USAZZX1 -0.016667
11742 USAZZY1 0.007694
11743 USAZZZ1 0.006383
[11594 rows x 2 columns], '20051031': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.001559
153 USA0062 0.017964
154 USA00E2 -0.004484
155 USA00F1 0.013106
156 USA00G2 0.000000
157 USA00H1 0.020225
158 USA00I1 0.020528
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 0.060078
167 USA01I1 0.000000
168 USA01J2 0.008379
169 USA01L1 -0.002342
170 USA01P1 0.019608
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 -0.007952
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.000000
178 USA02H1 0.000000
179 USA02P1 0.007463
... ... ...
11728 USAZY41 0.000000
11729 USAZY51 -0.011364
11730 USAZY61 0.000000
11731 USAZY71 0.000000
11732 USAZYI1 0.000000
11733 USAZYJ1 0.000000
11734 USAZYK1 0.000000
11735 USAZYM1 -0.100000
11736 USAZYO1 0.059701
11737 USAZYR1 0.117647
11738 USAZYS1 0.000000
11739 USAZYT1 0.000000
11740 USAZYV1 -0.428571
11741 USAZYX1 0.039085
11742 USAZZ41 0.000000
11743 USAZZ51 0.000000
11744 USAZZ71 0.000000
11745 USAZZ81 0.009853
11746 USAZZ91 0.000000
11747 USAZZA1 -0.057377
11748 USAZZB1 0.000000
11749 USAZZD1 0.000000
11750 USAZZF1 0.000000
11751 USAZZI1 0.027273
11752 USAZZL1 0.067961
11753 USAZZP1 0.111111
11754 USAZZR1 0.000000
11755 USAZZX1 -0.033898
11756 USAZZY1 0.006430
11757 USAZZZ1 0.014799
[11608 rows x 2 columns], '20051101': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.000000
154 USA00E2 0.000000
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.000000
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 0.000000
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 0.000000
170 USA01P1 0.000000
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 0.000000
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.000000
178 USA02H1 0.000000
179 USA02P1 0.000000
... ... ...
11718 USAZY41 0.000000
11719 USAZY51 0.000000
11720 USAZY61 0.000000
11721 USAZY71 0.000000
11722 USAZYI1 -0.083333
11723 USAZYJ1 0.166667
11724 USAZYK1 2.000000
11725 USAZYM1 0.111111
11726 USAZYO1 0.028169
11727 USAZYR1 0.017544
11728 USAZYS1 0.000000
11729 USAZYT1 0.054545
11730 USAZYV1 0.000000
11731 USAZYX1 0.053621
11732 USAZZ41 0.000000
11733 USAZZ51 0.000000
11734 USAZZ71 -0.071429
11735 USAZZ81 -0.008396
11736 USAZZ91 0.000000
11737 USAZZA1 0.000000
11738 USAZZB1 0.000000
11739 USAZZD1 0.000000
11740 USAZZF1 0.000000
11741 USAZZI1 -0.106195
11742 USAZZL1 0.018182
11743 USAZZP1 0.155000
11744 USAZZR1 0.000000
11745 USAZZX1 -0.105263
11746 USAZZY1 0.000799
11747 USAZZZ1 -0.010833
[11598 rows x 2 columns], '20051102': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 -0.016342
153 USA0062 0.009804
154 USA00E2 -0.019520
155 USA00F1 0.003881
156 USA00G2 0.000000
157 USA00H1 -0.001101
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 -0.028336
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 0.004695
170 USA01P1 -0.009615
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 -0.004008
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.003249
178 USA02H1 0.000000
179 USA02P1 -0.009877
... ... ...
11720 USAZY41 0.000000
11721 USAZY51 0.000000
11722 USAZY61 0.000000
11723 USAZY71 0.000000
11724 USAZYI1 0.000000
11725 USAZYJ1 0.000000
11726 USAZYK1 0.000000
11727 USAZYM1 0.000000
11728 USAZYO1 0.013699
11729 USAZYR1 0.000000
11730 USAZYS1 0.000000
11731 USAZYT1 0.000000
11732 USAZYV1 0.000000
11733 USAZYX1 -0.035321
11734 USAZZ41 0.000000
11735 USAZZ51 0.000000
11736 USAZZ71 0.076923
11737 USAZZ81 0.011213
11738 USAZZ91 0.000000
11739 USAZZA1 -0.086957
11740 USAZZB1 0.000000
11741 USAZZD1 0.000000
11742 USAZZF1 -0.042553
11743 USAZZI1 0.000000
11744 USAZZL1 0.000000
11745 USAZZP1 -0.281385
11746 USAZZR1 0.000000
11747 USAZZX1 0.058824
11748 USAZZY1 0.027528
11749 USAZZZ1 0.019377
[11600 rows x 2 columns], '20051103': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.000000
154 USA00E2 0.000000
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.000000
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
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169 USA01L1 0.000000
170 USA01P1 0.004854
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176 USA02A1 0.000000
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178 USA02H1 0.000000
179 USA02P1 0.000000
... ... ...
11718 USAZY41 0.000000
11719 USAZY51 0.003831
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11723 USAZYJ1 0.000000
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11739 USAZZD1 0.000000
11740 USAZZF1 0.008889
11741 USAZZI1 -0.009901
11742 USAZZL1 -0.017857
11743 USAZZP1 0.084337
11744 USAZZR1 0.000000
11745 USAZZX1 0.074074
11746 USAZZY1 0.008542
11747 USAZZZ1 0.000413
[11598 rows x 2 columns], '20051104': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.029126
154 USA00E2 0.000000
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.000000
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 0.032957
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 0.000000
170 USA01P1 0.000000
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 0.000000
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.000000
178 USA02H1 0.000000
179 USA02P1 0.002494
... ... ...
11718 USAZY41 0.000000
11719 USAZY51 0.011450
11720 USAZY61 0.000000
11721 USAZY71 0.000000
11722 USAZYI1 0.000000
11723 USAZYJ1 0.000000
11724 USAZYK1 0.000000
11725 USAZYM1 0.000000
11726 USAZYO1 -0.032432
11727 USAZYR1 0.072797
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11729 USAZYT1 0.000000
11730 USAZYV1 0.000000
11731 USAZYX1 -0.013672
11732 USAZZ41 0.000000
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11736 USAZZ91 0.000000
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11739 USAZZD1 0.000000
11740 USAZZF1 -0.030837
11741 USAZZI1 -0.250000
11742 USAZZL1 -0.063636
11743 USAZZP1 0.166667
11744 USAZZR1 0.000000
11745 USAZZX1 0.000000
11746 USAZZY1 0.000962
11747 USAZZZ1 -0.002478
[11598 rows x 2 columns], '20051107': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 -0.002373
153 USA0062 0.000000
154 USA00E2 0.020674
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.035281
158 USA00I1 0.035920
159 USA00J1 0.011623
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 0.002735
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 -0.011682
170 USA01P1 0.019324
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 0.022133
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.016986
178 USA02H1 0.000000
179 USA02P1 0.000000
... ... ...
11718 USAZY41 0.000000
11719 USAZY51 0.000000
11720 USAZY61 0.000000
11721 USAZY71 0.000000
11722 USAZYI1 0.000000
11723 USAZYJ1 0.114286
11724 USAZYK1 -0.666667
11725 USAZYM1 0.000000
11726 USAZYO1 0.033520
11727 USAZYR1 0.035714
11728 USAZYS1 0.000000
11729 USAZYT1 -0.016667
11730 USAZYV1 0.000000
11731 USAZYX1 -0.005941
11732 USAZZ41 0.000000
11733 USAZZ51 0.000000
11734 USAZZ71 0.000000
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11736 USAZZ91 0.000000
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11738 USAZZB1 0.000000
11739 USAZZD1 0.000000
11740 USAZZF1 0.009091
11741 USAZZI1 0.000000
11742 USAZZL1 0.067961
11743 USAZZP1 -0.047619
11744 USAZZR1 0.000000
11745 USAZZX1 0.068966
11746 USAZZY1 0.034231
11747 USAZZZ1 -0.033126
[11598 rows x 2 columns], '20051108': Barrid DlyReturn
150 USA0001 0.000000
151 USA0011 0.000000
152 USA0031 0.000000
153 USA0062 0.000000
154 USA00E2 0.010187
155 USA00F1 0.000000
156 USA00G2 0.000000
157 USA00H1 0.000000
158 USA00I1 0.000000
159 USA00J1 0.000000
160 USA00K1 0.000000
161 USA00P1 0.000000
162 USA00R1 0.000000
163 USA00S1 0.000000
164 USA00V1 0.000000
165 USA0131 0.000000
166 USA0161 -0.012727
167 USA01I1 0.000000
168 USA01J2 0.000000
169 USA01L1 0.000000
170 USA01P1 0.000000
171 USA01Q1 0.000000
172 USA0202 0.000000
173 USA0231 0.000000
174 USA0281 0.000000
175 USA0291 0.000000
176 USA02A1 0.000000
177 USA02B1 0.000000
178 USA02H1 0.000000
179 USA02P1 0.000000
... ... ...
11708 USAZY41 0.000000
11709 USAZY51 0.000000
11710 USAZY61 0.000000
11711 USAZY71 0.000000
11712 USAZYI1 0.000000
11713 USAZYJ1 0.025641
11714 USAZYK1 0.000000
11715 USAZYM1 -0.200000
11716 USAZYO1 0.027027
11717 USAZYR1 -0.031034
11718 USAZYS1 0.000000
11719 USAZYT1 -0.016949
11720 USAZYV1 0.000000
11721 USAZYX1 0.000000
11722 USAZZ41 0.142857
11723 USAZZ51 0.000000
11724 USAZZ71 -0.100000
11725 USAZZ81 -0.004007
11726 USAZZ91 0.000000
11727 USAZZA1 0.030973
11728 USAZZB1 0.000000
11729 USAZZD1 0.000000
11730 USAZZF1 -0.004505
11731 USAZZI1 0.000000
11732 USAZZL1 -0.009091
11733 USAZZP1 -0.080000
11734 USAZZR1 0.000000
11735 USAZZX1 0.048387
11736 USAZZY1 -0.053923
11737 USAZZZ1 0.006424
[11588 rows x 2 columns], '20051109': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.003916
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 -0.074866
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.050647
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11710 USAZY41 0.000000
11711 USAZY51 0.000000
11712 USAZY61 0.000000
11713 USAZY71 0.000000
11714 USAZYI1 0.457143
11715 USAZYJ1 0.000000
11716 USAZYK1 0.000000
11717 USAZYM1 0.000000
11718 USAZYO1 -0.013158
11719 USAZYR1 0.003559
11720 USAZYS1 0.000000
11721 USAZYT1 0.189655
11722 USAZYV1 0.000000
11723 USAZYX1 -0.005976
11724 USAZZ41 -0.125000
11725 USAZZ51 0.000000
11726 USAZZ71 0.000000
11727 USAZZ81 0.012517
11728 USAZZ91 0.000000
11729 USAZZA1 0.000000
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11731 USAZZD1 0.000000
11732 USAZZF1 0.085973
11733 USAZZI1 0.000000
11734 USAZZL1 -0.055046
11735 USAZZP1 -0.021739
11736 USAZZR1 0.000000
11737 USAZZX1 -0.046154
11738 USAZZY1 0.012186
11739 USAZZZ1 -0.025106
[11591 rows x 2 columns], '20051110': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.005525
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11708 USAZY41 0.000000
11709 USAZY51 0.000000
11710 USAZY61 0.000000
11711 USAZY71 0.000000
11712 USAZYI1 0.000000
11713 USAZYJ1 0.000000
11714 USAZYK1 0.000000
11715 USAZYM1 0.000000
11716 USAZYO1 0.013333
11717 USAZYR1 0.063830
11718 USAZYS1 0.000000
11719 USAZYT1 -0.130435
11720 USAZYV1 0.000000
11721 USAZYX1 -0.034068
11722 USAZZ41 0.000000
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11724 USAZZ71 0.000000
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11731 USAZZI1 0.000000
11732 USAZZL1 -0.029126
11733 USAZZP1 0.000000
11734 USAZZR1 0.000000
11735 USAZZX1 0.032258
11736 USAZZY1 0.006796
11737 USAZZZ1 0.012222
[11589 rows x 2 columns], '20051111': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.027756
152 USA0062 0.003774
153 USA00E2 -0.020255
154 USA00F1 0.020619
155 USA00G2 0.000000
156 USA00H1 0.030884
157 USA00I1 0.026352
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.027778
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 -0.014184
169 USA01P1 -0.037915
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 -0.017717
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.019900
... ... ...
11709 USAZY41 0.000000
11710 USAZY51 0.000000
11711 USAZY61 -0.912500
11712 USAZY71 0.000000
11713 USAZYI1 -0.215686
11714 USAZYJ1 -0.025000
11715 USAZYK1 0.000000
11716 USAZYM1 0.000000
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11721 USAZYV1 0.000000
11722 USAZYX1 -0.024896
11723 USAZZ41 0.000000
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11725 USAZZ71 0.000000
11726 USAZZ81 0.000651
11727 USAZZ91 0.000000
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11729 USAZZB1 0.000000
11730 USAZZD1 0.000000
11731 USAZZF1 -0.012500
11732 USAZZI1 0.000000
11733 USAZZL1 0.030000
11734 USAZZP1 0.000000
11735 USAZZR1 0.000000
11736 USAZZX1 -0.046875
11737 USAZZY1 -0.013500
11738 USAZZZ1 0.000431
[11590 rows x 2 columns], '20051114': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.000000
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.020000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11693 USAZY41 0.000000
11694 USAZY51 -0.015094
11695 USAZY61 0.000000
11696 USAZY71 0.000000
11697 USAZYI1 0.000000
11698 USAZYJ1 0.000000
11699 USAZYK1 0.000000
11700 USAZYM1 0.750000
11701 USAZYO1 0.000000
11702 USAZYR1 0.000000
11703 USAZYS1 0.000000
11704 USAZYT1 0.016667
11705 USAZYV1 0.000000
11706 USAZYX1 -0.019574
11707 USAZZ41 0.000000
11708 USAZZ51 0.000000
11709 USAZZ71 -0.333333
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11711 USAZZ91 0.000000
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11715 USAZZF1 0.000000
11716 USAZZI1 0.000000
11717 USAZZL1 -0.029126
11718 USAZZP1 -0.111111
11719 USAZZR1 0.000000
11720 USAZZX1 -0.016393
11721 USAZZY1 -0.000587
11722 USAZZZ1 -0.001293
[11574 rows x 2 columns], '20051115': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.009910
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.004926
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.068879
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11695 USAZY41 0.000000
11696 USAZY51 0.022989
11697 USAZY61 0.000000
11698 USAZY71 0.000000
11699 USAZYI1 0.000000
11700 USAZYJ1 -0.230769
11701 USAZYK1 0.000000
11702 USAZYM1 0.000000
11703 USAZYO1 -0.039474
11704 USAZYR1 0.000000
11705 USAZYS1 0.000000
11706 USAZYT1 0.000000
11707 USAZYV1 0.000000
11708 USAZYX1 -0.003906
11709 USAZZ41 -0.142857
11710 USAZZ51 0.000000
11711 USAZZ71 0.666667
11712 USAZZ81 -0.003665
11713 USAZZ91 0.000000
11714 USAZZA1 0.000000
11715 USAZZB1 0.000000
11716 USAZZD1 0.000000
11717 USAZZF1 -0.029536
11718 USAZZI1 0.000000
11719 USAZZL1 0.000000
11720 USAZZP1 -0.037500
11721 USAZZR1 0.000000
11722 USAZZX1 -0.083333
11723 USAZZY1 -0.013106
11724 USAZZZ1 -0.065602
[11576 rows x 2 columns], '20051116': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 0.022302
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 0.000000
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11694 USAZY41 0.000000
11695 USAZY51 -0.014981
11696 USAZY61 0.000000
11697 USAZY71 0.000000
11698 USAZYI1 0.000000
11699 USAZYJ1 0.000000
11700 USAZYK1 0.000000
11701 USAZYM1 0.000000
11702 USAZYO1 -0.082192
11703 USAZYR1 0.000000
11704 USAZYS1 0.000000
11705 USAZYT1 0.016393
11706 USAZYV1 0.000000
11707 USAZYX1 -0.157298
11708 USAZZ41 -0.166667
11709 USAZZ51 0.000000
11710 USAZZ71 0.000000
11711 USAZZ81 -0.020554
11712 USAZZ91 0.000000
11713 USAZZA1 0.000000
11714 USAZZB1 0.000000
11715 USAZZD1 0.000000
11716 USAZZF1 0.026087
11717 USAZZI1 0.000000
11718 USAZZL1 0.000000
11719 USAZZP1 0.116883
11720 USAZZR1 0.000000
11721 USAZZX1 0.072727
11722 USAZZY1 -0.027750
11723 USAZZZ1 0.019861
[11575 rows x 2 columns], '20051117': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.000000
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.000873
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.020231
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.016199
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11695 USAZY41 0.000000
11696 USAZY51 0.000000
11697 USAZY61 0.000000
11698 USAZY71 0.000000
11699 USAZYI1 0.275000
11700 USAZYJ1 0.000000
11701 USAZYK1 0.000000
11702 USAZYM1 0.000000
11703 USAZYO1 0.029851
11704 USAZYR1 -0.066667
11705 USAZYS1 0.000000
11706 USAZYT1 0.096774
11707 USAZYV1 0.000000
11708 USAZYX1 0.049121
11709 USAZZ41 0.000000
11710 USAZZ51 0.000000
11711 USAZZ71 -0.100000
11712 USAZZ81 0.000000
11713 USAZZ91 0.000000
11714 USAZZA1 -0.012500
11715 USAZZB1 0.000000
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11717 USAZZF1 -0.004237
11718 USAZZI1 0.000000
11719 USAZZL1 0.010000
11720 USAZZP1 -0.093023
11721 USAZZR1 0.000000
11722 USAZZX1 -0.016949
11723 USAZZY1 0.056065
11724 USAZZZ1 0.055254
[11576 rows x 2 columns], '20051118': Barrid DlyReturn
149 USA0001 0.000000
150 USA0011 0.000000
151 USA0031 0.000000
152 USA0062 0.000000
153 USA00E2 0.000000
154 USA00F1 0.000000
155 USA00G2 0.348299
156 USA00H1 0.000000
157 USA00I1 0.000000
158 USA00J1 0.000000
159 USA00K1 0.000000
160 USA00P1 0.000000
161 USA00R1 0.000000
162 USA00S1 0.000000
163 USA00V1 0.000000
164 USA0131 0.000000
165 USA0161 -0.004367
166 USA01I1 0.000000
167 USA01J2 0.000000
168 USA01L1 0.000000
169 USA01P1 0.000000
170 USA01Q1 0.000000
171 USA0202 0.000000
172 USA0231 0.000000
173 USA0281 0.000000
174 USA0291 0.000000
175 USA02A1 0.000000
176 USA02B1 -0.009330
177 USA02H1 0.000000
178 USA02P1 0.000000
... ... ...
11696 USAZY41 0.000000
11697 USAZY51 0.000000
11698 USAZY61 0.000000
11699 USAZY71 0.000000
11700 USAZYI1 0.176471
11701 USAZYJ1 0.000000
11702 USAZYK1 0.000000
11703 USAZYM1 0.000000
11704 USAZYO1 0.014493
11705 USAZYR1 -0.035714
11706 USAZYS1 0.000000
11707 USAZYT1 0.161765
11708 USAZYV1 0.000000
11709 USAZYX1 -0.026614
11710 USAZZ41 0.200000
11711 USAZZ51 0.000000
11712 USAZZ71 0.111111
11713 USAZZ81 0.002872
11714 USAZZ91 0.000000
11715 USAZZA1 0.000000
11716 USAZZB1 0.000000
11717 USAZZD1 0.000000
11718 USAZZF1 -0.004255
11719 USAZZI1 0.000000
11720 USAZZL1 0.025743
11721 USAZZP1 0.051282
11722 USAZZR1 0.000000
11723 USAZZX1 -0.103448
11724 USAZZY1 -0.001737
11725 USAZZZ1 0.002146
[11577 rows x 2 columns], '20051121': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.000000
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.108034
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11694 USAZY41 0.000000
11695 USAZY51 0.015209
11696 USAZY61 0.000000
11697 USAZY71 0.000000
11698 USAZYI1 -0.333333
11699 USAZYJ1 0.000000
11700 USAZYK1 0.000000
11701 USAZYM1 0.000000
11702 USAZYO1 0.000000
11703 USAZYR1 -0.066667
11704 USAZYS1 0.000000
11705 USAZYT1 0.101266
11706 USAZYV1 0.000000
11707 USAZYX1 -0.010127
11708 USAZZ41 0.000000
11709 USAZZ51 0.000000
11710 USAZZ71 0.000000
11711 USAZZ81 -0.001322
11712 USAZZ91 0.000000
11713 USAZZA1 0.000000
11714 USAZZB1 0.000000
11715 USAZZD1 0.000000
11716 USAZZF1 0.017094
11717 USAZZI1 0.000000
11718 USAZZL1 0.000000
11719 USAZZP1 -0.073171
11720 USAZZR1 0.000000
11721 USAZZX1 0.076923
11722 USAZZY1 0.003481
11723 USAZZZ1 -0.010274
[11576 rows x 2 columns], '20051122': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.014912
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.022500
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11697 USAZY41 0.000000
11698 USAZY51 0.000000
11699 USAZY61 0.000000
11700 USAZY71 0.333333
11701 USAZYI1 0.500000
11702 USAZYJ1 0.333333
11703 USAZYK1 0.000000
11704 USAZYM1 0.000000
11705 USAZYO1 -0.028571
11706 USAZYR1 0.031746
11707 USAZYS1 0.000000
11708 USAZYT1 -0.068966
11709 USAZYV1 0.000000
11710 USAZYX1 0.002558
11711 USAZZ41 -0.166667
11712 USAZZ51 0.000000
11713 USAZZ71 -0.100000
11714 USAZZ81 -0.000441
11715 USAZZ91 0.000000
11716 USAZZA1 0.063291
11717 USAZZB1 0.000000
11718 USAZZD1 0.000000
11719 USAZZF1 -0.008403
11720 USAZZI1 0.000000
11721 USAZZL1 0.003861
11722 USAZZP1 -0.105263
11723 USAZZR1 0.000000
11724 USAZZX1 0.000000
11725 USAZZY1 0.014646
11726 USAZZZ1 -0.011255
[11579 rows x 2 columns], '20051123': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.005186
164 USA01I1 0.000000
165 USA01J2 0.047766
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.014164
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.007673
175 USA02H1 0.000000
176 USA02P1 0.029268
177 USA02R1 0.000000
... ... ...
11698 USAZY41 0.000000
11699 USAZY51 -0.011236
11700 USAZY61 0.000000
11701 USAZY71 -0.375000
11702 USAZYI1 0.000000
11703 USAZYJ1 0.000000
11704 USAZYK1 0.000000
11705 USAZYM1 0.142857
11706 USAZYO1 0.000000
11707 USAZYR1 0.000000
11708 USAZYS1 0.000000
11709 USAZYT1 0.000000
11710 USAZYV1 0.000000
11711 USAZYX1 -0.028061
11712 USAZZ41 -0.200000
11713 USAZZ51 0.000000
11714 USAZZ71 0.000000
11715 USAZZ81 -0.000441
11716 USAZZ91 0.000000
11717 USAZZA1 0.000000
11718 USAZZB1 0.000000
11719 USAZZD1 0.000000
11720 USAZZF1 -0.025424
11721 USAZZI1 0.000000
11722 USAZZL1 -0.003846
11723 USAZZP1 0.029412
11724 USAZZR1 0.000000
11725 USAZZX1 0.000000
11726 USAZZY1 -0.018424
11727 USAZZZ1 -0.008315
[11580 rows x 2 columns], '20051125': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.000864
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.034314
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.013966
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.048952
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11695 USAZY41 0.000000
11696 USAZY51 0.000000
11697 USAZY61 0.000000
11698 USAZY71 0.000000
11699 USAZYI1 0.000000
11700 USAZYJ1 0.000000
11701 USAZYK1 0.000000
11702 USAZYM1 -0.375000
11703 USAZYO1 0.058824
11704 USAZYR1 -0.038462
11705 USAZYS1 0.000000
11706 USAZYT1 -0.037037
11707 USAZYV1 -0.500000
11708 USAZYX1 0.005249
11709 USAZZ41 0.250000
11710 USAZZ51 0.000000
11711 USAZZ71 0.000000
11712 USAZZ81 -0.036424
11713 USAZZ91 0.000000
11714 USAZZA1 0.000000
11715 USAZZB1 0.000000
11716 USAZZD1 1.000000
11717 USAZZF1 0.008696
11718 USAZZI1 0.000000
11719 USAZZL1 0.000000
11720 USAZZP1 0.000000
11721 USAZZR1 0.000000
11722 USAZZX1 0.000000
11723 USAZZY1 -0.002322
11724 USAZZZ1 0.000000
[11577 rows x 2 columns], '20051128': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 -0.001531
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.006908
164 USA01I1 0.000000
165 USA01J2 0.026471
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11695 USAZY41 0.000000
11696 USAZY51 0.000000
11697 USAZY61 0.000000
11698 USAZY71 0.000000
11699 USAZYI1 0.000000
11700 USAZYJ1 -0.125000
11701 USAZYK1 0.000000
11702 USAZYM1 0.200000
11703 USAZYO1 -0.027778
11704 USAZYR1 0.080000
11705 USAZYS1 0.000000
11706 USAZYT1 0.000000
11707 USAZYV1 0.000000
11708 USAZYX1 -0.002611
11709 USAZZ41 0.000000
11710 USAZZ51 0.000000
11711 USAZZ71 0.111111
11712 USAZZ81 0.009622
11713 USAZZ91 0.000000
11714 USAZZA1 0.000000
11715 USAZZB1 0.000000
11716 USAZZD1 -0.500000
11717 USAZZF1 -0.008621
11718 USAZZI1 0.000000
11719 USAZZL1 0.042471
11720 USAZZP1 -0.028571
11721 USAZZR1 0.000000
11722 USAZZX1 0.053571
11723 USAZZY1 -0.048487
11724 USAZZZ1 0.022507
[11577 rows x 2 columns], '20051129': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 -0.111111
151 USA0062 0.038566
152 USA00E2 -0.028374
153 USA00F1 0.029040
154 USA00H1 0.008264
155 USA00I1 0.011186
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.008696
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.045608
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.028436
177 USA02R1 0.000000
... ... ...
11697 USAZY41 0.000000
11698 USAZY51 0.003788
11699 USAZY61 0.000000
11700 USAZY71 0.200000
11701 USAZYI1 0.000000
11702 USAZYJ1 0.128571
11703 USAZYK1 0.000000
11704 USAZYM1 0.166667
11705 USAZYO1 -0.028571
11706 USAZYR1 0.000000
11707 USAZYS1 0.000000
11708 USAZYT1 -0.025641
11709 USAZYV1 1.000000
11710 USAZYX1 0.000000
11711 USAZZ41 -0.200000
11712 USAZZ51 0.000000
11713 USAZZ71 1.800000
11714 USAZZ81 0.001361
11715 USAZZ91 0.000000
11716 USAZZA1 0.000000
11717 USAZZB1 0.000000
11718 USAZZD1 1.000000
11719 USAZZF1 -0.021739
11720 USAZZI1 0.266667
11721 USAZZL1 -0.027778
11722 USAZZP1 0.058824
11723 USAZZR1 0.000000
11724 USAZZX1 0.000000
11725 USAZZY1 0.011211
11726 USAZZZ1 -0.001683
[11579 rows x 2 columns], '20051130': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.003990
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.000000
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.013774
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.057143
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11704 USAZY41 0.000000
11705 USAZY51 0.003774
11706 USAZY61 0.000000
11707 USAZY71 -0.166667
11708 USAZYI1 0.000000
11709 USAZYJ1 0.000000
11710 USAZYK1 -0.900000
11711 USAZYM1 -0.285714
11712 USAZYO1 -0.058824
11713 USAZYR1 0.000000
11714 USAZYS1 0.000000
11715 USAZYT1 0.047368
11716 USAZYV1 0.000000
11717 USAZYX1 -0.010526
11718 USAZZ41 0.250000
11719 USAZZ51 0.000000
11720 USAZZ71 0.214286
11721 USAZZ81 -0.009744
11722 USAZZ91 4.000000
11723 USAZZA1 -0.011905
11724 USAZZB1 0.000000
11725 USAZZD1 0.000000
11726 USAZZF1 0.031111
11727 USAZZI1 0.052632
11728 USAZZL1 0.005714
11729 USAZZP1 0.083333
11730 USAZZR1 0.000000
11731 USAZZX1 0.000000
11732 USAZZY1 -0.003628
11733 USAZZZ1 -0.017768
[11586 rows x 2 columns], '20051201': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.000000
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.035354
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11698 USAZY31 -0.070632
11699 USAZY41 0.000000
11700 USAZY61 0.000000
11701 USAZY71 0.000000
11702 USAZYI1 0.000000
11703 USAZYJ1 0.012658
11704 USAZYK1 0.000000
11705 USAZYM1 0.000000
11706 USAZYO1 -0.143750
11707 USAZYR1 -0.037037
11708 USAZYS1 0.000000
11709 USAZYT1 0.055276
11710 USAZYV1 0.000000
11711 USAZYX1 0.095745
11712 USAZZ41 0.000000
11713 USAZZ51 0.000000
11714 USAZZ71 0.000000
11715 USAZZ81 0.005721
11716 USAZZ91 0.000000
11717 USAZZA1 0.000000
11718 USAZZB1 0.000000
11719 USAZZD1 -0.500000
11720 USAZZF1 -0.008621
11721 USAZZI1 0.000000
11722 USAZZL1 0.007576
11723 USAZZP1 0.025641
11724 USAZZR1 0.000000
11725 USAZZX1 -0.016949
11726 USAZZY1 -0.003642
11727 USAZZZ1 -0.022007
[11580 rows x 2 columns], '20051202': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 -0.026835
153 USA00F1 0.000000
154 USA00H1 -0.013320
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.016379
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.043902
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11696 USAZY31 0.020000
11697 USAZY41 0.000000
11698 USAZY61 0.000000
11699 USAZY71 0.000000
11700 USAZYI1 -0.333333
11701 USAZYJ1 -0.102500
11702 USAZYK1 0.000000
11703 USAZYM1 0.000000
11704 USAZYO1 0.021898
11705 USAZYR1 -0.038462
11706 USAZYS1 0.000000
11707 USAZYT1 0.021429
11708 USAZYV1 -0.500000
11709 USAZYX1 0.019417
11710 USAZZ41 -0.200000
11711 USAZZ51 0.000000
11712 USAZZ71 0.000000
11713 USAZZ81 0.007053
11714 USAZZ91 0.000000
11715 USAZZA1 0.004016
11716 USAZZB1 0.000000
11717 USAZZD1 0.000000
11718 USAZZF1 -0.008696
11719 USAZZI1 0.000000
11720 USAZZL1 -0.050752
11721 USAZZP1 0.000000
11722 USAZZR1 0.000000
11723 USAZZX1 -0.034483
11724 USAZZY1 0.009543
11725 USAZZZ1 0.027903
[11578 rows x 2 columns], '20051205': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 -0.007813
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.014165
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.015267
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.019022
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.051402
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11694 USAZY31 0.019608
11695 USAZY41 0.000000
11696 USAZY61 0.000000
11697 USAZY71 0.000000
11698 USAZYI1 1.000000
11699 USAZYJ1 0.100279
11700 USAZYK1 0.000000
11701 USAZYM1 0.000000
11702 USAZYO1 0.375000
11703 USAZYR1 0.000000
11704 USAZYS1 0.000000
11705 USAZYT1 -0.102564
11706 USAZYV1 0.000000
11707 USAZYX1 -0.047619
11708 USAZZ41 0.000000
11709 USAZZ51 0.000000
11710 USAZZ71 0.000000
11711 USAZZ81 0.014460
11712 USAZZ91 0.000000
11713 USAZZA1 0.000000
11714 USAZZB1 0.000000
11715 USAZZD1 0.000000
11716 USAZZF1 -0.035088
11717 USAZZI1 0.000000
11718 USAZZL1 0.053465
11719 USAZZP1 0.000000
11720 USAZZR1 0.000000
11721 USAZZX1 -0.071429
11722 USAZZY1 -0.014481
11723 USAZZZ1 -0.003940
[11576 rows x 2 columns], '20051206': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.004307
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.004739
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.005333
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.013793
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11691 USAZY31 0.000000
11692 USAZY41 0.000000
11693 USAZY61 0.000000
11694 USAZY71 0.000000
11695 USAZYI1 0.187500
11696 USAZYJ1 0.000000
11697 USAZYK1 0.000000
11698 USAZYM1 0.000000
11699 USAZYO1 0.506494
11700 USAZYR1 -0.036000
11701 USAZYS1 0.000000
11702 USAZYT1 0.025974
11703 USAZYV1 1.000000
11704 USAZYX1 0.000000
11705 USAZZ41 0.000000
11706 USAZZ51 0.000000
11707 USAZZ71 0.000000
11708 USAZZ81 0.007127
11709 USAZZ91 0.000000
11710 USAZZA1 -0.068000
11711 USAZZB1 0.000000
11712 USAZZD1 0.000000
11713 USAZZF1 0.000000
11714 USAZZI1 0.000000
11715 USAZZL1 -0.013158
11716 USAZZP1 -0.037500
11717 USAZZR1 0.000000
11718 USAZZX1 0.019231
11719 USAZZY1 -0.002857
11720 USAZZZ1 -0.030330
[11573 rows x 2 columns], '20051207': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.176198
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.007785
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.014151
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 -0.005305
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.029971
175 USA02H1 0.000000
176 USA02P1 -0.011521
177 USA02R1 0.000000
... ... ...
11693 USAZY31 -0.019231
11694 USAZY41 0.000000
11695 USAZY61 0.000000
11696 USAZY71 0.000000
11697 USAZYI1 0.000000
11698 USAZYJ1 0.265823
11699 USAZYK1 0.000000
11700 USAZYM1 0.000000
11701 USAZYO1 -0.137931
11702 USAZYR1 0.037344
11703 USAZYS1 0.000000
11704 USAZYT1 -0.101266
11705 USAZYV1 0.000000
11706 USAZYX1 -0.007500
11707 USAZZ41 0.000000
11708 USAZZ51 0.000000
11709 USAZZ71 0.000000
11710 USAZZ81 -0.002654
11711 USAZZ91 0.000000
11712 USAZZA1 0.030043
11713 USAZZB1 0.000000
11714 USAZZD1 0.000000
11715 USAZZF1 0.000000
11716 USAZZI1 0.000000
11717 USAZZL1 0.000000
11718 USAZZP1 0.000000
11719 USAZZR1 0.000000
11720 USAZZX1 0.000000
11721 USAZZY1 -0.032542
11722 USAZZZ1 -0.000453
[11575 rows x 2 columns], '20051208': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.000858
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.007760
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11694 USAZY31 0.054902
11695 USAZY41 0.000000
11696 USAZY61 0.000000
11697 USAZY71 0.000000
11698 USAZYI1 -0.105263
11699 USAZYJ1 0.000000
11700 USAZYK1 0.000000
11701 USAZYM1 0.000000
11702 USAZYO1 -0.076000
11703 USAZYR1 -0.040000
11704 USAZYS1 0.000000
11705 USAZYT1 0.014085
11706 USAZYV1 -0.500000
11707 USAZYX1 -0.007557
11708 USAZZ41 -0.250000
11709 USAZZ51 0.000000
11710 USAZZ71 0.000000
11711 USAZZ81 -0.007317
11712 USAZZ91 0.000000
11713 USAZZA1 0.166667
11714 USAZZB1 0.000000
11715 USAZZD1 0.000000
11716 USAZZF1 -0.022727
11717 USAZZI1 0.000000
11718 USAZZL1 0.047619
11719 USAZZP1 0.000000
11720 USAZZR1 0.000000
11721 USAZZX1 0.037736
11722 USAZZY1 0.008250
11723 USAZZZ1 -0.009070
[11576 rows x 2 columns], '20051209': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 -0.023313
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.067261
163 USA0161 -0.002577
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.040080
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.042033
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11694 USAZY31 -0.052045
11695 USAZY41 0.000000
11696 USAZY61 0.000000
11697 USAZY71 0.000000
11698 USAZYI1 0.000000
11699 USAZYJ1 0.000000
11700 USAZYK1 0.000000
11701 USAZYM1 0.000000
11702 USAZYO1 0.114719
11703 USAZYR1 0.000000
11704 USAZYS1 0.000000
11705 USAZYT1 0.055556
11706 USAZYV1 0.000000
11707 USAZYX1 -0.007614
11708 USAZZ41 0.000000
11709 USAZZ51 0.000000
11710 USAZZ71 0.000000
11711 USAZZ81 0.003350
11712 USAZZ91 0.000000
11713 USAZZA1 -0.035714
11714 USAZZB1 0.000000
11715 USAZZD1 0.000000
11716 USAZZF1 0.000000
11717 USAZZI1 0.000000
11718 USAZZL1 0.000000
11719 USAZZP1 -0.012987
11720 USAZZR1 0.000000
11721 USAZZX1 -0.054545
11722 USAZZY1 0.010491
11723 USAZZZ1 0.009153
[11576 rows x 2 columns], '20051212': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.000000
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.028571
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11690 USAZY31 -0.019608
11691 USAZY41 0.000000
11692 USAZY61 0.000000
11693 USAZY71 0.000000
11694 USAZYI1 0.000000
11695 USAZYJ1 -0.300000
11696 USAZYK1 0.000000
11697 USAZYM1 0.000000
11698 USAZYO1 0.165049
11699 USAZYR1 -0.083333
11700 USAZYS1 0.000000
11701 USAZYT1 -0.039474
11702 USAZYV1 0.000000
11703 USAZYX1 0.000000
11704 USAZZ41 0.000000
11705 USAZZ51 0.000000
11706 USAZZ71 0.000000
11707 USAZZ81 0.010686
11708 USAZZ91 0.000000
11709 USAZZA1 0.000000
11710 USAZZB1 0.000000
11711 USAZZD1 0.000000
11712 USAZZF1 -0.069767
11713 USAZZI1 0.000000
11714 USAZZL1 0.054545
11715 USAZZP1 -0.118421
11716 USAZZR1 0.000000
11717 USAZZX1 0.000000
11718 USAZZY1 0.044435
11719 USAZZZ1 -0.035374
[11572 rows x 2 columns], '20051213': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.000861
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.006944
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11691 USAZY31 0.000000
11692 USAZY41 0.000000
11693 USAZY61 0.000000
11694 USAZY71 0.000000
11695 USAZYI1 -0.058824
11696 USAZYJ1 0.000000
11697 USAZYK1 0.000000
11698 USAZYM1 0.000000
11699 USAZYO1 -0.058333
11700 USAZYR1 0.045455
11701 USAZYS1 0.000000
11702 USAZYT1 -0.068493
11703 USAZYV1 2.000000
11704 USAZYX1 0.000000
11705 USAZZ41 0.000000
11706 USAZZ51 0.000000
11707 USAZZ71 0.176471
11708 USAZZ81 0.000441
11709 USAZZ91 0.000000
11710 USAZZA1 0.000000
11711 USAZZB1 -0.333333
11712 USAZZD1 0.000000
11713 USAZZF1 0.000000
11714 USAZZI1 0.000000
11715 USAZZL1 0.163793
11716 USAZZP1 0.104478
11717 USAZZR1 0.000000
11718 USAZZX1 0.019231
11719 USAZZY1 0.032406
11720 USAZZZ1 -0.014104
[11573 rows x 2 columns], '20051214': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.002586
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11682 USAZY31 -0.016000
11683 USAZY41 0.000000
11684 USAZY61 0.000000
11685 USAZY71 0.000000
11686 USAZYI1 0.250000
11687 USAZYJ1 1.857143
11688 USAZYK1 0.000000
11689 USAZYM1 0.000000
11690 USAZYO1 0.053097
11691 USAZYR1 0.086957
11692 USAZYS1 0.000000
11693 USAZYT1 0.044118
11694 USAZYV1 -0.100000
11695 USAZYX1 -0.005115
11696 USAZZ41 0.100000
11697 USAZZ51 0.000000
11698 USAZZ71 0.150000
11699 USAZZ81 0.003963
11700 USAZZ91 0.000000
11701 USAZZA1 0.000000
11702 USAZZB1 0.000000
11703 USAZZD1 -0.200000
11704 USAZZF1 0.000000
11705 USAZZI1 -0.250000
11706 USAZZL1 0.170370
11707 USAZZP1 -0.155405
11708 USAZZR1 0.000000
11709 USAZZX1 -0.016981
11710 USAZZY1 0.017964
11711 USAZZZ1 0.002861
[11564 rows x 2 columns], '20051215': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.014617
164 USA01I1 0.000000
165 USA01J2 0.014327
166 USA01L1 0.000000
167 USA01P1 0.004651
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11682 USAZY31 0.048780
11683 USAZY41 0.000000
11684 USAZY61 0.000000
11685 USAZY71 0.000000
11686 USAZYI1 0.000000
11687 USAZYJ1 0.000000
11688 USAZYK1 0.000000
11689 USAZYM1 0.000000
11690 USAZYO1 -0.100840
11691 USAZYR1 0.000000
11692 USAZYS1 0.000000
11693 USAZYT1 -0.028169
11694 USAZYV1 0.000000
11695 USAZYX1 0.002571
11696 USAZZ41 -0.151515
11697 USAZZ51 0.000000
11698 USAZZ71 0.000000
11699 USAZZ81 0.004605
11700 USAZZ91 0.000000
11701 USAZZA1 0.081481
11702 USAZZB1 0.000000
11703 USAZZD1 -0.125000
11704 USAZZF1 0.000000
11705 USAZZI1 0.000000
11706 USAZZL1 -0.025316
11707 USAZZP1 -0.160000
11708 USAZZR1 0.000000
11709 USAZZX1 0.055662
11710 USAZZY1 -0.011385
11711 USAZZZ1 0.027104
[11564 rows x 2 columns], '20051216': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.014407
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 -0.001927
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11683 USAZY31 -0.058140
11684 USAZY41 0.000000
11685 USAZY61 0.000000
11686 USAZY71 0.200000
11687 USAZYI1 0.000000
11688 USAZYJ1 0.000000
11689 USAZYK1 1.000000
11690 USAZYM1 0.000000
11691 USAZYO1 -0.056075
11692 USAZYR1 0.000000
11693 USAZYS1 0.000000
11694 USAZYT1 0.000000
11695 USAZYV1 0.000000
11696 USAZYX1 -0.005128
11697 USAZZ41 0.142857
11698 USAZZ51 0.000000
11699 USAZZ71 -0.130435
11700 USAZZ81 0.000218
11701 USAZZ91 0.000000
11702 USAZZA1 0.027397
11703 USAZZB1 0.000000
11704 USAZZD1 -0.285714
11705 USAZZF1 0.000000
11706 USAZZI1 0.000000
11707 USAZZL1 0.000000
11708 USAZZP1 -0.028571
11709 USAZZR1 0.000000
11710 USAZZX1 -0.054545
11711 USAZZY1 -0.005950
11712 USAZZZ1 0.000463
[11565 rows x 2 columns], '20051219': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.051188
152 USA00E2 0.000000
153 USA00F1 0.013819
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.005698
163 USA0161 -0.002580
164 USA01I1 0.000000
165 USA01J2 -0.016949
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.020347
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 -0.007722
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.016317
177 USA02R1 -0.179811
... ... ...
11683 USAZY31 -0.053498
11684 USAZY41 0.000000
11685 USAZY61 0.000000
11686 USAZY71 -0.166667
11687 USAZYI1 0.000000
11688 USAZYJ1 -0.600000
11689 USAZYK1 0.000000
11690 USAZYM1 0.000000
11691 USAZYO1 -0.039604
11692 USAZYR1 -0.116000
11693 USAZYS1 0.000000
11694 USAZYT1 0.000000
11695 USAZYV1 0.000000
11696 USAZYX1 0.007732
11697 USAZZ41 0.062500
11698 USAZZ51 0.000000
11699 USAZZ71 0.000000
11700 USAZZ81 -0.001091
11701 USAZZ91 0.000000
11702 USAZZA1 -0.040000
11703 USAZZB1 0.000000
11704 USAZZD1 0.400000
11705 USAZZF1 -0.030000
11706 USAZZI1 0.000000
11707 USAZZL1 -0.025974
11708 USAZZP1 -0.117647
11709 USAZZR1 0.000000
11710 USAZZX1 0.094231
11711 USAZZY1 -0.022012
11712 USAZZZ1 -0.009718
[11565 rows x 2 columns], '20051220': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.071741
151 USA0062 0.006957
152 USA00E2 0.137064
153 USA00F1 -0.012392
154 USA00H1 -0.012461
155 USA00I1 -0.002688
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.006897
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.006977
167 USA01P1 -0.027778
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 -0.009174
177 USA02R1 -0.034615
... ... ...
11681 USAZY31 -0.004348
11682 USAZY41 0.000000
11683 USAZY61 0.000000
11684 USAZY71 0.000000
11685 USAZYI1 -0.200000
11686 USAZYJ1 0.000000
11687 USAZYK1 0.000000
11688 USAZYM1 0.000000
11689 USAZYO1 -0.175258
11690 USAZYR1 0.018100
11691 USAZYS1 0.000000
11692 USAZYT1 0.014493
11693 USAZYV1 0.000000
11694 USAZYX1 -0.003581
11695 USAZZ41 -0.147059
11696 USAZZ51 0.000000
11697 USAZZ71 0.000000
11698 USAZZ81 -0.007647
11699 USAZZ91 -0.800000
11700 USAZZA1 -0.017361
11701 USAZZB1 0.000000
11702 USAZZD1 -0.142857
11703 USAZZF1 -0.046392
11704 USAZZI1 0.000000
11705 USAZZL1 -0.033333
11706 USAZZP1 0.000000
11707 USAZZR1 0.000000
11708 USAZZX1 0.054482
11709 USAZZY1 0.009279
11710 USAZZZ1 -0.018692
[11563 rows x 2 columns], '20051221': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.016267
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11680 USAZY31 -0.021834
11681 USAZY41 0.000000
11682 USAZY61 0.000000
11683 USAZY71 0.000000
11684 USAZYI1 -0.250000
11685 USAZYJ1 0.125000
11686 USAZYK1 0.000000
11687 USAZYM1 0.000000
11688 USAZYO1 0.012500
11689 USAZYR1 0.111111
11690 USAZYS1 0.000000
11691 USAZYT1 0.057143
11692 USAZYV1 0.000000
11693 USAZYX1 0.007700
11694 USAZZ41 -0.103448
11695 USAZZ51 0.000000
11696 USAZZ71 0.200000
11697 USAZZ81 -0.004403
11698 USAZZ91 0.000000
11699 USAZZA1 0.060071
11700 USAZZB1 0.000000
11701 USAZZD1 0.000000
11702 USAZZF1 0.016216
11703 USAZZI1 0.000000
11704 USAZZL1 -0.027586
11705 USAZZP1 0.000000
11706 USAZZR1 0.000000
11707 USAZZX1 0.000000
11708 USAZZY1 -0.005673
11709 USAZZZ1 0.002381
[11562 rows x 2 columns], '20051222': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.008425
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.024975
175 USA02H1 0.000000
176 USA02P1 0.013100
177 USA02R1 0.000000
... ... ...
11678 USAZY31 -0.017857
11679 USAZY41 0.000000
11680 USAZY61 0.000000
11681 USAZY71 0.000000
11682 USAZYI1 0.166667
11683 USAZYJ1 0.000000
11684 USAZYK1 0.000000
11685 USAZYM1 0.000000
11686 USAZYO1 0.024691
11687 USAZYR1 -0.080000
11688 USAZYS1 0.000000
11689 USAZYT1 -0.013514
11690 USAZYV1 0.000000
11691 USAZYX1 -0.006623
11692 USAZZ41 -0.038462
11693 USAZZ51 0.000000
11694 USAZZ71 -0.041667
11695 USAZZ81 -0.001106
11696 USAZZ91 0.000000
11697 USAZZA1 -0.080000
11698 USAZZB1 0.000000
11699 USAZZD1 0.166667
11700 USAZZF1 -0.042553
11701 USAZZI1 0.000000
11702 USAZZL1 0.056738
11703 USAZZP1 0.000000
11704 USAZZR1 0.000000
11705 USAZZX1 -0.050000
11706 USAZZY1 0.004722
11707 USAZZZ1 0.002375
[11560 rows x 2 columns], '20051223': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.018927
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.019541
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11677 USAZY31 0.000000
11678 USAZY41 0.000000
11679 USAZY61 0.000000
11680 USAZY71 0.000000
11681 USAZYI1 0.071429
11682 USAZYJ1 0.022222
11683 USAZYK1 -0.500000
11684 USAZYM1 0.000000
11685 USAZYO1 0.036145
11686 USAZYR1 0.086957
11687 USAZYS1 0.000000
11688 USAZYT1 0.000000
11689 USAZYV1 0.000000
11690 USAZYX1 -0.007179
11691 USAZZ41 0.000000
11692 USAZZ51 0.000000
11693 USAZZ71 0.000000
11694 USAZZ81 -0.007970
11695 USAZZ91 29.000000
11696 USAZZA1 0.039855
11697 USAZZB1 0.000000
11698 USAZZD1 0.000000
11699 USAZZF1 0.016667
11700 USAZZI1 0.000000
11701 USAZZL1 0.063087
11702 USAZZP1 -0.044444
11703 USAZZR1 0.000000
11704 USAZZX1 0.017544
11705 USAZZY1 0.001958
11706 USAZZZ1 0.024645
[11559 rows x 2 columns], '20051227': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 -0.005181
152 USA00E2 0.000000
153 USA00F1 0.040151
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.023371
163 USA0161 0.000000
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 -0.009901
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.024078
175 USA02H1 0.000000
176 USA02P1 0.006944
177 USA02R1 0.000000
... ... ...
11678 USAZY31 -0.045455
11679 USAZY41 0.000000
11680 USAZY61 0.000000
11681 USAZY71 0.000000
11682 USAZYI1 0.066667
11683 USAZYJ1 0.000000
11684 USAZYK1 0.000000
11685 USAZYM1 0.000000
11686 USAZYO1 0.093023
11687 USAZYR1 -0.160000
11688 USAZYS1 0.000000
11689 USAZYT1 -0.041096
11690 USAZYV1 -0.777778
11691 USAZYX1 0.000000
11692 USAZZ41 -0.200000
11693 USAZZ51 0.000000
11694 USAZZ71 -0.478261
11695 USAZZ81 -0.005356
11696 USAZZ91 0.000000
11697 USAZZA1 0.000000
11698 USAZZB1 0.000000
11699 USAZZD1 -0.142857
11700 USAZZF1 -0.043716
11701 USAZZI1 0.000000
11702 USAZZL1 0.010101
11703 USAZZP1 0.162791
11704 USAZZR1 0.000000
11705 USAZZX1 0.000000
11706 USAZZY1 -0.022865
11707 USAZZZ1 -0.007863
[11560 rows x 2 columns], '20051228': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 -0.026667
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 -0.030000
164 USA01I1 0.001796
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.000000
175 USA02H1 0.145518
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11677 USAZY31 0.023810
11678 USAZY41 0.000000
11679 USAZY61 0.000000
11680 USAZY71 0.200000
11681 USAZYI1 0.000000
11682 USAZYJ1 0.000000
11683 USAZYK1 0.000000
11684 USAZYM1 0.000000
11685 USAZYO1 0.255319
11686 USAZYR1 0.009524
11687 USAZYS1 0.000000
11688 USAZYT1 0.000000
11689 USAZYV1 2.333333
11690 USAZYX1 0.007748
11691 USAZZ41 0.100000
11692 USAZZ51 0.000000
11693 USAZZ71 0.000000
11694 USAZZ81 0.011667
11695 USAZZ91 0.000000
11696 USAZZA1 -0.024390
11697 USAZZB1 0.000000
11698 USAZZD1 0.000000
11699 USAZZF1 0.017143
11700 USAZZI1 0.000000
11701 USAZZL1 0.000000
11702 USAZZP1 0.020000
11703 USAZZR1 0.000000
11704 USAZZX1 -0.017241
11705 USAZZY1 0.006600
11706 USAZZZ1 0.021911
[11559 rows x 2 columns], '20051229': Barrid DlyReturn
148 USA0001 0.015657
149 USA0011 0.000000
150 USA0031 0.001633
151 USA0062 -0.005208
152 USA00E2 0.019971
153 USA00F1 0.012063
154 USA00H1 -0.003096
155 USA00I1 -0.006739
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.018900
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 -0.004619
167 USA01P1 -0.004762
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 0.023623
175 USA02H1 0.000000
176 USA02P1 -0.016092
177 USA02R1 0.000000
... ... ...
11676 USAZY31 -0.069767
11677 USAZY41 0.000000
11678 USAZY61 0.000000
11679 USAZY71 0.000000
11680 USAZYI1 0.000000
11681 USAZYJ1 0.000000
11682 USAZYK1 2.000000
11683 USAZYM1 0.000000
11684 USAZYO1 -0.025424
11685 USAZYR1 -0.009434
11686 USAZYS1 0.000000
11687 USAZYT1 -0.014286
11688 USAZYV1 -0.700000
11689 USAZYX1 -0.001025
11690 USAZZ41 -0.045455
11691 USAZZ51 0.000000
11692 USAZZ71 0.125000
11693 USAZZ81 0.000222
11694 USAZZ91 0.000000
11695 USAZZA1 0.028571
11696 USAZZB1 0.000000
11697 USAZZD1 0.333333
11698 USAZZF1 0.067416
11699 USAZZI1 0.000000
11700 USAZZL1 0.162500
11701 USAZZP1 0.039216
11702 USAZZR1 0.000000
11703 USAZZX1 -0.035088
11704 USAZZY1 -0.009338
11705 USAZZZ1 -0.012318
[11558 rows x 2 columns], '20051230': Barrid DlyReturn
148 USA0001 0.000000
149 USA0011 0.000000
150 USA0031 0.000000
151 USA0062 0.000000
152 USA00E2 0.000000
153 USA00F1 0.000000
154 USA00H1 0.000000
155 USA00I1 0.000000
156 USA00J1 0.000000
157 USA00K1 0.000000
158 USA00P1 0.000000
159 USA00R1 0.000000
160 USA00S1 0.000000
161 USA00V1 0.000000
162 USA0131 0.000000
163 USA0161 0.010118
164 USA01I1 0.000000
165 USA01J2 0.000000
166 USA01L1 0.000000
167 USA01P1 0.000000
168 USA01Q1 0.000000
169 USA0202 0.000000
170 USA0231 0.000000
171 USA0281 0.000000
172 USA0291 0.000000
173 USA02A1 0.000000
174 USA02B1 -0.007180
175 USA02H1 0.000000
176 USA02P1 0.000000
177 USA02R1 0.000000
... ... ...
11703 USAZY31 0.010000
11704 USAZY41 0.000000
11705 USAZY61 0.000000
11706 USAZY71 -0.166667
11707 USAZYI1 -0.125000
11708 USAZYJ1 0.097826
11709 USAZYK1 -0.333333
11710 USAZYM1 0.000000
11711 USAZYO1 0.008696
11712 USAZYR1 0.000000
11713 USAZYS1 0.000000
11714 USAZYT1 0.014493
11715 USAZYV1 0.000000
11716 USAZYX1 -0.000257
11717 USAZZ41 0.095238
11718 USAZZ51 0.000000
11719 USAZZ71 -0.037037
11720 USAZZ81 -0.001330
11721 USAZZ91 0.000000
11722 USAZZA1 -0.034722
11723 USAZZB1 0.000000
11724 USAZZD1 -0.250000
11725 USAZZF1 0.000000
11726 USAZZI1 0.000000
11727 USAZZL1 0.048387
11728 USAZZP1 0.056604
11729 USAZZR1 0.000000
11730 USAZZX1 0.018182
11731 USAZZY1 -0.002607
11732 USAZZZ1 0.015242
[11585 rows x 2 columns]}
In [13]:
daily_return.keys()
Out[13]:
dict_keys(['20040102', '20040105', '20040106', '20040107', '20040108', '20040109', '20040112', '20040113', '20040114', '20040115', '20040116', '20040120', '20040121', '20040122', '20040123', '20040126', '20040127', '20040128', '20040129', '20040130', '20040202', '20040203', '20040204', '20040205', '20040206', '20040209', '20040210', '20040211', '20040212', '20040213', '20040217', '20040218', '20040219', '20040220', '20040223', '20040224', '20040225', '20040226', '20040227', '20040301', '20040302', '20040303', '20040304', '20040305', '20040308', '20040309', '20040310', '20040311', '20040312', '20040315', '20040316', '20040317', '20040318', '20040319', '20040322', '20040323', '20040324', '20040325', '20040326', '20040329', '20040330', '20040331', '20040401', '20040402', '20040405', '20040406', '20040407', '20040408', '20040412', '20040413', '20040414', '20040415', '20040416', '20040419', '20040420', '20040421', '20040422', '20040423', '20040426', '20040427', '20040428', '20040429', '20040430', '20040503', '20040504', '20040505', '20040506', '20040507', '20040510', '20040511', '20040512', '20040513', '20040514', '20040517', '20040518', '20040519', '20040520', '20040521', '20040524', '20040525', '20040526', '20040527', '20040528', '20040601', '20040602', '20040603', '20040604', '20040607', '20040608', '20040609', '20040610', '20040614', '20040615', '20040616', '20040617', '20040618', '20040621', '20040622', '20040623', '20040624', '20040625', '20040628', '20040629', '20040630', '20040701', '20040702', '20040706', '20040707', '20040708', '20040709', '20040712', '20040713', '20040714', '20040715', '20040716', '20040719', '20040720', '20040721', '20040722', '20040723', '20040726', '20040727', '20040728', '20040729', '20040730', '20040802', '20040803', '20040804', '20040805', '20040806', '20040809', '20040810', '20040811', '20040812', '20040813', '20040816', '20040817', '20040818', '20040819', '20040820', '20040823', '20040824', '20040825', '20040826', '20040827', '20040830', '20040831', '20040901', '20040902', '20040903', '20040907', '20040908', '20040909', '20040910', '20040913', '20040914', '20040915', '20040916', '20040917', '20040920', '20040921', '20040922', '20040923', '20040924', '20040927', '20040928', '20040929', '20040930', '20041001', '20041004', '20041005', '20041006', '20041007', '20041008', '20041011', '20041012', '20041013', '20041014', '20041015', '20041018', '20041019', '20041020', '20041021', '20041022', '20041025', '20041026', '20041027', '20041028', '20041029', '20041101', '20041102', '20041103', '20041104', '20041105', '20041108', '20041109', '20041110', '20041111', '20041112', '20041115', '20041116', '20041117', '20041118', '20041119', '20041122', '20041123', '20041124', '20041126', '20041129', '20041130', '20041201', '20041202', '20041203', '20041206', '20041207', '20041208', '20041209', '20041210', '20041213', '20041214', '20041215', '20041216', '20041217', '20041220', '20041221', '20041222', '20041223', '20041227', '20041228', '20041229', '20041230', '20041231', '20050103', '20050104', '20050105', '20050106', '20050107', '20050110', '20050111', '20050112', '20050113', '20050114', '20050118', '20050119', '20050120', '20050121', '20050124', '20050125', '20050126', '20050127', '20050128', '20050131', '20050201', '20050202', '20050203', '20050204', '20050207', '20050208', '20050209', '20050210', '20050211', '20050214', '20050215', '20050216', '20050217', '20050218', '20050222', '20050223', '20050224', '20050225', '20050228', '20050301', '20050302', '20050303', '20050304', '20050307', '20050308', '20050309', '20050310', '20050311', '20050314', '20050315', '20050316', '20050317', '20050318', '20050321', '20050322', '20050323', '20050324', '20050328', '20050329', '20050330', '20050331', '20050401', '20050404', '20050405', '20050406', '20050407', '20050408', '20050411', '20050412', '20050413', '20050414', '20050415', '20050418', '20050419', '20050420', '20050421', '20050422', '20050425', '20050426', '20050427', '20050428', '20050429', '20050502', '20050503', '20050504', '20050505', '20050506', '20050509', '20050510', '20050511', '20050512', '20050513', '20050516', '20050517', '20050518', '20050519', '20050520', '20050523', '20050524', '20050525', '20050526', '20050527', '20050531', '20050601', '20050602', '20050603', '20050606', '20050607', '20050608', '20050609', '20050610', '20050613', '20050614', '20050615', '20050616', '20050617', '20050620', '20050621', '20050622', '20050623', '20050624', '20050627', '20050628', '20050629', '20050630', '20050701', '20050705', '20050706', '20050707', '20050708', '20050711', '20050712', '20050713', '20050714', '20050715', '20050718', '20050719', '20050720', '20050721', '20050722', '20050725', '20050726', '20050727', '20050728', '20050729', '20050801', '20050802', '20050803', '20050804', '20050805', '20050808', '20050809', '20050810', '20050811', '20050812', '20050815', '20050816', '20050817', '20050818', '20050819', '20050822', '20050823', '20050824', '20050825', '20050826', '20050829', '20050830', '20050831', '20050901', '20050902', '20050906', '20050907', '20050908', '20050909', '20050912', '20050913', '20050914', '20050915', '20050916', '20050919', '20050920', '20050921', '20050922', '20050923', '20050926', '20050927', '20050928', '20050929', '20050930', '20051003', '20051004', '20051005', '20051006', '20051007', '20051010', '20051011', '20051012', '20051013', '20051014', '20051017', '20051018', '20051019', '20051020', '20051021', '20051024', '20051025', '20051026', '20051027', '20051028', '20051031', '20051101', '20051102', '20051103', '20051104', '20051107', '20051108', '20051109', '20051110', '20051111', '20051114', '20051115', '20051116', '20051117', '20051118', '20051121', '20051122', '20051123', '20051125', '20051128', '20051129', '20051130', '20051201', '20051202', '20051205', '20051206', '20051207', '20051208', '20051209', '20051212', '20051213', '20051214', '20051215', '20051216', '20051219', '20051220', '20051221', '20051222', '20051223', '20051227', '20051228', '20051229', '20051230'])
In [14]:
daily_return['20040102'].head()
Out[14]:
| Barrid | DlyReturn | |
|---|---|---|
| 76 | USA0001 | 0.0 |
| 77 | USA0011 | 0.0 |
| 78 | USA0031 | 0.0 |
| 79 | USA0062 | 0.0 |
| 80 | USA00E2 | 0.0 |
In [15]:
tmp = daily_return['20040102']
tmp.shape
Out[15]:
(12442, 2)
Shift Daily Returns Data (TODO)¶
In the cell below, we want to incorporate a realistic time delay that exists in live trading, we’ll use a two day delay for the daily_return data. That means the daily_return should be two days after the data in data and cov_data. Combine daily_return and data together in a dict called frames.
Since reporting of PnL is usually for the date of the returns, make sure to use the two day delay dates (dates that match the daily_return) when building frames. This means calling frames['20040108'] will get you the prices from "20040108" and the data from data at "20040106".
Note: We're not shifting covariance, since we'll use the "DataDate" field in frames to lookup the covariance data. The "DataDate" field contains the date when the data in frames was recorded. For example, frames['20040108'] will give you a value of "20040106" for the field "DataDate".
In [16]:
frames ={}
dlyreturn_n_days_delay = 2
# TODO: Implement
date_shifts = zip(
sorted(data.keys()),
sorted(daily_return.keys())[dlyreturn_n_days_delay:len(data) + dlyreturn_n_days_delay])
for data_date, price_date in date_shifts:
frames[price_date] = data[data_date].merge(daily_return[price_date], on='Barrid')
In [17]:
frames.keys()
Out[17]:
dict_keys(['20040106', '20040107', '20040108', '20040109', '20040112', '20040113', '20040114', '20040115', '20040116', '20040120', '20040121', '20040122', '20040123', '20040126', '20040127', '20040128', '20040129', '20040130', '20040202', '20040203', '20040204', '20040205', '20040206', '20040209', '20040210', '20040211', '20040212', '20040213', '20040217', '20040218', '20040219', '20040220', '20040223', '20040224', '20040225', '20040226', '20040227', '20040301', '20040302', '20040303', '20040304', '20040305', '20040308', '20040309', '20040310', '20040311', '20040312', '20040315', '20040316', '20040317', '20040318', '20040319', '20040322', '20040323', '20040324', '20040325', '20040326', '20040329', '20040330', '20040331', '20040401', '20040402', '20040405', '20040406', '20040407', '20040408', '20040412', '20040413', '20040414', '20040415', '20040416', '20040419', '20040420', '20040421', '20040422', '20040423', '20040426', '20040427', '20040428', '20040429', '20040430', '20040503', '20040504', '20040505', '20040506', '20040507', '20040510', '20040511', '20040512', '20040513', '20040514', '20040517', '20040518', '20040519', '20040520', '20040521', '20040524', '20040525', '20040526', '20040527', '20040528', '20040601', '20040602', '20040603', '20040604', '20040607', '20040608', '20040609', '20040610', '20040614', '20040615', '20040616', '20040617', '20040618', '20040621', '20040622', '20040623', '20040624', '20040625', '20040628', '20040629', '20040630', '20040701', '20040702', '20040706', '20040707', '20040708', '20040709', '20040712', '20040713', '20040714', '20040715', '20040716', '20040719', '20040720', '20040721', '20040722', '20040723', '20040726', '20040727', '20040728', '20040729', '20040730', '20040802', '20040803', '20040804', '20040805', '20040806', '20040809', '20040810', '20040811', '20040812', '20040813', '20040816', '20040817', '20040818', '20040819', '20040820', '20040823', '20040824', '20040825', '20040826', '20040827', '20040830', '20040831', '20040901', '20040902', '20040903', '20040907', '20040908', '20040909', '20040910', '20040913', '20040914', '20040915', '20040916', '20040917', '20040920', '20040921', '20040922', '20040923', '20040924', '20040927', '20040928', '20040929', '20040930', '20041001', '20041004', '20041005', '20041006', '20041007', '20041008', '20041011', '20041012', '20041013', '20041014', '20041015', '20041018', '20041019', '20041020', '20041021', '20041022', '20041025', '20041026', '20041027', '20041028', '20041029', '20041101', '20041102', '20041103', '20041104', '20041105', '20041108', '20041109', '20041110', '20041111', '20041112', '20041115', '20041116', '20041117', '20041118', '20041119', '20041122', '20041123', '20041124', '20041126', '20041129', '20041130', '20041201', '20041202', '20041203', '20041206', '20041207', '20041208', '20041209', '20041210', '20041213', '20041214', '20041215', '20041216', '20041217', '20041220', '20041221', '20041222', '20041223', '20041227', '20041228', '20041229', '20041230', '20041231', '20050103', '20050104'])
In [18]:
frames['20040106'].head()
Out[18]:
| Barrid | USFASTD_1DREVRSL | USFASTD_AERODEF | USFASTD_AIRLINES | USFASTD_ALUMSTEL | USFASTD_APPAREL | USFASTD_AUTO | USFASTD_BANKS | USFASTD_BETA | USFASTD_BEVTOB | ... | DailyVolume | ADTCA_30 | IssuerMarketCap | Yield | TotalRisk | SpecRisk | HistBeta | PredBeta | DataDate | DlyReturn | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | USA0001 | -0.032 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.177 | 0.0 | ... | NaN | NaN | 5.392988e+10 | 0.188679 | 13.959397 | 9.014505 | -0.000189 | 0.156387 | 20040102 | 0.0 |
| 1 | USA0011 | -0.059 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.176 | 0.0 | ... | NaN | NaN | 5.874999e+09 | 0.000000 | 17.033359 | 11.726327 | 0.000013 | 0.147900 | 20040102 | 0.0 |
| 2 | USA0031 | 0.457 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.061 | 0.0 | ... | NaN | NaN | 7.304963e+10 | 2.103004 | 21.738218 | 18.047415 | 0.053033 | 0.216422 | 20040102 | 0.0 |
| 3 | USA0062 | -0.128 | 0.431 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.003 | 0.0 | ... | NaN | NaN | 2.866562e+10 | 2.243494 | 23.129496 | 20.830128 | 0.079755 | 0.355564 | 20040102 | 0.0 |
| 4 | USA00E2 | 0.374 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.967 | 0.0 | ... | NaN | NaN | 5.720420e+10 | 2.167256 | 25.391653 | 21.458171 | 0.096238 | 0.412602 | 20040102 | 0.0 |
5 rows × 93 columns
Add Daily Returns date column (Optional)¶
Name the column DlyReturnDate.
Hint: create a list containing copies of the date, then create a pandas series.
In [19]:
daily_return['20040102'].head()
Out[19]:
| Barrid | DlyReturn | |
|---|---|---|
| 76 | USA0001 | 0.0 |
| 77 | USA0011 | 0.0 |
| 78 | USA0031 | 0.0 |
| 79 | USA0062 | 0.0 |
| 80 | USA00E2 | 0.0 |
In [20]:
# Optional
for DlyReturnDate, df in daily_return.items():
rows = df.shape[0]
df['DlyReturnDate'] = pd.Series([DlyReturnDate]*rows)
In [21]:
daily_return['20040102'].head()
Out[21]:
| Barrid | DlyReturn | DlyReturnDate | |
|---|---|---|---|
| 76 | USA0001 | 0.0 | 20040102 |
| 77 | USA0011 | 0.0 | 20040102 |
| 78 | USA0031 | 0.0 | 20040102 |
| 79 | USA0062 | 0.0 | 20040102 |
| 80 | USA00E2 | 0.0 | 20040102 |
Winsorize¶
As we have done in other projects, we'll want to avoid extremely positive or negative values in our data. Will therefore create a function, wins, that will clip our values to a minimum and maximum range. This process is called Winsorizing. Remember that this helps us handle noise, which may otherwise cause unusually large positions.
In [22]:
def wins(x,a,b):
return np.where(x <= a,a, np.where(x >= b, b, x))
Density Plot¶
Let's check our wins function by taking a look at the distribution of returns for a single day 20040102. We will clip our data from -0.1 to 0.1 and plot it using our density_plot function.
In [23]:
def density_plot(data):
density = gaussian_kde(data)
xs = np.linspace(np.min(data),np.max(data),200)
density.covariance_factor = lambda : .25
density._compute_covariance()
plt.plot(xs,density(xs))
plt.xlabel('Daily Returns')
plt.ylabel('Density')
plt.show()
test = frames['20040108']
test['DlyReturn'] = wins(test['DlyReturn'],-0.1,0.1)
density_plot(test['DlyReturn'])
Factor Exposures and Factor Returns¶
Recall that:
$r_{i,t} = \sum_{j=1}^{k} (\beta_{i,j,t-2} \times f_{j,t})$
where $i=1...N$ (N assets),
and $j=1...k$ (k factors).
where $r_{i,t}$ is the return, $\beta_{i,j,t-2}$ is the factor exposure, and $f_{j,t}$ is the factor return. Since we get the factor exposures from the Barra data, and we know the returns, it is possible to estimate the factor returns. In this notebook, we will use the Ordinary Least Squares (OLS) method to estimate the factor exposures, $f_{j,t}$, by using $\beta_{i,j,t-2}$ as the independent variable, and $r_{i,t}$ as the dependent variable.
In [24]:
def get_formula(factors, Y):
L = ["0"]
L.extend(factors)
return Y + " ~ " + " + ".join(L)
def factors_from_names(n):
return list(filter(lambda x: "USFASTD_" in x, n))
def estimate_factor_returns(df):
## build universe based on filters
estu = df.loc[df.IssuerMarketCap > 1e9].copy(deep=True)
## winsorize returns for fitting
estu['DlyReturn'] = wins(estu['DlyReturn'], -0.25, 0.25)
all_factors = factors_from_names(list(df))
form = get_formula(all_factors, "DlyReturn")
model = ols(form, data=estu)
results = model.fit()
return results
In [25]:
facret = {}
for date in frames:
facret[date] = estimate_factor_returns(frames[date]).params
In [26]:
my_dates = sorted(list(map(lambda date: pd.to_datetime(date, format='%Y%m%d'), frames.keys())))
Choose Alpha Factors¶
We will now choose our alpha factors. Barra's factors include some alpha factors that we have seen before, such as:
USFASTD_1DREVRSL : Reversal
USFASTD_EARNYILD : Earnings Yield
USFASTD_VALUE : Value
USFASTD_SENTMT : Sentiment
We will choose these alpha factors for now, but you are encouraged to come back to this later and try other factors as well.
In [27]:
alpha_factors = ["USFASTD_1DREVRSL", "USFASTD_EARNYILD", "USFASTD_VALUE", "USFASTD_SENTMT"]
facret_df = pd.DataFrame(index = my_dates)
for dt in my_dates:
for alp in alpha_factors:
facret_df.at[dt, alp] = facret[dt.strftime('%Y%m%d')][alp]
for column in facret_df.columns:
plt.plot(facret_df[column].cumsum(), label=column)
plt.legend(loc='upper left')
plt.xlabel('Date')
plt.ylabel('Cumulative Factor Returns')
plt.show()
/opt/conda/lib/python3.6/site-packages/pandas/plotting/_converter.py:129: FutureWarning: Using an implicitly registered datetime converter for a matplotlib plotting method. The converter was registered by pandas on import. Future versions of pandas will require you to explicitly register matplotlib converters. To register the converters: >>> from pandas.plotting import register_matplotlib_converters >>> register_matplotlib_converters() warnings.warn(msg, FutureWarning)
Merge Previous Portfolio Holdings¶
In order to optimize our portfolio we will use the previous day's holdings to estimate the trade size and transaction costs. In order to keep track of the holdings from the previous day we will include a column to hold the portfolio holdings of the previous day. These holdings of all our assets will be initialized to zero when the backtest first starts.
In [28]:
def clean_nas(df):
numeric_columns = df.select_dtypes(include=[np.number]).columns.tolist()
for numeric_column in numeric_columns:
df[numeric_column] = np.nan_to_num(df[numeric_column])
return df
In [29]:
previous_holdings = pd.DataFrame(data = {"Barrid" : ["USA02P1"], "h.opt.previous" : np.array(0)})
df = frames[my_dates[0].strftime('%Y%m%d')]
df = df.merge(previous_holdings, how = 'left', on = 'Barrid')
df = clean_nas(df)
df.loc[df['SpecRisk'] == 0]['SpecRisk'] = median(df['SpecRisk'])
Build Universe Based on Filters (TODO)¶
In the cell below, implement the function get_universe that creates a stock universe by selecting only those companies that have a market capitalization of at least 1 billion dollars OR that are in the previous day's holdings, even if on the current day, the company no longer meets the 1 billion dollar criteria.
When creating the universe, make sure you use the .copy() attribute to create a copy of the data. Also, it is very important to make sure that we are not looking at returns when forming the portfolio! to make this impossible, make sure to drop the column containing the daily return.
In [30]:
def get_universe(df):
"""
Create a stock universe based on filters
Parameters
----------
df : DataFrame
All stocks
Returns
-------
universe : DataFrame
Selected stocks based on filters
"""
# TODO: Implement
universe = df.loc[(df['IssuerMarketCap'] >= 1e9) | (abs(df['h.opt.previous']) > 0)].copy()
universe = universe.drop(columns = 'DlyReturn')
return universe
universe = get_universe(df)
In [31]:
universe.head()
Out[31]:
| Barrid | USFASTD_1DREVRSL | USFASTD_AERODEF | USFASTD_AIRLINES | USFASTD_ALUMSTEL | USFASTD_APPAREL | USFASTD_AUTO | USFASTD_BANKS | USFASTD_BETA | USFASTD_BEVTOB | ... | DailyVolume | ADTCA_30 | IssuerMarketCap | Yield | TotalRisk | SpecRisk | HistBeta | PredBeta | DataDate | h.opt.previous | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | USA0001 | -0.032 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.177 | 0.0 | ... | 0.0 | 0.0 | 5.392988e+10 | 0.188679 | 13.959397 | 9.014505 | -0.000189 | 0.156387 | 20040102 | 0.0 |
| 1 | USA0011 | -0.059 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.176 | 0.0 | ... | 0.0 | 0.0 | 5.874999e+09 | 0.000000 | 17.033359 | 11.726327 | 0.000013 | 0.147900 | 20040102 | 0.0 |
| 2 | USA0031 | 0.457 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.061 | 0.0 | ... | 0.0 | 0.0 | 7.304963e+10 | 2.103004 | 21.738218 | 18.047415 | 0.053033 | 0.216422 | 20040102 | 0.0 |
| 3 | USA0062 | -0.128 | 0.431 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.003 | 0.0 | ... | 0.0 | 0.0 | 2.866562e+10 | 2.243494 | 23.129496 | 20.830128 | 0.079755 | 0.355564 | 20040102 | 0.0 |
| 4 | USA00E2 | 0.374 | 0.000 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.967 | 0.0 | ... | 0.0 | 0.0 | 5.720420e+10 | 2.167256 | 25.391653 | 21.458171 | 0.096238 | 0.412602 | 20040102 | 0.0 |
5 rows × 93 columns
In [32]:
date = str(int(universe['DataDate'][1]))
date
Out[32]:
'20040102'
Factors¶
We will now extract both the risk factors and alpha factors. We begin by first getting all the factors using the factors_from_names function defined previously.
In [33]:
all_factors = factors_from_names(list(universe))
print(len(all_factors))
print(all_factors)
81 ['USFASTD_1DREVRSL', 'USFASTD_AERODEF', 'USFASTD_AIRLINES', 'USFASTD_ALUMSTEL', 'USFASTD_APPAREL', 'USFASTD_AUTO', 'USFASTD_BANKS', 'USFASTD_BETA', 'USFASTD_BEVTOB', 'USFASTD_BIOLIFE', 'USFASTD_BLDGPROD', 'USFASTD_CHEM', 'USFASTD_CNSTENG', 'USFASTD_CNSTMACH', 'USFASTD_CNSTMATL', 'USFASTD_COMMEQP', 'USFASTD_COMPELEC', 'USFASTD_COMSVCS', 'USFASTD_CONGLOM', 'USFASTD_CONTAINR', 'USFASTD_DISTRIB', 'USFASTD_DIVFIN', 'USFASTD_DIVYILD', 'USFASTD_DWNRISK', 'USFASTD_EARNQLTY', 'USFASTD_EARNYILD', 'USFASTD_ELECEQP', 'USFASTD_ELECUTIL', 'USFASTD_FOODPROD', 'USFASTD_FOODRET', 'USFASTD_GASUTIL', 'USFASTD_GROWTH', 'USFASTD_HLTHEQP', 'USFASTD_HLTHSVCS', 'USFASTD_HOMEBLDG', 'USFASTD_HOUSEDUR', 'USFASTD_INDMACH', 'USFASTD_INDMOM', 'USFASTD_INSURNCE', 'USFASTD_INTERNET', 'USFASTD_LEISPROD', 'USFASTD_LEISSVCS', 'USFASTD_LEVERAGE', 'USFASTD_LIFEINS', 'USFASTD_LIQUIDTY', 'USFASTD_LTREVRSL', 'USFASTD_MEDIA', 'USFASTD_MGDHLTH', 'USFASTD_MGMTQLTY', 'USFASTD_MIDCAP', 'USFASTD_MOMENTUM', 'USFASTD_MULTUTIL', 'USFASTD_OILGSCON', 'USFASTD_OILGSDRL', 'USFASTD_OILGSEQP', 'USFASTD_OILGSEXP', 'USFASTD_PAPER', 'USFASTD_PHARMA', 'USFASTD_PRECMTLS', 'USFASTD_PROFIT', 'USFASTD_PROSPECT', 'USFASTD_PSNLPROD', 'USFASTD_REALEST', 'USFASTD_RESTAUR', 'USFASTD_RESVOL', 'USFASTD_ROADRAIL', 'USFASTD_SEASON', 'USFASTD_SEMICOND', 'USFASTD_SEMIEQP', 'USFASTD_SENTMT', 'USFASTD_SIZE', 'USFASTD_SOFTWARE', 'USFASTD_SPLTYRET', 'USFASTD_SPTYCHEM', 'USFASTD_SPTYSTOR', 'USFASTD_STREVRSL', 'USFASTD_TELECOM', 'USFASTD_TRADECO', 'USFASTD_TRANSPRT', 'USFASTD_VALUE', 'USFASTD_WIRELESS']
We will now create the function setdiff to just select the factors that we have not defined as alpha factors
In [34]:
def setdiff(temp1, temp2):
s = set(temp2)
temp3 = [x for x in temp1 if x not in s]
return temp3
In [35]:
risk_factors = setdiff(all_factors, alpha_factors)
print(len(risk_factors))
print(risk_factors)
77 ['USFASTD_AERODEF', 'USFASTD_AIRLINES', 'USFASTD_ALUMSTEL', 'USFASTD_APPAREL', 'USFASTD_AUTO', 'USFASTD_BANKS', 'USFASTD_BETA', 'USFASTD_BEVTOB', 'USFASTD_BIOLIFE', 'USFASTD_BLDGPROD', 'USFASTD_CHEM', 'USFASTD_CNSTENG', 'USFASTD_CNSTMACH', 'USFASTD_CNSTMATL', 'USFASTD_COMMEQP', 'USFASTD_COMPELEC', 'USFASTD_COMSVCS', 'USFASTD_CONGLOM', 'USFASTD_CONTAINR', 'USFASTD_DISTRIB', 'USFASTD_DIVFIN', 'USFASTD_DIVYILD', 'USFASTD_DWNRISK', 'USFASTD_EARNQLTY', 'USFASTD_ELECEQP', 'USFASTD_ELECUTIL', 'USFASTD_FOODPROD', 'USFASTD_FOODRET', 'USFASTD_GASUTIL', 'USFASTD_GROWTH', 'USFASTD_HLTHEQP', 'USFASTD_HLTHSVCS', 'USFASTD_HOMEBLDG', 'USFASTD_HOUSEDUR', 'USFASTD_INDMACH', 'USFASTD_INDMOM', 'USFASTD_INSURNCE', 'USFASTD_INTERNET', 'USFASTD_LEISPROD', 'USFASTD_LEISSVCS', 'USFASTD_LEVERAGE', 'USFASTD_LIFEINS', 'USFASTD_LIQUIDTY', 'USFASTD_LTREVRSL', 'USFASTD_MEDIA', 'USFASTD_MGDHLTH', 'USFASTD_MGMTQLTY', 'USFASTD_MIDCAP', 'USFASTD_MOMENTUM', 'USFASTD_MULTUTIL', 'USFASTD_OILGSCON', 'USFASTD_OILGSDRL', 'USFASTD_OILGSEQP', 'USFASTD_OILGSEXP', 'USFASTD_PAPER', 'USFASTD_PHARMA', 'USFASTD_PRECMTLS', 'USFASTD_PROFIT', 'USFASTD_PROSPECT', 'USFASTD_PSNLPROD', 'USFASTD_REALEST', 'USFASTD_RESTAUR', 'USFASTD_RESVOL', 'USFASTD_ROADRAIL', 'USFASTD_SEASON', 'USFASTD_SEMICOND', 'USFASTD_SEMIEQP', 'USFASTD_SIZE', 'USFASTD_SOFTWARE', 'USFASTD_SPLTYRET', 'USFASTD_SPTYCHEM', 'USFASTD_SPTYSTOR', 'USFASTD_STREVRSL', 'USFASTD_TELECOM', 'USFASTD_TRADECO', 'USFASTD_TRANSPRT', 'USFASTD_WIRELESS']
We will also save the column that contains the previous holdings in a separate variable because we are going to use it later when we perform our portfolio optimization.
In [36]:
h0 = universe['h.opt.previous']
Matrix of Risk Factor Exposures¶
Our dataframe contains several columns that we'll use as risk factors exposures. Extract these and put them into a matrix.
The data, such as industry category, are already one-hot encoded, but if this were not the case, then using patsy.dmatrices would help, as this function extracts categories and performs the one-hot encoding. We'll practice using this package, as you may find it useful with future data sets. You could also store the factors in a dataframe if you prefer.
How to use patsy.dmatrices¶
patsy.dmatrices takes in a formula and the dataframe. The formula tells the function which columns to take. The formula will look something like this:
SpecRisk ~ 0 + USFASTD_AERODEF + USFASTD_AIRLINES + ...
where the variable to the left of the ~ is the "dependent variable" and the others to the right are the independent variables (as if we were preparing data to be fit to a model).
This just means that the pasty.dmatrices function will return two matrix variables, one that contains the single column for the dependent variable outcome, and the independent variable columns are stored in a matrix predictors.
The predictors matrix will contain the matrix of risk factors, which is what we want. We don't actually need the outcome matrix; it's just created because that's the way patsy.dmatrices works.
In [37]:
formula = get_formula(risk_factors, "SpecRisk")
In [38]:
def model_matrix(formula, data):
outcome, predictors = patsy.dmatrices(formula, data)
return predictors
In [39]:
B = model_matrix(formula, universe)
BT = B.transpose()
Calculate Specific Variance¶
Notice that the specific risk data is in percent:
In [40]:
universe['SpecRisk'][0:2]
Out[40]:
0 9.014505 1 11.726327 Name: SpecRisk, dtype: float64
Therefore, in order to get the specific variance for each stock in the universe we first need to multiply these values by 0.01 and then square them:
In [41]:
specVar = (0.01 * universe['SpecRisk']) ** 2
Factor covariance matrix (TODO)¶
Note that we already have factor covariances from Barra data, which is stored in the variable covariance. covariance is a dictionary, where the key is each day's date, and the value is a dataframe containing the factor covariances.
In [42]:
covariance['20040102'].head()
Out[42]:
| Factor1 | Factor2 | VarCovar | DataDate | |
|---|---|---|---|---|
| 0 | USFASTD_1DREVRSL | USFASTD_1DREVRSL | 1.958869 | 20040102 |
| 1 | USFASTD_1DREVRSL | USFASTD_BETA | 1.602458 | 20040102 |
| 2 | USFASTD_1DREVRSL | USFASTD_DIVYILD | -0.012642 | 20040102 |
| 3 | USFASTD_1DREVRSL | USFASTD_DWNRISK | -0.064387 | 20040102 |
| 4 | USFASTD_1DREVRSL | USFASTD_EARNQLTY | 0.046573 | 20040102 |
In the code below, implement the function diagonal_factor_cov to create the factor covariance matrix. Note that the covariances are given in percentage units squared. Therefore you must re-scale them appropriately so that they're in decimals squared. Use the given colnames function to get the column names from B.
When creating factor covariance matrix, you can store the factor variances and covariances, or just store the factor variances. Try both, and see if you notice any differences.
In [43]:
def colnames(B):
if type(B) == patsy.design_info.DesignMatrix:
return B.design_info.column_names
if type(B) == pandas.core.frame.DataFrame:
return B.columns.tolist()
return None
In [44]:
def diagonal_factor_cov(date, B):
"""
Create the factor covariance matrix
Parameters
----------
date : string
date. For example 20040102
B : patsy.design_info.DesignMatrix OR pandas.core.frame.DataFrame
Matrix of Risk Factors
Returns
-------
Fm : Numpy ndarray
factor covariance matrix
"""
# TODO: Implement
cv = covariance[date]
k = np.shape(B)[1]
Fm = np.zeros([k,k])
for j in range(0,k):
fac = colnames(B)[j]
Fm[j,j] = (0.01**2) * (cv.loc[(cv.Factor1==fac) & (cv.Factor2==fac),"VarCovar"].iloc[0])
return(Fm)
Fvar = diagonal_factor_cov(date, B)
Transaction Costs¶
To get the transaction cost, or slippage, we have to multiply the price change due to market impact by the amount of dollars traded:
$$ \mbox{tcost_{i,t}} = \% \Delta \mbox{price}_{i,t} \times \mbox{trade}_{i,t} $$In summation notation it looks like this:
$$
\mbox{tcost}_{i,t} = \sum_i^{N} \lambda_{i,t} (h_{i,t} - h_{i,t-1})^2
$$
where
$$
\lambda_{i,t} = \frac{1}{10\times \mbox{ADV}_{i,t}}
$$
Note that since we're dividing by ADV, we'll want to handle cases when ADV is missing or zero. In those instances, we can set ADV to a small positive number, such as 10,000, which, in practice assumes that the stock is illiquid. In the code below if there is no volume information we assume the asset is illiquid.
In [45]:
def get_lambda(universe, composite_volume_column = 'ADTCA_30'):
universe.loc[np.isnan(universe[composite_volume_column]), composite_volume_column] = 1.0e4
universe.loc[universe[composite_volume_column] == 0, composite_volume_column] = 1.0e4
adv = universe[composite_volume_column]
return 0.1 / adv
Lambda = get_lambda(universe)
Alpha Combination (TODO)¶
In the code below create a matrix of alpha factors and return it from the function get_B_alpha. Create this matrix in the same way you created the matrix of risk factors, i.e. using the get_formula and model_matrix functions we have defined above. Feel free to go back and look at the previous code.
In [46]:
def get_B_alpha(alpha_factors, universe):
# TODO: Implement
B_alpha = model_matrix(get_formula(alpha_factors, "SpecRisk"), data = universe)
return B_alpha
B_alpha = get_B_alpha(alpha_factors, universe)
Now that you have the matrix containing the alpha factors we will combine them by adding its rows. By doing this we will collapse the B_alpha matrix into a single alpha vector. We'll multiply by 1e-4 so that the expression of expected portfolio return, $\alpha^T \mathbf{h}$, is in dollar units.
In [47]:
def get_alpha_vec(B_alpha):
"""
Create an alpha vecrtor
Parameters
----------
B_alpha : patsy.design_info.DesignMatrix
Matrix of Alpha Factors
Returns
-------
alpha_vec : patsy.design_info.DesignMatrix
alpha vecrtor
"""
# TODO: Implement
scale = 1e-4
alpha_vec = scale * np.sum(B_alpha, axis=1)
print(alpha_vec.shape)
return alpha_vec
alpha_vec = get_alpha_vec(B_alpha)
(2265,)
Optional Challenge¶
You can also try to a more sophisticated method of alpha combination, by choosing the holding for each alpha based on the same metric of its performance, such as the factor returns, or sharpe ratio. To make this more realistic, you can calculate a rolling average of the sharpe ratio, which is updated for each day. Remember to only use data that occurs prior to the date of each optimization, and not data that occurs in the future. Also, since factor returns and sharpe ratios may be negative, consider using a max function to give the holdings a lower bound of zero.
Objective function (TODO)¶
The objective function is given by:
$$ f(\mathbf{h}) = \frac{1}{2}\kappa \mathbf{h}_t^T\mathbf{Q}^T\mathbf{Q}\mathbf{h}_t + \frac{1}{2} \kappa \mathbf{h}_t^T \mathbf{S} \mathbf{h}_t - \mathbf{\alpha}^T \mathbf{h}_t + (\mathbf{h}_{t} - \mathbf{h}_{t-1})^T \mathbf{\Lambda} (\mathbf{h}_{t} - \mathbf{h}_{t-1}) $$Where the terms correspond to: factor risk + idiosyncratic risk - expected portfolio return + transaction costs, respectively. We should also note that $\textbf{Q}^T\textbf{Q}$ is defined to be the same as $\textbf{BFB}^T$. Review the lessons if you need a refresher of how we get $\textbf{Q}$.
Our objective is to minimize this objective function. To do this, we will use Scipy's optimization function:
scipy.optimize.fmin_l_bfgs_b(func, initial_guess, func_gradient)
where:
func : is the function we want to minimize
initial_guess : is out initial guess
func_gradient : is the gradient of the function we want to minimize
So, in order to use the scipy.optimize.fmin_l_bfgs_b function we first need to define its parameters.
In the code below implement the function obj_func(h) that corresponds to the objective function above that we want to minimize. We will set the risk aversion to be 1.0e-6.
In [48]:
risk_aversion = 1.0e-6
def get_obj_func(h0, risk_aversion, Q, specVar, alpha_vec, Lambda):
def obj_func(h):
# TODO: Implement
f = 0.0
f += 0.5 * risk_aversion * np.sum( np.matmul(Q, h) ** 2 )
f += 0.5 * risk_aversion * np.dot(h ** 2, specVar) #since Specific Variance is diagonal, don't have to do matmul
f -= np.dot(h, alpha_vec)
f += np.dot( (h - h0) ** 2, Lambda)
return f
return obj_func
Gradient (TODO)¶
Now that we can generate the objective function using get_obj_func, we can now create a similar function with its gradient. The reason we're interested in calculating the gradient is so that we can tell the optimizer in which direction, and how much, it should shift the portfolio holdings in order to improve the objective function (minimize variance, minimize transaction cost, and maximize expected portfolio return).
Before we implement the function we first need to know what the gradient looks like. The gradient, or derivative of the objective function, with respect to the portfolio holdings h, is given by:
$$ f'(\mathbf{h}) = \frac{1}{2}\kappa (2\mathbf{Q}^T\mathbf{Qh}) + \frac{1}{2}\kappa (2\mathbf{Sh}) - \mathbf{\alpha} + 2(\mathbf{h}_{t} - \mathbf{h}_{t-1}) \mathbf{\Lambda} $$In the code below, implement the function grad(h) that corresponds to the function of the gradient given above.
In [49]:
def get_grad_func(h0, risk_aversion, Q, QT, specVar, alpha_vec, Lambda):
def grad_func(h):
# TODO: Implement
g = risk_aversion * (np.matmul(QT, np.matmul(Q,h)) + (specVar * h) ) \
- alpha_vec \
+ 2 * (h-h0) * Lambda
return (np.asarray(g))
return grad_func
Optimize (TODO)¶
Now that we can generate the objective function using get_obj_func, and its corresponding gradient using get_grad_func we are ready to minimize the objective function using Scipy's optimization function. For this, we will use out initial holdings as our initial_guess parameter.
In the cell below, implement the function get_h_star that optimizes the objective function. Use the objective function (obj_func) and gradient function (grad_func) provided within get_h_star to optimize the objective function using the scipy.optimize.fmin_l_bfgs_b function.
In [50]:
risk_aversion = 1.0e-6
Q = np.matmul(scipy.linalg.sqrtm(Fvar), BT)
QT = Q.transpose()
def get_h_star(risk_aversion, Q, QT, specVar, alpha_vec, h0, Lambda):
"""
Optimize the objective function
Parameters
----------
risk_aversion : int or float
Trader's risk aversion
Q : patsy.design_info.DesignMatrix
Q Matrix
QT : patsy.design_info.DesignMatrix
Transpose of the Q Matrix
specVar: Pandas Series
Specific Variance
alpha_vec: patsy.design_info.DesignMatrix
alpha vector
h0 : Pandas Series
initial holdings
Lambda : Pandas Series
Lambda
Returns
-------
optimizer_result[0]: Numpy ndarray
optimized holdings
"""
obj_func = get_obj_func(h0, risk_aversion, Q, specVar, alpha_vec, Lambda)
grad_func = get_grad_func(h0, risk_aversion, Q, QT, specVar, alpha_vec, Lambda)
# TODO: Implement
optimizer_result = scipy.optimize.fmin_l_bfgs_b(obj_func, h0, fprime=grad_func)
return optimizer_result[0]
h_star = get_h_star(risk_aversion, Q, QT, specVar, alpha_vec, h0, Lambda)
After we have optimized our objective function we can now use, h_star to create our optimal portfolio:
In [51]:
opt_portfolio = pd.DataFrame(data = {"Barrid" : universe['Barrid'], "h.opt" : h_star})
Risk Exposures (TODO)¶
We can also use h_star to calculate our portfolio's risk and alpha exposures.
In the cells below implement the functions get_risk_exposures and get_portfolio_alpha_exposure that calculate the portfolio's risk and alpha exposures, respectively.
In [52]:
def get_risk_exposures(B, BT, h_star):
"""
Calculate portfolio's Risk Exposure
Parameters
----------
B : patsy.design_info.DesignMatrix
Matrix of Risk Factors
BT : patsy.design_info.DesignMatrix
Transpose of Matrix of Risk Factors
h_star: Numpy ndarray
optimized holdings
Returns
-------
risk_exposures : Pandas Series
Risk Exposures
"""
# TODO: Implement
risk_exposures = np.matmul(BT, h_star)
return pd.Series(risk_exposures, index = colnames(B))
risk_exposures = get_risk_exposures(B, BT, h_star)
In [53]:
def get_portfolio_alpha_exposure(B_alpha, h_star):
"""
Calculate portfolio's Alpha Exposure
Parameters
----------
B_alpha : patsy.design_info.DesignMatrix
Matrix of Alpha Factors
h_star: Numpy ndarray
optimized holdings
Returns
-------
alpha_exposures : Pandas Series
Alpha Exposures
"""
# TODO: Implement
alpha_exposures = np.matmul(B_alpha.transpose(), h_star)
return pd.Series(alpha_exposures, index = colnames(B_alpha))
portfolio_alpha_exposure = get_portfolio_alpha_exposure(B_alpha, h_star)
Transaction Costs (TODO)¶
We can also use h_star to calculate our total transaction costs:
$$
\mbox{tcost} = \sum_i^{N} \lambda_{i} (h_{i,t} - h_{i,t-1})^2
$$
In the cell below, implement the function get_total_transaction_costs that calculates the total transaction costs according to the equation above:
In [54]:
def get_total_transaction_costs(h0, h_star, Lambda):
"""
Calculate Total Transaction Costs
Parameters
----------
h0 : Pandas Series
initial holdings (before optimization)
h_star: Numpy ndarray
optimized holdings
Lambda : Pandas Series
Lambda
Returns
-------
total_transaction_costs : float
Total Transaction Costs
"""
# TODO: Implement
total_transaction_costs = np.dot( (h_star - h0) ** 2, Lambda)
return total_transaction_costs
total_transaction_costs = get_total_transaction_costs(h0, h_star, Lambda)
Putting It All Together¶
We can now take all the above functions we created above and use them to create a single function, form_optimal_portfolio that returns the optimal portfolio, the risk and alpha exposures, and the total transactions costs.
In [55]:
def form_optimal_portfolio(df, previous, risk_aversion):
df = df.merge(previous, how = 'left', on = 'Barrid')
df = clean_nas(df)
df.loc[df['SpecRisk'] == 0]['SpecRisk'] = median(df['SpecRisk'])
universe = get_universe(df)
date = str(int(universe['DataDate'][1]))
all_factors = factors_from_names(list(universe))
risk_factors = setdiff(all_factors, alpha_factors)
h0 = universe['h.opt.previous']
B = model_matrix(get_formula(risk_factors, "SpecRisk"), universe)
BT = B.transpose()
specVar = (0.01 * universe['SpecRisk']) ** 2
Fvar = diagonal_factor_cov(date, B)
Lambda = get_lambda(universe)
B_alpha = get_B_alpha(alpha_factors, universe)
alpha_vec = get_alpha_vec(B_alpha)
Q = np.matmul(scipy.linalg.sqrtm(Fvar), BT)
QT = Q.transpose()
h_star = get_h_star(risk_aversion, Q, QT, specVar, alpha_vec, h0, Lambda)
opt_portfolio = pd.DataFrame(data = {"Barrid" : universe['Barrid'], "h.opt" : h_star})
risk_exposures = get_risk_exposures(B, BT, h_star)
portfolio_alpha_exposure = get_portfolio_alpha_exposure(B_alpha, h_star)
total_transaction_costs = get_total_transaction_costs(h0, h_star, Lambda)
return {
"opt.portfolio" : opt_portfolio,
"risk.exposures" : risk_exposures,
"alpha.exposures" : portfolio_alpha_exposure,
"total.cost" : total_transaction_costs}
Build tradelist¶
The trade list is the most recent optimal asset holdings minus the previous day's optimal holdings.
In [56]:
def build_tradelist(prev_holdings, opt_result):
tmp = prev_holdings.merge(opt_result['opt.portfolio'], how='outer', on = 'Barrid')
tmp['h.opt.previous'] = np.nan_to_num(tmp['h.opt.previous'])
tmp['h.opt'] = np.nan_to_num(tmp['h.opt'])
return tmp
Save optimal holdings as previous optimal holdings.¶
As we walk through each day, we'll re-use the column for previous holdings by storing the "current" optimal holdings as the "previous" optimal holdings.
In [57]:
def convert_to_previous(result):
prev = result['opt.portfolio']
prev = prev.rename(index=str, columns={"h.opt": "h.opt.previous"}, copy=True, inplace=False)
return prev
Run the backtest¶
Walk through each day, calculating the optimal portfolio holdings and trade list. This may take some time, but should finish sooner if you've chosen all the optimizations you learned in the lessons.
In [58]:
trades = {}
port = {}
for dt in tqdm(my_dates, desc='Optimizing Portfolio', unit='day'):
date = dt.strftime('%Y%m%d')
result = form_optimal_portfolio(frames[date], previous_holdings, risk_aversion)
trades[date] = build_tradelist(previous_holdings, result)
port[date] = result
previous_holdings = convert_to_previous(result)
Optimizing Portfolio: 0%| | 0/252 [00:00<?, ?day/s]
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Optimizing Portfolio: 0%| | 1/252 [00:05<24:01, 5.74s/day]
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Optimizing Portfolio: 1%| | 3/252 [00:16<22:39, 5.46s/day]
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Optimizing Portfolio: 2%|▏ | 4/252 [00:20<21:26, 5.19s/day]
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Optimizing Portfolio: 2%|▏ | 6/252 [00:32<22:12, 5.42s/day]
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Optimizing Portfolio: 3%|▎ | 7/252 [00:37<22:05, 5.41s/day]
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Optimizing Portfolio: 3%|▎ | 8/252 [00:42<21:43, 5.34s/day]
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Optimizing Portfolio: 4%|▎ | 9/252 [00:47<21:14, 5.25s/day]
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Optimizing Portfolio: 4%|▍ | 10/252 [00:51<20:53, 5.18s/day]
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Optimizing Portfolio: 4%|▍ | 11/252 [00:56<20:45, 5.17s/day]
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Optimizing Portfolio: 5%|▍ | 12/252 [01:01<20:22, 5.09s/day]
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Optimizing Portfolio: 5%|▌ | 13/252 [01:05<20:03, 5.04s/day]
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Optimizing Portfolio: 6%|▌ | 14/252 [01:09<19:46, 4.98s/day]
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Optimizing Portfolio: 6%|▌ | 15/252 [01:13<19:20, 4.90s/day]
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Optimizing Portfolio: 6%|▋ | 16/252 [01:17<19:00, 4.83s/day]
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Optimizing Portfolio: 7%|▋ | 18/252 [01:23<18:01, 4.62s/day]
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Optimizing Portfolio: 8%|▊ | 19/252 [01:26<17:38, 4.54s/day]
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Optimizing Portfolio: 8%|▊ | 20/252 [01:28<17:11, 4.44s/day]
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Optimizing Portfolio: 10%|█ | 26/252 [01:45<15:14, 4.04s/day]
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Optimizing Portfolio: 11%|█ | 27/252 [01:49<15:12, 4.06s/day]
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Optimizing Portfolio: 11%|█ | 28/252 [01:53<15:11, 4.07s/day]
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Optimizing Portfolio: 12%|█▏ | 29/252 [01:58<15:08, 4.07s/day]
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Optimizing Portfolio: 12%|█▏ | 30/252 [02:02<15:03, 4.07s/day]
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Optimizing Portfolio: 12%|█▏ | 31/252 [02:06<15:02, 4.08s/day]
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Optimizing Portfolio: 13%|█▎ | 32/252 [02:10<14:58, 4.08s/day]
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Optimizing Portfolio: 14%|█▍ | 35/252 [02:23<14:47, 4.09s/day]
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Optimizing Portfolio: 14%|█▍ | 36/252 [02:27<14:47, 4.11s/day]
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Optimizing Portfolio: 15%|█▍ | 37/252 [02:32<14:47, 4.13s/day]
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Optimizing Portfolio: 15%|█▌ | 38/252 [02:37<14:46, 4.14s/day]
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Optimizing Portfolio: 18%|█▊ | 45/252 [03:09<14:32, 4.22s/day]
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Optimizing Portfolio: 18%|█▊ | 46/252 [03:15<14:33, 4.24s/day]
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Optimizing Portfolio: 19%|█▊ | 47/252 [03:31<15:23, 4.51s/day]
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Optimizing Portfolio: 20%|██ | 51/252 [03:49<15:04, 4.50s/day]
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Optimizing Portfolio: 26%|██▌ | 65/252 [04:51<13:59, 4.49s/day]
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Optimizing Portfolio: 26%|██▌ | 66/252 [04:55<13:54, 4.48s/day]
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Optimizing Portfolio: 27%|██▋ | 67/252 [05:00<13:49, 4.48s/day]
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Optimizing Portfolio: 27%|██▋ | 68/252 [05:07<13:50, 4.52s/day]
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Optimizing Portfolio: 27%|██▋ | 69/252 [05:12<13:49, 4.53s/day]
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Optimizing Portfolio: 28%|██▊ | 70/252 [05:17<13:44, 4.53s/day]
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Optimizing Portfolio: 28%|██▊ | 71/252 [05:21<13:39, 4.53s/day]
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Optimizing Portfolio: 29%|██▊ | 72/252 [05:28<13:41, 4.56s/day]
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Optimizing Portfolio: 29%|██▉ | 73/252 [05:33<13:38, 4.57s/day]
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Optimizing Portfolio: 29%|██▉ | 74/252 [05:39<13:35, 4.58s/day]
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Optimizing Portfolio: 30%|██▉ | 75/252 [05:43<13:31, 4.58s/day]
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Optimizing Portfolio: 30%|███ | 76/252 [05:50<13:31, 4.61s/day]
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Optimizing Portfolio: 31%|███ | 77/252 [05:56<13:29, 4.63s/day]
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Optimizing Portfolio: 31%|███ | 78/252 [06:01<13:26, 4.64s/day]
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Optimizing Portfolio: 31%|███▏ | 79/252 [06:06<13:23, 4.64s/day]
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Optimizing Portfolio: 32%|███▏ | 80/252 [06:11<13:19, 4.65s/day]
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Optimizing Portfolio: 32%|███▏ | 81/252 [06:17<13:16, 4.66s/day]
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Optimizing Portfolio: 33%|███▎ | 82/252 [06:24<13:16, 4.68s/day]
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Optimizing Portfolio: 33%|███▎ | 83/252 [06:30<13:15, 4.71s/day]
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Optimizing Portfolio: 33%|███▎ | 84/252 [06:35<13:11, 4.71s/day]
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Optimizing Portfolio: 34%|███▎ | 85/252 [06:42<13:09, 4.73s/day]
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Optimizing Portfolio: 34%|███▍ | 86/252 [06:45<13:02, 4.72s/day]
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Optimizing Portfolio: 35%|███▍ | 87/252 [06:48<12:54, 4.69s/day]
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Optimizing Portfolio: 35%|███▍ | 88/252 [06:51<12:46, 4.67s/day]
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Optimizing Portfolio: 35%|███▌ | 89/252 [06:54<12:39, 4.66s/day]
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Optimizing Portfolio: 36%|███▌ | 90/252 [06:57<12:31, 4.64s/day]
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Optimizing Portfolio: 36%|███▌ | 91/252 [07:00<12:23, 4.62s/day]
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Optimizing Portfolio: 37%|███▋ | 92/252 [07:02<12:15, 4.60s/day]
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Optimizing Portfolio: 37%|███▋ | 93/252 [07:06<12:09, 4.59s/day]
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Optimizing Portfolio: 37%|███▋ | 94/252 [07:09<12:01, 4.57s/day]
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Optimizing Portfolio: 38%|███▊ | 95/252 [07:12<11:55, 4.56s/day]
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Optimizing Portfolio: 38%|███▊ | 96/252 [07:16<11:49, 4.55s/day]
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Optimizing Portfolio: 38%|███▊ | 97/252 [07:21<11:44, 4.55s/day]
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Optimizing Portfolio: 39%|███▉ | 98/252 [07:25<11:39, 4.54s/day]
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Optimizing Portfolio: 39%|███▉ | 99/252 [07:27<11:31, 4.52s/day]
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Optimizing Portfolio: 40%|███▉ | 100/252 [07:31<11:25, 4.51s/day]
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Optimizing Portfolio: 40%|████ | 101/252 [07:35<11:21, 4.51s/day]
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Optimizing Portfolio: 40%|████ | 102/252 [07:39<11:16, 4.51s/day]
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Optimizing Portfolio: 41%|████ | 103/252 [07:44<11:12, 4.51s/day]
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Optimizing Portfolio: 41%|████▏ | 104/252 [07:48<11:07, 4.51s/day]
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Optimizing Portfolio: 42%|████▏ | 105/252 [07:53<11:03, 4.51s/day]
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Optimizing Portfolio: 42%|████▏ | 106/252 [07:58<10:58, 4.51s/day]
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Optimizing Portfolio: 42%|████▏ | 107/252 [08:03<10:55, 4.52s/day]
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Optimizing Portfolio: 43%|████▎ | 108/252 [08:08<10:51, 4.52s/day]
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Optimizing Portfolio: 43%|████▎ | 109/252 [08:12<10:46, 4.52s/day]
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Optimizing Portfolio: 44%|████▎ | 110/252 [08:17<10:42, 4.53s/day]
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Optimizing Portfolio: 44%|████▍ | 111/252 [08:25<10:41, 4.55s/day]
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Optimizing Portfolio: 44%|████▍ | 112/252 [08:31<10:39, 4.57s/day]
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Optimizing Portfolio: 45%|████▍ | 113/252 [08:38<10:37, 4.59s/day]
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Optimizing Portfolio: 45%|████▌ | 114/252 [08:47<10:38, 4.63s/day]
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Optimizing Portfolio: 46%|████▌ | 115/252 [08:54<10:36, 4.65s/day]
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Optimizing Portfolio: 46%|████▌ | 116/252 [09:01<10:34, 4.67s/day]
(2500,)
Optimizing Portfolio: 46%|████▋ | 117/252 [09:08<10:33, 4.69s/day]
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Optimizing Portfolio: 47%|████▋ | 118/252 [09:13<10:28, 4.69s/day]
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Optimizing Portfolio: 47%|████▋ | 119/252 [09:17<10:23, 4.68s/day]
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Optimizing Portfolio: 48%|████▊ | 120/252 [09:23<10:20, 4.70s/day]
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Optimizing Portfolio: 48%|████▊ | 121/252 [09:30<10:17, 4.71s/day]
(2507,)
Optimizing Portfolio: 48%|████▊ | 122/252 [09:36<10:14, 4.72s/day]
(2505,)
Optimizing Portfolio: 49%|████▉ | 123/252 [09:42<10:10, 4.73s/day]
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Optimizing Portfolio: 49%|████▉ | 124/252 [09:48<10:07, 4.75s/day]
(2507,)
Optimizing Portfolio: 50%|████▉ | 125/252 [09:53<10:03, 4.75s/day]
(2508,)
Optimizing Portfolio: 50%|█████ | 126/252 [09:57<09:57, 4.74s/day]
(2510,)
Optimizing Portfolio: 50%|█████ | 127/252 [10:01<09:52, 4.74s/day]
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Optimizing Portfolio: 51%|█████ | 128/252 [10:06<09:47, 4.74s/day]
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Optimizing Portfolio: 51%|█████ | 129/252 [10:11<09:43, 4.74s/day]
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Optimizing Portfolio: 52%|█████▏ | 130/252 [10:16<09:38, 4.74s/day]
(2514,)
Optimizing Portfolio: 52%|█████▏ | 131/252 [10:20<09:33, 4.74s/day]
(2515,)
Optimizing Portfolio: 52%|█████▏ | 132/252 [10:24<09:27, 4.73s/day]
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Optimizing Portfolio: 53%|█████▎ | 133/252 [10:28<09:22, 4.73s/day]
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Optimizing Portfolio: 53%|█████▎ | 134/252 [10:32<09:17, 4.72s/day]
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Optimizing Portfolio: 54%|█████▎ | 135/252 [10:36<09:11, 4.71s/day]
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Optimizing Portfolio: 54%|█████▍ | 136/252 [10:40<09:06, 4.71s/day]
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Optimizing Portfolio: 54%|█████▍ | 137/252 [10:44<09:01, 4.71s/day]
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Optimizing Portfolio: 55%|█████▍ | 138/252 [10:48<08:55, 4.70s/day]
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Optimizing Portfolio: 55%|█████▌ | 139/252 [10:52<08:50, 4.70s/day]
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Optimizing Portfolio: 56%|█████▌ | 140/252 [10:56<08:45, 4.69s/day]
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Optimizing Portfolio: 56%|█████▌ | 141/252 [11:00<08:40, 4.69s/day]
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Optimizing Portfolio: 56%|█████▋ | 142/252 [11:05<08:35, 4.68s/day]
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Optimizing Portfolio: 57%|█████▋ | 143/252 [11:09<08:29, 4.68s/day]
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Optimizing Portfolio: 57%|█████▋ | 144/252 [11:13<08:24, 4.67s/day]
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Optimizing Portfolio: 58%|█████▊ | 145/252 [11:17<08:20, 4.67s/day]
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Optimizing Portfolio: 58%|█████▊ | 146/252 [11:22<08:15, 4.67s/day]
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Optimizing Portfolio: 58%|█████▊ | 147/252 [11:25<08:09, 4.66s/day]
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Optimizing Portfolio: 59%|█████▊ | 148/252 [11:29<08:04, 4.66s/day]
(2519,)
Optimizing Portfolio: 59%|█████▉ | 149/252 [11:33<07:59, 4.65s/day]
(2520,)
Optimizing Portfolio: 60%|█████▉ | 150/252 [11:37<07:54, 4.65s/day]
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Optimizing Portfolio: 60%|█████▉ | 151/252 [11:41<07:49, 4.65s/day]
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Optimizing Portfolio: 60%|██████ | 152/252 [11:45<07:44, 4.64s/day]
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Optimizing Portfolio: 61%|██████ | 153/252 [11:49<07:39, 4.64s/day]
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Optimizing Portfolio: 61%|██████ | 154/252 [11:55<07:35, 4.64s/day]
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Optimizing Portfolio: 62%|██████▏ | 155/252 [12:01<07:31, 4.65s/day]
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Optimizing Portfolio: 62%|██████▏ | 156/252 [12:06<07:26, 4.65s/day]
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Optimizing Portfolio: 62%|██████▏ | 157/252 [12:10<07:22, 4.65s/day]
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Optimizing Portfolio: 63%|██████▎ | 158/252 [12:15<07:17, 4.65s/day]
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Optimizing Portfolio: 63%|██████▎ | 159/252 [12:18<07:12, 4.65s/day]
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Optimizing Portfolio: 63%|██████▎ | 160/252 [12:22<07:07, 4.64s/day]
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Optimizing Portfolio: 64%|██████▍ | 161/252 [12:30<07:04, 4.66s/day]
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Optimizing Portfolio: 64%|██████▍ | 162/252 [12:34<06:59, 4.66s/day]
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Optimizing Portfolio: 65%|██████▍ | 163/252 [12:38<06:54, 4.65s/day]
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Optimizing Portfolio: 65%|██████▌ | 164/252 [12:42<06:48, 4.65s/day]
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Optimizing Portfolio: 65%|██████▌ | 165/252 [12:45<06:43, 4.64s/day]
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Optimizing Portfolio: 66%|██████▋ | 167/252 [12:56<06:35, 4.65s/day]
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Optimizing Portfolio: 67%|██████▋ | 168/252 [13:01<06:30, 4.65s/day]
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Optimizing Portfolio: 67%|██████▋ | 169/252 [13:05<06:26, 4.65s/day]
(2529,)
Optimizing Portfolio: 67%|██████▋ | 170/252 [13:11<06:21, 4.66s/day]
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Optimizing Portfolio: 68%|██████▊ | 171/252 [13:16<06:17, 4.66s/day]
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Optimizing Portfolio: 68%|██████▊ | 172/252 [13:22<06:13, 4.67s/day]
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Optimizing Portfolio: 69%|██████▊ | 173/252 [13:28<06:09, 4.67s/day]
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Optimizing Portfolio: 69%|██████▉ | 174/252 [13:34<06:05, 4.68s/day]
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Profit-and-Loss (PnL) attribution (TODO)¶
Profit and Loss is the aggregate realized daily returns of the assets, weighted by the optimal portfolio holdings chosen, and summed up to get the portfolio's profit and loss.
The PnL attributed to the alpha factors equals the factor returns times factor exposures for the alpha factors.
$$ \mbox{PnL}_{alpha}= f \times b_{alpha} $$Similarly, the PnL attributed to the risk factors equals the factor returns times factor exposures of the risk factors.
$$ \mbox{PnL}_{risk} = f \times b_{risk} $$In the code below, in the function build_pnl_attribution calculate the PnL attributed to the alpha factors, the PnL attributed to the risk factors, and attribution to cost.
In [59]:
## assumes v, w are pandas Series
def partial_dot_product(v, w):
common = v.index.intersection(w.index)
return np.sum(v[common] * w[common])
def build_pnl_attribution():
df = pd.DataFrame(index = my_dates)
for dt in my_dates:
date = dt.strftime('%Y%m%d')
p = port[date]
fr = facret[date]
mf = p['opt.portfolio'].merge(frames[date], how = 'left', on = "Barrid")
mf['DlyReturn'] = wins(mf['DlyReturn'], -0.5, 0.5)
df.at[dt,"daily.pnl"] = np.sum(mf['h.opt'] * mf['DlyReturn'])
# TODO: Implement
df.at[dt,"attribution.alpha.pnl"] = partial_dot_product(fr, p['alpha.exposures'])
df.at[dt,"attribution.risk.pnl"] = partial_dot_product(fr, p['risk.exposures'])
df.at[dt,"attribution.cost"] = p['total.cost']
return df
In [66]:
plt.rcParams['figure.figsize'] = (14, 8)
attr = build_pnl_attribution()
for column in attr.columns:
plt.plot(attr[column].cumsum(), label=column)
plt.legend(loc='upper left')
plt.xlabel('Date')
plt.ylabel('PnL Attribution')
plt.show()
Build portfolio characteristics (TODO)¶
Calculate the sum of long positions, short positions, net positions, gross market value, and amount of dollars traded.
In the code below, in the function build_portfolio_characteristics calculate the sum of long positions, short positions, net positions, gross market value, and amount of dollars traded.
In [61]:
def build_portfolio_characteristics():
df = pd.DataFrame(index = my_dates)
for dt in my_dates:
date = dt.strftime('%Y%m%d')
p = port[date]
tradelist = trades[date]
h = p['opt.portfolio']['h.opt']
# TODO: Implement
df.at[dt,"long"] = np.sum(h[h>0])
df.at[dt,"short"] = np.sum(h[h<0])
df.at[dt,"net"] = np.sum(h)
df.at[dt,"gmv"] = np.sum(np.abs(h))
df.at[dt,"traded"] = np.sum(np.abs(tradelist['h.opt'] - tradelist['h.opt.previous']))
return df
In [65]:
plt.rcParams['figure.figsize'] = (14, 8)
pchar = build_portfolio_characteristics()
for column in pchar.columns:
plt.plot(pchar[column], label=column)
plt.legend(loc='upper left')
plt.xlabel('Date')
plt.ylabel('Portfolio')
plt.show()
Optional¶
Choose additional metrics to evaluate your portfolio.
In [63]:
# Optional
Submission¶
Now that you're done with the project, it's time to submit it. Click the submit button in the bottom right. One of our reviewers will give you feedback on your project with a pass or not passed grade.